Wai-Man Liu

Australian National University

SCHOLARLY PAPERS

17

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SSRN CITATIONS
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Top 29,474

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16

CROSSREF CITATIONS

14

Scholarly Papers (17)

1.

Strategic Order Submission and Cancellation in Pre-Opening Periods: The Case of IPO Firms

Number of pages: 52 Posted: 22 Mar 2009 Last Revised: 22 May 2016
Joseph Kuk, Wai-Man Liu and Peter K. Pham
Colonial First State Global Asset Management, Australian National University and Institute of Global Finance, UNSW Business School
Downloads 414 (90,787)
Citation 6

Abstract:

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Pre-opening periods, initial public offerings, price discovery, market manipulation

2.

Effects of Political Monopoly of the Ruling Elite on the Extent of the Market, Income Distribution, and Development

Number of pages: 32 Posted: 30 May 2001
Wai-Man Liu and Xiaokai Yang
Australian National University and Monash University - Department of Economics
Downloads 368 (103,933)
Citation 2

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Network effect of division of labor, specialization, the extent of the market, income distribution, political monopoly

3.

Limit Order Revisions

Number of pages: 33 Posted: 14 Mar 2006 Last Revised: 16 Dec 2009
Kingsley Y. L. Fong and Wai-Man Liu
University of New South Wales - School of Banking and Finance and Australian National University
Downloads 292 (133,719)
Citation 1

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market microstructure, limit orders, free trading option risk, non-execution risk

4.

Elections, Political Competition and Bank Failure

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 49 Posted: 14 Dec 2012 Last Revised: 28 Aug 2014
Wai-Man Liu and Phong T. H. Ngo
Australian National University and Australian National University (ANU)
Downloads 280 (139,637)
Citation 12

Abstract:

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bank failure, elections, political competition/control

5.

Monitoring and Limit Order Submission Risks

Journal of Financial Markets, Forthcoming
Number of pages: 41 Posted: 01 Aug 2007
Wai-Man Liu
Australian National University
Downloads 236 (165,616)
Citation 3

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Limit orders, Free trading option, Non-execution risk, News monitoring

6.

Harnessing media attention: Strategic press releases around earnings announcements

Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
Number of pages: 52 Posted: 29 Aug 2014 Last Revised: 31 Aug 2017
Wai-Man Liu, Phong T. H. Ngo and Qiaoqiao Zhu
Australian National University, Australian National University (ANU) and Australian National University (ANU) - College of Business and Economics
Downloads 215 (180,961)

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strategic press releases, media coverage, earnings announcements

7.

Migration of Trading and the Introduction of Single Stock Futures on the Underlying U.S. Stocks

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 34 Posted: 25 Aug 2008 Last Revised: 08 Sep 2009
University of Melbourne - Department of Finance, Bond University, Australian National University and affiliation not provided to SSRN
Downloads 186 (206,565)

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Migration of trading, Liquidity Trading, Informed Trading

8.

The Impact of Strategic Order Activity During Trading Halts

Number of pages: 58 Posted: 15 Oct 2011
Wai-Man Liu, James Panaust and Bohui Zhang
Australian National University, JP Morgan and The Chinese University of Hong Kong, Shenzhen
Downloads 116 (301,367)
Citation 1

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strategic order submission, order cancellation, trading halt, price discovery, order book manipulation

9.

The Impact of Broker Market Structure on Stock Liquidity

Number of pages: 47 Posted: 12 Jul 2016 Last Revised: 29 Sep 2016
Wai-Man Liu, Joshua Soo and Geoff Warren
Australian National University, Deloitte Australia and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 81 (380,253)
Citation 1

Abstract:

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Market liquidity, Stockbroking, Industrial organization

10.

Preface to: Inframarginal Economics

Increasing Returns and Inframarginal Economics, Vol. 4, 2008
Number of pages: 4 Posted: 22 Apr 2010
Xiaokai Yang and Wai-Man Liu
Monash University - Department of Economics and Australian National University
Downloads 56 (461,504)

Abstract:

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Inframarginal Economics, Inframarginal Analysis, Division of Labor, Specialization, Network Effects, Smithian Framework, Transaction Costs

11.

Foreign Investment under the Spotlight of Home Media

Number of pages: 57 Posted: 18 Feb 2021 Last Revised: 31 Aug 2021
Wai-Man Liu, Jing Yu and Bohui Zhang
Australian National University, The University of Sydney and The Chinese University of Hong Kong, Shenzhen
Downloads 45 (506,804)

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Foreign equity investment; Foreign mutual fund; Media coverage; Home media bias

12.

Effects of Political Monopoly on Economic Development

Pacific Economic Review, Vol. 12, No. 1, pp. 69-78, February 2007
Number of pages: 10 Posted: 07 Feb 2007
Wai-Man Liu and Xiaokai Yang
Australian National University and Monash University - Department of Economics
Downloads 17 (671,097)
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13.

The Dynamism of Partially State-Owned Enterprises in East Asia

Journal of Corporate Finance, Forthcoming
Number of pages: 70 Posted: 19 Apr 2021
China Europe International Business School (CEIBS), China Europe International Business School (CEIBS), Australian National University and Australian National University (ANU)
Downloads 12 (709,351)

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corporate ownership, state ownership, sovereign wealth funds, corporate pyramids

14.

Voting with Your Feet: Political Competition and Internal Migration in the United States

European Journal of Political Economy, Forthcoming
Number of pages: 46 Posted: 28 Aug 2020
Wai-Man Liu and Phong T. H. Ngo
Australian National University and Australian National University (ANU)
Downloads 11 (717,204)

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political competition, internal migration, welfare, Voting Rights Act

15.

General Equilibrium Analysis of Hold‐Up Problem and Non‐Exclusive Franchise Contract

Pacific Economic Review, Vol. 15, Issue 5, pp. 674-684, 2010
Number of pages: 11 Posted: 01 Jan 2011
Chihning Chu and Wai-Man Liu
Chung Yuan Christian University and Australian National University
Downloads 1 (801,088)
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16.

Price Dynamics in Global Crude Oil Markets

Journal of Futures Markets, Forthcoming
Posted: 13 Oct 2012 Last Revised: 12 Feb 2014
Wai-Man Liu, Emma Schultz and John Swieringa
Australian National University, Australian National University (ANU) and Australian National University (ANU)

Abstract:

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Price Dynamics, Crude Oil, Brent, WTI

17.

Public Information Arrival and Volatility of Intraday Stock Returns

Journal of Banking and Finance, Vol. 28, 2004
Posted: 26 Jun 2003 Last Revised: 14 Feb 2014
La Trobe Business School, Australian National University, Institute of Global Finance, UNSW Business School and The University of Sydney

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ARCH, Public Information Arrival, Mixture of Distribution Hypothesis, Trading Volume, Volatility Persistence