Wai-Man Liu - Researcher Profile
Associate Professor
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Publications Title Journal Name Year ABDC Ranking
Dynamic limit order placement activities and their effects on stock market quality Annals of Operations Research 2023 A
Dynamic limit order placement strategies: survival analysis with a multiple-spell duration model Annals of Operations Research 2021 A
The dynamism of partially state-owned enterprises in East Asia Journal of Corporate Finance 2021 A*
Multiple duration analyses of dynamic limit order placement strategies and aggressiveness in a low-latency market environment International Review of Financial Analysis 2020 A
Voting with your feet: Political competition and internal migration in the United States European Journal of Political Economy 2020 A
CFDs, forwards, futures and the cost-of-carry Pacific-Basin Finance Journal 2019 A
Public news arrival and cross-asset correlation breakdown International Review of Finance 2018 A
Public information arrival and stock return volatility: Evidence from news sentiment and Markov Regime-Switching Approach International Review of Economics 2016 C
Public news arrival and the idiosyncratic volatility puzzle Journal of Empirical Finance 2016 A
Price Dynamics in Global Crude Oil Markets The Journal of Futures Markets 2015 A
Elections, political competition and bank failure Journal of Financial Economics 2014 A*
General equilibrium analysis of hold-up problem and non-exclusive franchise contract Pacific Economic Review 2010 B
Limit order revisions Journal of Banking & Finance 2010 A*
Monitoring and limit order submission risks Journal of Financial Markets 2009 A*
Effects of political monopoly on economic development Pacific Economic Review 2007 B
Public information arrival and volatility of intraday stock returns Journal of Banking & Finance 2004 A*
How free are free trading options? Pacific-Basin Finance Journal 2003 A