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Periodic market closure and order imbalances
Liu, Yu-jane - In: Global finance journal 8 (1997) 1, pp. 95-111
Persistent link: https://www.econbiz.de/10001228394
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Auction mechanisms and information structure : an experimental study of information aggregation in securities markets
Liu, Yu-jane - 1996
Persistent link: https://www.econbiz.de/10001211117
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The impact of trading mechanisms on the transmission of information across international stock markets during the market crash
Liu, Yu-jane - In: Research in international business and finance 12 (1995), pp. 203-227
Persistent link: https://www.econbiz.de/10001195657
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A simulation model of the Taiwan security market
Liu, Yu-jane - In: Journal of Asian economics 5 (1994) 3, pp. 413-423
Persistent link: https://www.econbiz.de/10001172859
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Trading patterns of big versus small players in an emerging market : an empirical analysis
Lee, Yi-Tsung; Lin, Ji-Chai; Liu, Yu-Jane - In: Journal of banking & finance 23 (1999) 5, pp. 701-725
Persistent link: https://www.econbiz.de/10001379041
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Intraday buy-sell orders, trading volumes, returns in the Taiwan stock market : an application of the VAR model
Hung, Rern-jay; Pan, Gin-gin; Liu, Yu-jane; Huang, Bwo-nung - In: Advances in Pacific Basin financial markets 2 (1996), pp. 395-414
Persistent link: https://www.econbiz.de/10001208719
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A comparative study of the weekend effects in the United States, British, and the Pacific Rim stock markets : an application of the ARCH model
Huang, Bwo-nung - In: Advances in Pacific Basin business, economics, and finance 1 (1995), pp. 279-292
Persistent link: https://www.econbiz.de/10001195921
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The impact of information diffusion on comparisons among various trading mechanisms
Liu, Yu-jane; Liu, Victor W.; Wu, Chin-shun - In: Review of quantitative finance and accounting 9 (1997) 3, pp. 301-326
Persistent link: https://www.econbiz.de/10001591120
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On the demand elasticity of initial public offerings : an analysis of discriminatory auctions
Liu, Yu-jane; Wei, K. C. John; Liaw, Gwohorng - In: International review of finance 2 (2001) 3, pp. 151-178
Persistent link: https://www.econbiz.de/10001693443
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Trading behavior and asset returns : evidence from the interday serial correlations of intraday-to-intraday daily returns of Taiwan
Chow, Edward H.; Xiao, Bing; Liu, Yu-jane - In: Pacific economic review 6 (2001) 1, pp. 111-128
Persistent link: https://www.econbiz.de/10001666755