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
Jump to Journal Articles
Working Papers
2018
- Effects of Credit Expansions on Stock Market Booms and Busts
NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
2007
- 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
- Hidden Overconfidence and Advantageous Selection
The Geneva Risk and Insurance Review, 2010, 35, (2), 93-107 View citations (9)
2009
- Information, sophistication, and foreign versus domestic investors' performance
Journal of Banking & Finance, 2009, 33, (9), 1636-1651 View citations (31)
- Just How Much Do Individual Investors Lose by Trading?
The Review of Financial Studies, 2009, 22, (2), 609-632 View citations (328)
2008
- 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
- IPO auctions and private information
Journal of Banking & Finance, 2007, 31, (5), 1483-1500 View citations (24)
- Is the Aggregate Investor Reluctant to Realise Losses? Evidence from Taiwan
European Financial Management, 2007, 13, (3), 423-447 View citations (92)
2006
- Taxes and dividend clientele: Evidence from trading and ownership structure
Journal of Banking & Finance, 2006, 30, (1), 229-246 View citations (19)
2004
- Order Imbalances and Market Efficiency: Evidence from the Taiwan Stock Exchange
Journal of Financial and Quantitative Analysis, 2004, 39, (2), 327-341 View citations (80)
2001
- 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
- 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 (30)
1997
- Periodic market closure and order imbalances
Global Finance Journal, 1997, 8, (1), 95-111 View citations (1)
- The Impact of Information Diffusion on Comparisons among Various Trading Mechanisms
Review of Quantitative Finance and Accounting, 1997, 9, (3), 301-26
1995
- 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
- A Simulation model of the Taiwan security market
Journal of Asian Economics, 1994, 5, (3), 413-423 View citations (1)
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|