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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

Are Treasury Securities Free of Default?

Nippani, Srinivas; Liu, Pu; Schulman, Craig T. - In: Journal of financial and quantitative analysis : JFQA 36 (2001) 2, pp. 251-266

Persistent link: https://www.econbiz.de/10006696806

Did the repeated debt ceiling controversies embed default risk in US Treasury securities?

Liu, Pu; Shao, Yingying; Yeager, Timothy J. - In: Journal of banking & finance 33 (2009) 8, pp. 1464-1471

Persistent link: https://www.econbiz.de/10008248254

Small business loan securitization and interstate risk sharing

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

Persistent link: https://www.econbiz.de/10010145093

Inventory accumulation, location and financial structure: evidence from China

Liu, Pu; Shao, Yingying - In: Studies in economics and finance 30 (2013) 4, pp. 389-400

Persistent link: https://www.econbiz.de/10010179456

The impact of default risk insurer's financial distress on insured municipal bonds

Brune, Chris; Liu, Pu - In: Municipal finance journal : the state and local … 32 (2011) 3, pp. 19-36

Persistent link: https://www.econbiz.de/10010048827

The Day-of-the-Week and the Week-of-the-Month Effects: An Analysis of Investors' Trading Activities

Brusa, Jorge; Liu, Pu - In: Review of quantitative finance and accounting 23 (2004) 1, pp. 19-30

Persistent link: https://www.econbiz.de/10007153071

The "reverse" weekend effect: the U.S. market versus international markets

Brusa, Jorge; Liu, Pu; Schulman, Craig - In: International review of financial analysis 12 (2003) 3, pp. 267-286

Persistent link: https://www.econbiz.de/10007160275

The Information Content of Security Analyses: Evidence from Standard and Poor's Common Stock Quality Ranking Changes

Felton, James; Hearth, Douglas; Liu, Pu - In: Journal of business finance & accounting : JBFA 22 (1995) 7, pp. 975-990

Persistent link: https://www.econbiz.de/10007005960

The Regulation Effect of Credit Ratings on Bond Interest Yield: The Case of Junk Bonds

Brister, Bill M.; Kennedy, Robert E.; Liu, Pu - In: Journal of business finance & accounting : JBFA 21 (1994) 4, pp. 511-532

Persistent link: https://www.econbiz.de/10007014185