R.S.K. Tan

National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN)

Associate Professor

Singapore

SCHOLARLY PAPERS

7

DOWNLOADS

791

TOTAL CITATIONS

13

Scholarly Papers (7)

1.

The Information Value of Stock Lending Fees: Are Lenders Price Takers?

Review of Finance, 21, 2353–2377, 2017
Number of pages: 40 Posted: 08 Dec 2016 Last Revised: 28 Feb 2019
Iowa State University - Department of Accounting and Finance, Corvinus University of Budapest, National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN) and National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN)
Downloads 264 (242,349)
Citation 12

Abstract:

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Institutional ownership; Securities lending market; Short selling; Short-sale constraints

2.

Do Short Sellers Exploit Industry Information?

Journal of Empirical Finance, Forthcoming
Number of pages: 48 Posted: 13 Dec 2015 Last Revised: 22 Sep 2018
Corvinus University of Budapest, National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN) and National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN)
Downloads 215 (296,261)
Citation 1

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Financial Distress, Industry Information, Pricing efficiency, Short selling

3.

Active Institutional Investors and Short Sale Constraints around the Global Financial Crisis

Number of pages: 44 Posted: 19 Jul 2014 Last Revised: 19 Dec 2016
Corvinus University of Budapest, National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN) and National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN)
Downloads 176 (356,220)

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Institutional ownership, Securities lending market, Short sales, Short sale constraints

4.

Dynamic Volatility Transfer in the European Oil and Gas Industry

Number of pages: 54 Posted: 21 Jan 2023 Last Revised: 02 Nov 2023
Corvinus University of Budapest, Corvinus University of Budapest and National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN)
Downloads 72 (676,984)

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Connectedness, Energy Markets, Europe, Oil and Natural Gas, Volatility Spillover JEL classification: C32, G01, G15, Q02, Q34, Q41

5.

European Equity Markets Volatility Spillover: Destabilizing Energy Risk is the New Normal

Number of pages: 62 Posted: 02 Aug 2023
Corvinus University of Budapest, Corvinus University of Budapest and National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN)
Downloads 64 (719,818)

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Climate risk, Energy systemic risk, Energy resilience, Europe, Economic stability, Spillover Index

6.

Efficiency of Regulated and Unregulated FOREX Markets: An Analysis of Onshore and Offshore Renminbi Forward Markets

International Finance Review, Vol. 17, The Political Economy of Chinese Finance, Emerald Publishing
Posted: 27 May 2016
Corvinus University of Budapest, National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN) and National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN)

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FOREX Market, Onshore, offshore, China, covered interest rate parity (CIRP)

7.

Initial Public Offerings of State-Owned Enterprises: An International Study of Policy Risk

Journal of Financial and Quantitative Analysis, Forthcoming
Posted: 03 Oct 2006
Swee Sum Lam, R.S.K. Tan and Glenn Wee
National University of Singapore - NUS Business School, National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN) and Citibank Group Private Bank

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privatization, initial public offerings, underpricing, policy risk, endogeneity