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Callable bull/bear contracts, call auction sessions, and price manipulations: Evidence from Hong Kong Journal article
Journal of Futures Markets, 2020,Volume: 40,Issue: 11,Page: 1731-1750
Authors:  Lei, Adrian C.H.;  Ma, Xiaorong;  Yick, Martin H.Y.
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2021/12/06
callable bull/bear contracts  closing auction session  manipulation  price reversals  
Toward understanding short-selling activity: demand and supply Journal article
Accounting and Finance, 2020,Volume: 60,Issue: 3,Page: 2203-2230
Authors:  Cheung, Adrian W.K.;  Kot, Hung Wan;  Lam, Eric F.Y.;  Leung, Harry K.M.
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2021/12/06
Borrowing cost  Demand and supply  Institutional ownership  Short selling  
Spillover and Profitability of Intraday Herding on Cross-Listed Stocks Journal article
The Chinese Economy, 2019
Authors:  Rose Neng Lai;  Yang Zhang
Favorite |  | TC[WOS]:0 TC[Scopus]:2 | 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 |  | TC[WOS]:3 TC[Scopus]:3 | Submit date:2019/08/01
Anchoring  Asset Pricing  Behavior And Behavioral Decision Making  Economics  Finance  Splits  Stock Dividends  
Toward understanding short-selling activity: Demand and supply Journal article
Accounting and Finance, 2019
Authors:  Adrian W. K. Cheung;  Hung Wan Kot;  Eric F. Y. Lam;  Harry K. M. Leung
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/12/11
Institutional Ownership  Short Selling  DemAnd And Supply  Borrowing Cost  
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 |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/12/03
Credit Default Swaps  Structural Models  Firm Performance  Macroeconomic Conditions  Financial Crisis  Garch Volatility  
The stock–bond comovements and cross-market trading Journal article
Journal of Economic Dynamics & Control, 2016,Volume: 73,Page: 417-438
Authors:  Mengling Li;  Huanhuan Zheng;  Terence Tai Leung Chong;  Yang Zhang
Favorite |  | TC[WOS]:12 TC[Scopus]:12 | Submit date:2019/08/02
Heterogeneity  Stock–bond Comovement  Markov Switching Var  Threshold Var  
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
Favorite |  | TC[WOS]:2 TC[Scopus]:3 | Submit date:2019/08/02
Co-integration  Economic Correction Model  Exchange-traded Funds  Pricing Deviation  Tracking Ability  
Effect of segmentation on financial time series pattern matching Journal article
Applied Soft Computing, 2016,Volume: 38,Page: 346
Authors:  Yuqing Wan;  Xueyuan Gong;  Yain-Whar Si
Favorite |  | TC[WOS]:21 TC[Scopus]:25 | Submit date:2018/10/30
Financial Time Series  Head-and-shoulders  Pattern Matching  Segmentation  Technical Pattern  
Corporate social responsibility disclosure in Chinese railway companies: Corporate response after a major train accident Journal article
Sustainability Accounting, Management and Policy Journal, 2015,Volume: 6,Issue: 4,Page: 446-474
Authors:  Carlos Noronha;  Tiffany Cheng Han Leung;  On Ieng Lei
Favorite |  | TC[WOS]:18 TC[Scopus]:22 | Submit date:2019/08/01
China  Csr  Corporate Governance  Scvps  Social Contribution Value Per Share