Frank Liu

Dr, BBusSc ANU, PhD Qld

20142019
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Research Output 2016 2019

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Working paper
2018

Another Bitcoin Copycat

Cahill, D. & Liu, Z., 11 Oct 2018, (Unpublished).

Research output: Working paper

I Am a Blockchain Too...

Cahill, D., Baur, D., Liu, Z. & Yang, W., 23 May 2018.

Research output: Working paper

Announcement
Small firms
Large firms
Price reaction
Listed companies
2017
Trading volume
Time-varying
Equity markets
January effect
Monday effect
2016

Model-Free Risk-Neutral Moments and Proxies

Liu, Z. & van der Heijden, T., 4 Jul 2016.

Research output: Working paper

Estimation error
Skewness
Smoothing
Implied volatility
Factors