Samuel Xin Liang

affiliation not provided to SSRN

SCHOLARLY PAPERS

6

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CITATIONS
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Top 33,227

in Total Papers Citations

6

Scholarly Papers (6)

1.

Liquidity Risk and Stock Returns Around the World

Journal of Banking and Finance, 2012, Vol. 36, No. 12, pp. 3274-3288
Number of pages: 48 Posted: 17 Feb 2005 Last Revised: 15 Jan 2015
Samuel Xin Liang and K.C. John Wei
affiliation not provided to SSRN and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 329 (65,697)
Citation 5

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Liquidity risk, Risk premium, International markets

2.

Wealth Shock and Stock Market Anomalies

Hong Kong University of Science and Technology Business and Management Working Paper
Number of pages: 45 Posted: 01 May 2005 Last Revised: 26 Nov 2014
Samuel Xin Liang
affiliation not provided to SSRN
Downloads 249 (98,947)

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consumption-based, wealth shock, demand shock, liquidity risk, size, value, growth, momentum, dynamic equilibrium

3.

The Systematic Pricing of Market Sentiment Shock

25th Australasian Finance and Banking Conference 2012, Schulich School of Business York University Working Paper
Number of pages: 56 Posted: 06 Nov 2006 Last Revised: 18 Dec 2016
Samuel Xin Liang
affiliation not provided to SSRN
Downloads 247 (91,536)
Citation 1

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Market sentiment, market sentiment shock, demand shock, consumer sentiment, investor sentiment, systematic risk, sentiment risk factor, pricing premium

4.

Volatility Risk Factors and Stock Returns around the World: Implications for Multinational Corporations

Number of pages: 51 Posted: 10 May 2006 Last Revised: 05 Dec 2016
Samuel Xin Liang and K.C. John Wei
affiliation not provided to SSRN and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 139 (487,229)

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Volatility risk factor; global volatility risk; total market volatility; idiosyncratic market volatility; market portfolio return; cost of capital

5.

Volatility Risk Factors and Stock Returns around the World: Implications for Multinational Corporations

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 51 Posted: 14 Feb 2013 Last Revised: 18 Dec 2016
Samuel Xin Liang and K.C. John Wei
affiliation not provided to SSRN and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 91 (226,918)

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Volatility risk factor; global volatility risk; total market volatility, idiosyncratic market volatility; market portfolio return; cost of capital

6.

What Drives Stock Returns in Japan?

Number of pages: 38 Posted: 31 Jul 2014 Last Revised: 22 May 2017
Samuel Xin Liang
affiliation not provided to SSRN
Downloads 85 (233,164)

Abstract:

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Systematic pricing factor, industrial production factor, dividend yield factor, cash-flow yield factor, stock return predictability