Lilian K. Ng

York University - Schulich School of Business

4700 Keele Street

Toronto, Ontario M3J 1P3

Canada

SCHOLARLY PAPERS

35

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CITATIONS
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Top 2,034

in Total Papers Citations

275

Scholarly Papers (35)

1.

How Informative are Analyst Recommendations and Insider Trades?

AFA 2006 Boston Meetings Paper
Number of pages: 46 Posted: 21 Mar 2005
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 2,834 (2,738)
Citation 1

Abstract:

Analyst recommendations, Insider trades

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 (NUS) - Department of Real Estate
Downloads 829 (21,467)
Citation 8

Abstract:

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 755 (23,514)
Citation 114

Abstract:

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 587 (33,187)
Citation 6

Abstract:

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

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 555 (37,867)
Citation 30

Abstract:

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

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

Journal of International Business Studies, Vol. 37, Issue 3, pp. 407-429, 2006
Number of pages: 23 Posted: 18 Apr 2011
Vicentiu Covrig, Sie Ting Lau and Lilian K. Ng
California State University, Northridge - Department of Finance, Financial Planning and Insurance, affiliation not provided to SSRN and York University - Schulich School of Business
Downloads 4 (538,242)
Citation 30
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Abstract:

6.
Downloads 463 ( 48,358)
Citation 20

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 463 (47,803)
Citation 20

Abstract:

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

Abstract:

Institutional investors, trading patterns, window dressing

7.
Downloads 408 ( 56,466)
Citation 15

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 408 (55,924)
Citation 15

Abstract:

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

Abstract:

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

8.

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 University of New South Wales (UNSW) - School of Banking and Finance
Downloads 363 (56,624)
Citation 12

Abstract:

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

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 347 (67,806)
Citation 9

Abstract:

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

Abstract:

institutions, autocorrelation, information flow

10.
Downloads 313 ( 76,927)
Citation 1

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 University of New South Wales (UNSW) - School of Banking and Finance
Downloads 255 (95,876)
Citation 1

Abstract:

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 University of New South Wales (UNSW) - School of Banking and Finance
Downloads 58 (302,604)
Citation 1

Abstract:

International Markets, Information Asymmetry, PIN, Asset Pricing

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 303 (79,218)
Citation 4

Abstract:

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)

Abstract:

Trading behavior, momentum and contrarian strategies, stock volatility

12.

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 261 (89,980)
Citation 8

Abstract:

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

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), University of Western Australia - Department of Accounting and Finance and University of New South Wales (UNSW) - School of Banking and Finance
Downloads 221 (82,155)
Citation 1

Abstract:

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

14.

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 University of New South Wales (UNSW) - School of Banking and Finance
Downloads 205 (101,818)
Citation 2

Abstract:

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

15.

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 195 (114,171)
Citation 8

Abstract:

16.

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 181 (128,977)
Citation 4

Abstract:

Geographic Dispersion, Firm valuation, Corporate Governance

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 167 (145,086)
Citation 7

Abstract:

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)

Abstract:

Individual investors, trading preferences, stock characteristics

18.

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 147 (139,141)
Citation 1

Abstract:

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

19.

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, Ulsan National Institute of Science and Technology and University of Wisconsin - Milwaukee - Department of Finance
Downloads 139 (160,119)

Abstract:

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

20.

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 106 (192,656)
Citation 4

Abstract:

proxy voting, corporate governance, mutual funds

21.

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 106 (195,115)
Citation 4

Abstract:

Geographic dispersion, Firm valuation, Corporate governance

22.

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 Business School
Downloads 85 (209,806)
Citation 6

Abstract:

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

23.

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 Business School
Downloads 60 (270,700)
Citation 1

Abstract:

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

Home Bias in Foreign Investment Decisions

Journal of International Business Studies, Vol. 41, No. 6, pp. 960-979, 2010
Number of pages: 20 Posted: 12 Jul 2010
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
Downloads 1 (560,892)
Citation 9
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Abstract:

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

Abstract:

Foreign Investments, Mutual Funds, and Local Presence

25.

Supplier Short Selling and Customer News

Number of pages: 53 Posted: 03 Apr 2017 Last Revised: 30 Apr 2017
Rui Dai, Lilian K. Ng and Nataliya S. Zaiats
Wharton Research Data Services - University of Pennsylvania, York University - Schulich School of Business and Suffolk University Sawyer Business School
Downloads 0 (371,693)

Abstract:

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

26.

Dividend Policy and Earnings Management Across Countries

FIRN Research Paper No. 2686897
Number of pages: 41 Posted: 08 Nov 2015
University of Queensland - Business School, York University - Schulich School of Business, Suffolk University Sawyer Business School and University of New South Wales (UNSW) - School of Banking and Finance
Downloads 0 (78,347)

Abstract:

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

27.

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

Abstract:

Home bias, mutual funds, institutional investors, diversification

28.

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

Abstract:

29.

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

Abstract:

30.

Equity Price Variation in Pacific Basin Countries

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

Abstract:

31.

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

Abstract:

32.

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

Abstract:

33.

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

Abstract:

34.

International Evidence on the Stock Market and Aggregate Economic Activity

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

Abstract:

35.

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

Abstract: