Ji-Chai Lin

Hong Kong PolyU

Chair Professor of Finance

M715, Li Ka Shing Tower

Hung Hom, Kowloon

China

SCHOLARLY PAPERS

23

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Top 14,938

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24

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Scholarly Papers (23)

1.

Why Have Auctions Been Losing Market Shares to Bookbuilding in IPO Markets?

EFMA 2003 Helinski Meetings
Number of pages: 55 Posted: 27 Jun 2003
Ji-Chai Lin, Yi-Tsung Lee and Yu-Jane Liu
Hong Kong PolyU, Peking University - Guanghua School of Management and National Chengchi University (NCCU) - Department of Finance and Banking
Downloads 378 (76,198)

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2.

SEO Timing, the Cost of Equity Capital, and Liquidity Risk

Number of pages: 48 Posted: 23 Jan 2010
Ji-Chai Lin and YiLin Wu
Hong Kong PolyU and National Taiwan University - Department of Economics
Downloads 361 (80,443)

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Liquidity risk, Seasoned equity offerings, SEO timing, Cost of equity capital

3.

What do stock price levels tell us about the firms?

Journal of Corporate Finance, Vol. 46, 2017
Number of pages: 49 Posted: 16 Mar 2012 Last Revised: 03 Aug 2017
Konan Chan, Fengfei Li, Tse-Chun Lin and Ji-Chai Lin
National Chengchi Unversity (NCCU) - Finance, Deakin University - Faculty of Business and Law, The University of Hong Kong - Faculty of Business and Economics and Hong Kong PolyU
Downloads 281 (106,161)

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Stock price level, price informativeness, O/S, future earnings, stock splits

4.

Stock Splits and the Trading Speed Improvement Hypothesis

Number of pages: 47 Posted: 25 Mar 2008
Ji-Chai Lin, Wen Yu and Ajai K. Singh
Hong Kong PolyU, University of St. Thomas - Opus College of Business and Department of Finance, University of Central Florida
Downloads 281 (106,161)

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Stock Splits, Liquidity, Trading Speed, Trading Costs

5.

Information, Sophistication, and Foreign Versus Domestic Investors' Performance

Number of pages: 42 Posted: 22 Mar 2007 Last Revised: 18 Oct 2011
University of Mississippi, Texas A&M University - Department of Finance, Hong Kong PolyU and National Chengchi University (NCCU) - Department of Finance and Banking
Downloads 191 (155,586)

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Closed-end Funds, Open-ending, Foreign Investors, Domestic Investors

6.

What Percentage of Common Stocks are Mispriced?

EFA 2001 Barcelona Meetings
Number of pages: 36 Posted: 10 Jul 2001
University of Alaska Fairbanks - School of Management (SOM), Hong Kong PolyU and Louisiana State University - E.J. Ourso College of Business Administration
Downloads 176 (167,443)

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7.

Stock Prices, Investor Short-Termism, and Innovation

Number of pages: 51 Posted: 21 Nov 2014
Huong T. T. Le and Ji-Chai Lin
Northeastern Illinois University and Hong Kong PolyU
Downloads 170 (172,700)

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Share price, innovation, institutional ownership, short-termism

8.

The Speed of Adjustment of Prices to Private Information: Empirical Tests

Journal of Financial Research, Vol. 18, No. 2, Summer 1995
Number of pages: 14 Posted: 23 May 2006
Ji-Chai Lin and Michael S. Rozeff
Hong Kong PolyU and SUNY at Buffalo - Department of Financial & Managerial Economics
Downloads 167 (175,380)

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strong form efficiency, private information, speed of adjustment

9.

Variance, Return, and High-Low Price Spreads

Journal of Financial Research, Vol. 17, No. 3, Fall 1994
Number of pages: 19 Posted: 23 May 2006
Ji-Chai Lin and Michael S. Rozeff
Hong Kong PolyU and SUNY at Buffalo - Department of Financial & Managerial Economics
Downloads 159 (182,852)

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variance, high-low spread, garch, volatility, stock returns

10.

Inferring Price Discovery from Frictional Markets

Number of pages: 28 Posted: 05 Mar 2000
Kevin C.H. Chiang and Ji-Chai Lin
University of Alaska Fairbanks - School of Management (SOM) and Hong Kong PolyU
Downloads 125 (221,998)

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11.

Capital Market Behavior and Operational Announcements of Layoffs, Operation Closings, and Pay Cuts

Review of Quantitative Finance and Accounting, Vol. 3, 1993
Number of pages: 17 Posted: 23 May 2006
Ji-Chai Lin and Michael S. Rozeff
Hong Kong PolyU and SUNY at Buffalo - Department of Financial & Managerial Economics
Downloads 117 (233,271)

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operation closings, cost-cutting, layoffs, pay cuts, stock returns

12.

Why Have Many U.S.-Listed Chinese Firms Announced Delisting Recently?

Number of pages: 49 Posted: 14 May 2018 Last Revised: 04 Sep 2018
Gang Hu, Ji-Chai Lin, Owen Wong and Manning Yu
Hong Kong Polytechnic University - School of Accounting and Finance, Hong Kong PolyU, Hong Kong Polytechnic University and Hong Kong Polytechnic University
Downloads 115 (236,283)

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Going Private and Delisting, Share Reissuance and Relisting, Government Policy and Regulation, Undervaluation, Variable Interest Entity, ADR and CDR

13.

Price Adjustment Delays and Arbitrage Costs: Evidence from the Behavior of Convertible Preferred Prices

Journal of Financial and Quantitative Analysis, Vol. 30, No. 1, March 1995
Number of pages: 21 Posted: 19 May 2006
Ji-Chai Lin and Michael S. Rozeff
Hong Kong PolyU and SUNY at Buffalo - Department of Financial & Managerial Economics
Downloads 96 (267,515)

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arbitrage costs, price delays, convertible preferred

14.

Aggregate Analyst Forecast Errors, Stock Market Liquidity, and the Economy

Number of pages: 62 Posted: 16 Feb 2018
Hong Kong PolyU, Louisiana State University, Baton Rouge - Department of Accounting and Minjiang University - Newhuadu Business School
Downloads 75 (313,640)

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aggregate analyst earnings forecast errors, business cycle, stock market liquidity

15.

Do Terrorist Attacks Make Inventors More Risk Taking?

Number of pages: 49 Posted: 03 Feb 2019
Yue Luo, Yangyang Chen and Ji-Chai Lin
Hong Kong Polytechnic University, School of Accounting and Finance, Students, Hong Kong Polytechnic University - Faculty of Business and Hong Kong PolyU
Downloads 42 (409,170)

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Terrorist Attacks; Inventor Productivity; Innovation; Innovation Strategy

16.

Stock Price Delay and the Business Cycle

Number of pages: 52 Posted: 16 Feb 2018
Ji-Chai Lin and Ping-Wen Sun
Hong Kong PolyU and Minjiang University - Newhuadu Business School
Downloads 16 (534,800)

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price delay, business cycle, flight-to-quality

17.

Stock Splits as a Corporate Governance Device

Number of pages: 35 Posted: 22 Mar 2009
C. Wei Li and Ji-Chai Lin
University of Iowa and Hong Kong PolyU
Downloads 13 (552,460)

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stock split, signal, corporate governance, liquidity, managerial incentive, moral hazard

18.

Does Economic Policy Uncertainty Drive Corporate Lobbying?

Number of pages: 55 Posted: 31 Jul 2018
Longfei Shang, Walid Saffar and Ji-Chai Lin
Hong Kong Polytechnic University, Hong Kong Polytechnic University - School of Accounting and Finance and Hong Kong PolyU
Downloads 36

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Economic Policy Uncertainty; Lobbying Decision; Lobbying Entry Barriers

Underwriting Fees and Shareholder Rights

Journal of Business Finance and Accounting, Forthcoming
Posted: 17 Feb 2013
Bahar Ulupinar and Ji-Chai Lin
West Chester University of Pennsylvania and Hong Kong PolyU

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Shareholder Rights, Analyst Coverage, SEOs, Gross Spreads

20.

Dividend Policy, Signaling, and Discounts on Closed-End Funds

Journal of Financial Economics (JFE), Vol. 81, No. 3, 2006
Posted: 28 Aug 2011 Last Revised: 18 Oct 2011
Shane A. Johnson, Ji-Chai Lin and Kyojik Song
Texas A&M University - Department of Finance, Hong Kong PolyU and Sungkyunkwan University

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Dividend policy, Signaling, Closed-funds, Compensation

21.

Clientele Effects and Cross-Security Market Making: Evidence from Calls of Convertible Preferred Securities

Financial Management, Vol. 27, No. 4, Winter 1998
Posted: 19 Feb 1999
John S. Howe, Ji-Chai Lin and Ajai K. Singh
University of Missouri at Columbia - Department of Finance, Hong Kong PolyU and Department of Finance, University of Central Florida

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22.

Trade Size and Components of the Bid-Ask Spread

REVIEW OF FINANCIAL STUDIES, Vol. 8 No. 4
Posted: 09 Jul 1998
Hong Kong PolyU, Michigan State University - Department of Finance and Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration

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23.

Market Structure, Informed Trading, and Analysts' Recommendations

Journal of Financial and Quantitative Analysis, December 1997
Posted: 09 Jan 1998
Myron B. Slovin, Sok Tae Kim and Ji-Chai Lin
Louisiana State University, Baton Rouge - Department of Finance, Dong Suh Securities Co. Ltd. and Hong Kong PolyU

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