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The Impacts of Index Rebalanci...
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Japan
Börsenkurs
14
Share price
14
Transaction costs
6
Aktienindex
5
Aktienmarkt
5
Efficient market hypothesis
5
Effizienzmarkthypothese
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Deregulation
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Deregulierung
3
Informational efficiency
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Informationseffizienz
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Kapitaleinkommen
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Aktienoption
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Bourse
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Börse
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Dual listing
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Financial transactions tax
2
Finanztransaktionssteuer
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Index futures
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Index-Futures
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Price informativeness
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English
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Liu, Shinhua
15
Zhu, Zhen
3
Hung, Ken
2
Stowe, John D.
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International review of finance
2
Journal of Financial Services Research
2
Journal of economics & business
2
Journal of financial services research : JFSR
2
International review of economics & finance : IREF
1
Journal of international financial markets, institutions & money
1
Pacific-Basin finance journal
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
13
RePEc
2
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1
The impacts of index rebalancing and their implications : some new evidence from Japan
Liu, Shinhua
- In:
Journal of international financial markets, …
16
(
2006
)
3
,
pp. 246-269
Persistent link: https://www.econbiz.de/10003328570
Saved in:
2
Index membership and predictability of stock returns : the case of the Nikkei 225
Liu, Shinhua
- In:
Pacific-Basin finance journal
17
(
2009
)
3
,
pp. 338-351
Persistent link: https://www.econbiz.de/10003835891
Saved in:
3
Securities transaction tax and market efficiency : evidence from the Japanese experience
Liu, Shinhua
- In:
Journal of financial services research : JFSR
32
(
2007
)
3
,
pp. 161-176
Persistent link: https://www.econbiz.de/10003576536
Saved in:
4
Transaction costs and market efficiency : evidence from commission deregulation
Liu, Shinhua
- In:
The quarterly review of economics and finance : journal …
50
(
2010
)
3
,
pp. 352-360
Persistent link: https://www.econbiz.de/10009247698
Saved in:
5
The price effects of index additions : a new explanation
Liu, Shinhua
- In:
Journal of economics & business
63
(
2011
)
2
,
pp. 152-165
Persistent link: https://www.econbiz.de/10009298242
Saved in:
6
Commission deregulation and performance of securities firms : further evidence from Japan
Liu, Shinhua
- In:
Journal of economics & business
60
(
2008
)
4
,
pp. 355-368
Persistent link: https://www.econbiz.de/10003749115
Saved in:
7
Equity options and underlying stocks' behavior : further evidence from Japan
Liu, Shinhua
- In:
International review of finance
10
(
2010
)
3
,
pp. 293-312
Persistent link: https://www.econbiz.de/10008661565
Saved in:
8
Transaction costs and price volatility : new evidence from the Tokyo stock exchange
Liu, Shinhua
;
Zhu, Zhen
- In:
Journal of financial services research : JFSR
36
(
2009
)
1
,
pp. 65-83
Persistent link: https://www.econbiz.de/10003870093
Saved in:
9
Why US firms delist from Tokyo stock exchange : an empirical analysis
Liu, Shinhua
;
Stowe, John D.
;
Hung, Ken
- In:
International review of economics & finance : IREF
24
(
2012
),
pp. 62-70
Persistent link: https://www.econbiz.de/10009690234
Saved in:
10
Changes in the Nikkei 500 : new evidence for downward sloping demand curves for stocks
Liu, Shinhua
- In:
International review of finance
1
(
2000
)
4
,
pp. 245-267
Persistent link: https://www.econbiz.de/10001666872
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