Samuel Xin Liang

Ryerson University

55 Dundas St W,

Toronto, Ontario M5G 2C3

Canada

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 40,357

SSRN RANKINGS

Top 40,357

in Total Papers Downloads

1,724

SSRN CITATIONS

4

CROSSREF CITATIONS

3

Scholarly Papers (10)

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: 10 Apr 2022
Samuel Xin Liang and K.C. John Wei
Ryerson University and Hong Kong Polytechnic University
Downloads 433 (96,640)
Citation 4

Abstract:

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Liquidity risk, Risk premium, International markets

The Systematic Pricing of Market Sentiment Shock

25th Australasian Finance and Banking Conference 2012
Number of pages: 57 Posted: 06 Nov 2006 Last Revised: 05 Mar 2020
Samuel Xin Liang
Ryerson University
Downloads 333 (129,148)
Citation 1

Abstract:

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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
Ryerson University
Downloads 18 (756,290)

Abstract:

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

3.

Wealth Shock and Stock Market Anomalies

Ryerson University Working Paper
Number of pages: 46 Posted: 01 May 2005 Last Revised: 05 Mar 2020
Samuel Xin Liang
Ryerson University
Downloads 290 (150,219)

Abstract:

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

4.

The Driving Forces of Stock Returns in Hong Kong

(1) Liang, Samuel Xin (2019), The Driving Forces of Stock Returns in Hong Kong, Accounting and Finance Research, 8, 4, 1-18 (lead article) Doi.org/10.5430/afr.v8n4p1.
Number of pages: 31 Posted: 21 Aug 2012 Last Revised: 10 Apr 2022
Samuel Xin Liang
Ryerson University
Downloads 170 (247,539)

Abstract:

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

5.

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
Ryerson University
Downloads 162 (257,765)

Abstract:

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Systematic risk factor, industrial production factor, dividend yield factor, cash flow yield factor, stock 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
Ryerson University and Hong Kong Polytechnic University
Downloads 137 (294,798)
Citation 2

Abstract:

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

7.

Do Macroeconomics Matter to Chinese Stock Returns?

Number of pages: 39 Posted: 26 Dec 2018 Last Revised: 08 Jun 2020
Kalok Chan and Samuel Xin Liang
CUHK Business School and Ryerson University
Downloads 104 (359,086)

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RMB appreciation; GDP growth; momentum factor; return predictability

8.

What Drives Stock Returns in South Korea?

Number of pages: 40 Posted: 05 Dec 2018 Last Revised: 25 Feb 2019
Samuel Xin Liang
Ryerson University
Downloads 39 (587,681)

Abstract:

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

9.

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
Ryerson University and Hong Kong Polytechnic University
Downloads 38 (593,068)
Citation 2

Abstract:

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

10.

The Predictability of Stock Returns in Taiwan

Posted: 08 Jul 2020 Last Revised: 09 Jul 2020
Samuel Xin Liang
Ryerson University

Abstract:

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Emerging Market and Return Predictability