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
political uncertainty risk; politically sensitive firms; stock returns; discount rate news; cash flow news
Disagreement, short-sale constraints, underreaction, cross-section of stock returns
Analysts; Analyst recommendations; Anomalies; Mispricing; Market efficiency
Analyst coverage; Broker mergers and closures; Managerial learning; Investment-Q sensitivity; Reg FD
REITs, momentum, behavioral finance
Profitability premium, Macroeconomic Risks, Expectation errors, Investor sentiment
total asset growth; capital investment; corporate profitability; stock returns
Asset growth, Capital investment, Cross-section of stock returns, Limits to arbitrage
Asset growth, Capital investment, Limits to arbitrage
Discretionary accruals, earnings management, abnormal capital investment, market efficiency
Replication; Chinese A-share market; Anomalies; Factor models; SOEs vs. non-SOEs
Momentum life cycle; International; ETFs; Individualism; Limits to arbitrage; Momentum profits
Compensation convexity; Tone management; Financial markets; Managerial opportunistic behavior; Industry return; Feedback effect
Regulation SHO, short selling, insider trading, disciplining hypothesis, crowding-out hypothesis
Gross profitability, Cross-sectional returns, International equity markets, Q-theory, Mispricing
Liquidity risk, Risk premium, International markets
firm-level political risk, bank loan cost, loan covenants, default risk, operational uncertainty
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
Idiosyncratic Volatility, look-ahed bias
Dodd–Frank, Corruption, Bank Loan Cost, Whistle-blowing
Investment effect; q-theory; cash flow news; return decomposition.
Economic Policy Uncertainty; Seasoned Equity Offerings; SEO Discounts
Cryptocurrency, Price pressure, Spillover, Stock market, Social transmission
skewness, risk sharing, discretionary disclosure
Dynamic Collusion; Vertical Competition; Systematic Risk; Cost of Equity Capital
Compensation contract; CEO expertise; Generalist; Information asymmetry; Adverse selection
Institutional Investor, Corporate Finance, Trading, Abel Noser Data
Behavioral bias, Disposition effect, Investor characteristics
Connected transactions, Tunneling, Propping, Chinese listed firms
Managerial Flexibility, Uncertainty, Corporate Investment, Real Options
intangible information, overconfidence bias, analyst stock recommendations, earnings per share (EPS) forecasts
Cash holdings; Innovation; Tolerance for failure; Patents; Patent citations
Enforcement; Insider trading laws; Capital allocation efficiency; Investment; Transparency; Market frictions
Legal protection, Equity dependence, Corporate investment
Prior expectation, Interpretation of earnings news, Confirmatory bias, Representativeness heuristic, Information rigidity
Demand shock; Speculative beta; Heterogeneous beliefs; Short-sale constraints; Market liberalization
Short selling; Annual reports; Textual analysis; Stock returns; Information environment
Managerial learning, Corporate investment, Top-performing institutional investors, Industry expertise, Trading activities
Liquidity Premium, Factor Model, Characteristic-Based Model
Illiquidity shocks; Continuation; Reversal; Market Crash
Market Volatility risk; global volatility risk; total market volatility, idiosyncratic market volatility; market portfolio return; cost of capital
Economic policy uncertainty, Report quality, Conservative accounting, Capital markets, International
Public audit oversight; Audit Quality; Financial Reporting; Innovation Output
Arbitrage costs; arbitrage risk; information uncertainty; transaction costs; mispricing
Corporate financing; Peer firms; Credit ratings; Upgrades; Downgrades
Enterprise bonds; Yield-chasing; Demand and supply effects; Limits to arbitrage; The law of one price
Competition, Analyst forecast activities, Hardworking, Herding, Optimism bias
Board of directors, Mandatory gender quotas, Gender diversity; Gender pay gap
asset growth; corporate investments; stock returns
Short selling, Annual reports, Textual analysis, stock returns, Information environment
Analyst forecast activities, Competition, Analyst effort, Herding, Strategy deviation
Limits-to-arbitrage; Investment frictions; q-theory; Investment; Stock returns
Firm-level productivity; Mispricing; Investor sentiment; Extrapolation; Limits to arbitrage
Expected political turnover, Corporate investment, Privately owned enterprises, Career incentive, Credit channel
market volatility risk; global volatility risk; total market volatility; idiosyncratic market volatility; market portfolio return; cost of capital
EDGAR implementation, overconfidence, Information acquisition costs, Behavioral biases
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
