Qiang Kang

The University of Hong Kong - School of Economics and Finance

8th Floor Kennedy Town Centre

23 Belcher's Street

Kennedy Town

Hong Kong

SCHOLARLY PAPERS

3

DOWNLOADS

730

SSRN CITATIONS
Rank 7,960

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Top 7,960

in Total Papers Citations

11

CROSSREF CITATIONS

116

Scholarly Papers (3)

1.

Understanding the Sources of Momentum Profits: Stock-Specific Component Versus Common-Factor Component

EFA 2004 Maastricht Meetings Paper No. 3629
Number of pages: 50 Posted: 19 Jul 2004
Qiang Kang and Canlin Li
The University of Hong Kong - School of Economics and Finance and University of California, Riverside (UCR) - A. Gary Anderson Graduate School of Management
Downloads 495 (57,586)
Citation 2

Abstract:

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Momentum, time-varying risk, time-varying risk premium, stock-specific

2.

Stock Trading, Information Production and Incentive Pay

Number of pages: 40 Posted: 12 Oct 2003
Qiang Kang and Qiao Liu
The University of Hong Kong - School of Economics and Finance and The University of Hong Kong - School of Economics and Finance
Downloads 177 (173,617)

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Information, optimal contract, market microstructure, pay-for-performance sensitivity

On the Relationship between the Conditional Mean and Volatility of Stock Returns: A Latent VAR Approach

NBER Working Paper No. w9056
Number of pages: 51 Posted: 11 Jul 2002 Last Revised: 19 Jul 2002
Qiang Kang and Michael W. Brandt
The University of Hong Kong - School of Economics and Finance and Duke University - Fuqua School of Business
Downloads 58 (376,364)
Citation 11

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On the Relationship between the Conditional Mean and Volatility of Stock Returns: A Latent VAR Approach

Rodney L. White Center for Financial Research Working Paper No. 12-02
Posted: 10 Aug 2002
Qiang Kang and Michael W. Brandt
The University of Hong Kong - School of Economics and Finance and Duke University - Fuqua School of Business

Abstract:

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