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Publications

by alumni of

Robert J. Trulaske, Sr. College of Business
University of Missouri
Columbia, Missouri (United States)

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, vol. 30(1), pages 54-65, January.

2022

  1. Liu, Shinhua, 2022. "Informational efficiency and GICS classification: Evidence from REITs," The Quarterly Review of Economics and Finance, Elsevier, vol. 85(C), pages 355-362.
  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, vol. 15(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, vol. 27(2), pages 121-136, July.

2020

  1. Shinhua Liu, 2020. "S&P 500 Affiliation and Stock Price Informativeness," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 21(3), pages 219-232, July.

2016

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

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, vol. 24(C), pages 62-70.

2011

  1. Liu, Shinhua, 2011. "The price effects of index additions: A new explanation," Journal of Economics and Business, Elsevier, vol. 63(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., vol. 10(3), pages 293-312, September.
  2. Liu, Shinhua, 2010. "Transaction costs and market efficiency: Evidence from commission deregulation," The Quarterly Review of Economics and Finance, Elsevier, vol. 50(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, vol. 17(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, vol. 49(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, vol. 36(1), pages 65-83, August.

2008

  1. Liu, Shinhua, 2008. "Commission deregulation and performance of securities firms: Further evidence from Japan," Journal of Economics and Business, Elsevier, vol. 60(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, vol. 34(1), pages 77-91, August.

2007

  1. Liu, Shinhua, 2007. "International cross-listing and stock pricing efficiency: An empirical study," Emerging Markets Review, Elsevier, vol. 8(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, vol. 32(3), pages 161-176, December.
  3. Shinhua Liu, 2007. "Currency Derivatives and Exchange Rate Forecastability," Financial Analysts Journal, Taylor & Francis Journals, vol. 63(4), pages 72-78, July.

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, vol. 16(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., vol. 1(4), pages 245-267, December.

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