Pokfulam Road
Hong Kong
China
The University of Hong Kong - Faculty of Business and Economics
SSRN RANKINGS
in Total Papers Downloads
Non-Fungible Tokens, Rarity, Alternative investments, Risk and return, Fintech, Blockchain
Risk exposure, Abnormal return, Private equity
Risk exposure, abnormal return, private equity
Option trading volume, stock return predictability, information, leverage
52-week high, 52-week low, implied volatility, beta, volatility, anchoring, prospect theory, investor attention, barrier, support level, resistance level
JEL classification: F20, G32, G15, O31, Q55 climate vulnerability, patents, innovation, R&D, climate risk, climate change
Informed traders, corporate events, implied volatility spread, implied volatility skew, short-sale constraint
superstition, limit order clustering, investment performance, individual investors
mergers and acquisitions, short-selling threat, external corporate governance, lending supply, announcement returns
Informed traders, analyst tipping, implied volatility spread, implied volatility skew, market liquidity
Natural experiments, lottery, stock trading, substitution effect, fun and excitement
Risk-Neutral Skewness, Options Markets, Informed Trading, Earnings Announcements, Non-scheduled News Release
domestic violence, intimate partner violence, stock market losses, disutility, financial stress
Feedback effect, CEO compensation, Financial market frictions, Reg-SHO Pilot program, Managerial learning from the market
Feedback effect, CEO compensation, Transaction costs, Reg-SHO Pilot program, Decimalization
Cross-firm return predictability, Psychological barrier, 52-week high, Customer momentum
MAX, lottery-like features, skewness, individual investor preference index, cross-sectional return predictability
Merger and Acquisition, Acquirer, Informed Trading, Implied Volatility Spread, Implied Volatility Skew
limited attention, attention allocation, return co-movement, earnings surprises
salient anchor; 52-week high; analyst recommendation changes; limited attention; trading strategy
crowdfunding, social capital, formal and informal institutions, Kickstarter, moral hazard
Corporate Social Responsibility (CSR); options trading; shareholder activism; corporate governance; environmental performance; CSR investment
Reg SHO Pilot program, short selling, bank loan spread, information asymmetry, non-price contract terms
cognitive limitation, cognitive abilities, limit order clustering, investment performance, individual investors, investor learning
Bankruptcy, O/S, Informed Options Trading, Insider Trading
innovation, cash holdings, patent box, repatriation tax, R&D tax credit, institutional environment
Cryptocurrency, Bitcoin ETFs, Coinbase, GBTC, Sentiment
crowdfunding, fintech, gender differences, overconfidence, Kickstarter
Local Information Advantage, Social Media, Topical Analysis, Sentiment Analysis, Return Predictability
Attention Constraint, Financial Inclusion, Diversity, Retail Lending
anchoring; ex-day return; splits; stock dividends
Put options, short-sale costs, lending fee, short selling, 2008 Short-Sale Ban
Stock price level, price informativeness, O/S, future earnings, stock splits
big data, managerial learning, market feedback effects, financial news, R&D.
Distorted prices; Anchoring bias; Stock split; Information production; Investment-price sensitivity
Female Entrepreneurship, Intra-household Bargaining Power, Marriage Law
mergers and acquisitions, cultural difference, trust, social capital, synergies
overconfidence, index futures, day traders, individual investors, learning
bank loan pricing, firm trustworthiness, Pilot program, information asymmetry, textual analysis
earnings management, stock split, earnings surprise, post-split drift
R&D; endogenous social effects; peer effect, trade secret legal protection, high-tech firms, capital expenditure
JEL Classification: G11, G12, G41, G51 Lottery winnings, regrefulness, probability weighting, trading turnover, retail investors
EDGAR implementation, Confirmation bias, Anchoring bias, 52-week highs, Information cherry-picking, Information uncertainty
Emissions; Unintended Externalities; Supply Chain; Managerial Short-termism; NOx Budget Trading Program; Pass-through; Pollution Inequality.
disaggregation quality, bank loan spread, total cost of borrowing, disclosure quality, default risk
Domestic violence; Cannabis; Recreational marijuana legalization; Marijuana use; Retail marijuana law
Domestic violence, intimate partner violence, Cannabis, Recreational marijuana legalization, Alcohol co-use
Green investment, Retail investors, Behavioral consistency theory, Fintech App, Pro-environmental behavior
Gamification, Green investment, Retail investors, Green fintech app, Gamified social interactions, green preference, digital carbon footprint
Salience theory, Limited attention, Downside returns, Corporate bond pricing, Cross-sectional return predictability
herding, trading correlation, investment performance, individual investors, learning
Financial Social Media Platforms, Key Opinion Leaders, Information Intermediary, StockTwits, Market Efficiency
behavioral consistency; anchoring CEO; insider trading; seasoned equity offerings; mergers and acquisitions; 52-week high; uncertainty
Bank loans; Capital structure; Federal Funds Rate; R&D expenses; Firm efficiency
Bank loans, Capital structure, Federal Funds Rate, R&D expenses, Firm efficiency
governance through trading, corporate investments, mergers and acquisitions, wealth performance sensitivity, Decimalization
Foreign Bank Entry Deregulation; Stock Price Crash; Regulatory Change; Corporate Governance; Monitoring Spillover Effect; Stock Market Stability
Wealth shocks, Consumption responses, Behavioral finance, Individual investors, Financial retail therapy, Digital payment data
10-K, disaggregation quality, profitability, Tobin’s Q, stock returns
CEO risk-taking attitude, corporate innovation, bank syndicate loan, R&D, Tobin’s q
crowdfunding performance, round number heuristic, Kickstarter, fintech, entrepreneur
Tacit collusion, dominant banks, round-yard pricing, bargaining power, loan spreads, round up
risk sharing, stock price informativeness, stock split, long run stock returns, post-split return drifts
Attention allocation, investment performance, rational inattention, return co-movement, retail investors
Salience theory, Return momentum, International markets, Customer momentum, Shared analyst momentum, Industry momentum JEL classification: G02, G11, G12, G14, G15
Geopolitical Risk, Multinational Company, Cost of Debt, Bank Financing, Loan Contracting JEL Codes: F23, F51, F52, F65, G21, G32
Short selling; short interest; financial crisis; predictability; persistent risky business models
Bank loans, CECL, House prices, Mortgage, Loss recognition, Procyclicality
tick size pilot program; institutional investors; liquidity for large orders; analyst coverage; forecast accuracy; earnings conference calls
CEO overconfidence; rival firms; research and development expenditure; keeping-up-with-Joneses; innovation.
Amusement Apps, Investor Sentiment, Behavioral Finance
Catering, Environmental premium, Green ventures, BERT, Deep learning, Pre-IPO investors
Option price efficiency, Options market liquidity, Russell index reconstitution, Local linear regressions JEL Classification: G12, Stock indexing effect
Collective reputation, country trustworthiness, trust premium, corporate misconduct, imperfect information
discrimination; credit expansion; housing price; crime
audit pricing, trustworthiness, social media, natural language processing, textual analysis
Short-sales constraints, price limits, price delay
Windfall gains, Stock market participation, Taiwan receipt lottery, Stock holding diversity
Momentum, Asset pricing anomalies, Stock return predictability, Machine learning, Variable importance
private information, vested options, in-the-money, operating performance, stock underpricing, alpha
Green bonds, air quality, transboundary effect, Chinese markets, international evidence
Reference-dependent preferences, National culture, Individualism, Capital gains overhang, Volatility-related anomalies, Skewness-related anomalies
Cultural biases, trust biases, loan spread, syndicated loans, international loan market.
dark trading venues; tick size pilot program; informed trading; short selling; disciplinary effects; overinvestment
Timing is Money: Limit Order Cancellation and Investment Performance
Pick-off risk, limit orders, individual investors, investment performance JEL Classifications: G02
tick size pilot program, institutional investors, liquidity for large orders, analyst coverage, forecast accuracy
Social Media; Textual Analysis; Financial Crisis; Predictability; Seeking Alpha
mutual funds, gambling preference, maximum return, performance-flow sensitivity JEL codes: G11, G23
Extrapolative Beliefs; Extreme Returns; Maximum Daily Return; Preferences; Attention
Financial inclusion, Microfinance, Financial technology (Fin-Tech), Household Finance, R51, Crowdfunding
Arbitrage risk, Arbitrage asymmetry, Mispricing, Lottery preference
dark trading venues, tick size pilot program, informed trading, short selling, disciplinary effects, investment
dark trading venues, tick size pilot program, Informed trading, short selling, disciplinary effects, Investment
Guardians of the Biodiversity: Do Banks Care about Firm’s Biodiversity Risk?