School Of Business
Graduate School of Business
Carysfort Avenue, Blackrock
Tel: +353 1 7164318
Dr Sha Liu is an Assistant Professor in Finance at UCD College of Business. She joined UCD in October 2016. Prior to that, Sha was a Lecturer in Finance at University of Southampton (UK). She completed PhD in Finance from University of Dublin, Trinity College and worked in the industry for a short period of time. Sha holds Msc in Financial Economics from University of Oxford (UK), and Bachelor's degree in Economics from University of International Business and Economics (China).
Sha has lectured in Behavioural Finance, Corporate Finance, Financial Management, and Financial Markets. Her research interests include textual analysis, news and media, behavioural finance, and empirical asset pricing. Her work has been published in international referred journals such as the Journal of Corporate Finance, the International Review of Financial Analysis, and she has won external grant funding for her research from Enterprise Ireland. Sha won the Tom Fetherston Prize for Best Paper published in the International Review of Financial Analysis (2016), and the Southwestern Finance Association Best Paper Award in Investment Track (2017).
SSRN author page
Honours and Awards
| Year: 2017.
Title: Southwestern Finance Association Best Paper Award (Investment Track)
| Year: 2016.
Title: Tom Fetherston Prize for Best Paper
| Employer: University of Southampton
Position: Lecturer in Finance
| Year 2014 Institution: Trinity College Dublin
Qualification: PhD Subject:
| Year 2008 Institution: Oxford University, UK
Qualification: MSc Subject:
| Year 2007 Institution: University of International Business and Economics
Qualification: BA Subject:
| AD-HOC REFERENCING ACTIVITIES:
European Science Foundation (for grants); European Accounting Review; International Journal of Banking, Accounting and Finance; Multinational Finance Journal; Journal of Behavioural and Experimental Finance; Asia-Pacific Journal of Financial Studies.
Peer Reviewed Journals
|Ahmad K., Han J., Hutson, E., Kearney, C., and Liu,S. (2016) 'Media-expressed negative tone and firm-level stock returns'. Journal of Corporate Finance, 37 (2016):152-172. [DOI] Link to full text [Details]|
|Kearney, C. and Liu, S. (2014) 'Textual sentiment in finance: a survey of methods and models'. International Review of Financial Analysis, 33 :171-185. [DOI] Link to full text [Details]|
|Liu, S. (2014) 'The impact of textual sentiment on sovereign bond yield spreads: evidence from the Eurozone crisis'. Multinational Finance Journal, 18 (3/4):215-248. [Details]|
| Textual analysis; News and media; Behavioural finance;Empirical asset pricing
| Sponsor : Enterprise Ireland (EI)
Title : Anti Money Laundering 2.0: An Artificial Intelligence Approach ¿ Feasibility Study
Start Date / End Date : 01-OCT-16 / 31-MAR-17
Current Postgraduate Students
|Yumeng Gao, Doctor of Philosophy (PhD) - Thesis Co-Supervisor|
|201700 FIN30190 Finance: Behavioural Finance|