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On Bivariate Time-Varying Price Staleness Journal article
ZHU Haibin, LIU Zhi. On Bivariate Time-Varying Price Staleness[J]. Journal of Business and Economic Statistics, 2024, 42(1), 229-242.
Authors:  ZHU Haibin;  LIU Zhi
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:2.9/4.8 | Submit date：2023/08/03
Joint Price Staleness  Market Liquidity  Price Staleness  Stable Convergence  
Liquidity risk and expected returns in China's stock market: A multidimensional liquidity approach Journal article
Liang Dong, Bo Yu, Zhenjiang Qin, Keith S.K. Lam. Liquidity risk and expected returns in China's stock market: A multidimensional liquidity approach[J]. Research in International Business and Finance, 2024, 69, 102247.
Authors:  Liang Dong;  Bo Yu;  Zhenjiang Qin;  Keith S.K. Lam
Favorite | TC[WOS]:1 TC[Scopus]:1  IF:6.3/5.8 | Submit date：2022/07/27
China’s Stock Market  Market Uncertainty  Flight-to-liquidity  Liquidity Factor Model  Asymptotic Principal Component  Multidimensional Liquidity Measure  
Liquidity shocks and intraday price reaction Journal article
Tao Chen. Liquidity shocks and intraday price reaction[J]. Journal of Financial Research, 2023, 46(2), 573-599.
Authors:  Tao Chen
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:1.5/2.0 | Submit date：2022/07/28
Liquidity Shocks  Price Impact  Uninformed Traders  Intraday Market Efficiency  
Do Heterogeneous Beliefs Matter to Post-announcement Informed Trading? Journal article
Tao Chen, Andreas Karathanasopoulos. Do Heterogeneous Beliefs Matter to Post-announcement Informed Trading?[J]. Abacus-A Journal of Accounting Finance and Business Studies, 2022, 58(4), 714-741.
Authors:  Tao Chen;  Andreas Karathanasopoulos
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:2.5/2.8 | Submit date：2023/01/30
Heterogeneous Beliefs  Market Liquidity  Post-announcement Informed Trading  
Interbank borrowing and bank liquidity risk Journal article
Li, Zongyuan, Lai, Rose Neng. Interbank borrowing and bank liquidity risk[J]. JOURNAL OF FINANCIAL RESEARCH, 2022, 45(1), 53-91.
Authors:  Li, Zongyuan;  Lai, Rose Neng
Favorite | TC[WOS]:3 TC[Scopus]:2  IF:1.5/2.0 | Submit date：2022/05/13
Interbank Market  Liquidity Risk  Market Discipline  
The Effect of Stock Market Indexing on Option Price Efficiency Presentation
会议地点: University of New South Wales (Presented by Coauthor), 报告日期: 2021-10-01
Authors:  Eric C. Chang;  Li Ge;  Tse-Chun Lin;  Xiaorong Ma
Favorite |  | Submit date：2022/08/31
Stock Indexing Effect  Option Price Efficiency  Options Market Liquidity  Russell Index Reconstitution  Local Linear Regressions  
Not all bank liquidity creation boosts prices - The case of the us housing markets Journal article
Li, Zongyuan, Lai, Rose Neng. Not all bank liquidity creation boosts prices - The case of the us housing markets[J]. International Real Estate Review, 2021, 24(1), 19-58.
Authors:  Li, Zongyuan;  Lai, Rose Neng
Favorite | TC[Scopus]:0  IF:0.4/0.4 | Submit date：2022/05/13
Bank Liquidity Creation  Credit Supply  Funding Resources  House Price Fundamental  Housing Market  
Not All Bank Liquidity Creation Boosts Prices -- The Case of the US Housing Markets Journal article
LI, Zongyuan, LAI, Rose Neng. Not All Bank Liquidity Creation Boosts Prices -- The Case of the US Housing Markets[J]. International Real Estate Review, 2021, 24(1), 19-58.
Authors:  LI, Zongyuan;  LAI, Rose Neng
Favorite | TC[Scopus]:0  IF:0.4/0.4 | Submit date：2022/06/15
Bank Liquidity Creation  Housing Market  House Price Fundamental  Credit Supply  Funding Resources  
Liquidity and Stock Returns: Evidence from the Chinese Stock Market Journal article
Keith S.K. Lam, Lewis H.K. Tam, Liang Dong. Liquidity and Stock Returns: Evidence from the Chinese Stock Market[J]. China Accounting and Finance Review, 2019, 21(4).
Authors:  Keith S.K. Lam;  Lewis H.K. Tam;  Liang Dong
Favorite |  | Submit date：2024/08/12
Asset Pricing, Liquidity Four-factor Model, Fama And French Three-factor Model, High Moments, China Stock Market  
Does market microstructure matter for corporate finance? Theory and evidence on seasoned equity offering decisions Journal article
Cheung,William, Fung,Scott, Tam,Lewis. Does market microstructure matter for corporate finance? Theory and evidence on seasoned equity offering decisions[J]. Quarterly Review of Economics and Finance, 2016, 60, 149-161.
Authors:  Cheung,William;  Fung,Scott;  Tam,Lewis
Favorite | TC[WOS]:4 TC[Scopus]:4 | Submit date：2019/08/01
Corporate Financing Decision  Market Liquidity  Market Microstructure