Clark Liu

Tsinghua University - PBC School of Finance

No. 43, Chengdu Road

Haidian District

Beijing 100083

China

SCHOLARLY PAPERS

6

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in Total Papers Downloads

1,282

CITATIONS

1

Scholarly Papers (6)

1.

Dual-Listed Shares and Trading

Posted: 15 Mar 2012
Clark Liu and Mark S. Seasholes
Tsinghua University - PBC School of Finance and ASU WP Carey School of Business

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Dual-Listed Shares, Trading Imbalances, Cost of a Short-Sale Ban

2.

Trading Imbalances and the Relative Prices of Stock Pairs

Number of pages: 26 Posted: 18 Mar 2011
Mark S. Seasholes and Clark Liu
ASU WP Carey School of Business and Tsinghua University - PBC School of Finance
Downloads 262 (98,141)

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Liquidity, Dual-Class Stocks

3.

Trading Imbalances, Liquidity, and the Law of One Price

Number of pages: 29 Posted: 19 Mar 2010
Mark S. Seasholes and Clark Liu
ASU WP Carey School of Business and Tsinghua University - PBC School of Finance
Downloads 94 (224,458)
Citation 1

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Law of One Price, Cross-Listings, Order Imbalances

4.

Do Demand Curves for Stocks Slope Down in the Long Run?

Gabelli School of Business, Fordham University Research Paper No. 2819687
Number of pages: 57 Posted: 10 Aug 2016 Last Revised: 05 May 2018
Clark Liu and Baolian Wang
Tsinghua University - PBC School of Finance and Gabelli School of Business - Fordham University
Downloads 0 (178,264)

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Long-Term Demand Curve; Divergence of Opinion; Split-Share Structure Reform; A/B Share; Lack of Substitutes

5.

Is the Chinese Corporate Anti-Corruption Campaign Authentic?

Number of pages: 109 Posted: 20 May 2016 Last Revised: 23 Mar 2018
John M. Griffin, Clark Liu and Tao Shu
University of Texas at Austin - Department of Finance, Tsinghua University - PBC School of Finance and University of Georgia - Department of Finance
Downloads 0 (34,733)

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Anti-Corruption Campaign, China, Corrupt Managers, Corrutpion Measures, Corporate Culture

6.

Information Production, Volume, and Return Dynamics

Number of pages: 48 Posted: 02 Dec 2015 Last Revised: 11 Jan 2016
Clark Liu, Lei Mao and Mark S. Seasholes
Tsinghua University - PBC School of Finance, The Chinese University of Hong Kong, Shenzhen and ASU WP Carey School of Business
Downloads 0 (255,365)

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information content of volume, high volume return premium, cross-sectional returns