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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/10008231907
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Currency Derivatives and Exchange Rate Forecastability
Liu, Shinhua - In: Financial analysts' journal : FAJ 63 (2007) 4, pp. 72
Persistent link: https://www.econbiz.de/10007766087
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DERIVATIVE INSTRUMENTS - Currency Derivatives and Exchange Rate Forecastability
Liu, Shinhua - In: Financial analysts' journal : FAJ 63 (2007) 4, pp. 72-78
Persistent link: https://www.econbiz.de/10007766914
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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/10007864116
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Index Futures and Predictability of the Underlying Stocks’ Returns: The Case of the Nikkei 225
Liu, Shinhua - In: Journal of financial services research : JFSR 34 (2008) 1, pp. 77
Persistent link: https://www.econbiz.de/10008075715
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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. 1034-1047
Persistent link: https://www.econbiz.de/10008882037
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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. 338-352
Persistent link: https://www.econbiz.de/10008892325
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Are SPDR Options Good for the Underlying Stocks?
Liu, Shinhua - 2018
Theories are inconclusive about the various impacts of the introduction of basket securities on the underlying stocks. We explore those effects for the first time around the launch of options on exchange traded funds (ETF), employing the listing of the options on the S&P 500 Depository Receipts...
Persistent link: https://www.econbiz.de/10012916321
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Securities Transaction Tax and Market Efficiency: Evidence from the Japanese Experience
Liu, Shinhua - In: Journal of Financial Services Research 32 (2007) 3, pp. 161-176
Persistent link: https://www.econbiz.de/10005715963
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Transaction Costs and Price Volatility: New Evidence from the Tokyo Stock Exchange
Liu, Shinhua; Zhu, Zhen - In: Journal of Financial Services Research 36 (2009) 1, pp. 65-83
Persistent link: https://www.econbiz.de/10005005661