Kin-Yip Ho

The Australian National University - School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics

Canberra, Australian Capital Territory 0200

Australia

SCHOLARLY PAPERS

3

DOWNLOADS

99

CITATIONS

0

Scholarly Papers (3)

1.

The Book-to-Market Anomaly in the Chinese Stock Markets

Journal of East Asian Economic Integration Vol. 19, No. 3 (September 2015) 223-241
Number of pages: 19 Posted: 13 Oct 2015 Last Revised: 06 Nov 2016
Kin-Yip Ho, Jiyoun An and Lanyue Zhou
The Australian National University - School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics, Kyung Hee University and University of International Business and Economics (UIBE)
Downloads 84 (237,461)

Abstract:

Book-to-Market Anomaly, Chinese Stock Markets, Empirical Asset Pricing, Value Premium, Investor Sophistication

2.

Decomposing the Value Premium: The Role of Intangible Information in the Chinese Stock Market

Number of pages: 27 Posted: 10 Feb 2017
Kin-Yip Ho and Jiyoun An
The Australian National University - School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics and Kyung Hee University
Downloads 0 (451,113)

Abstract:

Value premium, Intangible information, Idiosyncratic volatility, Chinese stock market

3.

It Takes Two to Tango: A Regime‚ÄźSwitching Analysis of the Correlation Dynamics between the Mainland Chinese and Hong Kong Stock Markets

Scottish Journal of Political Economy, Vol. 63, Issue 1, pp. 41-65, 2016
Number of pages: 25 Posted: 19 Jan 2016
Kin-Yip Ho, Yanlin Shi and Zhaoyong Zhang
The Australian National University - School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics, The Australian National University - Research School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics and Edith Cowan University - Faculty of Business and Law
Downloads 0 (532,661)

Abstract: