Qian Sun

Fudan University

professor

No. 670, Guoshun Road

No.670 Guoshun Road

Shanghai, 200433

China

SCHOLARLY PAPERS

16

DOWNLOADS
Rank 13,337

SSRN RANKINGS

Top 13,337

in Total Papers Downloads

3,612

SSRN CITATIONS
Rank 10,965

SSRN RANKINGS

Top 10,965

in Total Papers Citations

14

CROSSREF CITATIONS

71

Scholarly Papers (16)

1.

Is Technical Analysis Profitable on U.S. Stocks With Certain Size, Liquidity or Industry Characteristics?

Number of pages: 25 Posted: 15 Sep 2006 Last Revised: 13 Nov 2007
Massey University - School of Economics and Finance, Fudan University and Massey University - School of Economics and Finance
Downloads 1,495 (11,804)

Abstract:

Loading...

Technical Analysis, Size, Liquidity

Performance and Characteristics of Acquiring Firms in the Chinese Stock Markets

Number of pages: 39 Posted: 03 Mar 2009
Jing Chi, Qian Sun and Martin R. Young
Massey University - School of Economics and Finance, Fudan University and Massey University - School of Economics and Finance
Downloads 350 (85,116)
Citation 7

Abstract:

Loading...

M&A, acquiring firms, China

Performance and Characteristics of Acquiring Firms in the Chinese Stock Markets

Number of pages: 39 Posted: 13 Feb 2009
Jing Chi, Qian Sun and Martin R. Young
Massey University - School of Economics and Finance, Fudan University and Massey University - School of Economics and Finance
Downloads 99 (271,107)
Citation 3

Abstract:

Loading...

M&A, acquiring firms, China

3.

Determinants of Idiosyncratic Volatility for Biotech IPO Firms

USC Marshall School of Business Research Paper, Financial Management, 2007
Number of pages: 23 Posted: 05 Jun 2007 Last Revised: 29 Sep 2013
Jay Inghwee Chok and Qian Sun
Keck Graduate Institute of Applied Life Sciences and Fudan University
Downloads 364 (81,970)
Citation 1

Abstract:

Loading...

Entrepreneurship, Life Science, NASDAQ, IPO

4.

Bonding Premium as a General Phenomenon

Number of pages: 43 Posted: 15 Mar 2006
Qian Sun, Wilson H.S. Tong and Yujun WU
Fudan University, Hong Kong Polytechnic University - School of Accounting and Finance and Xiamen University - Institute of Financial and Accounting Studies
Downloads 286 (107,149)
Citation 5

Abstract:

Loading...

Cross-listing premium, bonding hypothesis, corporate governance, China SOE, MBR

5.

Do IPOs Affect the Market Price? Evidence from China

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 58 Posted: 05 Jun 2017
Song Shi, Qian Sun and Xin Zhang
Fudan University - School of Economics, Fudan University and Fudan University - School of Management
Downloads 278 (110,474)

Abstract:

Loading...

IPO, Issuing Size, Market, Price Pressure, Price Reversal

6.

When Does Idiosyncratic Risk Really Matter?

Number of pages: 52 Posted: 28 Feb 2010 Last Revised: 21 Sep 2010
Tony Ruan, Qian Sun and Yexiao Xu
Xiamen University, Fudan University and University of Texas at Dallas - School of Management
Downloads 262 (117,467)
Citation 1

Abstract:

Loading...

Do Share Issue Privatizations Really Improve Firm Performance in China?

Number of pages: 36 Posted: 17 Aug 2015 Last Revised: 08 Nov 2015
Shantou University, University of Oklahoma, Xiamen University and Fudan University
Downloads 97 (274,834)

Abstract:

Loading...

Privatization, International financial markets, Government policy and regulation

Why Don’t Share Issue Privatizations Improve Profitability in China?

Asian Finance Association (AsianFA) 2017 Conference
Number of pages: 60 Posted: 27 Jan 2017 Last Revised: 27 Nov 2017
Shantou University, University of Oklahoma, Xiamen University and Fudan University
Downloads 61 (361,939)
Citation 1

Abstract:

Loading...

Privatization, Listing, Difference-in-differences, Government policy and regulation

Do Share Issue Privatizations Really Improve Firm Performance in China?

Number of pages: 36 Posted: 02 Nov 2015
Shantou University, University of Oklahoma, Xiamen University and Fudan University
Downloads 38 (446,182)

Abstract:

Loading...

Privatization, International financial markets, Government policy and regulation

8.

The Interaction between Security Lending Market and Security Trading Market

First Annual Volatility Institute at NYU Shanghai (VINS) Conference - 2015
Number of pages: 41 Posted: 04 Aug 2014 Last Revised: 13 Jun 2016
Tiandu Wang, Chenghu Ma and Qian Sun
The People's Bank of China (PBC) - Shanghai Head Office, Fudan University - School of Management and Fudan University
Downloads 91 (284,399)

Abstract:

Loading...

Short-selling, Security lending, Market segmentation

9.

Why Don't Share Issue Privatizations Improve Profitability in China?

30th Australasian Finance and Banking Conference 2017
Number of pages: 60 Posted: 06 Apr 2017 Last Revised: 27 Nov 2017
Shantou University, University of Oklahoma, Xiamen University and Fudan University
Downloads 67 (340,251)
Citation 1

Abstract:

Loading...

Privatization, Listing, Difference-in-differences, Government policy and regulation

10.

A New Test for the Detection of the Pricing Role of Aggregate Idiosyncratic Risk in the Predictive Regression

Number of pages: 70 Posted: 05 Oct 2013
Tony Ruan, Qian Sun and Yexiao Xu
Xiamen University, Fudan University and University of Texas at Dallas - School of Management
Downloads 46 (405,775)

Abstract:

Loading...

Dual predictors, expected return, idiosyncratic risk, predictability

11.

Another New Look at the Monday Effect

Journal of Business Finance & Accounting, Vol. 29, pp. 1123-1147, 2002
Number of pages: 25 Posted: 26 Jan 2003
Qian Sun and Wilson H.S. Tong
Fudan University and Hong Kong Polytechnic University - School of Accounting and Finance
Downloads 32 (462,156)
  • Add to Cart

Abstract:

Loading...

12.

How Does Government Ownership Affect Firm Performance? Evidence from China's Privatization Experience

Journal of Business Finance & Accounting, Vol. 29, pp. 1-27, 2002
Number of pages: 27 Posted: 25 Apr 2002
Qian Sun, Jing Tong and Wilson H.S. Tong
Fudan University, Singapore Exchange Ltd. and Hong Kong Polytechnic University - School of Accounting and Finance
Downloads 29 (476,536)
Citation 3
  • Add to Cart

Abstract:

Loading...

13.

Privatization Through an Overseas Listing: Evidence from China's H-Share Firms

Financial Management, Vol. 34, No. 3, pp. 5-30, Autumn 2005
Number of pages: 26 Posted: 22 Nov 2005
Jin Jia, Qian Sun and Wilson H.S. Tong
Motorola Singapore, Fudan University and Hong Kong Polytechnic University - School of Accounting and Finance
Downloads 17 (544,451)
  • Add to Cart

Abstract:

Loading...

14.

Liquidity, Liquidity Risk and Stock Returns: Evidence from Japan

European Financial Management, Vol. 20, Issue 1, pp. 126-151, 2014
Number of pages: 26 Posted: 12 Dec 2013
Bo Li, Qian Sun and Changyun Wang
affiliation not provided to SSRN, Fudan University and Renmin University of China
Downloads 0 (674,279)
  • Add to Cart

Abstract:

Loading...

liquidity, Amihud illiquidity measure, liquidity‐adjusted CAPM, Japan

15.

Malaysia Privatization: A Comprehensive Study

Financial Management, Vol. 31, No. 4, Winter 2002
Posted: 14 Feb 2003
Qian Sun and Wilson H.S. Tong
Fudan University and Hong Kong Polytechnic University - School of Accounting and Finance

Abstract:

Loading...

16.

The Impact of U.S. Trade Deficit Announcement on the Stock Prices of U.S. And Japanese Automakers

The Journal of Financial Research
Posted: 15 Jul 1999
Qian Sun and Wilson H.S. Tong
Fudan University and Hong Kong Polytechnic University - School of Accounting and Finance

Abstract:

Loading...