Min Bai

Massey University

Private Bag 11 222

Palmerston North, Manawatu 4442

New Zealand

Independent

Jiangxi University of Finance and Economics

South Lushan Road

Nanchang, Jiangxi 330013

China

  • Massey University

  • Independent

  • Jiangxi University of Finance and Economics

SCHOLARLY PAPERS

11

DOWNLOADS

474

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (11)

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1.

Who are Driving Commonality in Liquidity?

Global Economy and Finance Journal, Vol. 3 No. 1 March 2010, Pp.61-77
Number of pages: 16 Posted: 21 Oct 2009 Last Revised: 14 May 2015
Min Bai, Min Bai and Yafeng Qin
Massey UniversityIndependent and Massey University
Downloads 102 (479,929)

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Market Microstructure, Institutional Investor

2.

Traversing the Short-Sale-Ban and the No-Ban Regime: A New Tale of the Old Overvaluation Story

Number of pages: 47 Posted: 19 Sep 2011
Xiaoming Li, Min Bai and Min Bai
Massey University - School of Economics and Finance (Albany) and Massey UniversityIndependent
Downloads 100 (483,127)
Citation 1

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Short-sale ban, regime, stock valuation, opinion dispersion

3.

Short-Selling Constraints and Stock-Valuation Pattern: A Regime-Event Analysis

Applied Economics, Forthcoming
Number of pages: 46 Posted: 22 Apr 2016
Min Bai, Min Bai, Xiaoming Li and Yafeng Qin
Massey UniversityIndependent, Massey University - School of Economics and Finance (Albany) and Massey University - School of Economics and Finance
Downloads 69 (603,647)

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Short-sale ban; regime; stock valuation; opinion dispersion

4.

Short-Selling Status and Asset-Pricing Models

Number of pages: 46 Posted: 12 Mar 2012
Min Bai and Min Bai
Massey UniversityIndependent
Downloads 66 (617,725)

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short-selling ban, asset-pricing models, model validation

5.

A Re-Examination of Informed Trading and Firm Size in the Thailand Capital Market

International Review of Business Research Papers, Vol. 6, No. 3, p. 106, August 2010
Number of pages: 17 Posted: 15 May 2015
Bin Tang, Yafeng Qin, Min Bai and Min Bai
Independent, Massey University and Massey UniversityIndependent
Downloads 65 (622,699)

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Market Microstructure, Investor Preference, Firm Size

6.

Moving between Opposite Short-Sale Regimes: Are Stock Characteristics Priced Differently?

Number of pages: 31 Posted: 12 Mar 2011
Min Bai and Min Bai
Massey UniversityIndependent
Downloads 39 (779,193)

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short sales constraints, dispersion of opinions, firm characteristics

7.

Stock Price Crashes in Emerging Markets

30th Australasian Finance and Banking Conference 2017, International Review of Economics & Finance, Vol. 72, 2021
Number of pages: 47 Posted: 18 Aug 2017 Last Revised: 31 Dec 2020
Min Bai, Min Bai, Yafeng Qin and Huiping Zhang
Massey UniversityIndependent, Massey University and James Cook University - College of Business, Law and Governance,
Downloads 33 (825,142)
Citation 1

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Stock price crashes, emerging markets, information, analyst reports, price reversal

8.

Short Sales Constraints and Price Adjustments to Earnings Announcements: Evidence from the Hong Kong Market

International Review of Financial Analysis, Vol. 42, pp. 304-315, 2015
Posted: 04 Dec 2015
Min Bai, Min Bai and Yafeng Qin
Massey UniversityIndependent and Massey University

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Short sales constraints; Earnings announcement; Post-event analysis

9.

Commonality in Liquidity in Emerging Markets: Another Supply-Side Explanation

International Review of Economics & Finance, Vol. 39, pp. 90-106, 2015
Posted: 04 Dec 2015
Min Bai, Min Bai and Yafeng Qin
Massey UniversityIndependent and Massey University

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Commonality; Liquidity; Emerging markets

10.

Is Disposition Related to Momentum in Chinese Market?

Managerial Finance, Volume 41, Issue 6, 2015
Posted: 16 May 2015
Liu Kong, Min Bai, Min Bai and Peiming Wang
University of Shanghai for Science and Technology, Massey UniversityIndependent and Auckland University of Technology - Department of Finance

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disposition effect, momentum

11.

Short-Sales Constraints and Liquidity Change: Cross-Sectional Evidence from the Hong Kong Market

Pacific-Basin Finance Journal, Vol. 26, p. 98, January 2014
Posted: 15 May 2015
Min Bai, Min Bai and Yafeng Qin
Massey UniversityIndependent and Massey University

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Short-sales constraints, Liquidity, Stock valuation, Investor opinion dispersion