Lilian K. Ng

York University - Schulich School of Business

4700 Keele Street

Toronto, Ontario M3J 1P3

Canada

SCHOLARLY PAPERS

39

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Scholarly Papers (39)

1.

Informativeness of Insider Trades and Analyst Recommendations

Number of pages: 75 Posted: 21 Mar 2005 Last Revised: 02 Jun 2019
Jim Hsieh, Lilian K. Ng and Qinghai Wang
George Mason University, York University - Schulich School of Business and University of Central Florida - College of Business Administration
Downloads 3,084 (3,469)
Citation 1

Abstract:

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insider trading; analyst recommendations; information; return predictability

2.

Market Efficiency and Return Statistics: Evidence from Real Estate and Stock Markets Using a Present-Value Approach

Number of pages: 33 Posted: 19 Jul 2000
Lilian K. Ng and Yuming Fu
York University - Schulich School of Business and National University of Singapore
Downloads 873 (26,360)

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3.

What Determines the Domestic Bias and Foreign Bias? Evidence from Equity Mutual Fund Allocations Worldwide

EFA 2004 Maastricht Meetings Paper No. 2527
Number of pages: 51 Posted: 02 Aug 2004
Vicentiu Covrig, Lilian K. Ng and Kalok Chan
California State University, Northridge - Department of Finance, Financial Planning and Insurance, York University - Schulich School of Business and CUHK Business School
Downloads 819 (28,812)
Citation 12

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4.

Do Governance Mechanisms Matter for Mutual Funds?

Number of pages: 40 Posted: 20 Mar 2007
Julia Chou, Lilian K. Ng and Qinghai Wang
Florida International University, York University - Schulich School of Business and University of Central Florida - College of Business Administration
Downloads 649 (39,494)
Citation 7

Abstract:

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proxy voting, Morningstar stewardship grade, mutual funds, governance mechanisms

5.

Do Domestic and Foreign Fund Managers Have Similar Preferences for Stock Characteristics? A Cross-Country Analysis

EFA 2001 Barcelona Meetings, Journal of International Business Studies, Forthcoming
Number of pages: 44 Posted: 05 Jul 2001
Vicentiu Covrig, Sie Ting Lau and Lilian K. Ng
California State University, Northridge - Department of Finance, Financial Planning and Insurance, Nanyang Technological University (NTU) - Division of Banking & Finance and York University - Schulich School of Business
Downloads 572 (46,752)
Citation 16

Abstract:

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home bias, fund managers, institutional trading, foreign, domestic, stock characteristics

6.

The World Price of Home Bias

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 60 Posted: 04 Dec 2009
Sie Ting Lau, Lilian K. Ng and Bohui Zhang
Nanyang Technological University (NTU) - Division of Banking & Finance, York University - Schulich School of Business and The Chinese University of Hong Kong, Shenzhen
Downloads 483 (57,917)

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Mutual Funds Holdings, Cost of Capital, Market Segmentation, Home Bias

Quarterly Trading Patterns of Financial Institutions

Number of pages: 24 Posted: 21 Jun 2002
Jia He, Lilian K. Ng and Qinghai Wang
The Chinese University of Hong Kong (CUHK) - Department of Finance, York University - Schulich School of Business and University of Central Florida - College of Business Administration
Downloads 472 (58,989)
Citation 11

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Institutional investors, trading patterns, window dressing

Quarterly Trading Patterns of Financial Institutions

Forthcoming in Journal of Business
Posted: 24 Jun 2002
Jia He, Lilian K. Ng and Qinghai Wang
The Chinese University of Hong Kong (CUHK) - Department of Finance, York University - Schulich School of Business and University of Central Florida - College of Business Administration

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Institutional investors, trading patterns, window dressing

Institutional Trading and the Turn-of-The-Year Effect

Number of pages: 38 Posted: 22 Jul 2003
Lilian K. Ng and Qinghai Wang
York University - Schulich School of Business and University of Central Florida - College of Business Administration
Downloads 432 (65,716)
Citation 11

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Institutions, Window-Dressing, Risk-Shifting, Turn-of-the-Year Effect

Institutional Trading and the Turn-of-The-Year Effect

Journal of Financial Economics, Forthcoming
Posted: 22 Jul 2003
Lilian K. Ng and Qinghai Wang
York University - Schulich School of Business and University of Central Florida - College of Business Administration

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Institutions, Window-Dressing, Risk-Shifting, Turn-of-the-Year Effect

9.

Dividend Policy and Earnings Management Across Countries

Journal of Corporate Finance 42, 2017, 267-286
Number of pages: 41 Posted: 08 Nov 2015 Last Revised: 16 May 2017
University of Queensland - Business School, York University - Schulich School of Business, Suffolk University - Sawyer School of Management and The Chinese University of Hong Kong, Shenzhen
Downloads 428 (67,122)

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Dividends, Earnings management, Agency problems, Investor protection, Equity issuance

10.

Socially Responsible Corporate Customers

European Corporate Governance Institute (ECGI) - Finance Working Paper No. 560/2018, Journal of Financial Economics (JFE), Forthcoming
Number of pages: 74 Posted: 27 Jan 2018 Last Revised: 01 Aug 2019
Rui Dai, Hao Liang and Lilian K. Ng
Wharton Research Data Services (WRDS), Singapore Management University - Lee Kong Chian School of Business and York University - Schulich School of Business
Downloads 423 (68,273)
Citation 1

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Corporate Social Responsibility, Corporate Customers, Global Supply Chains, Economic Benefits

Volume Autocorrelation, Information and Investor Trading

Number of pages: 31 Posted: 03 Nov 2003
Vicentiu Covrig and Lilian K. Ng
California State University, Northridge - Department of Finance, Financial Planning and Insurance and York University - Schulich School of Business
Downloads 358 (82,164)
Citation 1

Abstract:

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institutions, autocorrelation, information flow

Volume Autocorrelation, Information and Investor Trading

Journal of Banking and Finance, Forthcoming
Posted: 03 Nov 2003
Vicentiu Covrig and Lilian K. Ng
California State University, Northridge - Department of Finance, Financial Planning and Insurance and York University - Schulich School of Business

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institutions, autocorrelation, information flow

12.
Downloads 355 ( 83,615)
Citation 6

Does PIN Affect Equity Prices Around the World?

Forthcoming Journal of Financial Economics, European Finance Association (EFA), EFA 2009 Bergen Meetings
Number of pages: 39 Posted: 30 Jan 2013 Last Revised: 23 Dec 2013
Sandy Lai, Lilian K. Ng and Bohui Zhang
University of Hong Kong, York University - Schulich School of Business and The Chinese University of Hong Kong, Shenzhen
Downloads 287 (105,292)
Citation 2

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International Markets, Information Asymmetry, PIN, Asset Pricing

Does PIN Affect Equity Prices Around the World?

Journal of Financial Economics (JFE), Forthcoming, EFA 2009 Bergen Meetings Paper
Number of pages: 39 Posted: 23 Dec 2008 Last Revised: 10 Oct 2014
Sandy Lai, Lilian K. Ng and Bohui Zhang
University of Hong Kong, York University - Schulich School of Business and The Chinese University of Hong Kong, Shenzhen
Downloads 68 (338,726)
Citation 5

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International Markets, Information Asymmetry, PIN, Asset Pricing

13.

Foreign Investor Heterogeneity and Stock Liquidity Around the World

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 53 Posted: 28 Nov 2011 Last Revised: 28 Jan 2013
Lilian K. Ng, Fei Wu, Jing Yu and Bohui Zhang
York University - Schulich School of Business, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), The University of Western Australia - Department of Accounting and Finance and The Chinese University of Hong Kong, Shenzhen
Downloads 354 (83,894)
Citation 3

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Foreign Investors, Stock Liquidity, Cost of Capital, Firm Performance

The Trading Behavior of Institutions and Individuals in Chinese Equity Markets

Number of pages: 26 Posted: 03 Nov 2006
Lilian K. Ng and Fei Wu
York University - Schulich School of Business and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 320 (93,384)

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Trading behavior, momentum and contrarian strategies, stock volatility

The Trading Behavior of Institutions and Individuals in Chinese Equity Markets

Journal of Banking and Finance, Vol. 31, pp. 2695-2710
Posted: 03 Nov 2006 Last Revised: 22 May 2008
Lilian K. Ng and Fei Wu
York University - Schulich School of Business and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

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Trading behavior, momentum and contrarian strategies, stock volatility

15.

Does Home Bias Affect Firm Value? Evidence from Holdings of Mutual Funds Worldwide

Number of pages: 37 Posted: 31 Mar 2007
Lilian K. Ng, Kalok Chan and Vicentiu Covrig
York University - Schulich School of Business, CUHK Business School and California State University, Northridge - Department of Finance, Financial Planning and Insurance
Downloads 294 (103,096)
Citation 4

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Home Bias, Mutual Funds, Cost of Capital, Firm Value, Risk Sharing

16.

Information Environment and Equity Risk Premium Volatility Around the World

Management Science, Forthcoming
Number of pages: 40 Posted: 17 Dec 2011 Last Revised: 10 Oct 2014
Sie Ting Lau, Lilian K. Ng and Bohui Zhang
Nanyang Technological University (NTU) - Division of Banking & Finance, York University - Schulich School of Business and The Chinese University of Hong Kong, Shenzhen
Downloads 276 (110,346)
Citation 1

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market risk premium volatility, information environment, implied cost of capital, VAR

17.

Peer Effects in the Trading Decisions of Individual Investors

Financial Management, Forthcoming
Number of pages: 41 Posted: 22 Jan 2007 Last Revised: 06 May 2009
Lilian K. Ng and Fei Wu
York University - Schulich School of Business and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 232 (131,807)
Citation 8

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Revealed Stock Preferences of Individual Investors: Evidence from Chinese Equity Markets

Number of pages: 31 Posted: 20 Jan 2007 Last Revised: 26 May 2008
Lilian K. Ng and Fei Wu
York University - Schulich School of Business and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 209 (145,445)
Citation 11

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Individual investors, trading preferences, stock characteristics

Revealed Stock Preferences of Individual Investors: Evidence from Chinese Equity Markets

Pacific Basin Finance Journal, Vol. 14, pp. 175-192, 2006
Posted: 03 Nov 2006 Last Revised: 22 Sep 2008
Lilian K. Ng and Fei Wu
York University - Schulich School of Business and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

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Individual investors, trading preferences, stock characteristics

19.

Does Corporate Headquarters Location Matter for Firm Capital Structure?

Number of pages: 34 Posted: 31 Oct 2010
Wenlian Gao, Lilian K. Ng and Qinghai Wang
Central University of Finance and Economics, York University - Schulich School of Business and University of Central Florida - College of Business Administration
Downloads 204 (149,053)
Citation 2

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Capital Structure, Credit Market Condition, State Regulation, Investor Preference, Culture, Social Interaction

20.

Does Geographic Dispersion Affect Firm Valuation?

Number of pages: 38 Posted: 25 Sep 2006
Wenlian Gao, Lilian K. Ng and Qinghai Wang
University of Wisconsin - Milwaukee - Sheldon B. Lubar School of Business, York University - Schulich School of Business and University of Central Florida - College of Business Administration
Downloads 195 (155,544)
Citation 1

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Geographic Dispersion, Firm valuation, Corporate Governance

21.

Short Sellers' Attention to Corporate Customer News

Number of pages: 50 Posted: 03 Apr 2017 Last Revised: 12 Aug 2019
Rui Dai, Lilian K. Ng and Nataliya S. Zaiats
Wharton Research Data Services (WRDS), York University - Schulich School of Business and Suffolk University - Sawyer School of Management
Downloads 182 (165,594)

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Short Sales, News, Earnings Announcements, Customer-Supplier Relations

22.

Emerging Markets Are Catching Up: Economic or Financial Integration?

Forthcoming, Journal of Financial and Quantitative Analysis
Number of pages: 40 Posted: 23 Aug 2017 Last Revised: 19 May 2019
Amir Akbari, Lilian K. Ng and Bruno Solnik
University of Ontario, York University - Schulich School of Business and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 162 (183,274)

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Financial Integration, Economic Integration, Cash Flow and Risk Pricing Revisions, Analyst Forecasts

23.

Does Corporate Coinsurance Enhance Shareholder Value?

Number of pages: 45 Posted: 19 Mar 2010
Lilian K. Ng, Hyeongsop Shim and Valeriy Sibilkov
York University - Schulich School of Business, Gachon University and University of Wisconsin - Milwaukee - Department of Finance
Downloads 161 (184,267)

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Financial synergy, coinsurance, debt, capital structure, mergers and acquisitions

24.

Are Better Governed Funds Better Monitors?

Journal of Corporate Finance, Forthcoming
Number of pages: 43 Posted: 21 Aug 2011
Julia Chou, Lilian K. Ng and Qinghai Wang
Florida International University, York University - Schulich School of Business and University of Central Florida - College of Business Administration
Downloads 135 (213,048)
Citation 1

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proxy voting, corporate governance, mutual funds

25.

Does Geographic Dispersion Affect Firm Valuation?

Journal of Corporate Finance, Forthcoming
Number of pages: 38 Posted: 22 Aug 2008
Wenlian Gao, Lilian K. Ng and Qinghai Wang
Central University of Finance and Economics, York University - Schulich School of Business and University of Central Florida - College of Business Administration
Downloads 133 (215,584)
Citation 1

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Geographic dispersion, Firm valuation, Corporate governance

26.

Firm Performance and Mutual Fund Voting

Journal of Banking and Finance, Vol. 33, No. 12, 2009
Number of pages: 37 Posted: 11 Sep 2010
Lilian K. Ng, Qinghai Wang and Nataliya S. Zaiats
York University - Schulich School of Business, University of Central Florida - College of Business Administration and Suffolk University - Sawyer School of Management
Downloads 114 (242,096)

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Proxy voting, Voting policies, Mutual funds, Business ties, Institutional Shareholder Services (ISS)

27.

Peer Competitive Threats, Common Customers, and Strategic News Disclosure

Number of pages: 59 Posted: 05 Mar 2019 Last Revised: 03 Apr 2019
Rui Dai, Rui Duan and Lilian K. Ng
Wharton Research Data Services (WRDS), York University - Schulich School of Business and York University - Schulich School of Business
Downloads 113 (243,608)

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Peer Competitive threats, Customer-Supplier Relationships, Crash Risk, Information Disclosure

28.

Does Shareholder Approval Requirement of Equity Compensation Plans Matter?

Journal of Corporate Finance, Vol. 17, 2011, 1510-1530.
Number of pages: 49 Posted: 06 Sep 2011 Last Revised: 03 Jul 2012
York University - Schulich School of Business, University of Wisconsin - Milwaukee - Department of Finance, University of Central Florida - College of Business Administration and Suffolk University - Sawyer School of Management
Downloads 83 (298,614)
Citation 1

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Executive compensation, Equity compensation, SEC regulation, Shareholder voting rights

29.

Short-Term Institutional Investors and the Diffusion of Supply Chain Information

Number of pages: 52 Posted: 12 Nov 2018 Last Revised: 29 Jan 2019
Rui Duan, Yelena Larkin and Lilian K. Ng
York University - Schulich School of Business, York University - Schulich School of Business and York University - Schulich School of Business
Downloads 28 (477,676)

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customer concentration, institutional investors, investor horizons, information, liquidity

30.

Home Bias in Foreign Investment Decisions

Journal of International Business Studies, Forthcoming
Posted: 24 Apr 2009
Dongmin Ke, Lilian K. Ng and Qinghai Wang
Kean University, York University - Schulich School of Business and University of Central Florida - College of Business Administration

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Foreign Investments, Mutual Funds, and Local Presence

31.

What Determines the Domestic Bias and Foreign Bias? Evidence from Mutual Fund Equity Allocations Worldwide

Journal of Finance, Forthcoming
Posted: 13 Aug 2004
Vicentiu Covrig, Kalok Chan and Lilian K. Ng
California State University, Northridge - Department of Finance, Financial Planning and Insurance, CUHK Business School and York University - Schulich School of Business

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Home bias, mutual funds, institutional investors, diversification

32.

Economic Forces, Fundamental Variables, and Equity Returns

JOURNAL OF BUSINESS, Vol 67 No 4, October 1994
Posted: 26 Oct 1999
Jia He and Lilian K. Ng
The Chinese University of Hong Kong (CUHK) - Department of Finance and York University - Schulich School of Business

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33.

What are the Global Sources of Rational Variation in International Equity Returns?

Technical Report Series No. 95-1
Posted: 24 Aug 1998
Jia He and Lilian K. Ng
The Chinese University of Hong Kong (CUHK) - Department of Finance and York University - Schulich School of Business

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34.

Equity Price Variation in Pacific Basin Countries

Posted: 24 Aug 1998
Lilian K. Ng
York University - Schulich School of Business

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35.

A Causality-in-Variance Test and its Application to Financial Market Prices

UCSC Working Paper 94-298
Posted: 22 Aug 1998
Lilian K. Ng
York University - Schulich School of Business

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36.

Foreign Exchange Exposure, Risk and the Japan Market

WP 96-80
Posted: 25 Jun 1998
Jia He, Lilian K. Ng and Xueping Wu
The Chinese University of Hong Kong (CUHK) - Department of Finance, York University - Schulich School of Business and City University of Hong Kong (CityUHK) - Department of Economics & Finance

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37.

Foreign Exchange Exposure, Risk and the Japanese Stock Market

Posted: 07 May 1998
Jia He, Lilian K. Ng and Xueping Wu
The Chinese University of Hong Kong (CUHK) - Department of Finance, York University - Schulich School of Business and City University of Hong Kong (CityUHK) - Department of Economics & Finance

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38.

International Evidence on the Stock Market and Aggregate Economic Activity

Posted: 14 Oct 1996
Lilian K. Ng
York University - Schulich School of Business

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39.

Common Predictable Components in Regional Stock Markets

340
Posted: 18 Jan 1996
Jia He and Lilian K. Ng
The Chinese University of Hong Kong (CUHK) - Department of Finance and York University - Schulich School of Business

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