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Yu-Jane Liu

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This is information that was supplied by Yu-Jane Liu in registering through RePEc. If you are Yu-Jane Liu , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Yu-Jane
Middle Name:
Last Name: Liu
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RePEc Short-ID: pli627

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Affiliation

Guanghua School of Management
Peking University
Location: Beijing, China
Homepage: http://www.gsm.pku.edu.cn/
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Handle: RePEc:edi:gspkucn (more details at EDIRC)

Works

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Working papers

  1. Yi-Tsung Lee & Yu-Jane Liu & Ning Zhu, 2007. "The Cost of Owning Employer Stocks: Lessons From Taiwan," Working Papers, Center for Retirement Research at Boston College, Center for Retirement Research wp2007-24, Center for Retirement Research, revised Dec 2007.

Articles

  1. Rachel J Huang & Yu-Jane Liu & Larry Y Tzeng, 2010. "Hidden Overconfidence and Advantageous Selection," The Geneva Risk and Insurance Review, Palgrave Macmillan, vol. 35(2), pages 93-107, December.
  2. Chen, Li-Wen & Johnson, Shane A. & Lin, Ji-Chai & Liu, Yu-Jane, 2009. "Information, sophistication, and foreign versus domestic investors' performance," Journal of Banking & Finance, Elsevier, Elsevier, vol. 33(9), pages 1636-1651, September.
  3. Brad M. Barber & Yi-Tsung Lee & Yu-Jane Liu & Terrance Odean, 2009. "Just How Much Do Individual Investors Lose by Trading?," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 22(2), pages 609-632, February.
  4. Lee, Yi-Tsung & Liu, Yu-Jane & Zhu, Ning, 2008. "The Costs of Owning Employer Stocks: Lessons from Taiwan," Journal of Financial and Quantitative Analysis, Cambridge University Press, Cambridge University Press, vol. 43(03), pages 717-740, September.
  5. Lin, Ji-Chai & Lee, Yi-Tsung & Liu, Yu-Jane, 2007. "IPO auctions and private information," Journal of Banking & Finance, Elsevier, Elsevier, vol. 31(5), pages 1483-1500, May.
  6. Brad M. Barber & Yi-Tsung Lee & Yu-Jane Liu & Terrance Odean, 2007. "Is the Aggregate Investor Reluctant to Realise Losses? Evidence from Taiwan," European Financial Management, European Financial Management Association, European Financial Management Association, vol. 13(3), pages 423-447.
  7. 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, Elsevier, vol. 30(1), pages 229-246, January.
  8. Lee, Yi-Tsung & Liu, Yu-Jane & Roll, Richard & Subrahmanyam, Avanidhar, 2004. "Order Imbalances and Market Efficiency: Evidence from the Taiwan Stock Exchange," Journal of Financial and Quantitative Analysis, Cambridge University Press, Cambridge University Press, vol. 39(02), pages 327-341, June.
  9. 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, Wiley Blackwell, Wiley Blackwell, vol. 28(1-2), pages 199-230.
  10. 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., International Review of Finance Ltd., vol. 2(3), pages 151-178.
  11. 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, Elsevier, vol. 23(5), pages 701-725, May.
  12. Liu, Yu-Jane, 1997. "Periodic market closure and order imbalances," Global Finance Journal, Elsevier, vol. 8(1), pages 95-111.
  13. 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, Springer, vol. 9(3), pages 301-26, October.
  14. 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, Elsevier, vol. 3(1), pages 113-136, May.
  15. Liu, Yu-Jane, 1994. "A Simulation model of the Taiwan security market," Journal of Asian Economics, Elsevier, Elsevier, vol. 5(3), pages 413-423.

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