Chengzhu Sun

Hong Kong University of Science & Technology (HKUST)

Clearwater Bay

Kowloon, 999999

Hong Kong

SCHOLARLY PAPERS

3

DOWNLOADS

784

SSRN CITATIONS

0

CROSSREF 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: 76 Posted: 11 Sep 2017 Last Revised: 29 Sep 2019
Frank Weikai Li and Chengzhu Sun
Singapore Management University - Lee Kong Chian School of Business and Hong Kong University of Science & Technology (HKUST)
Downloads 438 (67,895)
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: 70 Posted: 24 Feb 2018 Last Revised: 26 Jan 2020
University of Warwick - Warwick Business School, Singapore Management University - Lee Kong Chian School of Business, Hong Kong University of Science & Technology (HKUST), University of California, Los Angeles (UCLA) - Finance Area and Hong Kong University of Science & Technology (HKUST)
Downloads 246 (129,223)
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 100 (275,040)

Abstract:

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