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
Rank 17,144

SSRN RANKINGS

Top 17,144

in Total Papers Downloads

2,726

CITATIONS

0

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 870 (25,358)

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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
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2.
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New Factor Models and the APT

Number of pages: 46 Posted: 12 Dec 2016 Last Revised: 10 Mar 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 575 (44,591)

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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: 46 Posted: 27 May 2016 Last Revised: 10 Mar 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 255 (116,432)

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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 434 (64,318)

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Cash holdings, Innovation, Competition, Winner's Advantage

4.

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 159 (182,004)

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

5.

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 156 (184,870)

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

6.

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

Number of pages: 56 Posted: 15 Nov 2016 Last Revised: 29 Mar 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 122 (224,982)

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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 97 (264,536)

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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 46 (392,992)

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