About
Dingqian (Sara) Liu is an Economist turned Quantitative Researcher at American Century Investments. Her work sits at the intersection of financial economics, macroeconomics, and data science.
She is currently engaged in research on firm-level financing decisions, the measurement of managerial attention, and the effects of economic policy uncertainty on financial markets and growth. Sara was born and raised in Sichuan, China and holds a B.A. in Finance from the University of International Business and Economics (UIBE).
American Century Investments
American University (Alumni)
Univ. of International Business & Economics (B.A.)
What's New
- Data China VIX Index updated through March 2022 (Feb. 2015 – Mar. 2022).
- Forthcoming IMF Economic Review: Stock Prices and Economic Activity in the Time of Coronavirus — Replication Package ↓
- Paper Job Market Paper (updated Dec. 31, 2021): Manager Attention and Leverage Dynamics
- Talk Presented at the 2nd Applied Macroeconomics Forum — AI, Machine Learning, and Macroeconomics (Dec. 11, 2021)
- Talk PyData Global 2021: What Do C-Suite Executives Pay Attention To?
- Data Mainland China Economic Policy Uncertainty (EPU) — ongoing updates
China VIX Index — Feb. 2015 through Mar. 2022
From Manager Attention and Leverage Dynamics — aggregated attention capacity & allocation