Zhuo (June) Cheng

Hong Kong Polytechnic University - School of Accounting and Finance

Hung Hom

Kowloon

Hong Kong

  • Hong Kong Polytechnic University - School of Accounting and Finance

SCHOLARLY PAPERS

12

DOWNLOADS

707

SSRN CITATIONS

6

CROSSREF CITATIONS

1

Scholarly Papers (12)

Actions:
Email selected abstracts
1.

Social Learning in Information Technology Investment: The Role of Board Interlocks

Forthcoming, Management Science
Number of pages: 56 Posted: 18 Nov 2019
Zhuo (June) Cheng, Arun Rai, Feng Tian and Sean Xu
Hong Kong Polytechnic University - School of Accounting and Finance, Georgia State University - J. Mack Robinson College of Business, Hong Kong Polytechnic University and Tsinghua University - School of Economics & Management
Downloads 219 (232,220)
Citation 6

Abstract:

Loading...

IT investment, IT return, social learning, board interlocks

2.

The Differential Timeliness of Stock Price in Incorporating Bad versus Good News and the Earnings-Return Asymmetry

The Accounting Review
Number of pages: 62 Posted: 02 Dec 2018 Last Revised: 14 Sep 2023
Zhuo (June) Cheng, Jing Fang and Linda A. Myers
Hong Kong Polytechnic University - School of Accounting and Finance, University of Central Arkansas and University of Tennessee, Haslam College of Business, Accounting and Information Management
Downloads 209 (242,461)
Citation 1

Abstract:

Loading...

Conditional conservatism; Stock liquidity; Earnings-return asymmetry; Asymmetric timeliness

3.

Financial Distress and Stock Comovement: Evidence, Explanation, and Implication

Number of pages: 52 Posted: 29 Apr 2022 Last Revised: 07 Jul 2022
Jing Fang and Zhuo (June) Cheng
University of Central Arkansas and Hong Kong Polytechnic University - School of Accounting and Finance
Downloads 90 (468,908)

Abstract:

Loading...

Financial distress premium, Comovement, Puzzle, Mispricing, Idiosyncratic

4.

Stock Liquidity and Accruals-based Earnings Management: The Three Views

Number of pages: 50 Posted: 09 Jun 2022
Jing Fang and Zhuo (June) Cheng
University of Central Arkansas and Hong Kong Polytechnic University - School of Accounting and Finance
Downloads 79 (507,353)

Abstract:

Loading...

Stock liquidity; Efficiency; Takeover threat; Blockholder intervention and exit

5.

Does accounting information quality qualify as a priced risk factor?: Evidence from stock comovement

Number of pages: 44 Posted: 07 Jul 2022 Last Revised: 20 Jul 2022
Zhuo (June) Cheng and Jing Fang
Hong Kong Polytechnic University - School of Accounting and Finance and University of Central Arkansas
Downloads 46 (662,651)

Abstract:

Loading...

Information quality, Accounting information quality, Stock comovement, Risk, Mispricing, Idiosyncratic

6.

Short Supply and Debt Contracting: Evidence from Debt Maturity

Number of pages: 60 Posted: 28 Sep 2022
Jing Fang and Zhuo (June) Cheng
University of Central Arkansas and Hong Kong Polytechnic University - School of Accounting and Finance
Downloads 29 (779,300)

Abstract:

Loading...

Passive investing, short supply, short selling, debt contracting, debt maturity

7.

The Dual Effect of Idiosyncratic Volatility on Stock Pricing and Return

Downloads 20 (855,652)

The Dual Effect of Idiosyncratic Volatility on Stock Pricing and Return

China Accounting & Finance Review, Vol. 24, No. 2, 2022
Number of pages: 34 Posted: 11 Aug 2023
Zhuo (June) Cheng and Jing Fang
Hong Kong Polytechnic University - School of Accounting and Finance and University of Central Arkansas
Downloads 20 (883,862)

Abstract:

Loading...

Idiosyncratic volatility, Stock pricing efficiency, Realized return, Expected return, Asset pricing puzzle

The Dual Effect of Idiosyncratic Volatility on Stock Pricing and Return

Posted: 03 Nov 2021
Zhuo (June) Cheng and Jing Fang
Hong Kong Polytechnic University - School of Accounting and Finance and University of Central Arkansas

Abstract:

Loading...

Idiosyncratic volatility, Stock pricing efficiency, Realized return, Expected return, Puzzle

8.

Stock Liquidity and the Accrual Anomaly

China Accounting & Finance Review, Vol. 25, No. 1, 2023
Number of pages: 26 Posted: 07 Sep 2023
Zhuo (June) Cheng and Jing Fang
Hong Kong Polytechnic University - School of Accounting and Finance and University of Central Arkansas
Downloads 15 (903,128)

Abstract:

Loading...

Stock liquidity, Accrual anomaly, Efficiency, Tick size, Difference in differences

9.

Idiosyncratic volatility and return: A finite mixture approach

British Accounting Review, Forthcoming
Posted: 13 Sep 2023
Zhuo (June) Cheng, Jing Fang and Yinglei Zhang
Hong Kong Polytechnic University - School of Accounting and Finance, University of Central Arkansas and The Chinese University of Hong Kong

Abstract:

Loading...

Idiosyncratic volatility, Arbitrage risks, Mispricing, Finite mixture models, Machine learning

10.

Social Network Connectedness and Reported Cybersecurity Breaches

Posted: 15 Nov 2022 Last Revised: 23 May 2023
Zhuo (June) Cheng, Jing Fang, Arun Rai and Sean Xu
Hong Kong Polytechnic University - School of Accounting and Finance, University of Central Arkansas, Georgia State University - J. Mack Robinson College of Business and Tsinghua University - School of Economics & Management

Abstract:

Loading...

cybersecurity breaches, cybersecurity management, social networks, firm performance

11.

Quasi-Indexer Ownership and Financial Statements Comparability

Posted: 11 Nov 2022
Zhuo (June) Cheng and Jing Fang
Hong Kong Polytechnic University - School of Accounting and Finance and University of Central Arkansas

Abstract:

Loading...

Institutional investors, quasi-indexers, comparability

12.

Capital Market Efficiency and Managerial Discretion over Accounting Choices

Posted: 29 Jan 2021
Zhuo (June) Cheng and Robert Fong
Hong Kong Polytechnic University - School of Accounting and Finance and Hong Kong Polytechnic University

Abstract:

Loading...