Lu Liu (Former)

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2024
Mark Green links: Corporate networks and environmental performance
Asgharian, Hossein ^LU ; Dzielinski, Michal ; Liu, Lu ^LU and Hashemzadeh, Zahra ^LU (2024) In Review of Finance 28(3). p.1027-1058
- Contribution to journal › Article
Mark Lender-Borrower Stock Return Dependencies in Credit Networks: Evidence from Syndicated Loan Deals
Asgharian, Hossein ^LU ; Goodwin, Dominice ^LU and Liu, Lu ^LU (2024) International Risk Management Conference 2024,
- Contribution to conference › Other
2022
Mark Product market competition and stock return dependence
Asgharian, Hossein ^LU and Liu, Lu ^LU (2022) In Finance Research Letters 50.
- Contribution to journal › Article
2018
Mark Cross-Border Asset Holdings and Comovements in Sovereign Bond Markets
Asgharian, Hossein ^LU ; Liu, Lu ^LU and Larsson, Marcus ^LU (2018) In Journal of International Money and Finance 86. p.189-206
- Contribution to journal › Article
Mark Structural Multivariate Spatial Econometrics: Application to Cross-Country Interdependence of Stock and Bond markets
Asgharian, Hossein ^LU ; Podgórski, Krzysztof ^LU ; Shariati Fokalaei, Nima ^LU and Liu, Lu ^LU (2018)
- Contribution to conference › Other
2014
Mark Extreme downside risk spillover from the United States and Japan to Asia-Pacific stock markets
Liu, Lu ^LU (2014) In International Review of Financial Analysis 33. p.39-48
- Contribution to journal › Article
Mark The Volatility Behavior and Dependence Structure of Commodity Futures and Stocks
Gao, Lin and Liu, Lu ^LU (2014) In Journal of Futures Markets 34(1). p.93-101
- Contribution to journal › Article
Mark Institutional Quality, Trust and Stock-Market Participation: Learning to Forget
Asgharian, Hossein ^LU ; Liu, Lu ^LU and Lundtofte, Frederik ^LU (2014) In Working Papers
- Working paper/Preprint › Working paper
2013
Mark International stock market interdependence: Are developing markets the same as developed markets?
Liu, Lu ^LU (2013) In Journal of International Financial Markets, Institutions, and Money 26. p.226-238
- Contribution to journal › Article
Mark A spatial analysis of international stock market linkages
Asgharian, Hossein ^LU ; Hess, Wolfgang ^LU and Liu, Lu ^LU (2013) In Journal of Banking & Finance 37(12). p.4738-4754
- Contribution to journal › Article

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