Yan Liu

Assistant Professor of Finance, Purdue University

mailing address: Krannert Building, 403 W. State Street, West Lafayette, IN 47907-2056, USA
phone: (919) 428-1118  
email: liu2746@purdue.edu

bio.   I received my Ph.D. in finance from Duke University in 2014. My Ph.D. thesis consists of two parts: the first part studies asset market anomalies and proposes new methods to test asset pricing models; the second part develops the concept of generalized entropy and uses it to diagnose macro finance models. Before going to Duke, I obtained my M.A. in statistics (I was a Ph.D. candidate initially) from the University of Minnesota, Twin Cities, and my B.S. in mathematics (with distinction) from Tsinghua University, Beijing. I was at Texas A&M University from 2014 to 2019. I moved to Purdue finance in June 2019. See my CV for more details.

research.   My current research interests include empirical and theoretical asset pricing, financial econometrics, macro finance, mutual funds and hedge funds, financial reporting, and financial institutions.

teaching.   I teach Options and Futures and Financial Risk Management at Purdue University. Previously, I taught Investment Analysis (undergraduate level) at Texas A&M University. See my CV for student evaluations for my class.