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Standing out from the crowd – An investigation of the signal attributes of Airbnb listings Journal article
International Journal of Contemporary Hospitality Management, 2019,Volume: 32
Authors:  Bin Yao;  Richard T.R. Qiu;  Daisy X.F. Fan;  Anyu Liu;  Dimitrios Buhalis
View  |  Adobe PDF(493Kb)  |  Favorite  |  View/Download:14/2  |  Submit date:2019/09/10
Signaling Theory  Big Data  Airbnb  Binomial Logistic Model  Booking Probability  Sequential Bayesian Updating  Sharing Economy  
Analysis and forecast of tracking performance of Hong Kong exchange-traded funds: Evidence from tracker fund and X iShares A50 Journal article
Review of Pacific Basin Financial Markets and Policies, 2016,Volume: 19,Issue: 4
Authors:  Chu,Patrick Kuok Kun
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Co-integration  Economic Correction Model  Exchange-traded Funds  Pricing Deviation  Tracking Ability  
Misvaluation comovement, market efficiency and the cross-section of stock returns: Evidence from China Journal article
Economic Systems, 2015,Volume: 39,Issue: 3,Page: 390-412
Authors:  Luo,Yan;  Ren,Jinjuan;  Wang,Yizhi
Favorite  |  View/Download:3/0  |  Submit date:2019/08/01
Chinese Stock Market  Comovement  Market Efficiency  Stock Misvaluation  Stock Returns  
Pricing deviation, misvaluation comovement, and macroeconomic conditions Journal article
Journal of Banking & Finance, 2013,Volume: 37,Issue: 13,Page: 5285-5299
Authors:  Eric C.Chang;  YanLuo;  JinjuanRen
Favorite  |  View/Download:1/0  |  Submit date:2019/10/03
Misvaluation  Systematic Risk  Conditions  Macroeconomic  Comovement  Market Efficiency  
On the Validity of the Augmented Fama-French (1993) Four-Factor Asset Pricing Model: Evidence from the Hong Kong Stock Market Journal article
Review of Quantitative Finance and Accounting, 2010,Volume: 35,Page: 89-111
Authors:  Keith Lam;  Frank K. Li;  Simon M. S. So
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Seasonality  Up And Down Markets  Fama-french  Four-factor Model  Momentum  
On the Validity of the Augmented Fama and French’s (1993) Model: Evidence from the Hong Kong Stock Market Journal article
Review of Quantitative Finance and Accounting, 2010,Volume: 35,Issue: 1,Page: 89-111
Authors:  Keith S. K. Lam;  Frank K. Li;  Simon M. S. So
Favorite  |  View/Download:1/0  |  Submit date:2019/11/01
Seasonality  Momentum  Up And Down Markets  Fama And French  Four-factor Model