Bin Liu

RMIT University

124 La Trobe Street

Melbourne, 3000

Australia

SCHOLARLY PAPERS

2

DOWNLOADS

91

CITATIONS

0

Scholarly Papers (2)

1.

The Bid-Ask Bounce Effect and the Pricing of Cross-Sectional Idiosyncratic Volatility: An Australian Study

2015 Financial Markets & Corporate Governance Conference
Number of pages: 16 Posted: 13 Feb 2015
RMIT University, RMIT University - School of Economics, Finance, and Marketing and RMIT University
Downloads 14 (240,811)

Abstract:

idiosyncratic volatility, asset pricing, bid-ask bounce, stock returns, Australia

2.

The Pricing of Idiosyncratic Volatility: An Australian Study

Australian Journal of Management, Vol. 41, No. 2, 2016
Posted: 04 May 2016
Bin Liu and Amalia Di Iorio
RMIT University and La Trobe Business School

Abstract:

Idiosyncratic volatility, asset pricing, stock returns, risk, Australia