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Publications

by alumni of

University of Missouri → Robert J. Trulaske, Sr. College of Business

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Journal articles |

Journal articles

2024

  1. Kimberly R. Goodwin & Shinhua Liu, 2024, "Creating the XLRE: Market Implications for REITs and the Real Estate Sector," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, volume 30, issue 1, pages 54-65, January, DOI: 10.1080/10835547.2023.2246004.

2022

  1. Liu, Shinhua, 2022, "Informational efficiency and GICS classification: Evidence from REITs," The Quarterly Review of Economics and Finance, Elsevier, volume 85, issue C, pages 355-362, DOI: 10.1016/j.qref.2022.04.004.
  2. Chang-Wen Duan & Ken Hung & Shinhua Liu, 2022, "Tick Size and Informed Trading: Evidence from the Taiwanese Stock Market," International Business Research, Canadian Center of Science and Education, volume 15, issue 1, pages 1-1, January.

2021

  1. Kimberly R. Goodwin & Shinhua Liu, 2021, "GICS and the Real Estate Reclassification Revolution," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, volume 27, issue 2, pages 121-136, July, DOI: 10.1080/10835547.2021.2003523.

2020

  1. Shinhua Liu, 2020, "S&P 500 Affiliation and Stock Price Informativeness," Journal of Behavioral Finance, Taylor & Francis Journals, volume 21, issue 3, pages 219-232, July, DOI: 10.1080/15427560.2019.1672073.

2016

  1. Shinhua Liu, 2016, "Are SPDR Options Good for the Underlying Stocks?," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 6, issue 04, pages 1-27, December, DOI: 10.1142/S201013921650021X.

2012

  1. Liu, Shinhua & Stowe, John D. & Hung, Ken, 2012, "Why U.S. firms delist from the Tokyo stock exchange: An empirical analysis," International Review of Economics & Finance, Elsevier, volume 24, issue C, pages 62-70, DOI: 10.1016/j.iref.2011.12.001.

2011

  1. Liu, Shinhua, 2011, "The price effects of index additions: A new explanation," Journal of Economics and Business, Elsevier, volume 63, issue 2, pages 152-165, March.

2010

  1. Shinhua Liu, 2010, "Equity Options and Underlying Stocks' Behavior: Further Evidence from Japan," International Review of Finance, International Review of Finance Ltd., volume 10, issue 3, pages 293-312, September, DOI: 10.1111/j.1468-2443.2010.01121.x.
  2. Liu, Shinhua, 2010, "Transaction costs and market efficiency: Evidence from commission deregulation," The Quarterly Review of Economics and Finance, Elsevier, volume 50, issue 3, pages 352-360, August.

2009

  1. Liu, Shinhua, 2009, "Index membership and predictability of stock returns: The case of the Nikkei 225," Pacific-Basin Finance Journal, Elsevier, volume 17, issue 3, pages 338-351, June.
  2. Liu, Shinhua, 2009, "The impacts of index options on the underlying stocks: The case of the S&P 100," The Quarterly Review of Economics and Finance, Elsevier, volume 49, issue 3, pages 1034-1046, August.
  3. Shinhua Liu & Zhen Zhu, 2009, "Transaction Costs and Price Volatility: New Evidence from the Tokyo Stock Exchange," Journal of Financial Services Research, Springer;Western Finance Association, volume 36, issue 1, pages 65-83, August, DOI: 10.1007/s10693-009-0063-x.

2008

  1. Liu, Shinhua, 2008, "Commission deregulation and performance of securities firms: Further evidence from Japan," Journal of Economics and Business, Elsevier, volume 60, issue 4, pages 355-368.
  2. Shinhua Liu, 2008, "Index Futures and Predictability of the Underlying Stocks’ Returns: The Case of the Nikkei 225," Journal of Financial Services Research, Springer;Western Finance Association, volume 34, issue 1, pages 77-91, August, DOI: 10.1007/s10693-008-0034-7.

2007

  1. Liu, Shinhua, 2007, "International cross-listing and stock pricing efficiency: An empirical study," Emerging Markets Review, Elsevier, volume 8, issue 4, pages 251-263, December.
  2. Shinhua Liu, 2007, "Securities Transaction Tax and Market Efficiency: Evidence from the Japanese Experience," Journal of Financial Services Research, Springer;Western Finance Association, volume 32, issue 3, pages 161-176, December, DOI: 10.1007/s10693-007-0018-z.
  3. Shinhua Liu, 2007, "Currency Derivatives and Exchange Rate Forecastability," Financial Analysts Journal, Taylor & Francis Journals, volume 63, issue 4, pages 72-78, July, DOI: 10.2469/faj.v63.n4.4751.

2006

  1. Liu, Shinhua, 2006, "The impacts of index rebalancing and their implications: Some new evidence from Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 16, issue 3, pages 246-269, July.

2000

  1. Shinhua Liu, 2000, "Changes in the Nikkei 500: New Evidence for Downward Sloping Demand Curves for Stocks," International Review of Finance, International Review of Finance Ltd., volume 1, issue 4, pages 245-267, December, DOI: 10.1111/1468-2443.00018.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.