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The relationships between absolute and relative risk aversion : a note

Liu, Pu - In: Atlantic economic journal : AEJ 16 (1988) 4, pp. 77-78

Persistent link: https://www.econbiz.de/10001064176

Small business loan securitization and interstate risk sharing

Liu, Pu; Shaok, Yingying - In: Small business economics : an entrepreneurship journal 41 (2013) 2, pp. 449-460

Persistent link: https://www.econbiz.de/10009787559

Do dividend initiations signal a reduction in risk? : evidence from the option market

Jones, Jeffrey S.; Gu, Jenny; Liu, Pu - In: Review of quantitative finance and accounting 42 (2014) 1, pp. 143-158

Persistent link: https://www.econbiz.de/10010345141

Financial innovation and aggregate risk sharing

Hernández, Rodrigo; Liu, Pu; Shao, Yingying - In: Theoretical economics letters 8 (2018) 11, pp. 2182-2198

Persistent link: https://www.econbiz.de/10011911604

Do dividend initiations signal a reduction in risk? Evidence from the option market

Jones, Jeffrey; Gu, Jenny; Liu, Pu - In: Review of Quantitative Finance and Accounting 42 (2014) 1, pp. 143-158

We investigate whether dividends convey information about the risk of a company by examining the reaction of implied volatility in the option market to the announcement of a dividend initiation. Implied volatility decreases after the announcement and the magnitude of the decline in volatility is...

Persistent link: https://www.econbiz.de/10010867659