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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:232/0  |  Submit date:2019/11/14
Uk Stock Market  Higher Co-moments  Coskewness  Cokurtosis  China Stock Market  
Can insider trading in U.S. hospitality firms predict future returns? Journal article
International Journal of Hospitality Management, 2019,Volume: 83,Page: 115-127
Authors:  Esen,M. Fevzi;  Singal,Manisha;  Kot,Hung Wan;  Chen,Ming Hsiang
Favorite  |  View/Download:4/0  |  Submit date:2019/08/02
Abnormal returns  Informed trading  Insider trading  U.S. hospitality industry  
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  
Understanding short selling activity in the hospitality industry Journal article
International Journal of Hospitality Management, 2019,Volume: 82,Page: 136-148
Authors:  Kot,Hung Wan;  Chen,Ming Hsiang;  Cheung,Adrian (Wai Kong);  Huang,Haiyu
Favorite  |  View/Download:4/0  |  Submit date:2019/08/02
Demand  Future Stock Returns  Hospitality Industry  Short Selling  Supply  
The Impact of Deposit Insurance on the Risks and Returns of Commercial Banks: Evidence from China Journal article
Journal of Financial Studies, 2019,Volume: 27,Issue: 1,Page: 1-29
Authors:  Ming-Hua Liu;  Yang Zhang;  Kaimeng Zheng
Favorite  |  View/Download:8/0  |  Submit date:2019/09/05
Chinese Banks  Deposit Insurance  Event Study  Liquidity Risk  Z-score  
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:4/0  |  Submit date:2019/08/01
Anchoring  Asset Pricing  Behavior And Behavioral Decision Making  Economics  Finance  Splits  Stock Dividends  
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:1/0  |  Submit date:2019/08/01
Privately Owned Enterprises  Split-share Structure Reform  State Owned Enterprises  Stochastic Dominance  
Can insider trading in U.S. hospitality firms predict future returns? Journal article
International Journal of Hospitality Management, 2019,Volume: 83,Page: 115-127
Authors:  M. Fevzi Esen;  Manisha Singal;  Hung WanKot;  Ming-Hsiang Chen
Favorite  |  View/Download:2/0  |  Submit date:2019/12/11
U.s. Hospitality Industry  Insider Trading  Informed Trading  Abnormal Returns  
Value Premium and Technical Analysis: Evidence from China’s Stock Market Journal article
Economies, 2019,Volume: 7,Issue: 3,Page: 92
Authors:  Keith S. K. Lam;  Liang Dong;  Bo Yu
Favorite  |  View/Download:2/0  |  Submit date:2019/11/27
Value Premium  China Stock Market  Moving Average  Technical Analysis  
Stock return predictability when growth and accrual measures are negatively correlated Journal article
CHINA FINANCE REVIEW INTERNATIONAL, 2019,Volume: 9,Issue: 3,Page: 401-422
Authors:  Luo, Miao;  Chen, Tao;  Cai, Jun
Favorite  |  View/Download:3/0  |  Submit date:2019/12/03
Accrual Effect  Stock Return Predictability  Growth Effect