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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:7/0  |  Submit date:2019/10/21
Herding  Cross-listing  Chinese Stock Markets  Hong Kong Stock Market  
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:19/0  |  Submit date:2018/10/30
China  Firm performance  Institutional ownership  
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:4/0  |  Submit date:2019/08/01
China  Firm Performance  Institutional Ownership  
Importance of Skewness in Investor Utility: Evidence from the Chinese Stock Markets Journal article
Journal of Mathematical Finance, 2017,Volume: 7,Page: 881-895
Authors:  Patrick Kuok Kun
Favorite  |  View/Download:0/0  |  Submit date:2019/11/11
Skewness  Market Returns  Investor Utility  Predictive Regression  
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:3/0  |  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:1/0  |  Submit date:2019/09/25
Crash Risk  Chinese Market  Margin Purchase  Short Sale  
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:2/0  |  Submit date:2019/12/10
Liquidity Commonality  H-shares  Dual Listings  Stock Price Synchronicity  Analyst Coverage  
Examining the Day-of-the-Week effects in Chinese stock markets: New evidence from a stochastic dominance approach Journal article
Global Economic Review, 2011,Volume: 40,Issue: 3
Authors:  Zhuo Qiao;  Weiwei Qia;  Wing-Keung Wong
Favorite  |  View/Download:1/0  |  Submit date:2019/11/01
Day-of-the-week Effect  Stochastic Dominance  Chinese Stock Markets  Mean-variance Criterion  
Granger causal relations among Greater China stock markets: a Nonlinear perspective Journal article
Applied Financial Economics, 2011,Volume: 21,Page: 1437-1450
Authors:  Zhuo Qiao;  Keith Lam
Favorite  |  View/Download:2/0  |  Submit date:2019/10/22
Granger Causality  Nonlinearity  Greater China  Stock Market  
Examining stock volatility in the segmented Chinese stock markets: a SWARCH approach Journal article
Global Economic Review, 2010,Volume: 39,Issue: 3,Page: 225-246
Authors:  Zhuo Qiao;  Weiwei Qiao;  Wing-Keung Wong
Favorite  |  View/Download:0/0  |  Submit date:2019/11/01
Markov-switching Arch  Chinese Stock Markets  Volatility Spillover  Volatility  Market Segmentation