Gordon Y. N. Tang

Hong Kong Baptist University

Professor

Dept. of Finance and Decision Sciences

Kowloon

Hong Kong

SCHOLARLY PAPERS

6

DOWNLOADS

305

SSRN CITATIONS

0

CROSSREF CITATIONS

9

Scholarly Papers (6)

1.

Beta and Returns Revisited: Evidence from the Korean and Taiwan Stock Markets

Number of pages: 31 Posted: 08 Feb 2004
Gordon Y. N. Tang and Wai Cheong Shum
Hong Kong Baptist University and Hong Kong Baptist University
Downloads 147 (200,309)

Abstract:

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Korean, Taiwan, Beta, Skewness, Kurtosis, Up and down markets

2.

A Comprehensive Long-Term Analysis of S&P 500 Index Additions and Deletions

Journal of Banking and Finance, Vol. 37, 2013
Number of pages: 39 Posted: 15 Nov 2015
Kalok Chan, Hung Wan Kot and Gordon Y. N. Tang
CUHK Business School, University of Macau - Department of Finance and Business Economics and Hong Kong Baptist University
Downloads 90 (286,098)

Abstract:

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S&P 500 Index Revision, Long-run Performance, Operating Performance, Information Quality, Liquidity

3.

The Long-Term Performance of Index Additions and Deletions: Evidence from the Hang Seng Index

International Review of Financial Analysis, 2015, Vol 42, 407-420
Number of pages: 52 Posted: 15 Nov 2015 Last Revised: 01 May 2016
Hung Wan Kot, Harry Leung and Gordon Y. N. Tang
University of Macau - Department of Finance and Business Economics, Hong Kong University of Science & Technology (HKUST) - Department of Finance and Hong Kong Baptist University
Downloads 63 (353,704)

Abstract:

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Index revisions, Hang Seng Index, Long-term performance, Operating performance, Analyst coverage

4.

The Conditional Risk-Return Relations in Two Asian Emerging Stock Markets

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 33 Last Revised: 27 Aug 2012
Simon M. S. So and Gordon Y. N. Tang
University of Macau and Hong Kong Baptist University
Downloads 5 (620,083)

Abstract:

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Beta, firm size; book-to-market equity ratio; earnings-to-price ratio; up and down markets; Malaysia, Thailand

5.

Do Return Seasonalities Originate from Factor Seasonalities? An Empirical Analysis

Posted: 31 Jan 2017 Last Revised: 23 Sep 2018
FY Eric Lam, Ya LI, Gordon Y. N. Tang and Jing Xu
Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR), The Open University of Hong Kong, Hong Kong Baptist University and Renmin University of China - School of Finance

Abstract:

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Asset pricing factors; Return seasonality; January effect; Halloween effect; Same calendar month effect

6.

Intertemporal Stability in International Stock Market Relationships: A Revisit

THE QUARTERLY REVIEW OF ECONOMICS AND FINANCE, Vol. 35, Special Issue
Posted: 18 May 2000
Gordon Y. N. Tang
Hong Kong Baptist University

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