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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
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The impacts of involuntary foreign delistings : an empirical analysis
Liu, Shinhua - In: Journal of emerging markets 10 (2005) 3, pp. 22-39
Persistent link: https://www.econbiz.de/10003304283
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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
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International cross-listing and stock pricing efficiency : an empirical study
Liu, Shinhua - In: Emerging markets review 8 (2007) 4, pp. 251-263
Persistent link: https://www.econbiz.de/10003589577
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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
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The impacts of index options on the underlying stocks : the case of the S&P 100
Liu, Shinhua - In: The quarterly review of economics and finance : journal … 49 (2009) 3, pp. 1034-1046
Persistent link: https://www.econbiz.de/10003873836
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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
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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
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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
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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