Details about Shinhua Liu

Access statistics for papers by Shinhua Liu.

Last updated 2024-07-05. Update your information in the RePEc Author Service.

Short-id: pli397

Journal Articles

2024

1. Creating the XLRE: Market Implications for REITs and the Real Estate Sector
   Journal of Real Estate Portfolio Management, 2024, 30, (1), 54-65

2022

2. Informational efficiency and GICS classification: Evidence from REITs
   The Quarterly Review of Economics and Finance, 2022, 85, (C), 355-362
3. Tick Size and Informed Trading: Evidence from the Taiwanese Stock Market
   International Business Research, 2022, 15, (1), 1

2021

4. GICS and the Real Estate Reclassification Revolution
   Journal of Real Estate Portfolio Management, 2021, 27, (2), 121-136

2020

5. S&P 500 Affiliation and Stock Price Informativeness
   Journal of Behavioral Finance, 2020, 21, (3), 219-232 View citations (1)

2016

6. Are SPDR Options Good for the Underlying Stocks?
   Quarterly Journal of Finance (QJF), 2016, 06, (04), 1-27

2012

7. Why U.S. firms delist from the Tokyo stock exchange: An empirical analysis
   International Review of Economics & Finance, 2012, 24, (C), 62-70 View citations (2)

2011

8. The price effects of index additions: A new explanation
   Journal of Economics and Business, 2011, 63, (2), 152-165 View citations (8)
   Also in Journal of Economics and Business, 2011, 63, (2), 152-165 (2011) View citations (7)

2010

9. Equity Options and Underlying Stocks' Behavior: Further Evidence from Japan
   International Review of Finance, 2010, 10, (3), 293-312 View citations (2)
10. Transaction costs and market efficiency: Evidence from commission deregulation
    The Quarterly Review of Economics and Finance, 2010, 50, (3), 352-360 View citations (1)

2009

11. Index membership and predictability of stock returns: The case of the Nikkei 225
    Pacific-Basin Finance Journal, 2009, 17, (3), 338-351 View citations (3)
12. The impacts of index options on the underlying stocks: The case of the S&P 100
    The Quarterly Review of Economics and Finance, 2009, 49, (3), 1034-1046 View citations (4)
13. Transaction Costs and Price Volatility: New Evidence from the Tokyo Stock Exchange
    Journal of Financial Services Research, 2009, 36, (1), 65-83 View citations (29)

2008

14. Commission deregulation and performance of securities firms: Further evidence from Japan
    Journal of Economics and Business, 2008, 60, (4), 355-368 View citations (5)
15. Index Futures and Predictability of the Underlying Stocks’ Returns: The Case of the Nikkei 225
    Journal of Financial Services Research, 2008, 34, (1), 77-91

2007

16. Currency Derivatives and Exchange Rate Forecastability
    Financial Analysts Journal, 2007, 63, (4), 72-78
17. International cross-listing and stock pricing efficiency: An empirical study
    Emerging Markets Review, 2007, 8, (4), 251-263 View citations (11)
18. Securities Transaction Tax and Market Efficiency: Evidence from the Japanese Experience
    Journal of Financial Services Research, 2007, 32, (3), 161-176 View citations (25)

2006

19. The impacts of index rebalancing and their implications: Some new evidence from Japan
    Journal of International Financial Markets, Institutions and Money, 2006, 16, (3), 246-269 View citations (14)

2000

20. Changes in the Nikkei 500: New Evidence for Downward Sloping Demand Curves for Stocks
    International Review of Finance, 2000, 1, (4), 245-267 View citations (28)