Lu Liu

Stockholm Business School, Stockholm University

Assistant Professor

Sweden

Knut Wicksell Centre for Financial Studies

Box 7080

Lund, SE-220 07

Sweden

SCHOLARLY PAPERS

10

DOWNLOADS

1,028

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (10)

1.

Institutional Quality, Trust and Stock-Market Participation: Learning to Forget

Number of pages: 55 Posted: 20 Dec 2013 Last Revised: 19 Nov 2019
Lund University - Department of Economics; Knut Wicksell Centre for Financial Studies, Stockholm Business School, Stockholm University and Aalborg University Business School
Downloads 296 (164,957)
Citation 3

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Households’ stock ownership, institutional quality, trust, immigration, direct and indirect effects, learning ability

2.

The Volatility Behavior and Dependence Structure of Commodity Futures and Stocks

Journal of Futures Markets, vol. 34(1), pp. 93-101, 2014
Number of pages: 14 Posted: 26 Jun 2011 Last Revised: 09 Oct 2015
Lin Gao, Lin Gao and Lu Liu
Universite du LuxembourgLuxembourg School of Finance and Stockholm Business School, Stockholm University
Downloads 207 (234,418)

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stocks, commodity futures, regime switching, volatility, correlation, diversification

3.

Green Links: Corporate Networks and Environmental Performance

Number of pages: 41 Posted: 30 Jan 2022
Lund University - Department of Economics; Knut Wicksell Centre for Financial Studies, Stockholm Business School, Stockholm University, Lund University - Department of Economics and Stockholm Business School, Stockholm University
Downloads 195 (248,632)
Citation 1

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Sustainability, ESG, Environmental Performance, Corporate Network, Corporate Social Responsibility

4.

The Medium Is the Message: Learning Channels, Financial Literacy, and Stock Market Participation

Number of pages: 45 Posted: 22 Mar 2021 Last Revised: 30 Nov 2021
KTH, Division of Real Estate Economics and Finance, affiliation not provided to SSRN and Stockholm Business School, Stockholm University
Downloads 104 (407,734)

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stock market participation, learning channels, private network, financial advisors, media, financial literacy

5.

Cross-Border Asset Holdings and Comovements in Sovereign Bond Markets

Journal of International Money and Finance, Vol. 86, No. 9, 2018
Number of pages: 46 Posted: 06 Oct 2015 Last Revised: 23 Mar 2022
Lund University - Department of Economics; Knut Wicksell Centre for Financial Studies, Stockholm Business School, Stockholm University and Handelsbanken
Downloads 67 (531,513)

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yield-curve factors, cross-border asset holding, spatial dependence, Euro bond markets, sovereign credit default swap

6.

Structural Multivariate Spatial Econometrics: Application to Cross-Country Interdependence of Stock and Bond Markets

Number of pages: 28 Posted: 25 Feb 2020
Lund University - Department of Economics; Knut Wicksell Centre for Financial Studies, Stockholm Business School, Stockholm University, Indiana University Purdue University Indianapolis and AstraZeneca Pharmaceuticals
Downloads 63 (548,633)
Citation 1

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spatial econometrics, intralocation effect, stocks and bonds correlation, structural model

7.

International Stock Market Interdependence: Are Developing Markets the Same As Developed Markets?

Number of pages: 28 Posted: 17 May 2014
Lu Liu
Stockholm Business School, Stockholm University
Downloads 54 (590,505)

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stock market interdependence; market linkages; heterogeneity; gravity model; dynamic panel-data; information capacity

8.

Product Market Competition and Stock Return Dependence

Number of pages: 10 Posted: 28 Mar 2022
Hossein Asgharian and Lu Liu
Lund University - Department of Economics; Knut Wicksell Centre for Financial Studies and Stockholm Business School, Stockholm University
Downloads 26 (763,709)

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return comovement, contagion effect, competitive effect, spatial Durbin model

9.

Extreme-Downside-Risk Spillover from the United States and Japan to Asian-Pacific Stock Markets

International Review of Financial Analysis, Vol. 33C, No. 39-48, 2014
Number of pages: 30 Posted: 28 May 2011 Last Revised: 07 Dec 2018
Lu Liu
Stockholm Business School, Stockholm University
Downloads 16 (847,274)
Citation 1

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Extreme downside risk, Risk spillover, Value at Risk, Granger causality in risk, Markov switching, Probit regression, Contagion

10.

A Spatial Analysis of International Stock Market Linkages

Journal of Banking and Finance, vol. 37(12), pp. 4738–4754
Posted: 21 Mar 2011 Last Revised: 07 Oct 2015
Lund University - Department of Economics; Knut Wicksell Centre for Financial Studies, Lund University - Department of Economics and Stockholm Business School, Stockholm University

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Financial and economic integration, Stock market co-movements, Spatial econometrics, Spillover and feedback effects