|
Year |
Authors |
Paper Title |
| 2020 |
Yihan Li, Xin Liu, Vesa Pursiainen |
Analyst Incentives and Stock Return Synchronicity: Evidence from MiFID II |
| Bart Zhou Yueshen |
What Is in High-Frequency Price Pressure? |
| Xiaoyang Li, Wenying Yao |
Do market-wide circuit breakers calm markets or panic them? Evidence from the COVID-19 pandemic |
| Georg Cejnek, Florian Mair |
Understanding Volatility-Managed Portfolios |
| 2019 |
Jos van Bommel, Matthijs Lof |
Asymmetric Information and the Distribution of Trading Volume |
| KHALADDIN RZAYEV, GBENGA IBIKUNLE, TOM STEFFEN |
Need for speed? International transmission latency, liquidity and volatility |
| Kotaro Miwa |
The Inforamtional Role of Analysts' Qualitative Research Outputs |
| Gelly Fu |
Coordinated Betting by Multi-Fund Managers |
| G. Nathan Dong, Ming Gu, Weiwei Huang, K.C. John Wei |
Margin Trading and Corporate Investments: Evidence from a Quasi-natural Experiment in China |
| 2018 |
Po-Hsuan Hsu, Zhenyu Gao, Sahn-Wook Huh |
Technology Competition and Informed Trading: Evidence from Weekly Patent Announcements |
| Weiming (Elaine) Zhang, Jie (Jay) Cao, Sheridan Titman, Xintong (Eunice) Zhan |
ESG Preference and Market Efficiency: Evidence from Mispricing and Institutional Trading |
| Chyng Wen Tee, Poh Ling Neo |
Managing Swaption Portfolio Risk under Different Interest Rate Regimes |
| K.C. John Wei, Frank Weikai Li, Li Guo |
Security Analysts and Capital Market Anomalies |
| 2017 |
Ruben Cox, Peter de Goeij |
What Do Investors Learn from Advertisements? |
| Y. Han (Andy) Kim, Shinichi Kamiya, Soohyun Park |
The Face of Risk: CEO Facial Masculinity and Firm Risk |
| Shenghao Gao, Xiaoke Cheng, Kam C. Chan, Mingjing Yang |
Are seasoned equity offering investors misled by analyst optimism bias? Evidence from investor bids in SEO auctions |
| Linlin Ye |
Understanding the Impacts of Dark Pools on Price Discovery |
| Lin William Cong, Zhiguo He |
Blockchain Disruption and Smart Contracts |
| 2016 |
Chuan-Yang Hwang, Kit Pong Won, Long Yi |
Why Do High Dispersion Stocks Earn Low Returns? Evidence from Institutional Ownership |
| Shenghao Gao, Qingbin Meng, Kam C. Chan, Weixing Wu |
Earnings management before IPOs: Are institutional investors misled? |
| Eric F.Y.C Lam, Chishen Wei, K.C. John Wei |
Dissecting Arbitrage Costs |
| Eric F.Y.C Lam, Chishen Wei, K.C. John Wei |
Is the Stock Market Just a Side Show? Evidence from Venture Capital |
| CARL HSIN-HAN SHEN, HAO ZHANG |
Do CEO Inside Debt Holdings Influence the Cost of Equity Capital? |
| 2015 |
Kenny Phua, Mandy Tham, Chishen Wei |
﹍Are Overconfident CEOs Good Leaders? Evidence from Stakeholder Commitments﹎ |
| Clark Liu, Shujing Wang, K.C. John Wei |
﹍Portfolio Constraints and Asset Prices: Evidence from the Shanghai-Hong Kong Stock Connect Program﹎ |
| Te-Feng Chen, Chishen Wei, K.C. John Wei |
﹍Learning about Profitability Growth and Expected Stock Returns﹎ |
| Wan-Chien Chiu, Juan Ignacio Pe㙈胊, Chih-Wei Wang |
﹍The Effect of Rollover Risk on Default Risk: Evidence from Bank Financing﹎ |
| 2014 |
Yen-Cheng Chang, Harrison Hong, Larissa Tiedens, Na Wang, Bin Zhao |
Does Diversity Lead to Diverse Opinions? Evidence from Languages and Stock Markets |
| Si Li, Xintong Zhan |
Product Market Threats and Stock Crash Risk |
| Te-Feng Chen, San-Lin Chung, K.C. John Wei |
A Model-Free CAPM with High Order Risks |
| Chang Yuanchen, Liu Wenchien, Sandy Suardi, Wu Weishao |
Informed High Frequency Trading with Advance Peek on Index of Consumer Sentiment |
| Kobana Abukari and Isaac Otchere |
Merging Corporatized Financial Markets |
| Yu-Jen Hsiao and Yi-Wen Tseng |
Bank Capital Regulation and Dividend Policy |
| 2013 |
Chuan Yang Hwang, Tom George, Chuan Yang Hwang, Yuan Li |
Anchoring, the 52 Week High and Post Earnings Announcement Drift |
| Miao Ben Zhang, Miao Ben Zhang, Selale Tuzel |
Local Risk, Local Factors, and Asset Prices |
| Shujing Wang, Shujing Wang,K.C. John Wei |
Time-varying Return Predictability of Net Stock Issues and Profitability |
| Tzulun Huang, Tzu-Lun Huang, Miao-Ling Chen, Hsiou-Jen Kuo, Kuan-Ling Lai |
How Web Search Activities and Financial Media Coverage Affect Asset Price? |
| Ying Huang, Thomas McInish, Ying Huang |
Information Contents in Trades at Steps away from BBO |
| 2012 |
Marti Subrahmanyam, Dragon Yongjun Tang, Qian Wang |
Does the Tail Wag the Dog? The Effect of Credit Default Swaps on Credit Risk |
| Hendrik Bessembinder, Allen Carrion, Laura Tuttle, Kumar Venkataraman |
Predatory or Sunshine Trading? Evidence from Crude Oil ETF Rolls |
| Chen,Chang-Chih |
Corporate Financing under Ambiguity: A Utility-Free Multiple-Priors Approach |
| Andy C.W. Chui, Sheridan Titman, K.C. John Wei, Feixue Xie |
Explaining the Value Premium around the World: Risk or Mispricing? |
| Canlin Li, Min Wei |
Term Structure Modelling with Supply Factors and the Federal Reserve's Large Scale Asset Purchase Programs |
| 2011 |
Mao-Wei Hung; Yu-Jane Liu; Chia-Fen Tsai; Ning Zhu |
Employer Stock Risk, Employee Income Risks, and Portfolio Choice:
New Evidence from Taiwan |
|
RUEI-SHIAN WU, HSIOU-WEI LIN |
Security Analysts' Incentive and Cognitive Processing Bias: Evidence
from Analysts' Recommendations |
|
Xin Chang, Chander Shekhar, Lewis H.K. Tam, Jiaquan Yao |
Prior Relationship, Industry Expertise, Information Leakage, and the
Choice of M&A Advisor |
|
DR. P. JOAKIM WESTERHOLM and DR. HENRY LEUNG |
Execution Costs Across Market Designs Worldwide and the Global
Credit Crisis |
| 2010 |
Shih-Chung Chang; Jason Yeh |
Show me the Information: Board Independence and D&O Insurance |
|
Soojung Kima; Jungwon Suhb |
A J-Shaped Cross-Sectional Relation Between Dividends and Firm Value |
|
Sheridan Titman; K.C. John Wei; Feixue Xie |
Access to Equity Markets, Corporate Investments and Stock Returns:
International Evidence |
|
Daniel Roesch; Harald Scheule |
Securitization rating performance and agency incentives |
|
Piet Sercuy; Tom Vinaimontz |
Deviations from One-Share One-Vote can be Optimal: An Entrepreneur's
Point of View |
|
Ji-Chai Lin; YiLin Wu |
SEO Timing, the Cost of Equity Capital, and Liquidity Risk |
| 2009 |
Jie Cao; Rao Fu |
CEO Overconfidence or Stock Mispricing and Growth? Reexamining the
Effect of CEO Option Exercise Behavior on Corporate Investment |
|
Yexiao Xu; Harold H. Zhang; Xin Zhou |
Understanding the Information Content of Short Interests |
|
John Griffin; Dragon Tang |
Did Subjectivity Play a Role in CDO Credit Ratings? |
|
F.Y. Eric C. LAM; K.C. John WEI |
External Financing, Access to Debt Markets, and Stock Returns |
|
Hsiangping Tsai; Yuanchen Chang; Pei-Hsin Hsiao |
What Drive Foreign Expansion of the Top 100 Multinational Banks? The
Role of Credit Reporting Systems |
| 2008 |
Yi-Hsun Lai; Han-Fang Tsai; Chia-Pin Chen |
Do Conflicts of Interest Exist When the Lending Banks Are Also
Stockholders, and How Do They Respond? |
|
xin chang; zhihong chen; gilles hilary |
Market Timing and the Cost of Equity |
|
Fangjian Fu; Leming Lin; Micah Officer |
Acquisitions Driven by Stock Overvaluation: Are They Good Deals? |
|
Eric F.Y.C. Lam; K.C. John Wei |
Limits to Arbitrage and the Asset Growth Anomaly |
|
Ronnie Qi; Xianming Zhou |
Divergent Opinions in the Pre-Issue Market and the Pricing of
Initial Public Offerings |
|
Chienwei Ho; Chi-Hsiou Hung |
Investor Sentiment as Conditioning Information in Asset Pricing |
| 2007 |
Yuanto Kusnadi; K.C. John Wei |
The Determinants of Corporate Cash Management Policy:Evidence from
around the World |
|
Kee-Hong Bae; Jae-Seung Baek; Jun-Koo Kang |
Do Controlling Shareholders’ Expropriation Incentives Derive a Link
between Corporate Governance and Firm Value? Evidence from the
Aftermath of Korean Financial Crisis |
|
Warren Bailey; Jun Caia; Yan Leung Cheung; Zheng Zhang |
Country and Cross-Border Effects in Liquidity: An Empirical Analysis
of International Equity Markets |
|
William T. Lin; David S. Sun |
Are Credit Spreads Too Low or Too High? -A Hybrid Barrier Option
Approach |