Yu-Jane Liu : Citation Profile

Are you Yu-Jane Liu?

Peking University

9

H index

9

i10 index

603

Citations

RESEARCH PRODUCTION:

14

Articles

2

Papers

RESEARCH ACTIVITY:

   24 years (1994 - 2018). See details.
   Cites by year: 25
   Journals where Yu-Jane Liu has often published
   Relations with other researchers
   Recent citing documents: 100.    Total self citations: 1 (0.17 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli627
   Updated: 2023-03-25    RAS profile: 2011-02-05    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Yu-Jane Liu.

Is cited by:

Mendes, Victor (9)

Agudelo, Diego (9)

Ülkü, Numan (8)

Smajlbegovic, Esad (7)

Abreu, Margarida (6)

Zhou, Wei-Xing (5)

Challet, Damien (5)

Nguyen, Duc Khuong (5)

TSAI, WEI-CHE (4)

Huang, Rachel (4)

De Winne, Rudy (4)

Cites to:

Shleifer, Andrei (12)

Grinblatt, Mark (7)

Favara, Giovanni (5)

Imbs, Jean (5)

Mayer, Christopher (5)

Schularick, Moritz (4)

Jagannathan, Ravi (4)

McInish, Thomas (4)

Summers, Lawrence (4)

Taylor, Alan (4)

Titman, Sheridan (4)

Main data

Where Yu-Jane Liu has published?

Journals with more than one article published# docs
Journal of Banking & Finance4
Journal of Financial and Quantitative Analysis2

Recent works citing Yu-Jane Liu (2022 and 2021)

YearTitle of citing document
2021The Relation Between Trading Volume Concentration and Stock Returns. (2021). Lin, Yaling ; Lo, Chen-Chang ; Wen, Yi Ting ; Kuo, Jiann-Lin. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2021:p:82-89.

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2021Sectorial holdings and stock prices: the household-bank nexus. (2021). Martinez-Miera, David ; Lamas, Matias. In: Working Papers. RePEc:bde:wpaper:2130.

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2021Order imbalance and stock returns: New evidence from the Chinese stock market. (2021). Zhou, Weixing ; Jiang, George J ; Zhang, Ting. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:2:p:2809-2836.

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2021Does stock market liberalisation restrain corporate financialisation?. (2021). Li, Ziyang ; Yao, Mengchao ; Zhu, Yanyan ; Ying, Qianwei. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:5:p:6263-6294.

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2021Are mutual fund investors loss averse? Evidence from China. (2021). Ting, Huangwen ; Shrider, David G ; Jiang, Jie ; Wu, Yanran. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:2:p:231-250.

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2021On the Impacts of Overconfidence under Information Diversity. (2021). Zhen, Fang ; Zhou, Deqing. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:1:p:345-357.

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2021Rights issues: Retail shareholders and their participation decisions. (2021). Brown, Christine ; Au Yong, Hue Hwa ; Ho, Choy Yeing ; Shekhar, Chander. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:3:p:917-944.

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2021Asset Managers: Institutional Performance and Factor Exposures. (2021). Morse, Adair ; Linnainmaa, Juhani T ; Gerakos, Joseph. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:4:p:2035-2075.

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2021Tracking Retail Investor Activity. (2021). Zhang, Xiaoyan ; Jones, Charles M ; Boehmer, Ekkehart. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:5:p:2249-2305.

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2021ISO order imbalances and individual stock returns. (2021). Cox, Justin. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:1:p:5-23.

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2021Decomposing the Disposition Effect. (2021). Fischer, Dominik S ; Maier, Johannes. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9334.

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2021The Macroeconomics of Financial Speculation. (2021). Simsek, Alp. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15733.

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2021Exchange-traded certificates, education and the disposition effect. (2021). Silva, Paulo ; Mendes, Victor ; da Silva, Paulo Pereira. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303853.

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2021Measuring the disposition effect. (2021). De Winne, Rudy ; DEWINNE, Rudy . In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635021000125.

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2021Individual investors’ trading behavior in Moscow Exchange and the COVID-19 crisis. (2021). Ulku, Numan ; Djalilov, Abdulaziz. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000939.

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2022Disposition bias among Borsa Istanbul investors: What do we know about type, size and trading frequency?. (2022). Ekinci, Cumhur ; Kahya, Evrim Hilal. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:35:y:2022:i:c:s2214635022000351.

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2022Sports Mood Index, institutional investors, and earnings announcement anomalies. (2022). Wu, Runze. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:35:y:2022:i:c:s2214635022000375.

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2021Weather, institutional investors and earnings news. (2021). Sun, Lin ; Norris, Dylan ; Jiang, Danling. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001115.

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2021Risk attitude, financial literacy and household consumption: Evidence from stock market crash in China. (2021). Chen, Chen ; Jia, Qinmin ; Zhang, Yixing. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:995-1006.

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2021Preference for bid time in hybrid auctioned IPOs: Evidence from China. (2021). Ma, Xinru ; He, Jingbin ; Liao, Jingchi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000267.

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2022Disclosure quality, price efficiency, and expected returns. (2022). Sun, Ping-Wen ; Lee, Shih-Cheng ; Ho, Kung-Cheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001790.

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2022Order Choices: An Intraday Analysis of the Taiwan Stock Exchange. (2022). Lo, Hsiang-Yu ; Hung, Pi-Hsia ; Lien, Donald. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000912.

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2021The valuation effect of stock dividends or splits: Evidence from a catering perspective. (2021). Xu, Xin ; Liu, Yu-Jane ; Hu, Conghui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:61:y:2021:i:c:p:163-179.

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2021The price discovery role of day traders in futures market: Evidence from different types of day traders. (2021). Tsai, Shih-Chuan ; Fung, Scott. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:53-77.

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2022Income, trading, and performance: Evidence from retail investors. (2022). Zhai, Rui-Xiang ; Lin, Chih-Yung ; Hasan, Iftekhar ; Bui, Dien Giau. In: Journal of Empirical Finance. RePEc:eee:empfin:v:66:y:2022:i:c:p:176-195.

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2022Do connections pay off in the bitcoin market?. (2022). Yang, Zichao ; Tsang, Kwok Ping. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:1-18.

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2021News release and the role of different types of investors. (2021). Feng, XU ; Xiong, Xiong ; Ma, Junjun . In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302854.

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2022The informativeness of brokerage reports: Privately-circulated versus publicly-disseminated news. (2022). Wu, Chen-Hui. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922001909.

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2021Does it payoff to be overconfident? Evidence from an emerging market – a quantile regression approach. (2021). Cepoi, Cosmin-Octavian ; Toma, Filip-Mihai ; Negrea, Bogdan. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319303010.

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2021How did retail investors respond to the COVID-19 pandemic? The effect of Robinhood brokerage customers on market quality. (2021). Velthuis, Raisa ; Sedunov, John ; Pagano, Michael S. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000271.

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2021Term structure of sentiment effect on investor trading behavior. (2021). Ryu, Doojin ; Kim, Karam. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000866.

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2022The anatomy of the disposition effect: Which factors are most important?. (2022). Ahn, Yongkil. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001215.

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2022The impact of provider-specific factors on the profitability of contract for difference traders. (2022). Hebaka, Viktor. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002567.

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2022The impact of margin trading and short selling by retail investors on market price efficiency: Empirical evidence from bitcoin exchanges. (2022). Strych, Jan-Oliver. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000186.

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2022Foreign institutions and the behavior of liquidity following macroeconomic announcements. (2022). Yu, Jinyoung ; Webb, Robert I ; Ryu, Doojin. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004391.

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2022A taxonomy of individual liquidity provision: Evidence from the Taiwan stock exchange. (2022). Chan, Chang ; Zhou, Xiaozhou ; Chiou, Calvin J. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004445.

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2021Volatility of order imbalance of institutional traders and expected asset returns: Evidence from Taiwan. (2021). Wu, Ming-Hung ; Weng, Pei-Shih ; Tsai, Wei-Che ; Huang, Hong-Gia. In: Journal of Financial Markets. RePEc:eee:finmar:v:52:y:2021:i:c:s138641812030015x.

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2021Bidding styles of institutional investors in IPO auctions. (2021). Güçbilmez, Ufuk ; Briain, Tomas O ; Gubilmez, Ufuk . In: Journal of Financial Markets. RePEc:eee:finmar:v:53:y:2021:i:c:s1386418120300483.

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2021Deleveraging commonality. (2021). Zhu, Ning ; Liu, Yu-Jane. In: Journal of Financial Markets. RePEc:eee:finmar:v:53:y:2021:i:c:s1386418120300513.

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2022Bank loans during the 2008 quantitative easing. (2022). Lu, Chien-Lin ; Lin, Chih-Yung ; Chou, Robin K ; Chen, Hsuan-Chi. In: Journal of Financial Stability. RePEc:eee:finsta:v:59:y:2022:i:c:s1572308922000031.

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2022Robinhood investors and corporate misconduct. (2022). Kuvvet, Emre. In: Global Finance Journal. RePEc:eee:glofin:v:54:y:2022:i:c:s1044028322000540.

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2022The effect of abnormal institutional attention on bank loans. (2022). , Robin ; Lin, Chih-Yung ; Bui, Dien Giau ; Huang, Yin-Siang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001669.

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2022Retail trading activity and major lifecycle events: The case of divorce. (2022). Westerholm, Joakim P ; Subrahmanyam, Avanidhar ; Kalev, Petko S ; Grant, Andrew. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:135:y:2022:i:c:s0378426621003459.

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2022The role of a long-term investor-underwriter relationship in auctioned IPOs. (2022). Xue, YI ; Shao, Xinjian ; Jiang, Ping. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:135:y:2022:i:c:s0378426621003484.

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2022Do retail traders destabilize financial markets? An investigation surrounding the COVID-19 pandemic. (2022). Yasin, Awaid ; Butt, Hassan A ; Blau, Benjamin M ; Baig, Ahmed S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:144:y:2022:i:c:s0378426622002072.

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2021Do activist shareholders influence a manager’s decisions on a firm’s dividend policy: A mixed-method study. (2021). Matos, Pedro Verga ; Barros, Victor ; Vieira, Pedro Rino ; Sarmento, Joaquim Miranda. In: Journal of Business Research. RePEc:eee:jbrese:v:122:y:2021:i:c:p:387-397.

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2021Wide framing disposition effect: An empirical study. (2021). Henderson, Vicky ; Burro, Giovanni ; Brettschneider, Julia. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:185:y:2021:i:c:p:330-347.

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2021Regulatory mood-congruence and herding: Evidence from cannabis stocks. (2021). Gebka, Bartosz ; Kallinterakis, Vasileios ; Andrikopoulos, Panagiotis. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:185:y:2021:i:c:p:842-864.

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2021Institutional investor sentiment and the mean-variance relationship: Global evidence. (2021). Duxbury, Darren ; Wang, Wenzhao. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:191:y:2021:i:c:p:415-441.

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2022Reference dependence in the demand for gasoline. (2022). Wolak, Frank A ; Lewis, Matthew S ; Levin, Laurence . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:197:y:2022:i:c:p:561-578.

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2022Taming the bias zoo. (2022). Xiong, Wei ; Peng, Cameron ; Liu, Hongqi. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:2:p:716-741.

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2022Attention triggers and investors’ risk-taking. (2022). Subrahmanyam, Marti G ; Pelster, Matthias ; Arnold, Marc. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:2:p:846-875.

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2022Democracy and the pricing of initial public offerings around the world. (2022). Goyal, Abhinav ; Veeraraghavan, Madhu ; Kallinterakis, Vasileios ; Duong, Huu Nhan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:1:p:322-341.

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2022Who moved my liquidity? Liquidity evaporation in emerging markets in periods of financial uncertainty. (2022). Agudelo, Diego A ; Munera, Daimer J. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:129:y:2022:i:c:s0261560622001267.

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2022Wealth redistribution in bubbles and crashes. (2022). Shi, Donghui ; Lou, Dong ; An, LI. In: Journal of Monetary Economics. RePEc:eee:moneco:v:126:y:2022:i:c:p:134-153.

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2021Big data analytics, order imbalance and the predictability of stock returns. (2021). Sensoy, Ahmet ; Corbet, Shaen ; Salari, Hajar Novin ; Gulay, Guzhan ; Akyildirim, Erdinc. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:62:y:2021:i:c:s1042444x21000402.

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2021Who reacts to what information in securities analyst reports? Direct evidence from the investor trade imbalance. (2021). Lee, Chin-Shen ; Hsieh, Wen-Liang Gideon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x20307046.

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2021Does size and book-to-market contain intangible information about managerial incentives? Learning from corporate D&O insurance purchase. (2021). Huang, Rachel ; Yue, Jack C ; Wang, Cheng-Wei ; Jeng, Vivian. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21000676.

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2021What factors are associated with stock price jumps in high frequency?. (2021). Tsai, Shih-Chuan ; Ahn, Yongkil. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21001098.

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2021Do messages on online stock forums spur firm productivity?. (2021). Li, YI ; Wang, Pengfei ; Zhang, Wei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21001165.

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2021Lottery preferences and retail short selling. (2021). Tsai, Feng-Tse ; Chang, Jung-Hsien. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21001189.

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2022The effect of Chinese lunar calendar on individual investors trading. (2022). , Robin ; Lin, Chih-Yung ; Chiu, Junmao ; Huang, Yin-Siang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:71:y:2022:i:c:s0927538x21002018.

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2022The profitability effect: An evaluation of alternative explanations. (2022). Chen, Chang-Yi ; Yu, Hsin-Yi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:72:y:2022:i:c:s0927538x22000063.

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2022Firm performance following actual share repurchases: Effects of investment crowding out and financial flexibility. (2022). Huang, Chih-Jen ; Chao, Ching-Hsiang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000336.

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2022Robust one-way trading with limited number of transactions and heuristics for fixed transaction costs. (2022). Lan, Yingjie ; Wang, Wei. In: International Journal of Production Economics. RePEc:eee:proeco:v:247:y:2022:i:c:s0925527322000305.

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2021Family control, external governance mechanisms, and dividend payouts. (2021). Yang, Jimmy J ; Li, Shaomin ; Teng, Chia-Chen. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:198-209.

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2021Who knows more and makes more? A perspective of order submission decisions across investor types. (2021). Chen, Hung-Ju ; Hung, Pi-Hsia ; Lien, Donald. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:381-398.

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2021Foreign institutional ownership and the effectiveness of technical analysis. (2021). Lee, Hsiu-Chuan ; Huang, Chia-Hsin ; Chien, Cheng-Yi ; Chung, Chien-Ping. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:86-96.

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2022Information content of order imbalance in the index options market. (2022). Sensoy, Ahmet ; Omole, John. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:418-432.

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2021Tick Size and Price Reversal after Order Imbalance. (2021). Sirnes, Espen ; Hong, Minh Thi. In: IJFS. RePEc:gam:jijfss:v:9:y:2021:i:2:p:19-:d:523899.

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2021Sell Winners and Buy Losers? The Impact of Familiarity on Individual Investors’ Decision-Making: Experimental Results. (2021). Zhdanov, Vladislav ; Simonov, Artem . In: IJFS. RePEc:gam:jijfss:v:9:y:2021:i:3:p:47-:d:627578.

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2022The Relationship between Managers’ Disclosure Tone and the Trading Volume of Investors. (2022). Askarany, Davood ; Hesarzadeh, Reza ; Pouryousof, Azam. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:12:p:618-:d:1007808.

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2022.

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2022.

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2021Retail investor expectations and trading preferences. (2021). Lim, Guay ; Zeng, QI ; Tsiaplias, Sarantis. In: Melbourne Institute Working Paper Series. RePEc:iae:iaewps:wp2021n27.

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2023The role of institutional investors in the financial development. (2023). Andrieș, Alin Marius ; Sprincean, Nicu ; Brodocianu, Mihaela. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:1:d:10.1007_s10644-022-09425-0.

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2021ICO investors. (2021). Fahlenbrach, Ruediger ; Frattaroli, Marc. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:35:y:2021:i:1:d:10.1007_s11408-020-00366-0.

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2021Revisiting disposition effect and momentum: a quantile regression perspective. (2021). Ahmed, Mohamed ; Doukas, John A. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:56:y:2021:i:3:d:10.1007_s11156-020-00919-4.

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2021News sentiment and stock market volatility. (2021). Yang, Jimmy J ; Lu, Yang-Cheng ; Hsu, Yen-Ju . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:57:y:2021:i:3:d:10.1007_s11156-021-00971-8.

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2022The information value of interim accounting disclosures: evidence from mandatory monthly revenue reports. (2022). Yu, Chin-Te ; Chen, Wei-Da. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:58:y:2022:i:1:d:10.1007_s11156-021-00994-1.

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2022Is maximum daily return a lottery? Evidence from monthly revenue announcements. (2022). Wang, Zi-Mei ; Lien, Donald. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:59:y:2022:i:2:d:10.1007_s11156-022-01051-1.

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2022Portfolio Diversification During the Belle Époque: When the Actual Portfolios of French Individual Investors Met Behavioral Finance. (2022). Parent, Antoine ; Merli, Maxime. In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2022-01.

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2022Momentum, Reversals, and Investor Clientele*. (2022). Titman, Sheridan ; Subrahmanyam, Avanidhar. In: Review of Finance. RePEc:oup:revfin:v:26:y:2022:i:2:p:217-255..

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2022The Distress Anomaly is Deeper than You Think: Evidence from Stocks and Bonds*. (2022). Philipov, Alexander ; Jostova, Gergana ; Chordia, Tarun ; Avramov, Doron. In: Review of Finance. RePEc:oup:revfin:v:26:y:2022:i:2:p:355-405..

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2022The effect of overconfidence on insurance demand. (2022). Bregu, Klajdi. In: The Geneva Risk and Insurance Review. RePEc:pal:genrir:v:47:y:2022:i:2:d:10.1057_s10713-021-00064-5.

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2022Disposition Effect and its outcome on endogenous price fluctuations. (2022). Tramontana, Fabio ; Cafferata, Alessia. In: MPRA Paper. RePEc:pra:mprapa:113904.

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2021Decomposing the Disposition Effect. (2021). Fischer, Dominik S ; Maier, Johannes K. In: Rationality and Competition Discussion Paper Series. RePEc:rco:dpaper:288.

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2021When Falling Just Short is a Good Thing: The Effect of Past Performance on Improvement. (2021). Hiller, Scott ; Burdina, Mariya . In: Journal of Sports Economics. RePEc:sae:jospec:v:22:y:2021:i:7:p:777-798.

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2021Deep Learning Market Microstructure: Dual-Stage Attention-Based Recurrent Neural Networks. (2021). Park, Sukjin ; Chung, Chaeshick. In: Working Papers. RePEc:sgo:wpaper:2108.

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2021On the economic effects of the text completion interface: empirical analysis of financial markets. (2021). Rubin, Amir. In: Electronic Markets. RePEc:spr:elmark:v:31:y:2021:i:3:d:10.1007_s12525-021-00485-0.

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2021The role of institutional investors in pension risk transfers. (2021). Weinberger, Andrew ; Pana, Elisabeta ; McCarthy, Mary. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:45:y:2021:i:3:d:10.1007_s12197-020-09537-1.

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2021Stock market manipulation in an emerging market of Turkey: how do market participants select stocks for manipulation?. (2021). Zhang, Hanxiong ; Manahov, Viktor ; Yalaman, Abdullah ; Ok, Hilal. In: Applied Economics Letters. RePEc:taf:apeclt:v:28:y:2021:i:5:p:354-358.

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2021Investors trading behaviour and stock market volatility during crisis periods: A dual long?memory model for the Korean Stock Exchange. (2021). Kartsaklas, Aris ; Yfanti, Stavroula ; Karanasos, Menelaos ; Caporale, Guglielmo Maria. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:4441-4461.

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2022Investor types trading around the short?term reversal pattern. (2022). Ulku, Numan ; Onishchenko, Olena. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2627-2647.

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2023Order book price impact in the Chinese soybean futures market. (2023). Li, Youwei ; Yang, Yung Chiang ; Kearney, Fearghal ; Jin, Muzhao. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:606-625.

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2021Informed options trading around holidays. (2021). Yu, Jinyoung ; Ryu, Doojin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:5:p:658-685.

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2021Investor sentiment, misreaction, and the skewness?return relationship. (2021). Chen, Chinho. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:9:p:1427-1455.

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2022Resale options and heterogeneous beliefs. (2022). Wang, Rongtsorng ; Kuo, Idoun ; Huang, Kaimin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:6:p:1067-1083.

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2022Emerging economies openness and efficiency. (2022). Qin, Yafeng ; Bai, Feng. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:43:y:2022:i:3:p:659-672.

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2022The impact of financial transaction taxes on stock markets: Short-run effects, long-run effects, and reallocation of trading activity. (2022). Noth, Felix ; Noack, Mona ; Eichfelder, Sebastian. In: IWH Discussion Papers. RePEc:zbw:iwhdps:122022.

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Works by Yu-Jane Liu:

YearTitleTypeCited
2007Is the Aggregate Investor Reluctant to Realise Losses? Evidence from Taiwan In: European Financial Management.
[Full Text][Citation analysis]		article81
2001On the Demand Elasticity of Initial Public Offerings: An Analysis of Discriminatory Auctions In: International Review of Finance.
[Full Text][Citation analysis]		article14
2007The Cost of Owning Employer Stocks: Lessons From Taiwan In: Working Papers, Center for Retirement Research at Boston College.
[Full Text][Citation analysis]		paper4
2008The Costs of Owning Employer Stocks: Lessons from Taiwan.(2008) In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		article
2004Order Imbalances and Market Efficiency: Evidence from the Taiwan Stock Exchange In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article73
1994A Simulation model of the Taiwan security market In: Journal of Asian Economics.
[Full Text][Citation analysis]		article1
1997Periodic market closure and order imbalances In: Global Finance Journal.
[Full Text][Citation analysis]		article1
1999Trading patterns of big versus small players in an emerging market: An empirical analysis In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article27
2006Taxes and dividend clientele: Evidence from trading and ownership structure In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article15
2007IPO auctions and private information In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article22
2009Information, sophistication, and foreign versus domestic investors performance In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article26
1995Volatility and price change spillover effects across the developed and emerging markets In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article53
1997The Impact of Information Diffusion on Comparisons among Various Trading Mechanisms. In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article0
2018Effects of Credit Expansions on Stock Market Booms and Busts In: NBER Working Papers.
[Full Text][Citation analysis]		paper3
2009Just How Much Do Individual Investors Lose by Trading? In: Review of Financial Studies.
[Full Text][Citation analysis]		article274
2010Hidden Overconfidence and Advantageous Selection In: The Geneva Risk and Insurance Review.
[Full Text][Citation analysis]		article9

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