Author Page for Eric C. Chang

An Examination of Herd Behavior in Equity Markets: An International Perspective

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An Examination of Herd Behavior in Equity Markets: An International Perspective

Number of pages: 39 Posted: 29 Sep 1999

Ajay Khorana, Eric C. Chang and Joseph W. Cheng

Georgia Institute of Technology - Finance Area, University of Hong Kong - School of Business and The Chinese University of Hong Kong (CUHK) - Department of Finance

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Citation 35

Abstract:

An Examination of Herd Behavior in Equity Markets: An International Perspective

Journal of Banking and Finance

Posted: 29 Sep 1999

Ajay Khorana, Eric C. Chang and Joseph W. Cheng

Georgia Institute of Technology - Finance Area, University of Hong Kong - School of Business and The Chinese University of Hong Kong (CUHK) - Department of Finance

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2.

Cross-Hedging with Currency Options and Futures

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Citation 12

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Cross-Hedging with Currency Options and Futures

Number of pages: 30 Posted: 28 Feb 2003

Eric C. Chang and Kit Pong Wong

University of Hong Kong - School of Business and University of Hong Kong

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Citation 12

Abstract:

Cross-Hedging with Currency Options and Futures

Journal of Financial and Quantitative Analysis, Forthcoming

Posted: 28 Feb 2003

Eric C. Chang and Kit Pong Wong

University of Hong Kong - School of Business and University of Hong Kong

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3.

Insider Trading in Hong Kong: Concentrated Ownership Versus the Legal Environment

Brigham Young University Working Paper

Number of pages: 41 Posted: 10 Jan 2003

Eric C. Chang, Jun Zhu and J. Michael Pinegar

University of Hong Kong - School of Business, The University of Hong Kong - Faculty of Business and Economics and Brigham Young University - Marriott School of Management

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Citation 4

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4.

Cross-Autocorrelation in Asian Stock Markets

Number of pages: 37 Posted: 02 Jun 1998

Grant Richard McQueen, Eric C. Chang and J. Michael Pinegar

Brigham Young University - Department of Business Management, University of Hong Kong - School of Business and Brigham Young University - Marriott School of Management

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Citation 8

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5.

Short-Sales Constraints and Price Discovery: Evidence from the Hong Kong Market

EFA 2004 Maastricht Meetings Paper No. 3641

Number of pages: 48 Posted: 19 Jul 2004

Eric C. Chang and Yinghui Yu

University of Hong Kong - School of Business and Singapore University of Social Sciences

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Citation 44

Abstract:

6.

An Empirical Analysis of the Dynamic Relationship between Mutual Fund Flow and Market Return Volatility

Journal of Banking and Finance, Vol. 32, No. 10, pp. 2111-2123, 2008

Number of pages: 40 Posted: 10 Nov 2008

Charles Cao, Eric C. Chang and Ying Wang

Pennsylvania State University, University of Hong Kong - School of Business and State University of New York at Albany - School of Business

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Citation 6

Abstract:

7.

Investor Overconfidence and the Increase in Idiosyncratic Risk

Number of pages: 41 Posted: 28 Feb 2008 Last Revised: 01 Nov 2012

Eric C. Chang, Yan Luo and Jinjuan Ren

University of Hong Kong - School of Business, Fudan University and University of Macau

Downloads 403 (54,353)

Citation 1

Abstract:

8.

Idiosyncratic Volatility, Fundamentals, and Institutional Herding: Evidence from the Japanese Stock Market

Number of pages: 29 Posted: 15 Feb 2005

Eric C. Chang and Sen Dong

University of Hong Kong - School of Business and Columbia Business School - Economics Department

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Abstract:

9.

R-Squared, Noise, and Stock Returns

Number of pages: 47 Posted: 17 Mar 2010

Eric C. Chang and Yan Luo

University of Hong Kong - School of Business and Fudan University

Downloads 319 (70,380)

Abstract:

10.

Does Short-selling Threat Discipline Managers in Mergers and Acquisitions Decisions?

Finance Down Under 2015 Building on the Best from the Cellars of Finance Paper

Number of pages: 67 Posted: 04 Nov 2013 Last Revised: 05 May 2018

Eric C. Chang, Tse-Chun Lin and Xiaorong Ma

University of Hong Kong - School of Business, The University of Hong Kong - Faculty of Business and Economics and University of Hong Kong - School of Business

Downloads 229 (35,578)

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11.

Chief Executive Officer Turnovers and the Performance of China's Listed Enterprises

Hong Kong Institute of Economics and Business Strategy Working Paper No. 1113

Number of pages: 49 Posted: 09 Jan 2005

Eric C. Chang and Sonia M. L. Wong

University of Hong Kong - School of Business and University of Hong Kong

Downloads 222 (116,820)

Citation 4

Abstract:

12.

Is Warrant Really a Derivative? Evidence from the Chinese Warrant Market

Number of pages: 43 Posted: 15 Mar 2010

Eric C. Chang, Lei Shi and Jin E. Zhang

University of Hong Kong - School of Business, The University of Hong Kong, School of Economics and Finance and University of Otago, Otago Business School, Department of Accountancy and Finance

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13.

Short-Selling, Margin-Trading, and Price Efficiency: Evidence from the Chinese Market

25th Australasian Finance and Banking Conference 2012

Number of pages: 48 Posted: 25 Aug 2012 Last Revised: 24 Aug 2013

Eric C. Chang, Yan Luo and Jinjuan Ren

University of Hong Kong - School of Business, Fudan University and University of Macau

Downloads 187 (81,345)

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14.

Retail Investor Recognition and the Cross Section of Stock Returns

Number of pages: 53 Posted: 16 Feb 2012 Last Revised: 08 May 2013

Eric C. Chang, Chaoli Guo and Jinjuan Ren

University of Hong Kong - School of Business, The University of Hong Kong - School of Business and University of Macau

Downloads 173 (131,531)

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15.

Suitability Check and Household Investments in Structured Products

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming

Number of pages: 52 Posted: 02 Mar 2012 Last Revised: 28 Aug 2016

Eric C. Chang, Dragon Yongjun Tang and Miao Ben Zhang

University of Hong Kong - School of Business, The University of Hong Kong - Faculty of Business and Economics and University of Southern California - Marshall School of Business - Finance and Business Economics Department

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16.

The Relation Between Physical and Risk-Neutral Cumulants

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The Relation Between Physical and Risk-Neutral Cumulants

Number of pages: 44 Posted: 10 Mar 2010 Last Revised: 16 Mar 2010

Eric C. Chang, Jin E. Zhang and Huimin Zhao

University of Hong Kong - School of Business, University of Otago, Otago Business School, Department of Accountancy and Finance and The University of Hong Kong

Downloads 155 (173,087)

Abstract:

The Relation between Physical and Risk‐Neutral Cumulants

International Review of Finance, Vol. 13, Issue 3, pp. 345-381, 2013

Number of pages: 37 Posted: 03 Sep 2013

Huimin Zhao, Jin E. Zhang and Eric C. Chang

The University of Hong Kong, University of Otago, Otago Business School, Department of Accountancy and Finance and University of Hong Kong - School of Business

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17.

Pricing Deviation, Misvaluation Comovement, and Macroeconomic Conditions

25th Australasian Finance and Banking Conference 2012

Number of pages: 55 Posted: 25 Aug 2012

Eric C. Chang, Yan Luo and Jinjuan Ren

University of Hong Kong - School of Business, Fudan University and University of Macau

Downloads 143 (162,972)

Citation 1

Abstract:

18.

Investor Psychology and Misvaluation Comovement

Number of pages: 53 Posted: 26 Mar 2009

Eric C. Chang and Yan Luo

University of Hong Kong - School of Business and Fudan University

Downloads 142 (168,224)

Abstract:

19.

Governance Through Trading on Acquisitions of Public Firms

WFA 2013 Lake Tahoe Meetings Paper

Number of pages: 46 Posted: 12 May 2013 Last Revised: 31 Jan 2016

Eric C. Chang, Tse-Chun Lin and Xiaorong Ma

University of Hong Kong - School of Business, The University of Hong Kong - Faculty of Business and Economics and University of Hong Kong - School of Business

Downloads 135 (151,012)

Abstract:

20.

Cross-Listing and Pricing Efficiency: The Informational and Anchoring Role Played by the Reference Price

24th Australasian Finance and Banking Conference 2011 Paper

Number of pages: 46 Posted: 25 Aug 2011 Last Revised: 18 Feb 2013

Eric C. Chang, Yan Luo and Jinjuan Ren

University of Hong Kong - School of Business, Fudan University and University of Macau

Downloads 132 (175,754)

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21.

Ex-Day Returns of Stock Distributions: An Anchoring Explanation

Management Science, Forthcoming.

Number of pages: 47 Posted: 11 Oct 2014 Last Revised: 09 Apr 2017

Eric C. Chang, Tse-Chun Lin, Yan Luo and Jinjuan Ren

University of Hong Kong - School of Business, The University of Hong Kong - Faculty of Business and Economics, Fudan University and University of Macau

Downloads 60 (149,491)

Citation 1

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22.

Market Excess Returns, Variance and the Third Cumulant

Asian Finance Association (AsianFA) 2015 Conference Paper

Number of pages: 40 Posted: 13 Feb 2015

Eric C. Chang, Jin E. Zhang and Huimin ZHAO

University of Hong Kong - School of Business, University of Otago, Otago Business School, Department of Accountancy and Finance and Zhongshan University

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Abstract:

23.

The Tradeoff between Risk Sharing and Information Production in Financial Markets: Evidence from Stock Splits

Number of pages: 44 Posted: 17 Sep 2015

Eric C. Chang, Tse-Chun Lin and Xiaorong Ma

University of Hong Kong - School of Business, The University of Hong Kong - Faculty of Business and Economics and University of Hong Kong - School of Business

Downloads 16 (280,490)

Abstract:

24.

Pricing and Hedging of Discrete Dynamic Guaranteed Funds

Journal of Risk & Insurance, Vol. 75, Issue 1, pp. 167-192, March 2008

Number of pages: 26 Posted: 10 Mar 2008

Wai-Man Tse, Eric C. Chang, Leong Kwan Li and Henry M. K. Mok

affiliation not provided to SSRN, University of Hong Kong - School of Business, affiliation not provided to SSRN and affiliation not provided to SSRN

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25.

Equilibrium Asset and Option Pricing Under Jump Diffusion

Mathematical Finance, Vol. 22, Issue 3, pp. 538-568, 2012

Number of pages: 31 Posted: 08 Jun 2012

Jin E. Zhang, Huimin Zhao and Eric C. Chang

University of Otago, Otago Business School, Department of Accountancy and Finance, The University of Hong Kong and University of Hong Kong - School of Business

Downloads 1 (587,065)

Citation 1

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26.

Stock Price Crashes and Equity Lending Market Condition: Evidence from Lending Fees and Fee Risk

Number of pages: 59 Posted: 30 Mar 2016 Last Revised: 09 Dec 2016

Eric C. Chang, Tse-Chun Lin and Xiaorong Ma

University of Hong Kong - School of Business, The University of Hong Kong - Faculty of Business and Economics and University of Hong Kong - School of Business

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27.

Silence is Golden: Discretionary Analyst Reporting and Stock Returns

Posted: 10 Dec 2011

Eric C. Chang and Zhelei Li

University of Hong Kong - School of Business and University of Hong Kong - School of Business

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28.

Political Control and Performance in China's Listed Firms

Journal of Comparative Economics, Vol. 32, No. 4, December 2004

Posted: 10 Jun 2005

Eric C. Chang and Sonia M. L. Wong

University of Hong Kong - School of Business and University of Hong Kong

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29.

S&P 500 Index Futures Volatility and Price Around the NYSE Close

JOURNAL OF BUSINESS Vol 68 No 1, January 1995

Posted: 22 Oct 2000

Eric C. Chang, Prem C. Jain and Peter Locke

University of Hong Kong - School of Business, Georgetown University - Department of Accounting and Business Law and Texas Christian University

Eric C. Chang

University of Hong Kong - School of Business

Chair of Finance, Wang Seng Liang Professor

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Scholarly Papers (29)

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The Relation between Physical and Risk‐Neutral Cumulants

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Pricing and Hedging of Discrete Dynamic Guaranteed Funds

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Equilibrium Asset and Option Pricing Under Jump Diffusion

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Other Papers (2)

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