Clear Water Bay
Kowloon
Hong Kong
HKUST Business School
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Complicated trades, return predictability, stand alone, conglomerate, market frictions
Capital flows, Price pressure, Return predictability, Performance persistence, Smart money effect, Stock price momentum
information, strategic release, firms, asset pricing, conference calls
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bubbles and crashes, wealth inequality, market participation, social impact
Tracked trades, Return predictability, Institutional trading, Insider trading
commodity markets, futures basis, convenience yield, commodity futures returns, theory of storage
Stock recommendations, Biased earnings forecasts, Career concerns
Liquidity, Capital mobility, Supply shocks, Treasury auctions
margin trading, leverage management, liquidation policy, contagion
Overconfidence, Active Share, Mutual fund performance
Strategic Trading, Information, Asset Management, Investment
Margin trading, leverage, contagion, network centrality
Debt misvaluation, Market timing, Security issuance, Flow-induced trading
College Major Choice, Human Capital Investment, Stock Return Skewness, News Tone Skewness, Salience
advertising, catering, insider sales, equity offerings, investor attention
Industry window dressing, opportunistic management, discontinuity, favorable industries
Macroeconomic Announcements, Yield Drift, Bond Supply, Liquidity Provision
Long-Short Equity Mutual Funds, Cash Holdings, Portfolio Beta, Fund Performance, Flow-Performance Relations
government bonds, informed trading, return predictability, asset managers
Government bonds, informed trading, return predictability, asset managers
Social Interaction, Investor Communication, Information Diffusion
Covid crisis, gilt yields, variation margin, FX derivatives, global reserve currency, currency hedging, dollar assets
Sovereign CDS, Return predictability, Trade networks, Limited attention, Information aggregation
Investor Disagreement, Belief Crossing, Portfolio Discounts
Mutual Funds, Intra-quarter Trading, Novel Method, ESG, Window Dressing
bubbles and crashes, market participation, social impact, Wealth Inequality
betting against beta, crowded trades, positive-feedback trading
asset managers, Government bonds, Informed trading, return predictability
bond supply, Macroeconomics announcements, yield drift, liquidity provision