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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  
The Effects of Prompt Analyst Forecast Revision Reports on the Informativeness of Incentive-driven Voluntary Management Forecast Reports Report
2023
Authors:  ZHANG HAO;  Can CHEN;  Yonggen LUO
Favorite |  | Submit date:2023/12/26
Prompt Analyst Forecast Revision Reports  Voluntary Management Forecast Reports  Analyst Textual Interpretation  Aanalyst Numerical Interpretation  Stock Market Reaction.  
Partner-Level internal control opinion shopping and its economic consequences: Evidence from “SOX 404” in an emerging market Journal article
Yingwen Guo, Yingjie Guo, Phyllis Lai Lan Mo, Xu Zhang. Partner-Level internal control opinion shopping and its economic consequences: Evidence from “SOX 404” in an emerging market[J]. Journal of Accounting and Public Policy, 2023, 107056.
Authors:  Yingwen Guo;  Yingjie Guo;  Phyllis Lai Lan Mo;  Xu Zhang
Favorite | TC[WOS]:1 TC[Scopus]:2  IF:3.3/4.6 | Submit date:2023/08/03
Earnings Quality  Internal Controls  Partner-level Opinion Shopping  Stock Market Reaction  Tunneling  
The effects of a structural reform on corporate outcomes in China: a generalized propensity score matching approach Journal article
Fai Lim Loi, Zhuo Qiao. The effects of a structural reform on corporate outcomes in China: a generalized propensity score matching approach[J]. Emerging Markets Finance and Trade, 2022, 58(6), 1590-1601.
Authors:  Fai Lim Loi;  Zhuo Qiao
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:2.8/3.2 | Submit date:2022/08/11
Short Selling  Margin Trading  Chinese Stock Market  
Institutional quality and dark side of product market competition: a cross-country study Journal article
Huang, Y., Song, Z.L., Tam, L.H.K.. Institutional quality and dark side of product market competition: a cross-country study[J]. China Accounting and Finance Review, 2022, 24(2), 260-287.
Authors:  Huang, Y.;  Song, Z.L.;  Tam, L.H.K.
Favorite |  | Submit date:2022/07/27
Product Market Competition  Stock Crash Risk  Information Disclosure  Institutional Quality  
Margin purchases, short sales and stock return volatility in China: Evidence from the COVID-19 outbreak Journal article
Lin, Yongjia, Wang, Yizhi, Fu, Xiaoqing (Maggie). Margin purchases, short sales and stock return volatility in China: Evidence from the COVID-19 outbreak[J]. Finance Research Letters, 2022, 46, 102351.
Authors:  Lin, Yongjia;  Wang, Yizhi;  Fu, Xiaoqing (Maggie)
Favorite | TC[WOS]:7 TC[Scopus]:8  IF:7.4/7.6 | Submit date:2022/05/13
Chinese Stock Market  Covid-19 Outbreak  Margin Purchases  Short Sales  Volatility Innovation  
Co-skewness and expected return: Evidence from international stock markets Journal article
Dong, Liang, Kot, Hung Wan, Lam, Keith S.K., Liu, Ming. Co-skewness and expected return: Evidence from international stock markets[J]. Journal of International Financial Markets, Institutions and Money, 2022, 76, 101479.
Authors:  Dong, Liang;  Kot, Hung Wan;  Lam, Keith S.K.;  Liu, Ming
Favorite | TC[WOS]:6 TC[Scopus]:5  IF:5.4/5.3 | Submit date:2022/02/21
Co-skewness  International Stock Market  Market Integration  Perceived Uncertainty  Stock Return  
Co-skewness and expected return: Evidence from international stock markets Journal article
Dong, L., Kot, H. W., Lam, S. K., Liu, M.. Co-skewness and expected return: Evidence from international stock markets[J]. Journal of International Financial Markets, Institutions & Money, 2021.
Authors:  Dong, L.;  Kot, H. W.;  Lam, S. K.;  Liu, M.
Favorite |  | Submit date:2022/01/26
Co-skewness  Stock Return  International Stock Markets  Market Integration  Perceived Uncertainty  
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  
Blockholders and Corporate Governance: Evidence from China's Split-Share-Structure Reform Journal article
Qian, X.L., Tam, L.H.K.. Blockholders and Corporate Governance: Evidence from China's Split-Share-Structure Reform[J]. Review of Accounting and Finance, 2021, 20(1), 53-83.
Authors:  Qian, X.L.;  Tam, L.H.K.
Favorite | TC[WOS]:1 TC[Scopus]:1  IF:3.6/2.5 | Submit date:2022/07/27
Blockholders  Contestability  Top Executive Turnover  Split-share-structure Reform  Chinese Stock Market