Details about Yu-Jane Liu

Access statistics for papers by Yu-Jane Liu.

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

Short-id: pli627

Working Papers

2018

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

2007

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

Journal Articles

2010

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

2009

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

2008

4. The Costs of Owning Employer Stocks: Lessons from Taiwan
   Journal of Financial and Quantitative Analysis, 2008, 43, (3), 717-740 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) (2007)

2007

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

2006

7. Taxes and dividend clientele: Evidence from trading and ownership structure
   Journal of Banking & Finance, 2006, 30, (1), 229-246 View citations (20)

2004

8. Order Imbalances and Market Efficiency: Evidence from the Taiwan Stock Exchange
   Journal of Financial and Quantitative Analysis, 2004, 39, (2), 327-341 View citations (81)

2001

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

1999

10. Trading patterns of big versus small players in an emerging market: An empirical analysis
    Journal of Banking & Finance, 1999, 23, (5), 701-725 View citations (32)

1997

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

1995

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

1994

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