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Are Higher Co-Moments Priced? A Tale of Two Countries Journal article
Journal of Financial Studies, 2020
Authors:  Keith Lam;  Liang Dong;  Hung Wan Kot
Favorite  |  View/Download:331/0  |  Submit date:2019/11/14
Uk Stock Market  Higher Co-moments  Coskewness  Cokurtosis  China Stock Market  
Spillover and Profitability of Intraday Herding on Cross-Listed Stocks Journal article
The Chinese Economy, 2019
Authors:  Rose Neng Lai;  Yang Zhang
Favorite  |  View/Download:12/0  |  Submit date:2019/10/21
Herding  Cross-listing  Chinese Stock Markets  Hong Kong Stock Market  
Retail investors’ biased beliefs about stocks that they hold: Evidence from China’s split share structure reform Journal article
The Singapore Economic Review, 2018
Authors:  Yan Luo;  Xiaolin Qian;  Jinjuan Ren;  Yanjian Zhu
Favorite  |  View/Download:10/0  |  Submit date:2019/10/02
Cognitive Bias  Emerging Markets  Behavioral Finance  Misevaluation  
Does institutional ownership influence firm performance? Evidence from China Journal article
International Review of Economics and Finance, 2017,Volume: 49,Page: 17-57
Authors:  Lin,Yongjia Rebecca;  Fu,Xiaoqing Maggie
Favorite  |  View/Download:5/0  |  Submit date:2019/08/01
China  Firm Performance  Institutional Ownership  
Does institutional ownership influence firm performance? Evidence from China Journal article
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2017,Volume: 49,Page: 17-57
Authors:  Lin, Yongjia Rebecca;  Fu, Xiaoqing Maggie
Favorite  |  View/Download:22/0  |  Submit date:2018/10/30
China  Firm performance  Institutional ownership  
Are stock price more informative after dual-listing in emerging markets? Evidence from Hong Kong-listed Chinese companies Journal article
Pacific Basin Finance Journal, 2016,Volume: 36,Page: 31-45
Authors:  Kot,Hung Wan;  Tam,Lewis H K
Favorite  |  View/Download:4/0  |  Submit date:2019/08/02
Analyst coverage  Dual listings  H-shares  Liquidity commonality  Stock price synchronicity  
Short Sale, Margin Purchase, and Stock Price Crash Risk Conference paper
SSRN Electronic Journal, Thailand, February 1, 2016
Authors:  Yan Luo;  Jinjuan Ren
Favorite  |  View/Download:2/0  |  Submit date:2019/09/25
Crash Risk  Chinese Market  Margin Purchase  Short Sale  
A Self-Organizing State Space Type Microstructure Model for Financial Asset Allocation Journal article
IEEE Access, 2016,Volume: 4,Page: 8035-8043
Authors:  Gan M.;  Chen L.;  Zhang C.-Y.;  Peng H.
Favorite  |  View/Download:8/0  |  Submit date:2019/02/13
Asset Allocation  Financial Markets  Market Microstructure Model  Monte Carlo Particle Filter  Self-organizing State Space Model  
Are stock prices more informative after dual-listing in emerging markets? Evidence from Hong Kong-listed Chinese companies Journal article
Pacific-Basin Finance Journal, 2016,Volume: 36,Page: 31-45
Authors:  Hung WanKot;  Lewis H.K.Tam
Favorite  |  View/Download:3/0  |  Submit date:2019/12/10
Liquidity Commonality  H-shares  Dual Listings  Stock Price Synchronicity  Analyst Coverage  
China Financial Markets: Issues and Opportunities Book
London:Routledge, 2014
Authors:  Ming Wang;  Kin Keung Lai;  Jerome Yen
Favorite  |  View/Download:6/0  |  Submit date:2019/12/10