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Publications

by members of

Department of Finance
Guanghua School of Management
Peking University
Beijing, China

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

    2005

  1. Estrin, Saul & Tian, Lihui, 2005. "Retained State Shareholding in Chinese PLCs: Does Government Ownership Reduce Corporate Value?," CEPR Discussion Papers 4919, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  2. Tian, Lihui & Estrin, Saul, 2005. "Retained State Shareholding in Chinese PLCs: Does Government Ownership Reduce Corporate Value?," IZA Discussion Papers 1493, Institute for the Study of Labor (IZA). [Downloadable!]
  3. Lihui Tian & Saul Estrin, 2005. "Retained State Shareholding in Chinese PLCs: Does Government Ownership Reduce Corporate Value?," William Davidson Institute Working Papers Series wp750, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]

    2001

  1. Lihui Tian, 2001. "Government Shareholding and the Value of China's Modern Firms," William Davidson Institute Working Papers Series 395, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
  2. Yi-Tsung Lee & Yu-Jane Liu & Richard Roll & Avanidhar Subrahmanyam, 2001. "Order Imbalances and Market Efficiency: Evidence from the Taiwan Stock Exchange, Forthcoming in the Journal of Financial and Quantitative Analysis," University of California at Los Angeles, Anderson Graduate School of Management 1021, Anderson Graduate School of Management, UCLA. [Downloadable!]

Journal articles

    2008

  1. Tian, Lihui & Estrin, Saul, 2008. "Retained state shareholding in Chinese PLCs: Does government ownership always reduce corporate value?," Journal of Comparative Economics, Elsevier, vol. 36(1), pages 74-89, March. [Downloadable!] (restricted)

    2007

  1. Tian, Lihui, 2007. "Does government intervention help the Chinese automobile industry? A comparison with the Chinese computer industry," Economic Systems, Elsevier, vol. 31(4), pages 364-374, December. [Downloadable!] (restricted)
  2. Lihui Tian & Saul Estrin, 2007. "Debt financing, soft budget constraints, and government ownership," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 15, pages 461-481, 07. [Downloadable!] (restricted)
  3. Lin, Ji-Chai & Lee, Yi-Tsung & Liu, Yu-Jane, 2007. "IPO auctions and private information," Journal of Banking & Finance, Elsevier, vol. 31(5), pages 1483-1500, May. [Downloadable!] (restricted)

    2006

  1. Lee, Yi-Tsung & Liu, Yu-Jane & Roll, Richard & Subrahmanyam, Avanidhar, 2006. "Taxes and dividend clientele: Evidence from trading and ownership structure," Journal of Banking & Finance, Elsevier, vol. 30(1), pages 229-246, January. [Downloadable!] (restricted)

    2003

  1. Huang, Zhangkai, 2003. "Evidence of a bank lending channel in the UK," Journal of Banking & Finance, Elsevier, vol. 27(3), pages 491-510, March. [Downloadable!] (restricted)

    2001

  1. Yi-Tsung Lee & Robert C.W. Fok & Yu-Jane Liu, 2001. "Explaining Intraday Pattern of Trading Volume from the Order Flow Data," Journal of Business Finance & Accounting, Blackwell Publishing, vol. 28(1-2), pages 199-230. [Downloadable!] (restricted)
  2. Yu-Jane Liu & K. C. John Wei & Gwohorng Liaw, 2001. "On the Demand Elasticity of Initial Public Offerings: An Analysis of Discriminatory Auctions," International Review of Finance, International Review of Finance Ltd., vol. 2(3), pages 151-178. [Downloadable!] (restricted)

    1999

  1. Lee, Yi-Tsung & Lin, Ji-Chai & Liu, Yu-Jane, 1999. "Trading patterns of big versus small players in an emerging market: An empirical analysis," Journal of Banking & Finance, Elsevier, vol. 23(5), pages 701-725, May. [Downloadable!] (restricted)

    1997

  1. Liu, Yu-Jane, 1997. "Periodic market closure and order imbalances," Global Finance Journal, Elsevier, vol. 8(1), pages 95-111. [Downloadable!] (restricted)
  2. Liu, Yu-Jane & Liu, Victor W & Wu, Chin-Shun, 1997. " The Impact of Information Diffusion on Comparisons among Various Trading Mechanisms," Review of Quantitative Finance and Accounting, Springer, vol. 9(3), pages 301-26, October. [Downloadable!] (restricted)

    1995

  1. John Wei, K. C. & Liu, Yu-Jane & Yang, Chau-Chen & Chaung, Guey-Shiang, 1995. "Volatility and price change spillover effects across the developed and emerging markets," Pacific-Basin Finance Journal, Elsevier, vol. 3(1), pages 113-136, May. [Downloadable!] (restricted)

    1994

  1. Liu, Yu-Jane, 1994. "A Simulation model of the Taiwan security market," Journal of Asian Economics, Elsevier, vol. 5(3), pages 413-423. [Downloadable!] (restricted)
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This page was last updated on 2008-11-6.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.