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

Downloads 2,841 (7,651)

Citation 22

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

Downloads 1,470 (21,878)

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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

Downloads 1,470 (21,474)

Abstract:

Cross-Hedging with Currency Options and Futures

Posted: 28 Feb 2003

Eric C. Chang and Kit Pong Wong

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

Abstract:

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

Downloads 1,159 (31,055)

Citation 3

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4.

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

Journal of Accounting & Economics (JAE), Vol. 67, No. 1, 2019, Finance Down Under 2015 Building on the Best from the Cellars of Finance Paper

Number of pages: 42 Posted: 04 Nov 2013 Last Revised: 08 Dec 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 Macau, Faculty of Business Administration

Downloads 1,022 (37,056)

Citation 6

Abstract:

5.

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

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

Downloads 620 (72,679)

Citation 87

Abstract:

6.

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

Downloads 602 (75,401)

Citation 2

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 - School of Management and University of Macau

Downloads 557 (83,103)

Citation 2

Abstract:

8.

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

Downloads 554 (83,679)

Citation 15

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 - School of Management

Downloads 532 (87,951)

Citation 5

Abstract:

10.

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 - School of Management and University of Macau

Downloads 493 (96,521)

Citation 24

Abstract:

11.

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 University - Columbia Business School, Economics

Downloads 450 (107,633)

Citation 1

Abstract:

12.

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 - School of Management and University of Macau

Downloads 345 (145,635)

Citation 3

Abstract:

13.

Stock Price Crashes and Short-Selling Cost

Number of pages: 63 Posted: 30 Mar 2016 Last Revised: 29 Aug 2023

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 Macau, Faculty of Business Administration

Downloads 308 (164,257)

Abstract:

14.

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 283 (179,521)

Citation 4

Abstract:

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

Downloads 266 (191,080)

Citation 2

Abstract:

16.

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 263 (193,305)

Abstract:

17.

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

Downloads 249 (204,068)

Citation 4

Abstract:

18.

Governance Through Trading on Acquisitions of Public Firms

WFA 2013 Lake Tahoe Meetings Paper, Journal of Corporate Finance, Forthcoming

Number of pages: 53 Posted: 12 May 2013 Last Revised: 17 Oct 2020

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 Macau, Faculty of Business Administration

Downloads 234 (216,753)

Citation 2

Abstract:

19.

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 - School of Management and University of Macau

Downloads 200 (251,106)

Citation 6

Abstract:

20.

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 198 (253,356)

Abstract:

21.

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 - School of Management

Downloads 192 (260,396)

Abstract:

22.

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 - School of Management and University of Macau

Downloads 189 (264,132)

Citation 8

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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 Macau, Faculty of Business Administration

Downloads 143 (334,449)

Abstract:

24.

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 Sun Yat-sen University (SYSU)

Downloads 110 (407,095)

Abstract:

25.

The Effect of Stock Market Indexing on Option Price Efficiency

Number of pages: 36 Posted: 14 May 2023

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

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

Downloads 42 (682,255)

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26.

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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27.

Political Control and Performance in China's Listed Firms

Posted: 10 Jun 2005

Eric C. Chang and Sonia M. L. Wong

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

Abstract:

28.

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 (28)

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Other Papers (2)

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