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- Phone:010-85188858*3330
- Fax:010-85186800
- E-mail:fliu@ckgsb.edu.cn
- Office Hours:by appointment - schedule by email
- Research Fellow of Finance at Cheung Kong
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- Ph.D., Catholic University of Leuven, Belgium
- Research Areas: Asset Pricing, Behavioral Finance
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Introduction
Liu is a research fellow at Cheung Kong. She received her Ph.D. in finance from Catholic University of Leuven in Belgium.
She previously worked as a project researcher for the European Investment Bank and as a financial analyst at the Zhoutong Research Institute.
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Achievements
Liu's work has been published in the Asia-Pacific Journal of Financial Studies. She has two forthcoming articles scheduled to appear in the Financial Review and World Economy.
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Selected Publications
- Fang Liu, Piet Sercu, "The forward Puzzle: Long-memory Bias and Short-term Expectation", Asia-Pacific Journal of Financial Studies, Vol.36, 135-161, 2007.
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- Fang Liu, Piet Sercu, "The Forex Forward Puzzle: the Career Risk Hypothesis", accepted by the Financial Review.
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- Fang Liu, Piet Sercu, "The Forward Puzzle: the Roles of Exchange-Rate Regime and Base-Currency Strength", accepted by the World Economy.
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