May Hu

Deakin University

Graduate School of Business

Melbourne, Victoria 3125

Australia

SCHOLARLY PAPERS

4

DOWNLOADS

1,105

SSRN CITATIONS

8

CROSSREF CITATIONS

5

Scholarly Papers (4)

1.

Exploring Mispricing in the Term Structure of CDS Spreads

Forthcoming, Review of Finance
Number of pages: 104 Posted: 06 Nov 2015 Last Revised: 01 Aug 2019
Cornell University - Samuel Curtis Johnson Graduate School of Management, Cheung Kong Graduate School of Business, University of Exeter Business School - Department of Finance and Deakin University
Downloads 718 (68,166)
Citation 13

Abstract:

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Credit default swaps, mispricing, statistical arbitrage, affine models, market-neutral strategy, hedge funds

2.

Stock Splits and Liquidity Risk in the Chinese Stock Market

9th Conference on Financial Markets and Corporate Governance (FMCG) 2018
Number of pages: 35 Posted: 12 Jan 2018
Deakin University, Deakin University - Faculty of Business and Law and Department of Finance
Downloads 250 (229,164)
Citation 1

Abstract:

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Stock Splits; Liquidity; Chinese stock market

3.

Counter-Credit-Risk Yield Spreads: A Puzzle in China’s Corporate Bond Market

Forthcoming in International Review of Finance
Number of pages: 72 Posted: 17 Jan 2014 Last Revised: 16 Jan 2016
Jian Luo, Xiaoxia Ye and May Hu
Xiamen University - Wang Yanan Institute for Studies in Economics (WISE), University of Exeter Business School - Department of Finance and Deakin University
Downloads 137 (390,262)

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China’s Corporate Bond Market, Credit Risk, Term Structure of Yields

4.

Fraud, Market Reaction, and Role of Institutional Investors in Chinese Listed Firms

Posted: 20 May 2019
Georgetown University - Robert Emmett McDonough School of Business, Deakin University and Guangdong University of Foreign Studies

Abstract:

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Corporate Governance, Fraud, Institutional Investors, China