Hung Hom, Kowloon
Hong Kong Polytechnic University
in Total Papers Downloads
in Total Papers Citations
Bootstrap, Long-horizon event study, Skewness-adjusted t-test, Simulation, Weighted least-squares regression
decimalization, informed trading, market microstructure, PIN, tax-loss selling
Boundary Solution, Probability of Informed Trading, PIN
Chinese stock market; Non-tradable shares; Three-factor model; Value premium
Probability of informed trading, PIN-return relationship, Quality of PIN estimates
Regulation of insider trading, Share-structure reform in China, Stealth trading
Volatility risk premium, stochastic volatility, currency option, term structure of risk premium
Abnormal return, Bootstrap, Event study, Long Horizon
Analyst forecast, Earnings announcement, Earnings surprises, Information disclosure, Price response
Adjusted PIN, Earnings announcements, Information asymmetry, Probability of informed trading
Adjusted PIN; Earnings announcements; Information asymmetry; Probability of informed trading
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