Pokfulam Road
Hong Kong, Hong Kong
China
The University of Hong Kong - University of Hong Kong
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Competition-distress feedback loop, Distress spillover, Predatory pricing, Price war, Profitability-leverage puzzle, Collusion.
Excess volatility, Extrapolative expectations, Rare events, Overconfidence, Carry trade JEL codes: G12, G15, G41
Behavioral Finance, Earnings Announcements, Efficient Market Hypothesis, Extrapolative Beliefs, Stock Returns Autocorrelation
Information, Macroeconomic Announcements, Generalized Risk Sensitivity, FOMC announcements
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preference for early resolution of uncertainty, generalized risk sensitivity, macroeconomic announcements, volatility
Stock and Bond Returns, Supergames, Tacit Collusion, Financial Distress Anomaly (JEL: G12, L13, O33, C73)
teaching development economics, upper-level elective, applied econometrics
Preference for early resolution of uncertainty, risk aversion, generalized risk sensitivity, elasticity, long-run risk
Competition-distress feedback loop, Distress spillover, Predatory pricing, Price war, Profitability-leverage puzzle, Collusion
behavioral finance, earnings announcements, efficient market hypothesis, extrapolative beliefs, stock return autocorrelation
Memory, Cross-stock predictability, Extrapolation, Reversal, Attention
Stock and Bond Returns, Supergames, Tacit Collusion, Financial Distress Anomaly
