Yu-Jane Liu : Citation Profile


Are you Yu-Jane Liu?

Peking University

10

H index

10

i10 index

404

Citations

RESEARCH PRODUCTION:

15

Articles

2

Papers

RESEARCH ACTIVITY:

   24 years (1994 - 2018). See details.
   Cites by year: 16
   Journals where Yu-Jane Liu has often published
   Relations with other researchers
   Recent citing documents: 102.    Total self citations: 1 (0.25 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli627
   Updated: 2020-03-21    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:

Agudelo, Diego (9)

Ülkü, Numan (7)

Smajlbegovic, Esad (7)

Abreu, Margarida (6)

Lee, Yi-Tsung (5)

Zhou, Wei-Xing (4)

Weber, Enzo (4)

De-Losso, Rodrigo (4)

Odean, Terrance (3)

Iturbe-Ormaetxe, Inigo (3)

Barber, Brad (3)

Cites to:

Shleifer, Andrei (11)

Mayer, Christopher (5)

Grinblatt, Mark (5)

Summers, Lawrence (4)

Titman, Sheridan (4)

Fama, Eugene (3)

michaely, roni (3)

Jagannathan, Ravi (3)

Lee, Yi-Tsung (3)

Odean, Terrance (3)

Gyourko, Joseph (3)

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 (2018 and 2017)


YearTitle of citing document
2018Statistically validated lead-lag networks and inventory prediction in the foreign exchange market. (2018). Challet, Damien ; Kassibrakis, Serge ; Lallouache, Mehdi ; Chicheportiche, R'emy . In: Papers. RePEc:arx:papers:1609.04640.

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2017Power-law tails in the distribution of order imbalance. (2017). Zhou, Wei-Xing ; Chen, W ; Xiong, X ; Zhang, T. In: Papers. RePEc:arx:papers:1707.05550.

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2018Exploring sentiment-driven trading behavior of different types of investors in London office market. (2018). Sieracki, Karen ; Ke, Qiulin. In: ERES. RePEc:arz:wpaper:eres2018_112.

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2017Fools mate: What does CHESS tell us about individual investor trading performance?. (2017). Bradrania, Reza ; Wu, Wei ; Westerholm, Peter Joakim ; Grant, Andrew. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:4:p:981-1017.

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2018Selling winners, buying losers: Mental decision rules of individual investors on their holdings. (2018). Leal, Cristiana Cerqueira ; Rocha, Manuel J ; Loureiro, Gilberto. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:3:p:362-386.

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2017The Analysis of 52-Week High Investing Strategy Based on Herding Behavior. (2017). Yi, Chiao ; Kuo, Wen-Hsiu ; Chen, Hsiang-Lan. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:1:p:77-106.

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2018ISRAELI TREASURY AUCTION REFORM. (2018). Wiener, Zvi ; Stein, Roy ; Sade, Orly. In: Israel Economic Review. RePEc:boi:isrerv:v:16:y:2018:i:1:p:41-61.

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2019Investors Trading Behaviour and Stock Market Volatility during Crisis Periods: A Dual Long-Memory Model for the Korean Stock Exchange. (2019). Caporale, Guglielmo Maria ; Kartsaklas, Aris ; Yfanti, Stavroula ; Karanasos, Menelaos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7984.

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2017Attention-based vs information-based trading around announcements. Evidence from an emerging market. (2017). Agudelo, Diego ; Munera, Julian ; Hincapie, Juliana ; Amaya, Diego. In: Documentos de Trabajo CIEF. RePEc:col:000122:016359.

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2018Muddying the waters: Who Induces Volatility in an Emerging Market?. (2018). Agudelo, Diego ; Gencay, Ramazan ; Yepes-Henao, Paula A. In: Documentos de Trabajo CIEF. RePEc:col:000122:016974.

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2017Noise Traders Incarnate: Describing a Realistic Noise Trading Process. (2017). peress, joel ; Schmidt, Daniel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12434.

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2017Trading in style: Retail investors vs. institutions. (2017). Wolff, Christian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12462.

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2017Modeling the spillovers between stock market and money market in Nigeria. (2017). Salisu, Afees ; Isah, Kazeem. In: Working Papers. RePEc:cui:wpaper:0023.

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2020Correlates of Gambling. (2020). Mendes, Victor ; Abreu, Margarida ; Brochado, Ana. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00096.

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2019Does Air Pollution Cause the Retail Investor’s Disposition Effect in Taiwan Mutual Fund Markets?. (2019). Lee, Nicholas ; Lin, Yih-Bey ; Chen, Yu-Hao ; Chang, Fu-Min ; Ko, Jim-Chen. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-02-9.

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2018Linguistic tone and the small trader. (2018). Baginski, Stephen P ; Yu, Yingri Julia ; Kausar, Asad ; Demers, Elizabeth. In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:68-69:y:2018:i::p:21-37.

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2019CEO traders and corporate acquisitions. (2019). Leung, Henry ; Westerholm, Joakim P ; Tse, Jeffrey. In: Journal of Corporate Finance. RePEc:eee:corfin:v:54:y:2019:i:c:p:107-127.

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2017Return and volatility spillovers effects: Evaluating the impact of Shanghai-Hong Kong Stock Connect. (2017). Ahmed, Abdullahi ; Huo, Rui. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:260-272.

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2017Does options trading convey information on futures prices?. (2017). Qiao, Shuai ; Tsai, Shih-Chuan ; Zheng, Zhenlong ; Lin, William T. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:39:y:2017:i:c:p:182-196.

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2019Does Shanghai-Hong Kong Stock Connect drive market comovement between Shanghai and Hong Kong: A new evidence. (2019). Zhai, Pengxiang ; Cai, Huan ; Deng, Chengtao ; Ma, Rufei . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818304492.

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2017Information asymmetry and investor trading behavior around bond rating change announcements. (2017). Yang, Hee Jin ; Ahn, Hee-Joon ; Kim, Maria H ; Ryu, Doojin. In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:38-51.

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2019Is individual trading priced in the preferred stock discount?. (2019). Choi, Joung Hwa ; Sub, Paul Moon ; Park, Cheol. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:326-346.

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2019Order imbalances and market efficiency: New evidence from the Chinese stock market. (2019). Zhou, Wei-Xing ; Gu, Gao-Feng ; Zhang, Ting. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:458-467.

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2019Stock market trading in the aftermath of an accounting scandal. (2019). Sane, Renuka. In: Emerging Markets Review. RePEc:eee:ememar:v:40:y:2019:i:c:1.

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2017Do wealthy investors have an informational advantage? Evidence based on account classifications of individual investors. (2017). Li, Xindan ; Yu, Honghai ; Subrahmanyam, Avanidhar ; Geng, Ziyang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:1-18.

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2018Market integration and financial linkages among stock markets in Pacific Basin countries. (2018). Uddin, Gazi ; Nguyen, Duc Khuong ; Chevallier, Julien ; Siverskog, Jonathan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:77-92.

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2018Investor types and stock return volatility. (2018). Che, Limei . In: Journal of Empirical Finance. RePEc:eee:empfin:v:47:y:2018:i:c:p:139-161.

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2019Fat-finger event and risk-taking behavior. (2019). Meng, Juanjuan ; Liu, Yu-Jane ; Jin, Miao. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:126-143.

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2017The relationship between pension funds and the stock market: Does the aging population of Europe affect it?. (2017). Alda, Mercedes. In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:83-97.

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2017Fixed-price, auction, and bookbuilding IPOs: Empirical evidence in Taiwan. (2017). Huang, Hsin-Yi ; Lin, Yun ; Chiang, Min-Hsien . In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:11-19.

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2019Who trades on momentum?. (2019). Smajlbegovic, Esad ; Jank, Stephan ; Baltzer, Markus. In: Journal of Financial Markets. RePEc:eee:finmar:v:42:y:2019:i:c:p:56-74.

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2017Firm size, ownership structure, and systematic liquidity risk: The case of an emerging market. (2017). Sensoy, Ahmet. In: Journal of Financial Stability. RePEc:eee:finsta:v:31:y:2017:i:c:p:62-80.

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2018The determinants of retail trading activity in emerging markets: A cross-market analysis. (2018). Alderighi, Stefano. In: Global Finance Journal. RePEc:eee:glofin:v:37:y:2018:i:c:p:152-167.

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2019Trading aggressiveness, order execution quality, and stock price movements: Evidence from the Taiwan stock exchange. (2019). Lien, Donald ; Hung, Pi-Hsia . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:60:y:2019:i:c:p:231-251.

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2019The short-selling skill of institutions and individuals. (2019). Giovannetti, Bruno ; Chague, Fernando ; De-Losso, Rodrigo ; Bueno, Rodrigo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:101:y:2019:i:c:p:77-91.

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2019De-Leverage and illiquidity contagion. (2019). Zhu, Ning ; Liu, Yu-Jane. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:102:y:2019:i:c:p:1-18.

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2018The impact of share pledging regulations on stock trading and firm valuation. (2018). Wang, Yu-Chun ; Chou, Robin K. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:89:y:2018:i:c:p:1-13.

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2017Do investors trade too much? A laboratory experiment. (2017). Massaro, Domenico ; Hommes, Cars ; Challet, Damien ; Bouchaud, Jean-Philippe ; da Gama, Joo. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:140:y:2017:i:c:p:18-34.

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2018Who drives the Monday effect?. (2018). Ulku, Numan ; Rogers, Madeline. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:148:y:2018:i:c:p:46-65.

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2019Boys will still be boys: Gender differences in trading activity are not due to differences in (over)confidence. (2019). Ponti, Giovanni ; Iturbe-Ormaetxe, Inigo ; Tomas, Josefa ; Cueva, Carlos . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:160:y:2019:i:c:p:100-120.

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2018When saving is gambling. (2018). Cookson, Anthony J. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:1:p:24-45.

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2018Is individual trading priced in stocks?. (2018). Sub, Paul Moon ; Choi, Joung Hwa . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:85:y:2018:i:c:p:76-92.

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2019Performance and informed trading. Comparing foreigners, institutions and individuals in an emerging stock market. (2019). Agudelo, Diego ; Yepes-Henao, Paula ; Byder, James. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:90:y:2019:i:c:p:187-203.

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2018Is the disposition effect related to investors’ reliance on System 1 and System 2 processes or their strategy of emotion regulation?. (2018). Richards, Daniel W ; Kodwani, Devendra G ; Rutterford, Janette ; Fenton, Mark. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:66:y:2018:i:c:p:79-92.

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2018An exploratory experimental analysis of path-dependent investment behaviors. (2018). Deaves, Richard ; Miele, Jennifer ; Kluger, Brian. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:67:y:2018:i:c:p:47-65.

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2019The response of different investor types to macroeconomic news. (2019). Holmes, Phil ; Ikizlerli, Deniz ; Anderson, Keith. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:50:y:2019:i:c:p:13-28.

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2017The impact of media coverage on investor trading behavior and stock returns. (2017). Wu, Chen-Hui ; Lin, Chan-Jane. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:43:y:2017:i:c:p:151-172.

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2017The reactions to on-air stock reports: Prices, volume, and order submission behavior. (2017). Chiao, Chaoshin ; Lee, Cheng-Few ; Lin, Tung-Ying. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:44:y:2017:i:c:p:27-46.

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2017Sharia compliance status & investor demand for IPOs: Evidence from Saudi Arabia. (2017). Alqahtani, Faisal ; Boulanouar, Zakaria. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:46:y:2017:i:pb:p:258-268.

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2018Lucky issuance: The role of numerological superstitions in irrational return premiums. (2018). Weng, Pei-Shih. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:47:y:2018:i:c:p:79-91.

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2018Investor network: Implications for information diffusion and asset prices. (2018). Chung, San-Lin ; Tseng, Kevin ; Liu, Wen-Rang . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:48:y:2018:i:c:p:186-209.

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2018Continuing overreaction and momentum in a market with price limits. (2018). Yang, Nien-Tzu ; Lee, Shiou-Wen ; Ko, Kuan-Cheng ; Chu, Hsiang-Hui . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:48:y:2018:i:c:p:56-71.

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2018Spillovers of price efficiency and informed trading from short sales to margin purchases in absence of uptick rule. (2018). Shyu, Yih-Wen ; Liang, Hsin-Yu ; Chan, Kam C. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:50:y:2018:i:c:p:163-183.

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2018The effect of anonymity on price efficiency: Evidence from the removal of broker identities. (2018). Duong, Huu Nhan ; Vu, Van Hoang ; Lu, Jerry Shuai ; Lajbcygier, Paul. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:51:y:2018:i:c:p:95-107.

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2019Home advantage: The preference for local residential real estate investment. (2019). Yanotti, Maria B ; Wright, Danika. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x19300630.

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2019Do individual investors demand or provide liquidity? New evidence from dividend announcements. (2019). Ma, Changfeng ; Lin, William T ; Chen, Zhijuan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x19300769.

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2019The sidedness and informativeness of ETF trading and the market efficiency of their underlying indexes. (2019). Yin, Xiangkang ; Zhao, Jing ; Xu, Liao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:58:y:2019:i:c:s0927538x19303051.

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2017Power-law tails in the distribution of order imbalance. (2017). Zhang, Ting ; Zhou, Wei-Xing ; Chen, Wei ; Xiong, Xiong ; Xu, Hai-Chuan ; Gu, Gao-Feng . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:483:y:2017:i:c:p:201-208.

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2017A complex network for studying the transmission mechanisms in stock market. (2017). Long, Wen ; Cui, Lingxiao ; Song, Linqiu ; Shen, Jiangjian ; Guan, Lijing . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:484:y:2017:i:c:p:345-357.

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2018Faster learning in troubled times: How market conditions affect the disposition effect. (2018). Muhl, Stefan ; Talpsepp, Tnn. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:226-236.

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2018To follow or not to follow – An empirical analysis of the returns of actors on social trading platforms. (2018). Dorfleitner, Gregor ; Dietrich, Natalie ; Stang, Nico ; Willmertinger, Philipp ; Lung, Carina ; Fischer, Lukas. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:160-171.

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2018Do foreign institutional traders have private information for the market index? The aspect of market microstructure. (2018). Weng, Pei-Shih ; Tsai, Wei-Che. In: International Review of Economics & Finance. RePEc:eee:reveco:v:55:y:2018:i:c:p:308-323.

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2019How biased is the behavior of the individual investor in warrants?. (2019). Abreu, Margarida. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:139-149.

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2017When higher productivity hurts: The interaction between overconfidence and capital. (2017). Royal, Andrew ; Tasoff, Joshua. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:67:y:2017:i:c:p:131-142.

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2018.

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2018The short-selling skill of institutions and individuals: a market-wide and out-of-sample analysis. (2018). Giovannetti, Bruno ; Chague, Fernando ; De-Losso, Rodrigo ; Bueno, Rodrigo. In: Textos para discussão. RePEc:fgv:eesptd:469.

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2019Personality Traits and Stock Investment of Individuals. (2019). Lai, Cheng-Po . In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:19:p:5474-:d:273073.

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2019Institutional Investors and Corporate Performance: Insights from China. (2019). Lu, Jun ; Lin, Shu-Ling. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:21:p:6010-:d:281369.

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2019Do Superstitious Traders Lose Money?. (2019). Bhattacharya, Utpal ; Zhao, Jing ; Lin, Tse-Chun ; Kuo, Wei-Yu. In: HKUST IEMS Working Paper Series. RePEc:hku:wpaper:201962.

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2019Institutional ownership and the investment-cash flow sensitivity Evidence from India. (2019). Lukose, Jijo ; Jacob, Chacko. In: Working papers. RePEc:iik:wpaper:329.

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2019Institutional ownership and firm operating performance Evidence from India. (2019). Lukose, Jijo ; Jacob, Chacko. In: Working papers. RePEc:iik:wpaper:331.

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2018Impact of Price Path on Disposition Bias. (2018). Jacob, Joshy ; Bansal, Avijit. In: IIMA Working Papers. RePEc:iim:iimawp:14593.

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2018Do Individual Investors Trade Differently in Different Markets?. (2018). Abreu, Margarida ; Mendes, Victor. In: Working Papers Department of Economics. RePEc:ise:isegwp:wp012018.

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2017HOW Biased is the Behavior of the Individual Investor in Warrants?. (2017). Abreu, Margaria. In: Working Papers Department of Economics. RePEc:ise:isegwp:wp182017.

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2017The Investor in Structured Retail Products: Marketing Driven or Gambling Oriented?. (2017). Abreu, Margarida ; Mendes, Victor. In: Working Papers Department of Economics. RePEc:ise:isegwp:wp192017.

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2017How Biased is the Behavior of the Individual Investor in Warrants?. (2017). Abreu, Margarida. In: Working Papers REM. RePEc:ise:remwps:wp0072017.

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2017The Investor in Structured Retail Products: Marketing Driven or Gambling Oriented?. (2017). Abreu, Margarida ; Mendes, Victor. In: Working Papers REM. RePEc:ise:remwps:wp0142017.

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2018Do Individual Investors Trade Differently in Different Markets?. (2018). Abreu, Margarida ; Mendes, Victor. In: Working Papers REM. RePEc:ise:remwps:wp0262018.

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2017Boys will (still) be boys: Gender differences in trading activity are not due to differences in confidence. (2017). Ponti, Giovanni ; Iturbe-Ormaetxe, Inigo ; Lucas, Josefa Tomas ; Kortajarene, Iigo Iturbe-Ormaetxe ; Herrero, Carlos Cueva . In: Working Papers. Serie AD. RePEc:ivi:wpasad:2017-06.

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2018Order Aggressiveness and the Heating and Cooling-off Effects of Price Limits: Evidence from Taiwan Stock Exchange. (2018). Wang, Ming-Chang ; Hsin, Pei-Han ; Ding, Yu-Jia. In: Journal of Economics and Management. RePEc:jec:journl:v:14:y:2018:i:2:p:191-216.

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2017Advantageous Selection in Insurance Markets with Compound Risk. (2017). Huang, Rachel ; Tzeng, Larry Y ; Snow, Arthur. In: The Geneva Papers on Risk and Insurance Theory. RePEc:kap:geneva:v:42:y:2017:i:2:d:10.1057_s10713-017-0023-6.

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2019Price discovery and price leadership of various investor types: evidence from Taiwan futures markets. (2019). Shiu, Cheng-Yi ; Lin, Ching-Ting ; Chen, Wei-Kuang. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:53:y:2019:i:2:d:10.1007_s11156-018-0760-3.

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2018Leverage-Induced Fire Sales and Stock Market Crashes. (2018). Zhou, Hao ; He, Zhiguo ; Shue, Kelly ; Bian, Jiangze. In: NBER Working Papers. RePEc:nbr:nberwo:25040.

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2017Stock Market Participation in the Aftermath of an Accounting Scandal.. (2017). Sane, Renuka. In: Working Papers. RePEc:npf:wpaper:17/198.

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2018Stock Market Trading in the Aftermath of an Accounting Scandal.. (2018). Sane, Renuka. In: Working Papers. RePEc:npf:wpaper:18/198.

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2017Advantageous Selection in Insurance Markets with Compound Risk. (2017). Tzeng, Larry Y ; Snow, Arthur ; Huang, Rachel J. In: The Geneva Risk and Insurance Review. RePEc:pal:genrir:v:42:y:2017:i:2:d:10.1057_s10713-017-0023-6.

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2017Do Individual Investors Ignore Transaction Costs?. (2017). Yildizhan, Celim ; Anginer, Deniz. In: MPRA Paper. RePEc:pra:mprapa:79358.

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2017Do Individual Investors Ignore Transaction Costs?. (2017). Anginer, Deniz ; Yildizhan, Celim. In: MPRA Paper. RePEc:pra:mprapa:89941.

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2018Drivers of seasonal return patterns in German stocks. (2018). Weigerding, Michael ; Hanke, Michael. In: Business Research. RePEc:spr:busres:v:11:y:2018:i:1:d:10.1007_s40685-017-0060-0.

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2018Overconfidence, trading volume and liquidity effect in Asia’s Giants: evidence from pre-, during- and post-global recession. (2018). Gupta, Suman ; Basu, Sankarshan ; Kalakbandi, Vinay Kumar ; Goyal, Vinay. In: DECISION: Official Journal of the Indian Institute of Management Calcutta. RePEc:spr:decisn:v:45:y:2018:i:3:d:10.1007_s40622-018-0185-9.

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2017Do individual investors learn from their mistakes?. (2017). Koestner, Maximilian ; Hackethal, Andreas ; Meyer, Steffen ; Loos, Benjamin . In: Journal of Business Economics. RePEc:spr:jbecon:v:87:y:2017:i:5:d:10.1007_s11573-017-0855-7.

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2018Information Transmission between Mature and Emerging Equity Markets During Normal and Crisis Periods: An Empirical Examination. (2018). Deisting, Florent ; Jain, Payal ; Sehgal, Sanjay. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:16:y:2018:i:1:d:10.1007_s40953-016-0067-y.

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2017The disposition effect: a survey. (2017). Plessner, Marco . In: Management Review Quarterly. RePEc:spr:manrev:v:67:y:2017:i:1:d:10.1007_s11301-017-0122-6.

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2017The internet as an information intermediary. (2017). Drake, Michael S ; Twedt, Brady J ; Thornock, Jacob R. In: Review of Accounting Studies. RePEc:spr:reaccs:v:22:y:2017:i:2:d:10.1007_s11142-017-9395-1.

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2018Threshold effect in the relationship between investor sentiment and stock market returns: a PSTR specification. (2018). Ftiti, Zied ; JAWADI, Fredj ; Hachicha, Nejib ; Namouri, Hela. In: Applied Economics. RePEc:taf:applec:v:50:y:2018:i:5:p:559-573.

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2017Glamour, value and anchoring on the changing /. (2017). Anderson, Keith ; Zastawniak, Tomasz. In: The European Journal of Finance. RePEc:taf:eurjfi:v:23:y:2017:i:5:p:375-406.

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2017Investor emotional biases and trading volume’s asymmetric response: A non-linear ARDL approach tested in S&P500 stock market. (2017). DHAOUI, Abderrazak ; McMillan, David ; Bacha, Sami. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1274225.

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2017Divergence of opinion and long-run performance of private placements: evidence from the auction market. (2017). Zhang, Guangli ; Pan, Zheyao. In: Working Papers. RePEc:tas:wpaper:23637.

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2017Asymmetric Reinforcement Learning and Conditioned Responses During the 2007–2009 Global Financial Crisis: Evidence from Taiwan. (2017). Chang, Chih-Hsiang ; Hsieh, Song-Lin ; Chen, Shan-Shan. In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:20:y:2017:i:02:n:s0219091517500102.

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2017Transparency aversion and insurance market equilibria. (2017). Gründl, Helmut ; Grundl, Helmut ; Browne, Mark J ; Gemmo, Irina. In: ICIR Working Paper Series. RePEc:zbw:icirwp:2517.

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More than 100 citations found, this list is not complete...

Works by Yu-Jane Liu:


YearTitleTypeCited
2007Is the Aggregate Investor Reluctant to Realise Losses? Evidence from Taiwan In: European Financial Management.
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article43
2001On the Demand Elasticity of Initial Public Offerings: An Analysis of Discriminatory Auctions In: International Review of Finance.
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article11
2001Explaining Intraday Pattern of Trading Volume from the Order Flow Data In: Journal of Business Finance & Accounting.
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article10
2007The Cost of Owning Employer Stocks: Lessons From Taiwan In: Working Papers, Center for Retirement Research at Boston College.
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2008The Costs of Owning Employer Stocks: Lessons from Taiwan.(2008) In: Journal of Financial and Quantitative Analysis.
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2004Order Imbalances and Market Efficiency: Evidence from the Taiwan Stock Exchange In: Journal of Financial and Quantitative Analysis.
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article44
1994A Simulation model of the Taiwan security market In: Journal of Asian Economics.
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article1
1997Periodic market closure and order imbalances In: Global Finance Journal.
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article1
1999Trading patterns of big versus small players in an emerging market: An empirical analysis In: Journal of Banking & Finance.
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article23
2006Taxes and dividend clientele: Evidence from trading and ownership structure In: Journal of Banking & Finance.
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article10
2007IPO auctions and private information In: Journal of Banking & Finance.
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article17
2009Information, sophistication, and foreign versus domestic investors performance In: Journal of Banking & Finance.
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article22
1995Volatility and price change spillover effects across the developed and emerging markets In: Pacific-Basin Finance Journal.
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article40
1997The Impact of Information Diffusion on Comparisons among Various Trading Mechanisms. In: Review of Quantitative Finance and Accounting.
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article0
2018Riding the Credit Boom In: NBER Working Papers.
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paper2
2009Just How Much Do Individual Investors Lose by Trading? In: Review of Financial Studies.
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article170
2010Hidden Overconfidence and Advantageous Selection In: The Geneva Risk and Insurance Review.
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