Research
My research spans various domains, focusing on fintech, credit risk modeling, and financial innovation. Below are all my publications and conference proceedings:
Publications
- Liu, Z., & Liang, H. (2024). Technological Innovation and Risk Assessment: A Study on Fintech Firms in the Conforming Mortgage Market. Proceedings of the 17th China Summer Workshop on Information Management (CSWIM 2024), Xiamen, China.
- Liu, Z., & Liang, H. (Forthcoming). The prediction of mortgage prepayment risks in the early stages of loan origination: A machine learning approach. Journal of Risk.
- Liu, Z., & Liang, H. (2024). Machine learning prediction of loss given default in government-sponsored enterprise residential mortgages. Journal of Risk Model Validation, 18(2), 1-23.
- Liu, Z., Liang, H., & Liu, C. (2024). The effects of debt liquidity risk on firms' growth rate. International Journal of Managerial Finance, Vol. 20 No. 1, pp. 71-93.
- Shaojie Lai, Hongyan Liang, Zilong Liu, Xiaoling Pu, & Jianing Zhang (2022). Ownership concentration among entrepreneurial firms: The growth-control trade-off. International Review of Economics & Finance, 78, 122-140.
- Fanglin Shen, Quantong Guo, Hongyan Liang, and Zilong Liu (2022). Responses in Divergence of Opinion to Earnings Announcements: Evidence from American Depository Receipts. International Journal of Managerial Finance, forthcoming.
- Zilong Liu and Hongyan Liang (2021). The impact of bank liquidity risk on risk-taking and bank lending: Evidence from European banks. Journal of Financial and Banking Review, 6(2), 82–97.
- Hongyan Liang, Alfred L. Guiffrida, Zilong Liu, Butje Eddy Patuwo, & Murali Shanker (2021). A Generalized Stochastic Cost–Volume–Profit Model. Systems, 9(4), 81.
- Lindsay Baran, Ying Li, Zilong Liu, Chang Liu, & Xiaoling Pu. The impact of S&P index revisions on the credit default swap market. The Review of Financial Economics, 2018;00:1-16.
- Michael Hu, Hongyan Liang, Zilong Liu, Xiandeng Jiang, & Chanho Song (2017). Online sales in startups. Pan Pacific Journal of Business Research, Vol. 8 No. 2.
- Zilong Liu, Xiaoling Pu, & Xinlei Zhao (2015). What moves the correlation between equity and CDS markets? The Journal of Fixed Income, Vol. 25 No. 2, 72-8.
Conference Proceedings
- The effects of debt liquidity risk on firms’ growth rate. Proceedings of the Academy of Finance 2022 Conference, Chicago, IL, March 23-25, 2022.
- Liu, Z., & Liang, H. (2024). Technological Innovation and Risk Assessment: A Study on Fintech Firms in the Conforming Mortgage Market. Proceedings of the 17th China Summer Workshop on Information Management (CSWIM 2024), Xiamen, China.
Honors and Awards
- Best Paper Award in Derivatives, Eastern Finance Association, 2015.
- Kauffman Promising Paper Award Winner, Kauffman Foundation, 2015.