Liang Ma

University of South Carolina - Darla Moore School of Business

Assistant Professor

1014 Greene Street

Columbia, SC 29208

United States

http://sites.google.com/site/liangmaweb/

SCHOLARLY PAPERS

8

DOWNLOADS
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Top 16,715

in Total Papers Downloads

2,884

SSRN CITATIONS
Rank 40,543

SSRN RANKINGS

Top 40,543

in Total Papers Citations

0

CROSSREF CITATIONS

13

Scholarly Papers (8)

The Causal Effect of Limits to Arbitrage on Asset Pricing Anomalies

Number of pages: 60 Posted: 01 Dec 2015 Last Revised: 25 Jul 2018
Belk College of Business, UNC Charlotte, University of California, Irvine - Paul Merage School of Business and University of South Carolina - Darla Moore School of Business
Downloads 908 (24,702)

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Limits to Arbitrage, Anomalies, Short Sale Constraints, Regulation SHO

The Causal Effect of Limits to Arbitrage on Asset Pricing Anomalies

NBER Working Paper No. w24144
Number of pages: 61 Posted: 28 Dec 2017
Belk College of Business, UNC Charlotte, University of California, Irvine - Paul Merage School of Business and University of South Carolina - Darla Moore School of Business
Downloads 18 (556,885)

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2.
Downloads 879 ( 26,276)

New Factor Models and the APT

Number of pages: 52 Posted: 12 Dec 2016 Last Revised: 06 Oct 2019
BI Norwegian Business School, University of South Carolina - Darla Moore School of Business, Hanken School of Economics - Department of Finance and Statistics and Durham University - Department of Economics and Finance
Downloads 614 (42,268)

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asset pricing; linear multifactor models; APT; equity risk factors; stock market anomalies; cross-section of stock returns; principal components

New Factor Models and the APT

Number of pages: 52 Posted: 27 May 2016 Last Revised: 06 Oct 2019
BI Norwegian Business School, University of South Carolina - Darla Moore School of Business, Hanken School of Economics - Department of Finance and Statistics and Durham University - Department of Economics and Finance
Downloads 265 (115,304)

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asset pricing; linear multifactor models; APT; equity risk factors; stock market anomalies; cross-section of stock returns; principal components

3.

Industry Competition, Winner's Advantage, and Cash Holdings

Number of pages: 55 Posted: 11 Aug 2013 Last Revised: 26 Nov 2015
University of South Carolina - Darla Moore School of Business, University of Wisconsin - Madison - Department of Finance, Investment and Banking and University of Oregon - Lundquist College of Business
Downloads 441 (65,185)
Citation 13

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Cash holdings, Innovation, Competition, Winner's Advantage

4.

First Mover Advantage, Time to Finance, and Cash Holdings

Number of pages: 55 Posted: 25 May 2017 Last Revised: 03 Apr 2018
University of South Carolina - Darla Moore School of Business, University of Wisconsin - Madison - Department of Finance, Investment and Banking and University of Oregon - Lundquist College of Business
Downloads 165 (181,642)
Citation 1

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First Mover Advantage, Time to Finance, Cash Holdings, Competition

5.

Costly Arbitrage and the Closed-End Fund Puzzle: Evidence from a Natural Experiment

Number of pages: 39 Posted: 23 Jun 2015 Last Revised: 11 May 2016
Yongqiang Chu and Liang Ma
Belk College of Business, UNC Charlotte and University of South Carolina - Darla Moore School of Business
Downloads 165 (181,642)

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Costly Arbitrage, Mispricing, Closed-End Fund Puzzle, Short Sale Constraints, Regulation SHO

6.

Financial Reporting Quality and Noise in Stock Returns: Evidence from Chinese A-B Twin Shares

Number of pages: 55 Posted: 15 Nov 2016 Last Revised: 27 Aug 2019
Liang Ma, Tao Ma and Henry L. Friedman
University of South Carolina - Darla Moore School of Business, Texas Tech University and University of California, Los Angeles (UCLA) - Accounting Area
Downloads 130 (220,885)

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Financial Reporting Quality, Noise in Stock Returns, Stock Market Efficiency, A-B Twin Shares, Chinese Stock Market

7.

A Model of Momentum and Market States: Theory and Evidence

Number of pages: 55 Posted: 02 Nov 2014 Last Revised: 28 Mar 2019
Liang Ma
University of South Carolina - Darla Moore School of Business
Downloads 104 (259,836)

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momentum, long-run reversals, overconfidence, self-attribution bias, market states

8.

(Presentation Slides) The Causal Effect of Limits to Arbitrage on Asset Pricing Anomalies

Number of pages: 28 Posted: 21 Aug 2018
Belk College of Business, UNC Charlotte, University of California, Irvine - Paul Merage School of Business and University of South Carolina - Darla Moore School of Business
Downloads 74 (321,565)

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Limits to Arbitrage, Anomalies, Short Sale Constraints, Regulation SHO