Meng Wah Complex
University of Hong Kong - School of Business
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insider trading, transparency, corporate governance
Short-sales constraints, Price discovery, Hong Kong
Mutual fund flow, Market volatility, Volatility timing, Fund inflow and fund outflow
Overconfidence, Idiosyncratic Risk
Idiosyncratic volatility, Herding, Firm Earnings
short selling threat, mergers and acquisitions, Tobin’s Q, ROA, Regulation SHO-PILOT Program, FAS 123R
CEO turnovers, enterprise performance, state and private ownership
Warrants, the Chinese warrant market, Option pricing model
Short selling, margin trading, stabilization
Retail investor recognition, Ownership breadth, Net equity issuance
structured products, suitability check, household investments
Skewness swap, Kurtosis swap, Equity risk premium, Variance risk premium, Skewness risk premium, Kurtosis risk premium
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Misvaluation, comovement, factor models, market efficiency, macroeconomic conditions
Misvaluation Comovement, Investor Overreaction
governance through trading, mergers and acquisitions, public targets, wealth performance sensitivity, Decimalization
cross-listing, segmented market, anchoring, IPO underpricing
anchoring; ex-day return; splits; stock dividends
Equilibrium asset pricing model; Market excess return; Variance; The third cumulant; Variance risk premium
risk sharing, stock price informativeness, stock split, long run stock returns, post-split return drifts
File name: jori.
File name: j-9965.
asset pricing, option pricing, jump diffusion, equity risk premium, variance risk premium
stock price crash risk, short selling risk, lending fee, fee risk, information uncertainty, short interest
Analyst selective reporting, Analyst conflicts,Agency theory, Silence
Political control, agency problems, corporate governance, China's listed firms, transitional economies
anchoring, IPO underpricing, cost of capital, segmented market
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