Lingxia Sun

Nankai University - Business School

Assistant Professor

94 Weijin Road, Nankai District

Tianjin, 300071

China

Korea University Business School (KUBS)

Anam-Dong, Seongbuk-Gu

Seoul 136-701, 136701

Korea

SCHOLARLY PAPERS

4

DOWNLOADS

105

CITATIONS

0

Scholarly Papers (4)

1.

Dollar-Weighted Return on Aggregate Corporate Sector: How is it Distributed Across Countries?

31st Australasian Finance and Banking Conference 2018
Number of pages: 42 Posted: 30 Jul 2018 Last Revised: 10 Sep 2018
Lingxia Sun and Dong Wook Lee
Nankai University - Business School and Korea University
Downloads 67 (332,784)

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Dollar-weighted return; Parity; Convergence; Financial openness

2.

Indirect Benefits of Financial Globalization: Evidence from Small Firms’ Growth Opportunities

Number of pages: 48 Posted: 02 Feb 2016 Last Revised: 30 Jan 2017
Dong Wook Lee and Lingxia Sun
Korea University and Nankai University - Business School
Downloads 38 (426,792)

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Financial globalization; Indirect benefits; Firm size; Growth opportunities

Dynamic Conditional Correlations between Chinese Sector Returns and the S&P500 Index: An Interpretation Based on Investment Shocks

Asian Finance Association (AsianFA) 2016 Conference
Posted: 12 Jan 2016
Myeong Hyeon Kim and Lingxia Sun
Seoul National University of Science and Technology and Nankai University - Business School

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Dynamic conditional correlation, Sector portfolios, Investment-specific shock, Growth opportunity

Dynamic Conditional Correlations between Chinese Sector Returns and the S&P500 Index: An Interpretation Based on Investment Shocks

29th Australasian Finance and Banking Conference 2016
Posted: 23 Aug 2016 Last Revised: 17 Oct 2017
Myeong Hyeon Kim and Lingxia Sun
Seoul National University of Science and Technology and Nankai University - Business School

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Dynamic Conditional Correlation, Sector Portfolios, Investment-Specific Shock, Growth Opportunity

Factor Exposures of Foreign Equity Capital in a Domestic Stock Market: Evidence from Korea

International Review of Finance, Vol. 17, Issue 4, pp. 561-596, 2017
Number of pages: 36 Posted: 07 Dec 2017
Lingxia Sun and Dong Wook Lee
Nankai University - Business School and Korea University
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Factor Exposures of Foreign Equity Capital in a Domestic Stock Market: Evidence from Korea

International Review of Finance, 2016
Posted: 10 Jan 2015 Last Revised: 16 Aug 2017
Lingxia Sun and Dong Wook Lee
Nankai University - Business School and Korea University

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Foreign investors, Factor loadings, Idiosyncratic volatility, Korea