Sie Ting Lau

Nanyang Technological University (NTU) - Division of Banking & Finance

S3-B1B-76 Nanyang Avenue

Singapore, 639798

Singapore

SCHOLARLY PAPERS

10

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Top 24,865

in Total Papers Downloads

1,836

SSRN RANKINGS

Top 6,987

in Total Papers Citations

69

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Scholarly Papers (10)

1.

Do Domestic and Foreign Fund Managers Have Similar Preferences for Stock Characteristics? A Cross-Country Analysis

EFA 2001 Barcelona Meetings, Journal of International Business Studies, Forthcoming
Number of pages: 44 Posted: 05 Jul 2001
Vicentiu Covrig, Sie Ting Lau and Lilian K. Ng
California State University, Northridge - Department of Finance, Financial Planning and Insurance, Nanyang Technological University (NTU) - Division of Banking & Finance and York University - Schulich School of Business
Downloads 570 (45,997)

Abstract:

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home bias, fund managers, institutional trading, foreign, domestic, stock characteristics

2.

The World Price of Home Bias

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 60 Posted: 04 Dec 2009
Sie Ting Lau, Lilian K. Ng and Bohui Zhang
Nanyang Technological University (NTU) - Division of Banking & Finance, York University - Schulich School of Business and The Chinese University of Hong Kong, Shenzhen
Downloads 477 (57,656)

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Mutual Funds Holdings, Cost of Capital, Market Segmentation, Home Bias

What If Trading Location is Different from Business Location? Evidence from the Jardine Group

AFA 2002 Atlanta Meetings
Number of pages: 38 Posted: 10 Dec 2001
Kalok Chan, Allaudeen Hameed and Sie Ting Lau
CUHK Business School, National University of Singapore (NUS) - Department of Finance and Nanyang Technological University (NTU) - Division of Banking & Finance
Downloads 333 (87,594)

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What If Trading Location is Different from Business Location? Evidence from the Jardine Group

Journal of Finance, Vol. 58, pp. 1221-1246, June 2003
Posted: 06 Aug 2003
Kalok Chan, Allaudeen Hameed and Sie Ting Lau
CUHK Business School, National University of Singapore (NUS) - Department of Finance and Nanyang Technological University (NTU) - Division of Banking & Finance

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4.

Information Environment and Equity Risk Premium Volatility Around the World

Management Science, Forthcoming
Number of pages: 40 Posted: 17 Dec 2011 Last Revised: 10 Oct 2014
Sie Ting Lau, Lilian K. Ng and Bohui Zhang
Nanyang Technological University (NTU) - Division of Banking & Finance, York University - Schulich School of Business and The Chinese University of Hong Kong, Shenzhen
Downloads 274 (109,068)

Abstract:

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market risk premium volatility, information environment, implied cost of capital, VAR

Accelerated Equity Offers: The Role of Internal and External Certification Mechanisms

Number of pages: 39 Posted: 16 Feb 2014
Auckland University of Technology, University of South Australia, Nanyang Technological University (NTU) - Division of Banking & Finance, Auckland University of Technology - Faculty of Business & Law and Auckland University of Technology
Downloads 42 (417,231)

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Accelerated offers, seasoned equity, flotation costs, information asymmetry, due diligence

Accelerated Equity Offers: The Role of Internal and External Certification Mechanisms

2014 Financial Markets & Corporate Governance Conference
Number of pages: 39 Posted: 04 Nov 2013 Last Revised: 31 Jan 2014
Auckland University of Technology, University of South Australia, Nanyang Technological University (NTU) - Division of Banking & Finance, Auckland University of Technology - Faculty of Business & Law and Auckland University of Technology
Downloads 28 (481,055)

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accelerated offers, seasoned equity, flotation costs, information asymmetry, due diligence

6.

Lost in Translation: Which Stock Prices Bear the Burden to Adjust to Exchange Rates?

Journal of Financial Research, Vol. 36, No. 3, 2016
Number of pages: 54 Posted: 31 Oct 2015 Last Revised: 28 May 2017
Jimmy Lockwood, Larry J. Lockwood and Sie Ting Lau
Colorado State University, Fort Collins - Department of Finance & Real Estate, Texas Christian University and Nanyang Technological University (NTU) - Division of Banking & Finance
Downloads 60 (350,179)

Abstract:

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Cross-listing, Price Discovery, Exchange Rates

7.

Price Discovery of Internationally Cross-Listed Stocks During the 2008 Financial Crisis

Journal of Financial Research, Forthcoming
Number of pages: 53 Posted: 08 Jul 2016 Last Revised: 05 May 2018
Jimmy Lockwood, Larry J. Lockwood and Sie Ting Lau
Colorado State University, Fort Collins - Department of Finance & Real Estate, Texas Christian University and Nanyang Technological University (NTU) - Division of Banking & Finance
Downloads 52 (374,649)

Abstract:

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price discovery, market microstructure, financial crisis, international financial markets

8.

Corporate Governance and the Information Content of Earnings Announcements: A Cross-Country Analysis

Contemporary Accounting Research, Forthcoming
Posted: 27 Oct 2014 Last Revised: 18 Aug 2016
Sie Ting Lau, Keshab Shrestha and Jing Yu
Nanyang Technological University (NTU) - Division of Banking & Finance, Monash University Malaysia and The University of Western Australia - Department of Accounting and Finance

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Earnings Announcements, Information Content, Corporate Governance, Investor Protection

9.

Ownership of Cross-Listed Equities: An Investigation of Turnover, Diversification, and Risk

The Financial Review, Vol. 38, No. 1, February 2003
Posted: 13 Feb 2003
Sie Ting Lau and Thomas H. McInish
Nanyang Technological University (NTU) - Division of Banking & Finance and University of Memphis - Fogelman College of Business and Economics

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10.

Cross-Listings and Home Market Trading Volume: The Case of Malaysia and Singapore

Forthcoming in Journal of Financial Research
Posted: 13 Nov 2001
Thomas H. McInish and Sie Ting Lau
University of Memphis - Fogelman College of Business and Economics and Nanyang Technological University (NTU) - Division of Banking & Finance

Abstract:

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market microstructure, order flow diversion

Other Papers (1)

Total Downloads: 35    Citations: 0
1.

Corporate Governance and Seasoned Equity Offerings: Offer Methods and Flotation Costs

Number of pages: 35 Posted: 31 Jan 2013
Auckland University of Technology, University of South Australia, Nanyang Technological University (NTU) - Division of Banking & Finance, Auckland University of Technology - Faculty of Business & Law and Auckland University of Technology
Downloads 35

Abstract:

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Seasoned equity offering, Asymmetric information, Internal Corporate Governance, Certification, Audit Fee, Flotation costs