Crocker H. Liu

Arizona State University

Full Professor, Finance

W.P. Carey School of Business

P.O. Box 873906

Tempe, AZ 85287-3906

United States

http://www.public.asu.edu/~chliu1

SCHOLARLY PAPERS

24

DOWNLOADS
Rank 3,596

SSRN RANKINGS

Top 3,596

in Total Papers Downloads

8,680

CITATIONS
Rank 6,122

SSRN RANKINGS

Top 6,122

in Total Papers Citations

82

Scholarly Papers (24)

1.

Where are the Shareholders' Mansions? CEOs' Home Purchases, Stock Sales, and Subsequent Company Performance

Number of pages: 45 Posted: 15 Mar 2007 Last Revised: 22 Oct 2007
Crocker H. Liu and David Yermack
Arizona State University and New York University (NYU) - Stern School of Business
Downloads 4,338 (1,340)
Citation 14

Abstract:

residential real estate, insider trading, conspicuous consumption

The Role of Corporate Governance in Initial Public Offerings: Evidence from Real Estate Investment Trusts

Number of pages: 41 Posted: 24 Nov 2002
Jay C. Hartzell, Crocker H. Liu and Jarl G. Kallberg
University of Texas at Austin - Department of Finance, Arizona State University and New York University (NYU) - Department of Finance
Downloads 964 (17,467)
Citation 15

Abstract:

IPO, Corporate Governance, REITs, Compensation

The Role of Corporate Governance in Initial Public Offerings: Evidence from Real Estate Investment Trusts

Journal of Law and Economics, Vol. 51, No. 3, 2008
Posted: 20 Oct 2008
Jay C. Hartzell, Jarl G. Kallberg and Crocker H. Liu
University of Texas at Austin - Department of Finance, New York University (NYU) - Department of Finance and Arizona State University

Abstract:

IPO, Corporate Governance, REIT, Incentive

3.

The Financial Accelerator: Evidence from International Housing Markets

AFA 2007 Chicago Meetings Paper
Number of pages: 32 Posted: 18 Mar 2006
Heitor Almeida, Crocker H. Liu and Murillo Campello
University of Illinois at Urbana-Champaign, Arizona State University and Cornell University
Downloads 764 (23,604)
Citation 7

Abstract:

financial accelerator, housing prices, collateral constraint, income constraint, credit multiplier

4.

Preferred Stock: Some Insights into Capital Structure

Number of pages: 40 Posted: 25 Mar 2008 Last Revised: 05 May 2008
New York University (NYU) - Department of Finance, Arizona State University and University of Texas at Arlington - Department of Finance and Real Estate
Downloads 485 (39,954)
Citation 2

Abstract:

Preferred Stock, Capital Structure

5.

The Role of the Underlying Real Asset Market in REIT IPOs

Number of pages: 32 Posted: 20 Apr 2004
Jay C. Hartzell, Crocker H. Liu and Jarl G. Kallberg
University of Texas at Austin - Department of Finance, Arizona State University and New York University (NYU) - Department of Finance
Downloads 399 (56,734)
Citation 9

Abstract:

IPOs, REITs

6.

The New Asia: Regime Shifts in Currency and Equity Markets

EFMA 2001 Lugano; AFA 2001 New Orleans
Number of pages: 56 Posted: 07 Dec 2000
Jarl G. Kallberg, Crocker H. Liu and Paolo Pasquariello
New York University (NYU) - Department of Finance, Arizona State University and University of Michigan, Stephen M. Ross School of Business
Downloads 325 (73,109)

Abstract:

Regime shifts, asian crisis, information spillover, exchange rates

7.

The Real Estate Market in the Aftermath of September 11

EFMA 2004 Basel Meetings Paper
Number of pages: 35 Posted: 12 Jun 2004
Crocker H. Liu, Jarl G. Kallberg and Paolo Pasquariello
Arizona State University, New York University (NYU) - Department of Finance and University of Michigan, Stephen M. Ross School of Business
Downloads 246 (96,770)
Citation 2

Abstract:

Abnormal Returns, Market Over-Reaction, Nonresidential Real Estate, REITs

Updating Expectations: An Analysis of Post-9/11 Returns

AFA 2006 Boston Meetings Paper
Number of pages: 39 Posted: 05 May 2005
Jarl G. Kallberg, Crocker H. Liu and Paolo Pasquariello
New York University (NYU) - Department of Finance, Arizona State University and University of Michigan, Stephen M. Ross School of Business
Downloads 193 (127,881)
Citation 5

Abstract:

Abnormal Returns, Market Over-Reaction, Nonresidential Real Estate, REITs

Updating Expectations: An Analysis of Post-9/11 Returns

NYU Working Paper No. FIN-05-010
Number of pages: 39 Posted: 03 Nov 2008
Jarl G. Kallberg, Crocker H. Liu and Paolo Pasquariello
New York University (NYU) - Department of Finance, Arizona State University and University of Michigan, Stephen M. Ross School of Business
Downloads 19 (459,277)
Citation 5

Abstract:

Abnormal Returns, Market Over-Reaction

9.

Evaluating Stock Price Volatility: The Case of Reits

NYU Working Paper No. FIN-98-048
Number of pages: 22 Posted: 11 Nov 2008
Jarl G. Kallberg and Crocker H. Liu
New York University (NYU) - Department of Finance and Arizona State University
Downloads 149 (150,879)

Abstract:

10.

Where are the Shareholders Mansions? Ceos Home Purchases, Stock Sales, and Subsequent Company Performance

NYU Working Paper No. FIN-07-042
Number of pages: 45 Posted: 13 Nov 2008
Crocker H. Liu and David Yermack
Arizona State University and New York University (NYU) - Stern School of Business
Downloads 146 (151,689)
Citation 9

Abstract:

residential real estate, insider trading, CEO entrenchment, conspicuous consumption

Real Assets, Liquidation Value and Choice of Financing

Number of pages: 47 Posted: 08 Dec 2010
Peng Liu, Crocker H. Liu and Zhipeng Zhang
Cornell University, Arizona State University and Boston College
Downloads 129 (181,841)

Abstract:

Capital Structure, Financing Choice, Liquidation Value, Real Estate

12.

The Predictability of International Real Estate Markets, Exchange Rate Risks and Diversification Consequences

NYU Working Paper No. FIN-96-033
Number of pages: 53 Posted: 11 Nov 2008
Crocker H. Liu and Jianping Mei
Arizona State University and New York University (NYU) - Department of Finance
Downloads 99 (208,566)
Citation 10

Abstract:

Predictability, Diversification, International Property Trusts

On the Price Comovement of U.S. Residential Real Estate Markets

Number of pages: 38 Posted: 19 Feb 2008 Last Revised: 19 Mar 2011
Jarl G. Kallberg, Crocker H. Liu and Paolo Pasquariello
New York University (NYU) - Department of Finance, Arizona State University and University of Michigan, Stephen M. Ross School of Business
Downloads 62 (294,551)

Abstract:

Real Estate, Correlation, Contagion, Housing Bubble, Credit Crisis

14.

Analysis of Senior-Subordinated Structures Backed by Private-Label Mortgages

NYU Working Paper No. FIN-98-047
Number of pages: 38 Posted: 11 Nov 2008
Klose John, Crocker H. Liu and R A Radhakrishnan
affiliation not provided to SSRN, Arizona State University and affiliation not provided to SSRN
Downloads 44 (331,341)

Abstract:

15.

Individual Investors and the Financial Crisis

Number of pages: 43 Posted: 15 Mar 2011 Last Revised: 20 Nov 2015
Jarl Kallberg, Crocker H. Liu and Na Wang
Independent, Arizona State University and Hofstra University - Frank G. Zarb School of Business
Downloads 18 (374,507)

Abstract:

individual investors, financial crisis, net flows, portfolio risk

16.

Limited Partnerships and Reputation Formation

NYU Working Paper No. S-CG-02-11, Journal of Financial and Quantitative Analysis, Vol. 39, No. 3, September 2004, pages: 631-659.
Number of pages: 42 Posted: 04 Nov 2008
Jarl G. Kallberg, Crocker H. Liu and Anand Srinivasan
New York University (NYU) - Department of Finance, Arizona State University and CAFRAL, Reserve Bank of India
Downloads 18 (448,720)
Citation 1

Abstract:

17.

An Analysis of REIT Security Issuance Decisions

Real Estate Economics, Vol. 38, Issue 1, pp. 91-120, Spring 2010
Number of pages: 30 Posted: 22 Feb 2010
Walter Boudry, Jarl G. Kallberg and Crocker H. Liu
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Arizona State University
Downloads 1 (536,520)
Citation 7

Abstract:

18.

On the Price Comovement of U.S. Residential Real Estate Markets

Real Estate Economics, Vol. 42, Issue 1, pp. 71-108, 2014
Number of pages: 38 Posted: 18 Feb 2014
Jarl Kallberg, Crocker H. Liu and Paolo Pasquariello
Independent, Arizona State University and University of Michigan, Stephen M. Ross School of Business
Downloads 0 (549,040)

Abstract:

19.

Analyst Behavior and Underwriter Choice

Journal of Real Estate Finance and Economics, Vol. 43, No. 1, 2011
Posted: 31 Mar 2011
Walter Boudry, Jarl G. Kallberg and Crocker H. Liu
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Arizona State University

Abstract:

REITs, Analysts, Underwriters

20.

Investment Opportunities and Share Repurchases

46th Annual AREUEA Conference Paper
Posted: 01 Dec 2010
Crocker H. Liu, Walter Boudry and Jarl G. Kallberg
Arizona State University, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance

Abstract:

21.

The Relationship between Tenant Quality and REIT Risk & Performance

46th Annual AREUEA Conference Paper
Posted: 01 Dec 2010
Crocker H. Liu and Peng Liu
Arizona State University and Cornell University

Abstract:

22.

The Impact of Dual Agency

Journal of Real Estate Finance and Economics, Vol. 35, No. 1, 2007
Posted: 30 Jan 2007
Independent, Boston University - Department of Finance & Economics, Arizona State University and New York University (NYU) - Department of Finance

Abstract:

brokerage, property law, real estate services

23.

International Evidence on Real Estate Securities as an Inflation Hedge

REAL ESTATE ECONOMICS, Vol. 25 No. 5, Summer 1997
Posted: 28 Mar 1997
Crocker H. Liu, David J. Hartzell and Martin Hoesli
Arizona State University, University of North Carolina at Chapel Hill and University of Geneva - Geneva School of Economics and Management (GSEM)

Abstract:

24.

The Role of Real Estate in the Portfolio Allocation Process

REAL ESTATE ECONOMICS, Vol. 24 No. 3
Posted: 13 Sep 1996
Jarl G. Kallberg and Crocker H. Liu
New York University (NYU) - Department of Finance and Arizona State University

Abstract: