Lei Sun

Boston Consulting Group - Shanghai

Shanghai

China

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

The Profitability Effect: Insights from International Equity Markets

European Financial Management, Vol. 24, Issue 4, pp. 545-580, 2018
Number of pages: 36 Posted: 17 Sep 2018
Hong Kong Polytechnic University, Boston Consulting Group - Shanghai, Hong Kong Polytechnic University and University of Texas at El Paso - College of Business Administration - Department of Economics and Finance
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Abstract:

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profitability effect, Profitability factor, cross‐sectional returns, investment CAPM, behavioral finance, international equity markets

2.

Does Competition Induce Analyst Effort? Evidence from a Natural Experiment of Broker Mergers

Journal of Banking and Finance, Forthcoming
Number of pages: 42
Zhen Wang, Lei Sun and K.C. John Wei
Shanghai University - SHU-UTS SILC Business School, Boston Consulting Group - Shanghai and Hong Kong Polytechnic University
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Analyst forecast activities, Competition, Analyst effort, Herding, Strategy deviation