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Modeling and forecasting return jumps using realized variation measures
Liu, Yi
;
Liu, Huifang
;
Zhang, Lei
- In:
Economic modelling
76
(
2019
),
pp. 63-80
Persistent link: https://www.econbiz.de/10012198262
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2
Does international oil volatility have directional predictability for stock returns? : evidence from BRICS countries based on cross-quantilogram analysis
Zhou, Zhongbao
;
Jiang, Yong
;
Liu, Yang
;
Lin, Ling
;
Liu, Qing
- In:
Economic modelling
80
(
2019
),
pp. 352-382
Persistent link: https://www.econbiz.de/10012200710
Saved in:
3
Is sustainable competitive advantage an advantage for stock investors?
Yi, Liu
;
Mantecon, Tomas
- In:
The quarterly review of economics and finance : journal …
63
(
2017
),
pp. 299-314
Persistent link: https://www.econbiz.de/10011792064
Saved in:
4
The performance of imbalance-based trading strategy on tender offer announcement day
Huang, Han-Ching
;
Su, Yong-chern
;
Liu, Yi-chun
- In:
Investment management and financial innovations
11
(
2014
)
2
,
pp. 38-46
Persistent link: https://www.econbiz.de/10010392838
Saved in:
5
Long-term stock performance following extraordinary and special cash dividends
Chou, De-wai
;
Yi, Liu
;
Zantout, Zaher Z.
- In:
The quarterly review of economics and finance : journal …
49
(
2009
)
1
,
pp. 54-73
Persistent link: https://www.econbiz.de/10003810565
Saved in:
6
Do financial analysts' opinions matter?
Yi, Liu
;
Mantecon, Tomas
;
Szewczyk, Samuel Hideyo
- In:
International journal of banking, accounting and finance
3
(
2011
)
4
,
pp. 118-132
Persistent link: https://www.econbiz.de/10009424230
Saved in:
7
Real estate returns and risk with heterogeneous investors
Lin, Zhenguo
;
Liu, Yingchun
- In:
Real estate economics : journal of the American Real …
36
(
2008
)
4
,
pp. 753-776
Persistent link: https://www.econbiz.de/10003805202
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8
Performance of thinly traded assets : a case in real estate
Cheng, Ping
;
Lin, Zhenguo
;
Liu, Yingchun
- In:
The financial review : the official publication of the …
48
(
2013
)
3
,
pp. 511-536
Persistent link: https://www.econbiz.de/10009782056
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9
Illiquidity, transaction cost, and optimal holding period for real estate : theory and application
Cheng, Ping
;
Lin, Zhenguo
;
Liu, Yingchun
- In:
Journal of housing economics
19
(
2010
)
2
,
pp. 121-130
Persistent link: https://www.econbiz.de/10009300136
Saved in:
10
Underreaction to dividend reductions and omissions?
Yi, Liu
;
Szewczyk, Samuel Hideyo
;
Zantout, Zaher Z.
- In:
The journal of finance : the journal of the American …
63
(
2008
)
2
,
pp. 987-1020
Persistent link: https://www.econbiz.de/10003822788
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