Fingerprint Dive into the research topics where Frank Liu is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Business & Economics
Volatility index
Mergers
Trading volume
Pricing
Skewness
Equity markets
Initial public offerings
China
Going public
Mutual funds
Hedging
Market states
Tail risk
Real estate
Lending
Asia
Shadow banking system
State-owned enterprises
Financial constraints
Loans
Private debt
Chinese market
Anomaly
Price volatility
Realized volatility
January effect
Monday effect
Implied volatility
Anxiety
Market returns
Listed companies
Credit
Rate of return
Small firms
Price reaction
Announcement
Large firms
Abnormal returns
Excess returns
Fund managers
Asia-Pacific
Private companies
Institutional investors
Smoothing
Estimation error
Predictors
Liquidity
Factors
Time-varying
Retail