Frank Liu

Dr, BBusSc ANU, PhD Qld

20142019
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Personal profile

Biography

Link: Academic CV.

Link: Personal Webpage.

Dr Zhangxin (Frank) Liu is currently a Senior Lecturer of Finance in the Department of Accounting and Finance of the UWA Business School, and a Fellow of the Centre for Business Data Analytics. He works in the areas of asset pricing, corporate finance, private equity and credit returns. Frank has published in international refereed journals such as Financial Analysts Journal, Accounting and Finance, Australian Journal of Management, Economic Modelling, and Emerging Markets Review.

Frank has received six UWA teaching awards from 2015 to 2018, and two teaching awards from UWA Student Guild. He obtained his PhD degree in finance from the University of Queensland. He received a Bachelor of Actuarial Studies and a Bachelor of Finance (First Class Honours) from the Australian National University. He currently serves on the Faculty Advisory Board of Continuity Capital Partners Pty Limited.

Roles and responsibilities

Frank is the co-seminar coordinator for Accounting & Finance Discipline from June 2016.

Supervision
Complete: M. Hossain (PhD, 2017).; A. A. Erlangga (Honours, 2014); P. Selby (Honours, 2014); J. Wong (Honours, 2015); D. Taylor (Honours, 2016); L. Kole (Honours, 2016); B. Olma (Honours, 2016); J. Bentley (Honours, 2017); N. Furlong (Honours, 2017).

Funding overview

2017 BHP Billiton Visiting Professor Award with Dr Zijian Cheng

2016 Ahern Family Early Career Researcher Portfolio Prize

2014 Business School Research Development Scheme

2014 AFAANZ ECR Research Grant

Current projects

International

2017, "Women Entrepreneurs and Access to Finance in Asia", with G. Fleming

2017, "Private Debt Markets", with D. Cumming and G. Fleming

2017, "Sparsity and Price Pressure skewing the Return Predictability of Risk-Neutral Skewness", with T. van der Heijden

2015, “Decomposing Bond Spreads into Liquidity and Credit Risks: Evidence from Euro-Area Sovereign Intraday Transactions Data”, with S. Treepongkaruna and J. Yu

2015, "The Profitability of Substantial Shareholder Pre-Bid Trades in Acquiring Firms", with R. da Silva Rosa and P. Selby

2015, “Forecasting Power of Volatility Indices: An International Study Across 11 Stock Exchanges”, with A. A. Erlangga, Y. Lan and M. J. O’Neill

Domestic

"The Leveraging of corporate Australia: Domestic corporate board issuances 1920-1980", with Grant Fleming

Industrial relevance

Domestic and International

3 years part-time experience with Continuity Capital Partners, a private equity fund of funds based in Canberra.

Keywords

  • Asset Pricing
  • Private Equity
  • Private Debt
  • Quantitative Finance
  • Risk-Neutral Higher Moments

Fingerprint Dive into the research topics where Frank Liu is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

  • 5 Similar Profiles
Volatility index Business & Economics
Mergers Business & Economics
Trading volume Business & Economics
Pricing Business & Economics
Skewness Business & Economics
Equity markets Business & Economics
Initial public offerings Business & Economics
China Business & Economics

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 2016 2019

A general equilibrium approach to pricing volatility risk

Han, J., Linnenluecke, M., Liu, Z., Pan, Z. & Smith, T., 12 Apr 2019, In : PLoS One. 14, 4, 18 p., 0215032.

Research output: Contribution to journalArticle

Open Access
1 Citation (Scopus)

Bitcoin time-of-day, day-of-week and month-of-year effects in returns and trading volume

Baur, D. G., Cahill, D., Godfrey, K. & (Frank)Liu, Z., 1 Dec 2019, In : Finance Research Letters. 31, p. 78-92 15 p.

Research output: Contribution to journalArticle

Trading volume
Anomaly
Retail
Equity markets
January effect

The returns to private debt: primary issuances vs. secondary acquisitions

Cumming, D., Fleming, G. & Liu, Z., 24 Jan 2019, In : Financial Analysts Journal. p. 48-62 15 p.

Research output: Contribution to journalArticle

Private debt
Asia-Pacific
Fund managers
Private companies
Excess returns

Another Bitcoin Copycat

Cahill, D. & Liu, Z., 11 Oct 2018, (Unpublished).

Research output: Working paper

Going public in China: Reverse mergers versus IPOs on Chinese markets

Cheng, Z., Fleming, G. & Liu, Z. F., 1 Jan 2018, The Oxford Handbook of IPOs. Cumming, D. (ed.). Oxford University Press, USA, p. 283-300 18 p.

Research output: Chapter in Book/Conference paperChapter

China
Chinese market
Mergers
Going public
Initial public offerings

Projects 2014 2015

Prizes

Best Paper

Frank Liu (Recipient), 2013

Prize

Behavioral finance
Skewness

Best PhD Proposal Award

Frank Liu (Recipient), 2011

Prize

Volatility index
Lower partial moments
Corporate finance and governance

Best Presentation Award

Frank Liu (Recipient), 2017

Prize

China
Mergers
Chinese stock market
Going public

Activities 2016 2018

  • 6 Publication peer review
  • 1 Editorial activity
  • 1 Membership of board/school board or association

Journal of International Business Studies (Journal)

Frank Liu (Reviewer)
2018 → …

Activity: Editorial work or peer review of publicationsPublication peer review

Pacific Basin Finance Journal (Journal)

Frank Liu (Reviewer)
2018 → …

Activity: Editorial work or peer review of publicationsPublication peer review

Finance Research Letters (Journal)

Frank Liu (Reviewer)
2018 → …

Activity: Editorial work or peer review of publicationsPublication peer review

Australian Journal of Management (Journal)

Frank Liu (Reviewer)
2018 → …

Activity: Editorial work or peer review of publicationsPublication peer review

International Review of Financial Analysis (Journal)

Frank Liu (Reviewer)
2018 → …

Activity: Editorial work or peer review of publicationsPublication peer review

Courses