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Hay, Donald A.; Liu, Guy S. - In: Oxford bulletin of economics and statistics 60 (1998) 2, pp. 143-164

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Mirzaei, Ali; Moore, Tomoe; Liu, Guy - In: Journal of banking & finance 37 (2013) 8, pp. 2920-2937

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Liu, Guy S.; Sun, Pei; Wing Thye Woo - In: Economics letters 97 (2007) 1, pp. 81-86

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Cai, Xiaoqiong; Liu, Guy S.; Mase, Bryan - In: Review of quantitative finance and accounting 30 (2008) 4, pp. 419-432

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