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A solution to the Chinese trading halt puzzle

Liu, Crocker H.; Trzcinka, Charles; Zhao, Ziwei - 2023

Persistent link: https://www.econbiz.de/10014470806

The role of the underlying real asset market in REIT IPOs

Hartzell, Jay C.; Kallberg, Jarl G.; Liu, Crocker H. - In: Real estate economics : journal of the American Real … 33 (2005) 1, pp. 27-50

Persistent link: https://www.econbiz.de/10002749770

Managerial performance and the cross-sectional pricing of closed-end funds

Chay, J. B.; Trzcinka, Charles - In: Journal of financial economics 52 (1999) 3, pp. 379-408

Persistent link: https://www.econbiz.de/10001394613

Pricing under noisy signaling

Feldman, David; Trzcinka, Charles; Winer, Russell S. - In: Review of quantitative finance and accounting 45 (2015) 2, pp. 435-454

Persistent link: https://www.econbiz.de/10011333103

The performance of short-term institutional trades

Chakrabarty, Bidisha; Moulton, Pamela C.; Trzcinka, Charles - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 4, pp. 1403-1428

Persistent link: https://www.econbiz.de/10011927920

What are the best liquidity proxies for global research?

Fong, Kingsley Y. L.; Holden, Craig W.; Trzcinka, Charles - In: Review of finance : journal of the European Finance … 21 (2017) 4, pp. 1355-1401

Persistent link: https://www.econbiz.de/10011803836

The Performance of Short-term Institutional Trades

Chakrabarty, Bidisha - 2016

Using a database of daily institutional trades, we document that a majority of short-term institutional trades lose money. In aggregate, over 23% of round-trip trades are held for less than three months, and the returns on these trades average -3.91% (non-annualized). These losses are pervasive...

Persistent link: https://www.econbiz.de/10013007685

Market imperfections, omitted asset markets, and abnormal real estate returns : a theoretical and empirical investigation

Liu, Crocker H. - 1988

Persistent link: https://www.econbiz.de/10001445060

The role of co-skewness in the pricing of real estate

Liu, Crocker H. - In: The journal of real estate finance and economics 5 (1992) 3, pp. 299-319

Persistent link: https://www.econbiz.de/10001159399

The integration of the real estate market and the stock market : some preliminary evidence

Liu, Crocker H. (contributor) - In: The journal of real estate finance and economics 3 (1990) 3, pp. 261-282

Persistent link: https://www.econbiz.de/10001106024