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

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

SCHOLARLY PAPERS

4

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139

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Scholarly Papers (4)

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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 139 (229,610)

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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

Emerging Markets Review, Forthcoming
Posted: 19 Jun 2017 Last Revised: 03 Jun 2020
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

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Chinese stock market; value premium; intangible information; arbitrage risk

3.

It Takes Two to Tango: A Regime‐Switching 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, Macquarie University and Edith Cowan University - Faculty of Business and Law
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4.

Stochastic Economic Models for Actuarial Use: An Example from China

Annals of Actuarial Science, 8(2), 374-403.
Posted: 08 Oct 2015
Fei Huang, Adam Butt and Kin-Yip Ho
Australian National University (ANU), Australian National University - Research School of Finance, Actuarial Studies & Statistics and The Australian National University - School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics

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Chinese economic models; Stochastic modelling; Cascade systems