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Long swings with memory and stock market fluctuations

Chow, Ying-foon; Liu, Ming - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 3, pp. 341-367

Persistent link: https://www.econbiz.de/10001453436

Essays in long memory and stock market volatility

Liu, Ming - 1996

Persistent link: https://www.econbiz.de/10001353978

Volume, volatility, and leverage : a dynamic analysis

Tauchen, George Eugene; Zhang, Harold; Liu, Ming - In: Journal of econometrics 74 (1996) 1, pp. 177-208

Persistent link: https://www.econbiz.de/10001755397

Momentum is really short-term momentum

Gong, Qiang; Liu, Ming; Liu, Qianqiu - In: Journal of banking & finance 50 (2015), pp. 169-182

Persistent link: https://www.econbiz.de/10010509594

Labor power, investor protection, and price synchronicity

Huang, Shengzhong; Lam, Brian M.; Liu, Ming; Sohn, … - In: Asia-Pacific journal of accounting & economics : … 28 (2021) 1, pp. 117-132

Persistent link: https://www.econbiz.de/10012423218

Co-skewness and expected return : evidence from international stock markets

Dong, Liang; Kot, Hung Wan; Lam, Keith; Liu, Ming - In: Journal of international financial markets, … 76 (2022), pp. 1-21

Persistent link: https://www.econbiz.de/10013412790

CEO Big Five Personality and Stock Price Crash Risk

Liu, Ming - 2019

This study investigates whether CEO Big Five personalities (i.e., agreeableness, conscientiousness, extraversion, neuroticism and openness) are associated with stock price crash risk. The Big Five can influence managerial behaviors to withhold or release bad news. When the amount of withheld...

Persistent link: https://www.econbiz.de/10012895357

How do investors view firm's customer concentration through bank loan announcements? : evidence from China

Liu, Morris Ming; Chu, Patrick Kuok-Kun; Zhou, Wenya - In: Asia-Pacific journal of accounting & economics : … 30 (2023) 5, pp. 1226-1245

Persistent link: https://www.econbiz.de/10014369378