Shinhua Liu, Ph.D. - Publications

Affiliations: 
2001 University of Missouri - Columbia, Columbia, MO, United States 
Area:
Finance

16 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2016 Liu S. Are SPDR Options Good for the Underlying Stocks Quarterly Journal of Finance. 6: 1-27. DOI: 10.1142/S201013921650021X  0.436
2016 Han B, Liu X, Xing X, Chen N, Xiao X, Liu S, Wang Y. A high response butanol gas sensor based on ZnO hollow spheres Sensors and Actuators, B: Chemical. 237: 423-430. DOI: 10.1016/j.snb.2016.06.117  0.399
2011 Liu S. The Price Effects of Index Additions: A New Explanation Journal of Economics and Business. 63: 152-165. DOI: 10.1016/J.Jeconbus.2010.09.001  0.453
2010 Liu S. Equity Options and Underlying Stocks' Behavior: Further Evidence from Japan International Review of Finance. 10: 293-312. DOI: 10.1111/J.1468-2443.2010.01121.X  0.456
2010 Liu S. Transaction Costs and Market Efficiency: Evidence from Commission Deregulation The Quarterly Review of Economics and Finance. 50: 352-360. DOI: 10.1016/J.Qref.2010.02.001  0.455
2009 Liu S. The impacts of index options on the underlying stocks: The case of the S&P 100 The Quarterly Review of Economics and Finance. 49: 1034-1046. DOI: 10.1016/J.Qref.2007.10.001  0.439
2009 Liu S. Index Membership and Predictability of Stock Returns: The Case of the Nikkei 225 Pacific-Basin Finance Journal. 17: 338-351. DOI: 10.1016/J.Pacfin.2008.07.001  0.391
2009 Liu S, Zhu Z. Transaction Costs and Price Volatility: New Evidence from the Tokyo Stock Exchange Journal of Financial Services Research. 36: 65-83. DOI: 10.1007/S10693-009-0063-X  0.446
2008 Liu S. Commission Deregulation and Performance of Securities Firms: Further Evidence from Japan Journal of Economics and Business. 60: 355-368. DOI: 10.1016/J.Jeconbus.2007.03.005  0.4
2008 Liu S. Index Futures and Predictability of the Underlying Stocks' Returns: The Case of the Nikkei 225 Journal of Financial Services Research. 34: 77-91. DOI: 10.1007/S10693-008-0034-7  0.41
2007 Liu S. Currency derivatives and exchange rate forecastability Financial Analysts Journal. 63: 72-78. DOI: 10.2469/Faj.V63.N4.4751  0.428
2007 Liu S. International Cross-Listing and Stock Pricing Efficiency: An Empirical Study Emerging Markets Review. 8: 251-263. DOI: 10.1016/J.Ememar.2007.09.001  0.457
2007 Liu S. Securities Transaction Tax and Market Efficiency: Evidence from the Japanese Experience Journal of Financial Services Research. 32: 161-176. DOI: 10.1007/S10693-007-0018-Z  0.447
2006 Liu S. The impacts of index rebalancing and their implications: Some new evidence from Japan Journal of International Financial Markets, Institutions and Money. 16: 246-269. DOI: 10.1016/J.Intfin.2005.02.006  0.427
2005 Liu S, Stowe JD. The Shareholder Wealth Effects of Voluntary Foreign Delistings: An Empirical Analysis Applied Financial Economics Letters. 1: 199-204. DOI: 10.1080/17446540500117818  0.576
2000 Liu S. Changes in the Nikkei 500: New Evidence for Downward Sloping Demand Curves for Stocks International Review of Finance. 1: 245-267. DOI: 10.1111/1468-2443.00018  0.424
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