Yu-Jane Liu

National Chengchi University (NCCU) - Department of Finance and Banking

64, Chih-nan Rd., Sec. 2, Mucha,

Taipei, 116

Taiwan ROC

  • National Chengchi University (NCCU) - Department of Finance and Banking

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SCHOLARLY PAPERS

11

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Scholarly Papers (11)

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1.

The Cross-Section of Speculator Skill: Evidence from Day Trading

Number of pages: 44 Posted: 15 Apr 2004 Last Revised: 24 Feb 2013
Brad M. Barber, Yi-Tsung Lee, Yu-Jane Liu and Terrance Odean
University of California, Davis, Peking University - Guanghua School of Management, National Chengchi University (NCCU) - Department of Finance and Banking and University of California, Berkeley - Haas School of Business
Downloads 3,079 (3,456)
Citation 15

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day traders, individual investors, market efficiency

2.

Just How Much Do Individual Investors Lose By Trading?

Downloads 1,486 ( 11,664)

Just How Much Do Individual Investors Lose By Trading?

AFA 2006 Boston Meetings Paper, EFA 2005 Moscow Meetings Paper
Number of pages: 30 Posted: 02 Sep 2005
Brad M. Barber, Yi-Tsung Lee, Yu-Jane Liu and Terrance Odean
University of California, Davis, Peking University - Guanghua School of Management, National Chengchi University (NCCU) - Department of Finance and Banking and University of California, Berkeley - Haas School of Business
Downloads 1,486 (11,439)
Citation 19

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market efficiency, individual investors, institutional investors, information asymmetry

Just How Much Do Individual Investors Lose by Trading?

The Review of Financial Studies, Vol. 22, No. 2, pp. 609-632, 2009
Posted: 25 Jan 2009
Brad M. Barber, Yi-Tsung Lee, Yu-Jane Liu and Terrance Odean
University of California, Davis, Peking University - Guanghua School of Management, National Chengchi University (NCCU) - Department of Finance and Banking and University of California, Berkeley - Haas School of Business

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G11, G14, G15, H31

3.

Investor Trading Behavior and Performances: Evidence from Taiwan Stock Index Options

McCombs Research Paper Series No. FIN-06-09
Number of pages: 41 Posted: 16 Feb 2009 Last Revised: 27 May 2010
Bing Han, Yi-Tsung Lee and Yu-Jane Liu
University of Toronto, Rotman School of Management, Peking University - Guanghua School of Management and National Chengchi University (NCCU) - Department of Finance and Banking
Downloads 732 (33,393)

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investor behavior, trading performance, index options

4.

Is the Aggregate Investor Reluctant to Realize Losses? Evidence from Taiwan

Number of pages: 37 Posted: 16 Nov 2006
Brad M. Barber, Yi-Tsung Lee, Yu-Jane Liu and Terrance Odean
University of California, Davis, Peking University - Guanghua School of Management, National Chengchi University (NCCU) - Department of Finance and Banking and University of California, Berkeley - Haas School of Business
Downloads 395 (73,394)
Citation 1

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Disposition effect, behavioral finance, investor behavior

5.

Why Have Auctions Been Losing Market Shares to Bookbuilding in IPO Markets?

EFMA 2003 Helinski Meetings
Number of pages: 55 Posted: 27 Jun 2003
Ji-Chai Lin, Yi-Tsung Lee and Yu-Jane Liu
Hong Kong PolyU, Peking University - Guanghua School of Management and National Chengchi University (NCCU) - Department of Finance and Banking
Downloads 378 (77,187)
Citation 5

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6.

On the Demand Elasticity of Initial Public Offerings: An Analysis of Discriminatory Auctions

AFA 2001 New Orleans Meetings
Number of pages: 45 Posted: 14 Sep 2000
Gwohorng Liaw, K.C. John Wei and Yu-Jane Liu
National Chung Cheng University - Department of Finance, Hong Kong Polytechnic University and National Chengchi University (NCCU) - Department of Finance and Banking
Downloads 345 (85,884)
Citation 5

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7.

House Money Effect: Evidence from Market Makers at Taiwan Futures Exchange

Number of pages: 56 Posted: 19 Mar 2006
Yu-Jane Liu, Chih-Ling Tsai, Ming-Chun Wang and Ning Zhu
National Chengchi University (NCCU) - Department of Finance and Banking, University of California, Davis - Graduate School of Management, National Chengchi University and China Academy of Financial Research (CAFR)
Downloads 331 (90,015)
Citation 3

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House money effect, market maker, derivatives, investor behavior

8.

Does Disclosure Improve Efficiency?

Number of pages: 40 Posted: 15 Mar 2012 Last Revised: 12 Sep 2014
Bing Han, Yu-Jane Liu, Ya Tang and Lifeng Yu
University of Toronto, Rotman School of Management, National Chengchi University (NCCU) - Department of Finance and Banking, Peking University - Guanghua School of Management and Peking University - Guanghua School of Management
Downloads 265 (114,391)

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Noise Trading, Disclosure, Informational Efficiency, Allocative Efficiency, Informational Feedback Effect

9.

Information, Sophistication, and Foreign Versus Domestic Investors' Performance

Number of pages: 42 Posted: 22 Mar 2007 Last Revised: 18 Oct 2011
Li-Wen Chen, Shane A. Johnson, Ji-Chai Lin and Yu-Jane Liu
University of Mississippi, Texas A&M University - Department of Finance, Hong Kong PolyU and National Chengchi University (NCCU) - Department of Finance and Banking
Downloads 191 (157,513)

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Closed-end Funds, Open-ending, Foreign Investors, Domestic Investors

10.

The Cost of Owning Employer Stocks: Lessons from Taiwan

Downloads 89 (284,240)

The Cost of Owning Employer Stocks: Lessons from Taiwan

Number of pages: 44 Posted: 15 Mar 2006
Ning Zhu, Yi-Tsung Lee and Yu-Jane Liu
China Academy of Financial Research (CAFR), Peking University - Guanghua School of Management and National Chengchi University (NCCU) - Department of Finance and Banking
Downloads 89 (286,565)
Citation 1

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Employer stock, retirement, pension reform, investor behavior

The Cost of Owning Employer Stocks: Lessons from Taiwan

Posted: 08 Mar 2010
Yi-Tsung Lee, Yu-Jane Liu and Ning Zhu
Peking University - Guanghua School of Management, National Chengchi University (NCCU) - Department of Finance and Banking and China Academy of Financial Research (CAFR)

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11.

Is the Aggregate Investor Reluctant to Realise Losses? Evidence from Taiwan

European Financial Management, Vol. 13, No. 3, pp. 423-447, June 2007
Number of pages: 25 Posted: 24 May 2007
Brad M. Barber, Yi-Tsung Lee, Yu-Jane Liu and Terrance Odean
University of California, Davis, Peking University - Guanghua School of Management, National Chengchi University (NCCU) - Department of Finance and Banking and University of California, Berkeley - Haas School of Business
Downloads 15 (548,352)
Citation 2
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