11 Yuk Choi Rd
Hung Hom
Hong Kong
Hong Kong Polytechnic University
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corporate governance, Cost of capital, Disclosure, Investor protection
Investment, stock returns, financial constraints, free cash flow
Momentum, legal systems, ownership structure, Asian stock markets
International momentum, Individualism, Overconfidence, Volatility, Trading volume
Agency costs of free cash flow, Anti-takeover provisions, Shareholder rights, Cost of equity capital, Investment opportunities
Anchoring, Cognitive biases, Analysts’ earnings forecasts, Cross-sectional stock returns
REITs, Momentum, Expected returns
governance, Cost of equity, Legal protection of investors
Disagreement, short-sale constraints, underreaction, cross-section of stock returns
political uncertainty risk; politically sensitive firms; stock returns; discount rate news; cash flow news
REITs, momentum, behavioral finance
Analysts; Analyst recommendations; Anomalies; Mispricing; Market efficiency
total asset growth; capital investment; corporate profitability; stock returns
Analyst coverage; Broker mergers and closures; Managerial learning; Investment-Q sensitivity; Reg FD
Discretionary accruals, earnings management, abnormal capital investment, market efficiency
Asset growth, Capital investment, Cross-section of stock returns, Limits to arbitrage
Asset growth, Capital investment, Limits to arbitrage
Profitability premium, Macroeconomic Risks, Expectation errors, Investor sentiment
Momentum life cycle; International; ETFs; Individualism; Limits to arbitrage; Momentum profits
Regulation SHO, short selling, insider trading, disciplining hypothesis, crowding-out hypothesis
Compensation convexity; Tone management; Financial markets; Managerial opportunistic behavior; Industry return; Feedback effect
Gross profitability, Cross-sectional returns, International equity markets, Q-theory, Mispricing
Liquidity risk, Risk premium, International markets
Bond rating changes; Information asymmetry; Information risk
Capital expenditures, Stock returns, Corporate groups, Financial constraints
executive pay disparity, CEO pay slice, implied cost of capital, succession risk, entrenchment
Investment effect; q-theory; cash flow news; return decomposition.
skewness, risk sharing, discretionary disclosure
Economic Policy Uncertainty; Seasoned Equity Offerings; SEO Discounts
firm-level political uncertainty; bank loan cost; loan covenants
Behavioral bias, Disposition effect, Investor characteristics
Managerial Flexibility, Uncertainty, Corporate Investment, Real Options
Connected transactions, Tunneling, Propping, Chinese listed firms
Dodd–Frank, Corruption, Bank Loan Cost, Whistle-blowing
Compensation contract; CEO expertise; Generalist; Information asymmetry; Adverse selection
intangible information, overconfidence bias, analyst stock recommendations, earnings per share (EPS) forecasts
Idiosyncratic Volatility, look-ahed bias
Cryptocurrency; social transmission bias; prospect theory
Institutional Investor, Corporate Finance, Trading, Abel Noser Data
Cash holdings; Innovation; Tolerance for failure; Patents; Patent citations
Replication; Chinese A-share market; Anomalies; Factor models; SOEs vs. non-SOEs
Legal protection, Equity dependence, Corporate investment
Enforcement; Insider trading laws; Capital allocation efficiency; Investment; Transparency; Market frictions
Dynamic Collusion; Vertical Competition; Systematic Risk; Cost of Equity Capital
Demand shock; Speculative beta; Heterogeneous beliefs; Short-sale constraints; Market liberalization
Liquidity Premium, Factor Model, Characteristic-Based Model
Short selling; Annual reports; Textual analysis; Stock returns; Information environment
Market Volatility risk; global volatility risk; total market volatility, idiosyncratic market volatility; market portfolio return; cost of capital
Illiquidity shocks; Continuation; Reversal; Market Crash
Economic policy uncertainty, Report quality, Conservative accounting, Capital markets, International
Arbitrage costs; arbitrage risk; information uncertainty; transaction costs; mispricing
Competition, Analyst forecast activities, Hardworking, Herding, Optimism bias
Managerial learning; Corporate investment; Top-performing institutional investors; Industry expertise; Information advantage
Public audit oversight; Audit Quality; Financial Reporting; Innovation Output
asset growth; corporate investments; stock returns
Enterprise bonds; Yield-chasing; Demand and supply effects; Limits to arbitrage; The law of one price
Analyst forecast activities, Competition, Analyst effort, Herding, Strategy deviation
Corporate financing; Peer firms; Credit ratings; Upgrades; Downgrades
Prior expectation, Interpretation of earnings news, Confirmatory bias, Representativeness heuristic, Information rigidity
market volatility risk; global volatility risk; total market volatility; idiosyncratic market volatility; market portfolio return; cost of capital
Firm-level productivity; Mispricing; Investor sentiment; Extrapolation; Limits to arbitrage
Short selling, Annual reports, Textual analysis, stock returns, Information environment
Limits-to-arbitrage; Investment frictions; q-theory; Investment; Stock returns
terrorist attacks, asymmetric cost behavior, cost stickiness, difference-in-differences approach, managerial sentiment
Cash holdings; Accruals; Profitability; Net operating assets; Limits to arbitrage
Asset growth, Capital investment, Stock returns, Investment frictions, Limits-to-arbitrage
Cross-section of stock returns, External financing, Total profitability, q-theory of investment, R&D, Total asset growth
Equity Investments, Research Sources, Financial Statement Analysis, Accounting and Financial Reporting Issues, Portfolio Management, Equity Strategies, Equity Investments, Fundamental Analysis and Valuation Models
International momentum, Individualistic cultures, Collectivistic cultures, Overconfidence, Self-attribution bias, Behavioral finance
Book-to-market effect, risk aversion, Mispricing, limits-to-arbitrage, international
Book-to-market effect, Value premium, Risk aversion, Mispricing, Limits-to-arbitrage, International
