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

22

DOWNLOADS
Rank 9,698

SSRN RANKINGS

Top 9,698

in Total Papers Downloads

10,127

TOTAL CITATIONS
Rank 13,079

SSRN RANKINGS

Top 13,079

in Total Papers Citations

104

Scholarly Papers (22)

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 4,774 (4,324)
Citation 31

Abstract:

Loading...

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 1,056 (44,861)
Citation 5

Abstract:

Loading...

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:

Loading...

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 University of Florida - Warrington College of Business Administration
Downloads 916 (55,621)
Citation 35

Abstract:

Loading...

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 694 (80,464)
Citation 1

Abstract:

Loading...

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 460 (134,458)
Citation 8

Abstract:

Loading...

IPOs, REITs

6.

The New Asia: Regime Shifts in Currency and Equity Markets

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 376 (169,435)
Citation 1

Abstract:

Loading...

Regime shifts, asian crisis, information spillover, exchange rates

7.

The Real Estate Market in the Aftermath of September 11

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 315 (205,503)
Citation 2

Abstract:

Loading...

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 240 (270,234)
Citation 4

Abstract:

Loading...

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 54 (822,001)
Citation 1

Abstract:

Loading...

Abnormal Returns, Market Over-Reaction

9.

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 277 (235,412)
Citation 5

Abstract:

Loading...

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

10.
Downloads 216 (301,063)
Citation 3

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 Blackstone Group LLC
Downloads 216 (299,618)
Citation 3

Abstract:

Loading...

Capital Structure, Financing Choice, Liquidation Value, Real Estate

11.

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 215 (302,320)

Abstract:

Loading...

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 Cheung Kong Graduate School of Business
Downloads 152 (412,586)
Citation 6

Abstract:

Loading...

Predictability, Diversification, International Property Trusts

13.

Individual Investors and the Financial Crisis

Number of pages: 43 Posted: 15 Mar 2011 Last Revised: 06 Feb 2022
Jarl Kallberg, Crocker H. Liu, Ran Shao and Na Wang
Independent, Arizona State University, Yeshiva University and Hofstra University - Frank G. Zarb School of Business
Downloads 151 (414,856)

Abstract:

Loading...

individual investors, financial crisis, net flows, portfolio risk

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 115 (517,555)
Citation 2

Abstract:

Loading...

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

15.

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 71 (699,824)

Abstract:

Loading...

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 National University of Singapore - Department of Finance
Downloads 45 (875,853)

Abstract:

Loading...

17.

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:

Loading...

REITs, Analysts, Underwriters

18.

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:

Loading...

19.

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:

Loading...

20.

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:

Loading...

brokerage, property law, real estate services

21.

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:

Loading...

22.

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:

Loading...