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Does international oil volatility have directional predictability for stock returns? : evidence from BRICS countries based on cross-quantilogram analysis

Zhou, Zhongbao; Jiang, Yong; Liu, Yang; Lin, Ling; Liu, Qing - In: Economic modelling 80 (2019), pp. 352-382

Persistent link: https://www.econbiz.de/10012200710

Technical analysis in the stock market : a review

Han, Yufeng; Liu, Yang; Zhou, Guofu; Zhu, Yingzi - 2024

Persistent link: https://www.econbiz.de/10015047369

Government Policy Announcement Return

Liu, Yang; Shaliastovich, Ivan - 2022

We argue that State of the Union (SOTU) addresses by the U.S. President function as announcements about broad government policies related to upcoming legislative activity of the administration. Unlike traditional macroeconomic and monetary policy announcements, SOTU addresses go back to the...

Persistent link: https://www.econbiz.de/10013307466

Real estate returns and risk with heterogeneous investors

Lin, Zhenguo; Liu, Yingchun - In: Real estate economics : journal of the American Real … 36 (2008) 4, pp. 753-776

Persistent link: https://www.econbiz.de/10003805202

Long-term stock performance following extraordinary and special cash dividends

Chou, De-wai; Yi, Liu; Zantout, Zaher Z. - In: The quarterly review of economics and finance : journal … 49 (2009) 1, pp. 54-73

Persistent link: https://www.econbiz.de/10003810565

Underreaction to dividend reductions and omissions?

Yi, Liu; Szewczyk, Samuel Hideyo; Zantout, Zaher Z. - In: The journal of finance : the journal of the American … 63 (2008) 2, pp. 987-1020

Persistent link: https://www.econbiz.de/10003822788

Do financial analysts' opinions matter?

Yi, Liu; Mantecon, Tomas; Szewczyk, Samuel Hideyo - In: International journal of banking, accounting and finance 3 (2011) 4, pp. 118-132

Persistent link: https://www.econbiz.de/10009424230

The performance of imbalance-based trading strategy on tender offer announcement day

Huang, Han-Ching; Su, Yong-chern; Liu, Yi-chun - In: Investment management and financial innovations 11 (2014) 2, pp. 38-46

Persistent link: https://www.econbiz.de/10010392838

Illiquidity, transaction cost, and optimal holding period for real estate : theory and application

Cheng, Ping; Lin, Zhenguo; Liu, Yingchun - In: Journal of housing economics 19 (2010) 2, pp. 121-130

Persistent link: https://www.econbiz.de/10009300136

Covid-19’s effect on the alpha and beta of a US stock Exchange Traded Fund

Cao, Kang Hua; Woo, Chi-keung; Li, Ya; Liu, Yun - In: Applied economics letters 29 (2022) 2, pp. 123-128

Persistent link: https://www.econbiz.de/10012803395