Hung Hom, Kowloon
Hong Kong Polytechnic University
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Illiquidity shocks; Underreaction; Illiquidity spiral; Capital constraints; Cross-section of stock returns
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profitability effect, Profitability factor, cross‐sectional returns, investment CAPM, behavioral finance, international equity markets
Idiosyncratic skewness; option-implied beta; expected stock returns; equity risk; equity options
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