Hung Wan Kot

University of Macau - Department of Finance and Business Economics

Macau

SCHOLARLY PAPERS

15

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2,243

SSRN CITATIONS
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SSRN RANKINGS

Top 29,616

in Total Papers Citations

4

CROSSREF CITATIONS

26

Scholarly Papers (15)

1.

Effects of Short-Sale Constraints on Stock Prices and Trading Activity: Evidence from Hong Kong and Mainland China

Number of pages: 42 Posted: 16 Mar 2010 Last Revised: 02 Apr 2010
Kalok Chan, Hung Wan Kot and Zhishu Yang
CUHK Business School, University of Macau - Department of Finance and Business Economics and Tsinghua University - School of Economics & Management
Downloads 680 (48,255)
Citation 13

Abstract:

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Short-sale constraints, overvaluation, trading activity, Hong Kong market, China A-share market

2.

What Determines the Level of Short-Selling Activity?

Financial Management, 2007, Vol 36, Issue 4, 123-141.
Number of pages: 30 Posted: 20 Aug 2007 Last Revised: 11 May 2016
Hung Wan Kot
University of Macau - Department of Finance and Business Economics
Downloads 371 (101,279)
Citation 1

Abstract:

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short selling, investor behaviours, Nasdaq bubble

3.

Return-Based Investment Strategies in the New Zealand Stock Market: Momentum Wins

Pacific Accounting Review, 2007, Vol 19, No 2, 108-124.
Number of pages: 27 Posted: 20 Aug 2007 Last Revised: 11 May 2016
Hung Wan Kot
University of Macau - Department of Finance and Business Economics
Downloads 247 (155,957)

Abstract:

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Momentum effect, New Zealand market

4.

Does Option Trading Affect the Return Predictability of Short Selling Activity?

Number of pages: 39 Posted: 09 May 2014 Last Revised: 01 Dec 2016
Kalok Chan, Hung Wan Kot and Sophie Xiaoyan Ni
CUHK Business School, University of Macau - Department of Finance and Business Economics and Hong Kong Baptist University (HKBU)
Downloads 179 (210,209)

Abstract:

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Short Sale Constraints, Behavioral, Market Efficiency, Options

5.

A Comprehensive Long-Term Analysis of S&P 500 Index Additions and Deletions

Journal of Banking and Finance, Vol. 37, 2013
Number of pages: 39 Posted: 15 Nov 2015
Kalok Chan, Hung Wan Kot and Gordon Y. N. Tang
CUHK Business School, University of Macau - Department of Finance and Business Economics and Hong Kong Baptist University
Downloads 121 (289,728)
Citation 3

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S&P 500 Index Revision, Long-run Performance, Operating Performance, Information Quality, Liquidity

6.

Do Short Sellers Use Textual Information? Evidence from Annual Reports

Number of pages: 47 Posted: 16 Oct 2020
University of Macau - Department of Finance and Business Economics, Singapore Management University - Lee Kong Chian School of Business, University of Macau - Faculty of Business Administration and Hong Kong Polytechnic University
Downloads 107 (313,945)

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Short selling; Annual reports; Textual analysis; Stock returns; Information environment

Is the Growth-Value Anomaly Related to the Asset Growth Anomaly?

Number of pages: 42 Posted: 24 Sep 2016 Last Revised: 31 Oct 2016
Hung Wan Kot and FY Eric Lam
University of Macau - Department of Finance and Business Economics and Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR)
Downloads 77 (389,612)

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Market-to-book equity ratio, total asset growth, expectation errors, bankruptcy risk, gross profitability, limits to arbitrage

Is the Growth-Value Anomaly Related to the Asset Growth Anomaly?

Number of pages: 42 Posted: 30 Jan 2017
Hung Wan Kot and FY Eric Lam
University of Macau - Department of Finance and Business Economics and Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR)
Downloads 23 (638,874)

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Market-to-book equity ratio, total asset growth, expectation errors, bankruptcy risk; gross profitability, limits to arbitrage

8.

Are Stock Price More Informative after Dual-Listing in Emerging Markets? Evidence from Hong Kong-Listed Chinese Companies

Pacific-Basin Finance Journal, Vol. 36, 2016
Number of pages: 43 Posted: 15 Nov 2015 Last Revised: 01 May 2016
Hung Wan Kot and Lewis Tam
University of Macau - Department of Finance and Business Economics and Faculty of Business Administration, University of Macau
Downloads 100 (328,485)

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H-shares, Dual listings, Stock price synchronicity, Analyst coverage, Liquidity commonality

9.

All are Smart: Do Short Sellers Convey More Information than Option Investors?

Number of pages: 45 Posted: 18 Mar 2011
Kalok Chan, Hung Wan Kot and Sophie Xiaoyan Ni
CUHK Business School, University of Macau - Department of Finance and Business Economics and Hong Kong Baptist University (HKBU)
Downloads 86 (361,163)
Citation 1

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Short Sale Constraints, Price Discovery, Options, Derivatives

10.

Corporate Name Changes: Price Reactions and Long-Run Performance

Pacific-Basin Finance Journal, Vol. 19, 2011
Number of pages: 31 Posted: 15 Nov 2015
Hung Wan Kot
University of Macau - Department of Finance and Business Economics
Downloads 79 (379,896)

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Corporate name change, Hong Kong stock market, Long-run performance, Operating performance

11.

The Long-Term Performance of Index Additions and Deletions: Evidence from the Hang Seng Index

International Review of Financial Analysis, 2015, Vol 42, 407-420
Number of pages: 52 Posted: 15 Nov 2015 Last Revised: 01 May 2016
Hung Wan Kot, Harry Leung and Gordon Y. N. Tang
University of Macau - Department of Finance and Business Economics, Hong Kong University of Science & Technology (HKUST) - Department of Finance and Hong Kong Baptist University
Downloads 75 (391,285)

Abstract:

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Index revisions, Hang Seng Index, Long-term performance, Operating performance, Analyst coverage

12.

How Pervasive and Investable is the Asset Growth Anomaly?

2012 China International Conference in Finance
Number of pages: 41 Posted: 28 Sep 2017 Last Revised: 05 Mar 2020
Hung Wan Kot, FY Eric Lam and K.C. John Wei
University of Macau - Department of Finance and Business Economics, Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR) and Hong Kong Polytechnic University
Downloads 62 (432,992)

Abstract:

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asset growth; corporate investments; stock returns

13.

Are Higher Co-Moments Priced? A Tale of Two Countries

Number of pages: 40 Posted: 13 Nov 2017
Keith Lam, Liang Dong and Hung Wan Kot
University of Macau, University of Macau and University of Macau - Department of Finance and Business Economics
Downloads 36 (542,190)

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Higher co-moments; Coskewness; Cokurtosis; China stock market; UK stock market

Toward Understanding Short-Selling Activity: Demand and Supply

Accounting and Finance, Forthcoming
Posted: 19 Jan 2019
Flinders University, University of Macau - Department of Finance and Business Economics, Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR) and Hong Kong University of Science & Technology (HKUST) - Department of Finance

Abstract:

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Short selling; Demand and supply; Institutional ownership; Borrowing cost

15.

Can Contrarian Strategies Improve Momentum Profits

Journal of Investment Management, Vol. 4, No. 1, First Quarter 2006
Posted: 22 Apr 2006
Hung Wan Kot and Kalok Chan
University of Macau - Department of Finance and Business Economics and CUHK Business School

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Price reversal, momentum strategies