Bitcoin time-of-day, day-of-week and month-of-year effects in returns and trading volume DG Baur, D Cahill, K Godfrey, ZF Liu Finance Research Letters 31, 78-92, 2019 | 114 | 2019 |
I am a blockchain too: How does the market respond to companies’ interest in blockchain? D Cahill, DG Baur, ZF Liu, JW Yang Journal of Banking & Finance 113, 105740, 2020 | 98 | 2020 |
Share pledging and financial constraints in China Z Cheng, Z Liu, Y Sun Accounting & Finance 61 (3), 4147-4189, 2021 | 21 | 2021 |
Financial constraints and investment thirst in Chinese reverse merger companies Z Cheng, G Fleming, Z Liu Accounting & Finance 57 (5), 1315-1347, 2017 | 18 | 2017 |
Hitting skew for six ZF Liu, R Faff Economic Modelling 64, 449-464, 2017 | 15 | 2017 |
Partial moment volatility indices Z Liu, MJ O'Neill Accounting & Finance 58 (1), 195-215, 2018 | 13 | 2018 |
State‐preference pricing and volatility indices Z Liu, MJ O'Neill Accounting & Finance 57 (3), 815-836, 2017 | 13 | 2017 |
A State‐Price Volatility Index for China's Stock Market M O'Neill, K Wang, Z Liu Accounting & Finance 56 (3), 607-626, 2016 | 12 | 2016 |
Model-free risk-neutral moments and proxies ZF Liu, T van der Heijden Thijs, Model-Free Risk-Neutral Moments and Proxies (July 4, 2016), 2016 | 12 | 2016 |
Cross‐listings and dividend size and stability: evidence from China Z Cheng, CP Cullinan, Z Liu, J Zhang Accounting & Finance 61 (1), 415-465, 2021 | 9 | 2021 |
Tail risk hedging for mutual funds using equity market state prices MJ O’Neill, Z Liu Australian Journal of Management 41 (4), 687-698, 2016 | 8 | 2016 |
Limitations of imitation: Lessons from another Bitcoin copycat D Cahill, ZF Liu Journal of Corporate Finance 69, 101992, 2021 | 7 | 2021 |
Bitcoin time-of-day, day-of-week and month-of-year effects in returns and trading volume. Finance Res Lett 31: 78–92 DG Baur, D Cahill, K Godfrey, ZF Liu | 7 | 2019 |
A general equilibrium approach to pricing volatility risk J Han, M Linnenluecke, Z Liu, Z Pan, T Smith PloS one 14 (4), e0215032, 2019 | 6 | 2019 |
The returns to private debt: primary issuances vs. secondary acquisitions D Cumming, G Fleming, Z Liu Financial Analysts Journal 75 (1), 48-62, 2019 | 6 | 2019 |
The Oxford Handbook of IPOs D Cumming, S Johan Oxford Handbooks, 2018 | 6 | 2018 |
Private debt: volatility, credit risk, and returns DJ Cumming, G Fleming, ZF Liu Asian Finance Association (AsianFA) 2016 Conference, 29th Australasian …, 2016 | 5 | 2016 |
News media environment, selective perception, and the survival of preference diversity within communication networks F Liu, PE Johnson | 5 | 2011 |
The green effects of fund market–analysis based on institutional investors’ preference X Jia, B Li, Z Liu, C Sun Kybernetes 52 (2), 495-517, 2023 | 4 | 2023 |
F und V olatility I ndex using equity market state prices MJ O'Neill, Z Liu Accounting & Finance 57 (3), 837-853, 2017 | 4 | 2017 |