Lu Liu : Citation Profile


Are you Lu Liu?

Lunds Universitet

4

H index

1

i10 index

46

Citations

RESEARCH PRODUCTION:

4

Articles

1

Papers

RESEARCH ACTIVITY:

   1 years (2013 - 2014). See details.
   Cites by year: 46
   Journals where Lu Liu has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli671
   Updated: 2018-10-13    RAS profile: 2017-07-24    
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Relations with other researchers


Works with:

Asgharian, Hossein (2)

Hess, Wolfgang (2)

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

Is cited by:

Caporale, Guglielmo Maria (4)

Nguyen, Duc Khuong (4)

Koopman, Siem Jan (3)

Heckelei, Thomas (3)

Lucas, Andre (3)

Blasques, Francisco (3)

Rulliere, Didier (3)

Filer, Larry (2)

Billé, Anna Gloria (2)

Schaumburg, Julia (2)

Catania, Leopoldo (2)

Cites to:

Asgharian, Hossein (5)

Startz, Richard (4)

Nelson, Charles (4)

Stulz, René (3)

Forbes, Kristin (3)

Flavin, Thomas (3)

Rousseau, Fabrice (3)

Chinn, Menzie (3)

Beine, Michel (3)

Newell, Richard (3)

Rogoff, Kenneth (2)

Main data


Where Lu Liu has published?


Recent works citing Lu Liu (2018 and 2017)


YearTitle of citing document
2017An analysis of the interdependence between cash crop and staple food futures prices. (2017). Heckelei, Thomas ; Grosche, Stephanie-Carolin ; Mamoun, EL. In: Discussion Papers. RePEc:ags:ubfred:265665.

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2017Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets. (2017). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; You, Kefei . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6477.

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2017Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests. (2017). Caporale, Guglielmo Maria ; You, Kefei . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6494.

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2017Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets. (2017). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; You, Kefei . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1668.

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2017Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests. (2017). Caporale, Guglielmo Maria ; You, Kefei . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1669.

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2017Can investors of Chinese energy stocks benefit from diversification into commodity futures?. (2017). Nguyen, Duc Khuong ; Wen, Xiaoqian. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:184-200.

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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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2017Global portfolio investment network and stock market comovement. (2017). Chuluun, Tuugi . In: Global Finance Journal. RePEc:eee:glofin:v:33:y:2017:i:c:p:51-68.

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2017European equity market integration and joint relationship of conditional volatility and correlations. (2017). Virk, Nader ; Javed, Farrukh . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:71:y:2017:i:c:p:53-77.

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2018Cross-border asset holdings and comovements in sovereign bond markets. (2018). Asgharian, Hossein ; Larsson, Marcus ; Liu, LU. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:189-206.

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2017Were regulatory interventions effective in lowering systemic risk during the financial crisis in Japan?. (2017). Ly, Kim Cuong ; Shimizu, Katsutoshi. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:41:y:2017:i:c:p:80-91.

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2017Measuring and Testing Tail Dependence and Contagion Risk Between Major Stock Markets. (2017). Su, Ender . In: Computational Economics. RePEc:kap:compec:v:50:y:2017:i:2:d:10.1007_s10614-016-9587-y.

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2018Portfolio and hedging effectiveness of financial assets of the G7 countries. (2018). Izadi, Selma ; Hassan, Kabir M. In: Eurasian Economic Review. RePEc:spr:eurase:v:8:y:2018:i:2:d:10.1007_s40822-017-0090-0.

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2017The impact of network connectivity on factor exposures, asset pricing and portfolio diversification. (2017). Pelizzon, Loriana ; Caporin, Massimiliano ; Billio, Monica ; Panzica, Roberto Calogero . In: SAFE Working Paper Series. RePEc:zbw:safewp:166.

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Works by Lu Liu:


YearTitleTypeCited
2014Extreme downside risk spillover from the United States and Japan to Asia-Pacific stock markets In: International Review of Financial Analysis.
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article7
2013International stock market interdependence: Are developing markets the same as developed markets? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article9
2013A spatial analysis of international stock market linkages In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article22
2013A spatial analysis of international stock market linkages.(2013) In: Knut Wicksell Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
paper
2014The Volatility Behavior and Dependence Structure of Commodity Futures and Stocks In: Journal of Futures Markets.
[Full Text][Citation analysis]
article8

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