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Liu, Weimin's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,924 |
Total
Citations
38 |
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1.
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Liu, Weimin
Nottingham University Business School
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985
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2
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Liquidity risk, spread, turnover, momentum, liquidity factor, anomalies
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Post-earnings-announcement Drift in the UK
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Liu, Weimin
Nottingham University Business School Strong, Norman C.
University of Manchester - Manchester Business School Xu, Xinzhong
Peking University - Guang Hua School of Management
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Posted:
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25 Jan 01
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Last Revised:
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16 Jul 08
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832
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10
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Liu, Weimin
Nottingham University Business School Strong, Norman C.
University of Manchester - Manchester Business School Xu, Xinzhong
Peking University - Guang Hua School of Management
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21
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10
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Post-earnings-announcement Drift, Market Efficiency, Earnings Surprises
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Liu, Weimin
Nottingham University Business School Strong, Norman C.
University of Manchester - Manchester Business School Xu, Xinzhong
Peking University - Guang Hua School of Management
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811
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10
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Post-earnings-announcement drift, market efficiency, earnings surprises
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3.
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The Liquidity-Augmented CAPM over 1926 to 1963
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Liu, Weimin
Nottingham University Business School
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Posted:
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04 Mar 07
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Last Revised:
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16 Jul 08
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514
(24,596)
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Liu, Weimin
Nottingham University Business School
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139
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Trading continuity, liquidity risk, liquidity premium
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Liu, Weimin
Nottingham University Business School
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04 Mar 07
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Last Revised:
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16 Jul 08
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375
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Trading continuity, liquidity risk, liquidity premium
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4.
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Liu, Weimin
Nottingham University Business School
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288
(50,495)
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4
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Liquidy, risk, premium, CAPM
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5.
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Biases in Decomposing Holding Period Portfolio Returns
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Liu, Weimin
Nottingham University Business School Strong, Norman C.
University of Manchester - Manchester Business School
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Posted:
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20 Mar 06
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Last Revised:
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29 Jul 10
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288
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17
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Liu, Weimin
Nottingham University Business School Strong, Norman C.
University of Manchester - Manchester Business School
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0
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G10
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Liu, Weimin
Nottingham University Business School Strong, Norman C.
University of Manchester - Manchester Business School
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288
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17
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Decomposed buy-and-hold portfolio returns, rebalanced portfolio returns
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6.
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Liu, Weimin
Nottingham University Business School Lee, Edward
University of Manchester - Manchester Business School Strong, Norman C.
University of Manchester - Manchester Business School
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17
(285,705)
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5
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