百晓学者学者目录

刘沙

硕士生导师，西南财经大学

精选作品

期刊论文

2026

What do leveraged traders seek and gain from social media tone?

Sha Liu, Yu Shen, Lu Qin

Journal of Financial Markets

DOI

2023

Do investors and managers of active ETFs react to social media activities?

Sha Liu

Finance Research Letters，Vol. 51

DOI

2022

Where and about what? Price relevant narratives depend on topic and media type

Sha Liu, Paul Gaskell, Frank McGroarty

Economics Letters，Vol. 213

DOI

2016

Media-expressed negative tone and firm-level stock returns

Khurshid Ahmad, JingGuang Han, Elaine Hutson, Colm Kearney, Sha Liu

Journal Of Corporate Finance，Vol. 37

DOI

2014

[Review] Textual sentiment in finance: A survey of methods and models

Colm Kearney, Sha Liu

International Review Of Financial Analysis，Vol. 33

DOI

2014

The Impact of Textual Sentiment on Sovereign Bond Yield Spreads: Evidence from the Eurozone Crisis

Sha Liu

DOI

2014

Media pessimism and stock returns: a time-varying analysis at the firm level

K. Ahmad, E. Hutson, C. Kearney, Sha Liu

2013

Textual sentiment analysis in international financial markets

Sha Liu

2012

引入住房消费的改进型资产定价模型研究——基于股票收益率横截面的实证比较

刘沙

《金融经济学研究》，Vol. 27, No. 3

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研究方向

实证资产定价资本市场金融文本分析公募基金行为金融

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