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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  
Has the difference in stock liquidity and stock returns between Chinese state owned and privately owned enterprises become smaller? Journal article
Finance Research Letters, 2019,Volume: 28,Page: 39-44
Authors:  Qiao,Zhuo;  Pukthuanthong,Kuntara
Favorite  |  View/Download:3/0  |  Submit date:2019/08/01
Privately Owned Enterprises  Split-share Structure Reform  State Owned Enterprises  Stochastic Dominance  
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  
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  
Reversal in the relative performance of state- and legal person-owned companies during the Chinese split share structure reform Journal article
Applied Economics, 2014,Volume: 46,Issue: 15,Page: 1728-1750
Authors:  Anna P. I. Vong;  Duarte Trigueiros
Favorite  |  View/Download:7/0  |  Submit date:2018/11/06
Corporate Ownership  Ownership And Performance  Chinese Privatization  Legal Person  
Systematic Liquidity and the Funding Liquidity Hypothesis Journal article
Journal of Banking & Finance, 2014,Volume: 45,Page: 304-320
Authors:  Qian, Xiaolin;  Lewis H.K. Tam;  Bohui Zhang
Favorite  |  View/Download:3/0  |  Submit date:2019/09/22
Commonality In Liquidity  Real Impact  Investor Participation  Funding Liquidity Hypothesis  Split-share-structure Reform  
Lessons from the Chinese Privatization Process: Reversal in Investors’ Perception of the Relative Value of State and Legal Person Owned Companies During the Split Share Structure Reform Conference paper
Proceedings of Asian Finance Association and Taiwan Finance Association 2012 Joint International Conference, Taiwan, July 6-9, 2012
Authors:  Anna Vong;  Duarte Trigueiros
Favorite  |  View/Download:1/0  |  Submit date:2019/09/10
Corporate Governance  Corporate Performance  Privatization  State Ownership  Legal Person Ownership