Yu Jane Liu

Peking University - Beijing / China

Business & Management / Business Administration

AD Scientific Index ID: 719413

北京大学

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Peking University

Yu Jane Liu's MOST POPULAR ARTICLES

1-) Just how much do individual investors lose by trading? The Review of Financial Studies 22 (2), 609-632, 2009

2-) Is the aggregate investor reluctant to realise losses? Evidence from Taiwan European Financial Management 13 (3), 423-447, 2007

3-) Order imbalances and market efficiency: Evidence from the Taiwan Stock Exchange Journal of Financial and Quantitative Analysis 39 (2), 327-341, 2004

4-) Share pledges and margin call pressure Journal of Corporate Finance 52, 96-117, 2018

5-) Volatility and price change spillover effects across the developed and emerging markets Pacific-Basin Finance Journal 3 (1), 113-136, 1995

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