Louis T. W. Cheng

The Hang Seng University of Hong Kong - Department of Economics and Finance

Hang Shin Link

Siu Lek Yuen

Shatin

United States

SCHOLARLY PAPERS

27

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Top 25,675

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2,363

SSRN CITATIONS
Rank 30,153

SSRN RANKINGS

Top 30,153

in Total Papers Citations

4

CROSSREF CITATIONS

25

Scholarly Papers (27)

1.

The Effects of Insider Trading on Liquidity

Number of pages: 31 Posted: 08 Feb 2006
Louis T. W. Cheng, Michael Firth, Tak Yan Leung and Oliver M. Rui
The Hang Seng University of Hong Kong - Department of Economics and Finance, Lingnan University - Department of Finance and Insurance, City University of Hong Kong (CityUHK) - Department of Accountancy and China Europe International Business School (CEIBS)
Downloads 564 (59,805)

Abstract:

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insider trading, liquidity

2.

The Role of ESG Performance During Times of Financial Crisis: Evidence from COVID-19 in China

Number of pages: 9 Posted: 16 Jun 2020
David C. Broadstock, Kalok Chan, Louis T. W. Cheng and Xiao Wei Wang
Hong Kong Polytechnic University - Faculty of Business, CUHK Business School, The Hang Seng University of Hong Kong - Department of Economics and Finance and Xiaowei Wang
Downloads 541 (63,202)
Citation 5

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COVID-19, Pandemic, China, Environmental, Social and Governance (ESG)

3.

Testing the Implications of Overconfidence for Intraday Trading

Number of pages: 40 Posted: 07 Mar 2005
Ali F. Darrat, Maosen Zhong and Louis T. W. Cheng
Louisiana Tech University - College of Business, University of Queensland - Business School and The Hang Seng University of Hong Kong - Department of Economics and Finance
Downloads 398 (91,235)

Abstract:

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Trading volume, return volatility, behavioral finance, overconfidence

4.

The Total Costs of Subscription and the Underpricing of Ipos

Number of pages: 14 Posted: 06 May 2004
Joseph K. W. Fung, Louis T. W. Cheng and Kam C. Chan
Hong Kong Baptist University, The Hang Seng University of Hong Kong - Department of Economics and Finance and Western Kentucky University - Department of Accounting and Finance
Downloads 230 (163,297)

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Initial public offerings, Asian IPOs, Non-discretionary allocation

5.

The Effect of Extended Trading Hours on the Information Flow between Cash and Futures Markets

Number of pages: 24 Posted: 17 Jun 2002
Leo H. Chan, Kam C. Chan and Louis T. W. Cheng
Woodbury School of Business, Utah Valley University, Western Kentucky University - Department of Accounting and Finance and The Hang Seng University of Hong Kong - Department of Economics and Finance
Downloads 219 (171,096)

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Information Flow, Hong Kong Hang Seng Index, Geweke Measures

6.

The Impact of H-Share Derivatives on the Underlying Equity Market

Number of pages: 47 Posted: 16 Jun 2008
Steven Shuye Wang, Wei Li and Louis T. W. Cheng
School of Business, Renmin University of China, Hong Kong Polytechnic University - School of Accounting and Finance and The Hang Seng University of Hong Kong - Department of Economics and Finance
Downloads 197 (188,869)
Citation 1

Abstract:

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Stock index derivatives, Volatility, Liquidity, Difference-in-difference approach

7.

Does Supplier Concentration Matter to Investors During the COV1D-19 Crisis: Evidence from China?

Number of pages: 36 Posted: 30 Oct 2020
Louis T. W. Cheng, Jack Poon, Shaolong Tang and Jacqueline Wang
The Hang Seng University of Hong Kong - Department of Economics and Finance, The Hong Kong Polytechnic University, Beijing Normal University-Hong Kong Baptist University United International College and Hong Kong Polytechnic University - School of Accounting and Finance
Downloads 60 (430,874)

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COVID19, supplier concentration, supplier disclosure, stock price effect, industry neutral portfolio

8.

Underwriter Compensation, Marketing Effects, Investor Attention, and IPO Performance

Number of pages: 55 Posted: 20 Jan 2021
Louis T. W. Cheng, Gang Hu and Siyuan Yan
The Hang Seng University of Hong Kong - Department of Economics and Finance, Hong Kong Polytechnic University - School of Accounting and Finance and Hong Kong Polytechnic University - School of Accounting and Finance
Downloads 45 (488,959)

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Underwriter Compensation, Marketing Effects, Investor Attention, IPO Performance

9.

Relative Valuation Effects of Local and International Analysts’ Voting: The Case of Investor Relations Award

Number of pages: 57 Posted: 04 Aug 2018 Last Revised: 04 Oct 2018
Louis T. W. Cheng, Allen C. C. Ng and Jianfu Shen
The Hang Seng University of Hong Kong - Department of Economics and Finance, Hong Kong Polytechnic University and The Hong Kong Polytechnic University
Downloads 34 (541,149)

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Certification Effect, Announcement Effect, Stock Price Valuation, Liquidity, R-Square, Synchronicity, Information Environment, Ownership Concentration, Earnings Forecast

10.

Revisiting the Corroboration Effects of Earnings and Dividend Announcements

Accounting and Finance, Vol. 46, No. 2, pp. 221-241, June 2006
Number of pages: 21 Posted: 12 Jun 2006
Louis T. W. Cheng and Tak Yan Leung
The Hang Seng University of Hong Kong - Department of Economics and Finance and City University of Hong Kong (CityUHK) - Department of Accountancy
Downloads 29 (568,614)
Citation 1
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11.

Information Content and Timing of Earnings Announcements

Number of pages: 27 Posted: 06 Feb 2005
Gongmeng Chen, Louis T. W. Cheng and Ning Daniel Gao
Hong Kong Polytechnic University - School of Accounting and Finance, The Hang Seng University of Hong Kong - Department of Economics and Finance and Hong Kong Polytechnic University - School of Accounting and Finance
Downloads 20 (627,289)
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12.

Global Ranking of Accounting Programmes and the Elite Effect in Accounting Research

Accounting and Finance, Vol. 47, No. 2, pp. 187-220, June 2007
Number of pages: 34 Posted: 08 Jun 2007
Carl R. Chen, Kam C. Chan and Louis T. W. Cheng
University of Dayton, Pace University and The Hang Seng University of Hong Kong - Department of Economics and Finance
Downloads 18 (641,360)
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13.

Is There Information Content from Insider Trading Activities Preceding Earnings and Dividend Announcements in Hong Kong?

Accounting & Finance, Vol. 48, Issue 3, pp. 417-437, September 2008
Number of pages: 21 Posted: 14 Aug 2008
Louis T. W. Cheng and T. Y. Leung
The Hang Seng University of Hong Kong - Department of Economics and Finance and affiliation not provided to SSRN
Downloads 4 (747,418)
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14.

Corporate Performance Implications of Relational Demographic Differences: On Age and Titles of Chairpersons Versus General Managers of Listed Chinese Companies

British Journal of Management, Vol. 22, Issue 1, pp. 96-113, 2010
Number of pages: 18 Posted: 16 Feb 2011
Ricky Y. K. Chan, Louis T. W. Cheng and T. Y. Leung
Hong Kong Polytechnic University - Department of Management and Marketing, The Hang Seng University of Hong Kong - Department of Economics and Finance and affiliation not provided to SSRN
Downloads 2 (765,018)
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15.

Dividend Preference of Tradable-Share and Non-Tradable-Share Holders in Mainland China

Accounting & Finance, Vol. 49, Issue 2, pp. 291-316, June 2009
Number of pages: 26 Posted: 20 May 2009
Louis T. W. Cheng, Hung-Gay Fung and Tak Yan Leung
The Hang Seng University of Hong Kong - Department of Economics and Finance, University of Missouri at Saint Louis - College of Business Administration and City University of Hong Kong (CityUHK) - Department of Accountancy
Downloads 2 (765,018)
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16.

The Role of Real Options in the Takeover Premia in Mergers and Acquisitions

International Review of Economics & Finance, Vol. 61, 2019
Posted: 16 Mar 2021
University of Edinburgh, The Hang Seng University of Hong Kong - Department of Economics and Finance, Hong Kong Polytechnic University and University of Strathclyde - Strathclyde Business School

Abstract:

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Real options, Takeover premia, Acquirer abnormal returns, Target abnormal returns

17.

Interest Rate Deregulation and Banks’ Off-Balance-Sheet Activities: A Hong Kong Perspective

Applied Economics, 47:47, 5088-5102 (2015)
Posted: 28 Oct 2016
Hong Kong Polytechnic University, Hong Kong Polytechnic University - School of Accounting & Finance, University of California and The Hang Seng University of Hong Kong - Department of Economics and Finance

Abstract:

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Interest rate deregulation, Off-balance-sheet activities, Hong Kong banks

18.

The Effect of Extended Trading Tours on the Feedback Relationship between Cash and Futures Markets

Journal of Emerging Markets, 2004
Posted: 28 Dec 2011
Leo H. Chan, Kam C. Chan and Louis T. W. Cheng
Woodbury School of Business, Utah Valley University, Western Kentucky University - Department of Accounting and Finance and The Hang Seng University of Hong Kong - Department of Economics and Finance

Abstract:

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Information Flow, Hong Kong Hang Seng Index, Geweke Measures

19.

What Drives the Cash Dividend Policy of the Poorly Performing Firms in Hong Kong?

Review of Pacific Basin Financial Markets and Policies, Vol. 11, Issue 3, pp. 347-361, 2008
Posted: 21 Oct 2009
Louis T. W. Cheng, Hung-Gay Fung and T.Y. Leung
The Hang Seng University of Hong Kong - Department of Economics and Finance, University of Missouri at Saint Louis - College of Business Administration and Hong Kong Shue Yan College

Abstract:

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corporate governance, maturity, poor earnings, cash dividends

20.

China's Exchange Traded Fund: Is There a Trading Place Bias?

Review of Pacific Basin Financial Markets and Policies, Vol. 11, Issue 1, pp. 61-74, 2008
Posted: 14 Oct 2009
Louis T. W. Cheng, Hung-Gay Fung and Yiuman Tse
The Hang Seng University of Hong Kong - Department of Economics and Finance, University of Missouri at Saint Louis - College of Business Administration and University of Texas at San Antonio - College of Business

Abstract:

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Exchange traded funds, China market, Granger causality tests, EGARCH model

21.

Asymmetric Volatility and Trading Activity in Index Futures Options

Financial Review, Vol. 40, No. 3, August 2005, Pace University Accounting Research Paper No. 2005/02
Posted: 22 May 2005
Kam C. Chan, Louis T. W. Cheng and Peter P. Lung
Pace University, The Hang Seng University of Hong Kong - Department of Economics and Finance and University of Dayton

Abstract:

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Futures options, implied volatility, asymmetric response

22.

Testing the New Buying Pressure Hypothesis During the Asian Financial Crisis: Evidence from Hang Seng Index Options

Posted: 21 Jan 2005
Kam C. Chan, Louis T. W. Cheng and Peter P. Lung
Western Kentucky University - Department of Accounting and Finance, The Hang Seng University of Hong Kong - Department of Economics and Finance and University of Dayton

Abstract:

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Asian financial crisis, buying pressure

23.

Revisiting the Contemporaneous Signaling Effects of Earnings and Dividend Announcements

Posted: 19 Feb 2004
Louis T. W. Cheng and T.Y. Leung
The Hang Seng University of Hong Kong - Department of Economics and Finance and Hong Kong Shue Yan College

Abstract:

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Earnings, dividends, information asymmetry, signaling effects

24.

Predicting Mutual Fund Performance: A Portfolio Commonality Approach

Posted: 21 Aug 2003
Louis T. W. Cheng, Kam C. Chan, Lynn Pi and Larry Guin
The Hang Seng University of Hong Kong - Department of Economics and Finance, Western Kentucky University - Department of Accounting and Finance, The Institute of Financial Planners of Hong Kong and Murray State University

Abstract:

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Mutual fund, Performance, Prediction

25.

The Lead-Lag Relation between Spot and Futures Markets Under Different Short-Selling Regimes

Posted: 04 Oct 2002
Joseph K. W. Fung, Li Jiang and Louis T. W. Cheng
Hong Kong Baptist University, Hong Kong Polytechnic University and The Hang Seng University of Hong Kong - Department of Economics and Finance

Abstract:

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lead-lag relation, index futures, spot market, short-selling, informational efficiency

26.

Early Unwinding Strategy in Index Options-Futures Arbitrage

Posted: 22 Oct 1998
Louis T. W. Cheng, Joseph K. W. Fung and Castor W. S. Pang
The Hang Seng University of Hong Kong - Department of Economics and Finance, Hong Kong Baptist University and Hong Kong Baptist University (HKBU)

Abstract:

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27.

International Mutual Fund Selectivity and Market Timing During Up and Down Conditions

The Financial Review
Posted: 21 Apr 1998
Wenchi Kao, Louis T. W. Cheng and Kam C. Chan
DePaul University - Department of Finance, The Hang Seng University of Hong Kong - Department of Economics and Finance and Western Kentucky University - Department of Accounting and Finance

Abstract:

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Other Papers (1)

Total Downloads: 0
1.

Controlling Shareholder Stock Pledge, Aggravated Expropriation and Corporate Acquisitions

Posted: 23 Jun 2020 Last Revised: 13 Mar 2021
Siyuan Yan, Xiaoxu Ling and Louis T. W. Cheng
Hong Kong Polytechnic University - School of Accounting and Finance, Hong Kong Polytechnic University - School of Accounting and Finance and The Hang Seng University of Hong Kong - Department of Economics and Finance

Abstract:

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Stock pledge; Controlling shareholder; Merger and acquisition; Corporate governance