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The short-run and long-run components of idiosyncratic volatility and stock returns

Liu, Yunting - In: Management science : journal of the Institute for … 68 (2022) 2, pp. 1573-1589

Persistent link: https://www.econbiz.de/10012887644

Shareholder Litigation and Short Selling Ahead of Private Equity Placements

Bayar, Onur; Liu, Yini; Mao, Juan - 2023

We examine the impact of shareholder litigation on short selling ahead of PIPEs. We find that PIPE issuers that incurred securities class action lawsuits prior to the PIPE are shorted more heavily ahead of the PIPE issue. The case status at the PIPE date, the severity of the lawsuit, and the...

Persistent link: https://www.econbiz.de/10014354297

Does geopolitical risk influence China's defence sector returns?

Wang, Yu; Liu, Yun - In: Peace economics, peace science and public policy 29 (2023) 3, pp. 279-287

Persistent link: https://www.econbiz.de/10014375229

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

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

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

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

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

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

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