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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:554/0 | TC[WOS]:0 TC[Scopus]: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:18/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/10/21
Herding  Cross-listing  Chinese Stock Markets  Hong Kong Stock Market  
Ex-day returns of stock distributions: An anchoring explanation Journal article
Management Science, 2019,Volume: 65,Issue: 3,Page: 1076-1095
Authors:  Chang,Eric C.;  Lin,Tse Chun;  Luo,Yan;  Ren,Jinjuan
Favorite | View/Download:10/0 | TC[WOS]:1 TC[Scopus]:0 | Submit date:2019/08/01
Anchoring  Asset Pricing  Behavior And Behavioral Decision Making  Economics  Finance  Splits  Stock Dividends  
Value Premium and Technical Analysis: Evidence from the China Stock Market Journal article
ECONOMIES, 2019,Volume: 7,Issue: 3
Authors:  Keith S. K. Lam;  Liang Dong;  Bo Yu
Favorite | View/Download:8/0 | TC[WOS]:2 TC[Scopus]:0 | Submit date:2020/07/14
Value Premium  Technical Analysis  Moving Average  China Stock Market  
The Loud Silence of Suppressed Short-Sale Demand Journal article
SSRN Electronic Journal, 2018
Authors:  Jinjuan Ren;  Yinghui Yu
Favorite | View/Download:12/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/10/02
Short-sale Demand  Chinese Market  Price Efficiency  Overvaluation  
The Information Content of Earning per Share and Social Contribution Value per Share in China Conference paper
Proceedings of the 2017 CSEAR North Asia Conference, The Hong Kong Polytechnic University, Hong Kong, 4-5 December 2017
Authors:  Teresa CHU;  Yi WANG
Favorite | View/Download:10/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/09/04
Earning Per Share  Social Contribution Value Per Share  Abnormal Returns  
Capital market liberalization: Optimal tradeoff and bargaining delay Journal article
North American Journal of Economics and Finance, 2017,Volume: 39,Page: 78-88
Authors:  Baomin Dong;  Xinhua Gu;  Huasheng Song
Favorite | View/Download:11/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/08/01
Financial Integration  Volatility  Growth  Capital Controls  Bargaining  
Determinants of Credit Default Swap Spreads: A Four-Market Panel Data Analysis Journal article
Journal of Finance and Economics, 2017,Volume: 5,Issue: 1,Page: 9-31
Authors:  Matthew C. Li;  Xiaoqing (Maggie) Fu
Favorite | View/Download:5/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/12/03
Credit Default Swaps  Structural Models  Firm Performance  Macroeconomic Conditions  Financial Crisis  Garch Volatility  
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:4/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/11/11
Skewness  Market Returns  Investor Utility  Predictive Regression  
Investor Attention and Global Stock Returns Journal article
JOURNAL OF BEHAVIORAL FINANCE, 2017,Volume: 18,Issue: 3,Page: 358-372
Authors:  Chen, Tao
Favorite | View/Download:21/0 | TC[WOS]:6 TC[Scopus]:0 | Submit date:2018/10/30
Investor Attention  Stock Returns  Google Search Volume  Geography