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Divergent expectations and closed-end funds : evidence from the post-Asian financial crisis period

Chang, Yuanchen; Chan, Kam C.; Fok, Robert C. W. - In: Journal of emerging markets 11 (2006) 2, pp. 5-14

Persistent link: https://www.econbiz.de/10003380125

The impact of trading mechanisms on the transmission of information across international stock markets during the market crash

Liu, Yu-jane - In: Research in international business and finance 12 (1995), pp. 203-227

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On the effect of stock stabilization fund : a case of Taiwan

Liu, Yu-jane; Yu, Chih-hsien - In: Review of Pacific Basin financial markets and policies 5 (2002) 1, pp. 93-109

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De-Leverage and Illiquidity Contagion

Hu, Conghui - 2019

This paper investigates how variations in stock-level leverage lead to dynamic intraday trading behavior and illiquidity transmission across different stocks by utilizing a unique, precise, stock-level margin trading dataset. We document that leveraged investors' need to meet margin call...

Persistent link: https://www.econbiz.de/10012903139

De-Leverage and illiquidity contagion

Hu, Conghui; Liu, Yu-jane; Zhu, Ning N. - In: Journal of banking & finance 102 (2019), pp. 1-18

Persistent link: https://www.econbiz.de/10012162731

Deleveraging commonality

Hu, Conghui; Liu, Yu-jane; Zhu, Ning N. - In: Journal of financial markets 53 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10013271964