Chengzhu Sun

Hong Kong University of Science & Technology (HKUST)

Clearwater Bay

Kowloon, 999999

Hong Kong

SCHOLARLY PAPERS

3

DOWNLOADS

645

CITATIONS

5

Scholarly Papers (3)

1.

Information Acquisition and Expected Returns: Evidence from EDGAR Search Traffic

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 72 Posted: 11 Sep 2017 Last Revised: 10 Aug 2018
Frank Weikai Li and Chengzhu Sun
Singapore Management University - Lee Kong Chian School of Business and Hong Kong University of Science & Technology (HKUST)
Downloads 380 (76,677)
Citation 4

Abstract:

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Information Acquisition, EDGAR Search, Return Predictability, Market Efficiency

2.

The Real Effects of Exchange Traded Funds

Number of pages: 66 Posted: 24 Feb 2018 Last Revised: 12 Oct 2018
Frank Weikai Li, Xuewen Liu and Chengzhu Sun
Singapore Management University - Lee Kong Chian School of Business, Hong Kong University of Science & Technology (HKUST) and Hong Kong University of Science & Technology (HKUST)
Downloads 179 (166,917)
Citation 1

Abstract:

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ETFs, Real Efficiency, Informational Efficiency, Managerial Learning

3.

Corporate Payout Policy and Credit Risk: Evidence from CDS Markets

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 59 Posted: 15 Sep 2017 Last Revised: 11 Jan 2019
Chengzhu Sun, Shujing Wang and Chu Zhang
Hong Kong University of Science & Technology (HKUST), Tongji University and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 86 (290,283)

Abstract:

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Credit default swaps, Dividend announcements, Industrial firms, Financial firms, Troubled Assets Relief Program