Yuping Shao

National University of Singapore (NUS)

1E Kent Ridge Road

NUHS Tower Block Level 7

Singapore, 119228

Singapore

SCHOLARLY PAPERS

2

DOWNLOADS

247

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Inattention as a Limit to Arbitrage: Evidence from School Holidays

Number of pages: 40 Posted: 19 Nov 2014 Last Revised: 22 Sep 2016
Lily H. Fang, Melissa Lin and Yuping Shao
INSEAD - Finance, Erasmus University Rotterdam and National University of Singapore (NUS)
Downloads 182 (180,759)

Abstract:

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anomaly; seasonality; investor inattention; volume; short selling; stock returns

2.

Clientele Effects in Sovereign Bonds: Evidence from the Malaysian Cash and Repo Markets

Number of pages: 79 Posted: 26 Jun 2018 Last Revised: 30 Apr 2019
National University of Singapore (NUS), NUS Business School, National University of Singapore (NUS) and New York University (NYU) - Department of Finance
Downloads 65 (372,068)

Abstract:

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Clientele Effect, Liquidity, Credit Risk, Sovereign Sukuk, Islamic Sovereign Bond, Conventional Sovereign Bond