Samuel Xin Liang

Tyndale University College and Seminary

3377 Bayview Ave

North York

Toronto, Ontario M2M 3S4

Canada

  • Tyndale University College and Seminary

SCHOLARLY PAPERS

9

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CROSSREF CITATIONS

3

Scholarly Papers (9)

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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
Tyndale University College and Seminary and Hong Kong Polytechnic University
Downloads 405 (74,677)
Citation 3

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Liquidity risk, Risk premium, International markets

2.

The Systematic Pricing of Market Sentiment Shock

Downloads 327 ( 95,377)

The Systematic Pricing of Market Sentiment Shock

25th Australasian Finance and Banking Conference 2012
Number of pages: 57 Posted: 06 Nov 2006 Last Revised: 28 Mar 2019
Samuel Xin Liang
Tyndale University College and Seminary
Downloads 313 (99,579)

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Market sentiment, market sentiment shock, demand shock, consumer sentiment, investor sentiment, sentiment risk factor

The Systematic Pricing of Market Sentiment Shock

Liang, Samuel Xin (2018), The Systematic Pricing of Market Sentiment Shock, The European Journal of Finance, 24,18,1835-1860, Doi.org/10.1080/1351847X.2018.1491875.
Number of pages: 57 Posted: 15 Mar 2012 Last Revised: 02 Sep 2019
Samuel Xin Liang
Tyndale University College and Seminary
Downloads 14 (601,041)

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market sentiment, market sentiment shock, demand shock, consumer sentiment, investor sentiment, sentiment risk factor

3.

Disposal Non-Financial Wealth and Stock Market Anomalies

Ryerson University Working Paper
Number of pages: 46 Posted: 01 May 2005 Last Revised: 06 Feb 2020
Samuel Xin Liang
Tyndale University College and Seminary
Downloads 280 (112,958)

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

4.

What Drives Stock Returns in Japan?

Liang, Samuel Xin (2019), What drives stock returns in Japan? Financial Markets and Portfolio Management, 33,1,39-69, DOI/10.1007/s11408-018-0322-7.
Posted: 31 Jul 2014 Last Revised: 30 Aug 2019
Samuel Xin Liang
Tyndale University College and Seminary
Downloads 161 (191,162)

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

5.

The Driving Forces of Stock Returns in Hong Kong

Number of pages: 31 Posted: 21 Aug 2012 Last Revised: 31 Jan 2020
Samuel Xin Liang
Tyndale University College and Seminary
Downloads 150 (202,983)

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systematic risk factor, inflation rate, pricing premium, cash flow yield, return predictability

6.

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

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 52 Posted: 14 Feb 2013 Last Revised: 31 Jan 2020
Samuel Xin Liang and K.C. John Wei
Tyndale University College and Seminary and Hong Kong Polytechnic University
Downloads 127 (231,846)
Citation 2

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

7.

The Driving Forces of Chinese Stock Returns

Number of pages: 52 Posted: 26 Dec 2018 Last Revised: 05 Sep 2019
Kalok Chan and Samuel Xin Liang
CUHK Business School and Tyndale University College and Seminary
Downloads 65 (355,252)

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Systematic Risk Factor, RMB Appreciation, GDP Growth, Momentum Factor, Return Predictability

8.

Market Volatility Risk and Stock Returns Around the World: Implications for Multinational Corporations

Liang, Samuel Xin and K.C. John Wei (2019), Market Volatility Risk and Stock Returns around the World: Implication for Multinational Corporations, International Review of Finance, Doi.org/10.1111/irfi.12252.
Number of pages: 52 Posted: 10 May 2006 Last Revised: 06 Feb 2020
Samuel Xin Liang and K.C. John Wei
Tyndale University College and Seminary and Hong Kong Polytechnic University
Downloads 30 (484,816)
Citation 2

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

9.

What Drives Stock Returns in South Korea?

Number of pages: 40 Posted: 05 Dec 2018 Last Revised: 25 Feb 2019
Samuel Xin Liang
Tyndale University College and Seminary
Downloads 27 (500,415)

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systematic risk factor, pricing premium, momentum factor, GDP growth, return predictability