EconPapers    
Economics at your fingertips  
 

Details about Shinhua Liu

Workplace:Department of Finance, Real Estate and Business Law, College of Business, University of Southern Mississippi, (more information at EDIRC)

Access statistics for papers by Shinhua Liu.

Last updated 2022-09-11. Update your information in the RePEc Author Service.

Short-id: pli397


Jump to Journal Articles

Journal Articles

2022

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

2020

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

2016

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

2012

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

2011

  1. The price effects of index additions: A new explanation
    Journal of Economics and Business, 2011, 63, (2), 152-165 Downloads View citations (5)

2010

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

2009

  1. Index membership and predictability of stock returns: The case of the Nikkei 225
    Pacific-Basin Finance Journal, 2009, 17, (3), 338-351 Downloads View citations (3)
  2. 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 Downloads View citations (3)
  3. Transaction Costs and Price Volatility: New Evidence from the Tokyo Stock Exchange
    Journal of Financial Services Research, 2009, 36, (1), 65-83 Downloads View citations (28)

2008

  1. Commission deregulation and performance of securities firms: Further evidence from Japan
    Journal of Economics and Business, 2008, 60, (4), 355-368 Downloads View citations (4)
  2. 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 Downloads

2007

  1. International cross-listing and stock pricing efficiency: An empirical study
    Emerging Markets Review, 2007, 8, (4), 251-263 Downloads View citations (11)
  2. Securities Transaction Tax and Market Efficiency: Evidence from the Japanese Experience
    Journal of Financial Services Research, 2007, 32, (3), 161-176 Downloads View citations (24)

2006

  1. 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 Downloads View citations (12)

2005

  1. The shareholder wealth effects of voluntary foreign delistings: an empirical analysis
    Applied Financial Economics Letters, 2005, 1, (4), 199-204 Downloads View citations (5)

2000

  1. Changes in the Nikkei 500: New Evidence for Downward Sloping Demand Curves for Stocks
    International Review of Finance, 2000, 1, (4), 245-267 Downloads View citations (25)
 
Page updated 2022-11-26