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Details about Yu-Jane Liu

E-mail:
Workplace:Guanghua School of Management, Peking University, (more information at EDIRC)

Access statistics for papers by Yu-Jane Liu.

Last updated 2011-02-05. Update your information in the RePEc Author Service.

Short-id: pli627


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Working Papers

2018

  1. Effects of Credit Expansions on Stock Market Booms and Busts
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)

2007

  1. The Cost of Owning Employer Stocks: Lessons From Taiwan
    Working Papers, Center for Retirement Research at Boston College, Center for Retirement Research Downloads
    See also Journal Article The Costs of Owning Employer Stocks: Lessons from Taiwan, Journal of Financial and Quantitative Analysis, Cambridge University Press (2008) Downloads View citations (4) (2008)

Journal Articles

2010

  1. Hidden Overconfidence and Advantageous Selection
    The Geneva Risk and Insurance Review, 2010, 35, (2), 93-107 Downloads View citations (9)

2009

  1. Information, sophistication, and foreign versus domestic investors' performance
    Journal of Banking & Finance, 2009, 33, (9), 1636-1651 Downloads View citations (31)
  2. Just How Much Do Individual Investors Lose by Trading?
    The Review of Financial Studies, 2009, 22, (2), 609-632 Downloads View citations (328)

2008

  1. The Costs of Owning Employer Stocks: Lessons from Taiwan
    Journal of Financial and Quantitative Analysis, 2008, 43, (3), 717-740 Downloads View citations (4)
    See also Working Paper The Cost of Owning Employer Stocks: Lessons From Taiwan, Working Papers, Center for Retirement Research at Boston College (2007) Downloads (2007)

2007

  1. IPO auctions and private information
    Journal of Banking & Finance, 2007, 31, (5), 1483-1500 Downloads View citations (24)
  2. Is the Aggregate Investor Reluctant to Realise Losses? Evidence from Taiwan
    European Financial Management, 2007, 13, (3), 423-447 Downloads View citations (92)

2006

  1. Taxes and dividend clientele: Evidence from trading and ownership structure
    Journal of Banking & Finance, 2006, 30, (1), 229-246 Downloads View citations (19)

2004

  1. Order Imbalances and Market Efficiency: Evidence from the Taiwan Stock Exchange
    Journal of Financial and Quantitative Analysis, 2004, 39, (2), 327-341 Downloads View citations (80)

2001

  1. On the Demand Elasticity of Initial Public Offerings: An Analysis of Discriminatory Auctions
    International Review of Finance, 2001, 2, (3), 151-178 Downloads View citations (14)

1999

  1. Trading patterns of big versus small players in an emerging market: An empirical analysis
    Journal of Banking & Finance, 1999, 23, (5), 701-725 Downloads View citations (30)

1997

  1. Periodic market closure and order imbalances
    Global Finance Journal, 1997, 8, (1), 95-111 Downloads View citations (1)
  2. The Impact of Information Diffusion on Comparisons among Various Trading Mechanisms
    Review of Quantitative Finance and Accounting, 1997, 9, (3), 301-26 Downloads

1995

  1. Volatility and price change spillover effects across the developed and emerging markets
    Pacific-Basin Finance Journal, 1995, 3, (1), 113-136 Downloads View citations (59)

1994

  1. A Simulation model of the Taiwan security market
    Journal of Asian Economics, 1994, 5, (3), 413-423 Downloads View citations (1)
 
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