S. Ghon Rhee

University of Hawaii at Manoa - Shidler College of Business

K.J. Luke Chair of International Finance and Banking

2404 Maile Way

C-304, FEI/CBA

Honolulu, HI 96822

United States

University of Hawaii at Manoa - Department of Financial Economics and Institutions

Shidler College of Business

United States

  • University of Hawaii at Manoa - Shidler College of Business

  • University of Hawaii at Manoa - Department of Financial Economics and Institutions

SCHOLARLY PAPERS

42

DOWNLOADS
Rank 8,612

SSRN RANKINGS

Top 8,612

in Total Papers Downloads

10,985

TOTAL CITATIONS
Rank 5,196

SSRN RANKINGS

Top 5,196

in Total Papers Citations

207

Scholarly Papers (42)

Actions:
Email selected abstracts
1.

Market Sentiment, IPO Underpricing, and Valuation

Number of pages: 30 Posted: 25 Mar 2008
Cynthia J. Campbell, S. Ghon Rhee, Yan Du and Ning Tang
Iowa State University - Department of Accounting and Finance, University of Hawaii at Manoa - Shidler College of Business, affiliation not provided to SSRN and Wilfrid Laurier University
Downloads 1,376 (30,498)
Citation 9

Abstract:

Loading...

IPO, underpricing, valuation, sentiment, underwriter reputation, information asymmetry

2.

Foreign Institutional Ownership and Stock Market Liquidity: Evidence from Indonesia

Downloads 1,048 (45,237)
Citation 11

Foreign Institutional Ownership and Stock Market Liquidity: Evidence from Indonesia

Journal of Banking and Finance, Vol. 33, No. 7, 2009
Number of pages: 38 Posted: 15 Jul 2009
S. Ghon Rhee and Jian-Xin Wang
University of Hawaii at Manoa - Shidler College of Business and University of Technology Sydney
Downloads 797 (65,016)

Abstract:

Loading...

Foreign investors, Foreign institutions, Foreign ownership, Foreign trading, Market liberalization, Liquidity, Bid-ask spread, Depth, Price sensitivity, the Jakarta Stock Exchange, Granger causality

Foreign Institutional Ownership and Stock Market Liquidity: Evidence from Indonesia

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 34 Posted: 20 Mar 2008 Last Revised: 15 Jan 2010
S. Ghon Rhee and Jian-Xin Wang
University of Hawaii at Manoa - Shidler College of Business and University of Technology Sydney
Downloads 251 (253,399)
Citation 11

Abstract:

Loading...

foreign institutions, foreign ownership, liquidity, bid-ask spread, depth, price impact

3.

Return Reversals, Idiosyncratic Risk, and Expected Returns

Downloads 674 (81,943)
Citation 45

Return Reversals, Idiosyncratic Risk, and Expected Returns

Review of Financial Studies, Forthcoming
Number of pages: 37 Posted: 13 Jan 2009
Wei Huang, Qianqiu Liu, S. Ghon Rhee, Liang Zhang and Liang Zhang
University of Hawaii at Manoa - Shidler College of Business, University of Hawaii at Manoa - Shidler College of Business, University of Hawaii at Manoa - Shidler College of Business and University of HawaiiUniversity of Melbourne
Downloads 674 (80,792)
Citation 45

Abstract:

Loading...

return reversal, idiosyncratic risk, expected return

Return Reversals, Idiosyncratic Risk, and Expected Returns

The Review of Financial Studies, Vol. 23, Issue 1, pp. 147-168, 2010
Posted: 25 Jan 2010
Wei Huang, Qianqiu Liu, S. Ghon Rhee, Liang Zhang and Liang Zhang
University of Hawaii at Manoa - Shidler College of Business, University of Hawaii at Manoa - Shidler College of Business, University of Hawaii at Manoa - Shidler College of Business and University of HawaiiUniversity of Melbourne

Abstract:

Loading...

G12, C13

4.

Navigating through Economic Policy Uncertainty: The Role of Corporate Cash Holdings

Journal of Corporate Finance, Forthcoming
Number of pages: 76 Posted: 30 Jan 2017 Last Revised: 30 Mar 2020
Huu Nhan Duong, Justin Hung Nguyen, My Nguyen and S. Ghon Rhee
Monash University - Department of Banking and Finance, Edith Cowan University - School of Business & Law, RMIT- School of Economics, Finance and Marketing and University of Hawaii at Manoa - Shidler College of Business
Downloads 556 (104,881)
Citation 12

Abstract:

Loading...

Policy uncertainty; cash holdings; financial constraints; corporate innovation; investment.

5.

The Brokerage Firm Effect in Herding: Evidence from Indonesia

Journal of Financial Research, Forthcoming
Number of pages: 33 Posted: 14 May 2007 Last Revised: 09 Dec 2009
Sumit Agarwal, Chunlin Liu, S. Ghon Rhee and I-Ming Chiu
National University of Singapore, University of Nevada, Reno - College of Business, University of Hawaii at Manoa - Shidler College of Business and Rutgers, The State University of New Jersey - Rutgers University, Camden
Downloads 554 (105,115)

Abstract:

Loading...

Herding behavior, Foreign Investor, Domestic investor, Emerging stock market, Brokerage firm

6.

National Culture and Corporate Cash Holdings around the World

Journal of Banking and Finance, Vol. 50, 2015
Number of pages: 55 Posted: 02 Jan 2012 Last Revised: 15 May 2017
Yangyang Chen, Yiwen (Paul) Dou, S. Ghon Rhee, Cameron Truong and Madhu Veeraraghavan
City University of Hong Kong (CityU) - Department of Accountancy, Macquarie University, University of Hawaii at Manoa - Shidler College of Business, Monash University and T.A. PAI Management Institute, Finance Area
Downloads 518 (114,286)
Citation 40

Abstract:

Loading...

Cash holdings; National culture; Individualism; Uncertainty avoidance

7.

Earnings Management Behaviors Under Different Economic Environments: Evidence from Japanese Banks

Downloads 514 (115,365)

Earnings Management Behaviors Under Different Economic Environments: Evidence from Japanese Banks

Number of pages: 31 Posted: 26 Jan 2005
Sumit Agarwal, Souphala Chomsisengphet, S. Ghon Rhee and Chunlin Liu
National University of Singapore, Government of the United States of America - Office of the Comptroller of the Currency (OCC), University of Hawaii at Manoa - Shidler College of Business and University of Nevada, Reno - College of Business
Downloads 514 (113,942)

Abstract:

Loading...

Loan-loss provision, security gains, earnings management; and regulatory capital

Earnings Management Behaviors Under Different Economic Environments: Evidence from Japanese Banks

International Review of Economics and Finance, Forthcoming
Posted: 27 Dec 2005
Sumit Agarwal, Souphala Chomsisengphet, Chunlin Liu and S. Ghon Rhee
National University of Singapore, Government of the United States of America - Office of the Comptroller of the Currency (OCC), University of Nevada, Reno - College of Business and University of Hawaii at Manoa - Shidler College of Business

Abstract:

Loading...

Loan-Loss Provision, Security Gains, Earnings Management

8.

Margin Purchases and Short Sales in Emerging Markets: Their Rationales and Design Variables

World Bank Financial Sector Paper Series
Number of pages: 64 Posted: 15 Jan 2009
Tadashi Endo and S. Ghon Rhee
Independent and University of Hawaii at Manoa - Shidler College of Business
Downloads 484 (124,032)
Citation 7

Abstract:

Loading...

Emerging markets, Margin purchases, Short sales, Short selling, Stock borrowing and lending

9.

The Impact of Economic Policy Uncertainty on Stock Liquidity: Cross-sectional Effects and Economic Channels

Number of pages: 59 Posted: 20 Dec 2017 Last Revised: 25 Nov 2020
Huu Nhan Duong, Chandra Krishnamurti, Justin Hung Nguyen, My Nguyen and S. Ghon Rhee
Monash University - Department of Banking and Finance, University of Southern Queensland, Edith Cowan University - School of Business & Law, RMIT- School of Economics, Finance and Marketing and University of Hawaii at Manoa - Shidler College of Business
Downloads 408 (151,746)
Citation 3

Abstract:

Loading...

Policy Uncertainty, Stock Liquidity, Information Asymmetry, Cash-flow Risk, Funding Liquidity

10.

Local Gambling Preferences and Corporate Innovative Success

Journal of Financial and Quantitative Analysis (JFQA), Vol. 49, No. 1, Feb. 2014, pp. 77–106, FIRN Research Paper
Number of pages: 59 Posted: 07 Feb 2014 Last Revised: 22 Jul 2014
Yangyang Chen, Edward Podolski, S. Ghon Rhee and Madhu Veeraraghavan
City University of Hong Kong (CityU) - Department of Accountancy, Royal Melbourne Institute of Technolog (RMIT University) - School of Economics, Finance and Marketing, University of Hawaii at Manoa - Shidler College of Business and T.A. PAI Management Institute, Finance Area
Downloads 371 (168,784)
Citation 14

Abstract:

Loading...

Innovation, Catholics-to-Protestants ratio, Gambling preferences, CEO overconfidence

11.

Investor Demand for Ipos and Aftermarket Performance: Evidence from the Hong Kong Stock Market

Downloads 365 (171,874)
Citation 11

Investor Demand for Ipos and Aftermarket Performance: Evidence from the Hong Kong Stock Market

Working Paper No. 10-4
Number of pages: 33 Posted: 07 Dec 2004
Sumit Agarwal, Chunlin Liu and S. Ghon Rhee
National University of Singapore, University of Nevada, Reno - College of Business and University of Hawaii at Manoa - Shidler College of Business
Downloads 365 (170,324)
Citation 11

Abstract:

Loading...

Initial Public Offering, Aftermarket Performance, Investor Demand

Investor Demand for Ipos and Aftermarket Performance: Evidence from the Hong Kong Stock Market

Journal of International Financial Markets, Institutions and Money, Forthcoming
Posted: 07 Jun 2006
Sumit Agarwal, Chunlin Liu and S. Ghon Rhee
National University of Singapore, University of Nevada, Reno - College of Business and University of Hawaii at Manoa - Shidler College of Business

Abstract:

Loading...

Initial Public Offering, Aftermarket Performance, Investor Demand

12.

Limits-to-Arbitrage in US Penny Stocks: An Overlooked Segment of US Equity Markets

Asian Finance Association (AsianFA) 2015 Conference Paper
Number of pages: 36 Posted: 15 Feb 2015
Qianqiu Liu, S. Ghon Rhee, Liang Zhang and Liang Zhang
University of Hawaii at Manoa - Shidler College of Business, University of Hawaii at Manoa - Shidler College of Business and University of HawaiiUniversity of Melbourne
Downloads 348 (181,064)
Citation 1

Abstract:

Loading...

Listed Penny Stocks, Asset Pricing Model, Trading Strategies, Short- Sale Constraints, Limits-to-Arbitrage, Institutional Ownership, Idiosyncratic Volatility

13.

Shareholder Perks in Japan: Price Movement and Trading Volume Around Ex-Benefit Days

Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 38 Posted: 09 May 2016
Wei Huang, S. Ghon Rhee, Katsushi Suzuki and Taeko Yasutake
University of Hawaii at Manoa - Shidler College of Business, University of Hawaii at Manoa - Shidler College of Business, Hitotsubashi University - Graduate School of International Corporate Strategy and Soka University
Downloads 308 (206,517)
Citation 4

Abstract:

Loading...

14.

Why Do Foreign Investors Underperform Domestic Investors in Trading Activities? Evidence from Indonesia

Journal of Financial Markets, Forthcoming
Number of pages: 37 Posted: 01 Feb 2007 Last Revised: 09 Mar 2008
Sumit Agarwal, Sheri Faircloth, S. Ghon Rhee and Chunlin Liu
National University of Singapore, University of Nevada, Reno - College of Business Administration, University of Hawaii at Manoa - Shidler College of Business and University of Nevada, Reno - College of Business
Downloads 307 (207,247)
Citation 4

Abstract:

Loading...

Trading performance, Foreign Investor, Domestic investor, Poor timing of trade hypothesis, Information advantage hypothesis, Aggressive trading hypothesis, Initiated orders, Non-initiated orders, Indonesian stock market

15.

Is the London Market Competitive? A Study of Trading Behavior of London Market Makers

Number of pages: 40 Posted: 04 Nov 2000
Rosita P. Chang, Chunlin Liu and S. Ghon Rhee
University of Hawaii at Manoa - Department of Financial Economics and Institutions, University of Rhode Island and University of Hawaii at Manoa - Shidler College of Business
Downloads 271 (235,875)
Citation 4

Abstract:

Loading...

16.

Extreme Downside Risk and Expected Stock Returns

Journal of Banking and Finance, Vol. 36, No. 5, 2012, 1492-1502
Number of pages: 34 Posted: 22 Mar 2009 Last Revised: 17 May 2012
Wei Huang, Qianqiu Liu, S. Ghon Rhee and Feng Wu
University of Hawaii at Manoa - Shidler College of Business, University of Hawaii at Manoa - Shidler College of Business, University of Hawaii at Manoa - Shidler College of Business and University of Macau - Faculty of Business Administration
Downloads 264 (242,202)
Citation 10

Abstract:

Loading...

Extreme Downside Risk, Generalized Extreme Value Distribution, Idiosyncratic Volatility, Bankruptcy Risk

17.

Do Macroeconomic Factors Subsume Market Anomalies in Long Investment Horizons?

Number of pages: 40 Posted: 09 Jun 2004
Pin-Huang Chou, Wen-Shen Li, S. Ghon Rhee and Jane-Sue Wang
National Central University, National Central University - Department of Finance, University of Hawaii at Manoa - Shidler College of Business and Ming Chuan University - Department of Economics
Downloads 255 (250,935)

Abstract:

Loading...

investment horizon, beta, size, book-to-market equity, CAPM, macroeconomic factors

18.

Another Look at Idiosyncratic Volatility and Expected Returns

Journal of Investment Management, Vol. 9, No. 4, 2011, 26-51
Number of pages: 48 Posted: 20 Mar 2009 Last Revised: 19 May 2012
Wei Huang, Qianqiu Liu, S. Ghon Rhee, Liang Zhang and Liang Zhang
University of Hawaii at Manoa - Shidler College of Business, University of Hawaii at Manoa - Shidler College of Business, University of Hawaii at Manoa - Shidler College of Business and University of HawaiiUniversity of Melbourne
Downloads 239 (267,469)
Citation 15

Abstract:

Loading...

idiosyncratic volatility, return reversals

19.

Why CEOs File Bankruptcy in Delaware

Number of pages: 27 Posted: 27 Jun 2007
Gregory R. Stone and S. Ghon Rhee
University of Nevada, Reno and University of Hawaii at Manoa - Shidler College of Business
Downloads 229 (278,789)

Abstract:

Loading...

Bankruptcy, Delaware, agency theory

20.

Foreign Exchange Market Efficiency Under Recent Crises: Asia-Pacific Focus

Journal of International Money and Finance, Vol. 31, No. 6, 2012
Number of pages: 26 Posted: 22 Aug 2011 Last Revised: 08 Aug 2012
Rubi Ahmad, S. Ghon Rhee and Yuen Meng Wong
University of Malaya (UM), University of Hawaii at Manoa - Shidler College of Business and University of Malaya (UM) - Faculty of Business & Accountancy
Downloads 226 (282,380)
Citation 4

Abstract:

Loading...

Foreign exchange market efficiency, Forward unbiasedness hypothesis, Cointegration, Asia-Pacific Currencies

21.

Accounting Quality and Investment Efficiency in a Bank-Centered Economy: Evidence from the 2001 Bank Shareholding Limitation Act of Japan

Number of pages: 46 Posted: 13 Aug 2020
Masahiro Enomoto, Boochun Jung, S. Ghon Rhee and Akinobu Shuto
Kobe University - Research Institute for Economics & Business Administration, University of Hawaii at Manoa - School of Accountancy, University of Hawaii at Manoa - Shidler College of Business and University of Tokyo - Graduate School of Economics
Downloads 211 (301,380)

Abstract:

Loading...

accounting quality; investment efficiency; information asymmetry; bank-centered economy; private debt; cross-shareholdings.

22.

Institutional Trading Performance in a Retail Investor Dominated Emerging Market

Number of pages: 43 Posted: 09 Mar 2011
Wei Li, S. Ghon Rhee and Steven Shuye Wang
Hong Kong Polytechnic University - School of Accounting and Finance, University of Hawaii at Manoa - Shidler College of Business and School of Business, Renmin University of China
Downloads 168 (370,868)

Abstract:

Loading...

institutional trades, performance, persistence, information

23.

Anything Wrong with Breaking a Buck? An Empirical Evaluation of Nasdaq’s $1 Minimum Bid Price Maintenance Criterion

Journal of Financial Markets, Forthcoming
Number of pages: 50 Posted: 07 Oct 2011
S. Ghon Rhee and Feng Wu
University of Hawaii at Manoa - Shidler College of Business and University of Macau - Faculty of Business Administration
Downloads 163 (380,612)

Abstract:

Loading...

Exchange listing standards, Low-priced stocks, Extreme tail risk, NASDAQ

24.

Golden Handcuffs and Corporate Innovation: Evidence from Defined Benefit Pension Plans

Review of Corporate Finance Studies, Forthcoming
Number of pages: 59 Posted: 08 Jul 2021 Last Revised: 02 Aug 2021
Huu Nhan Duong, Bin Qiu and S. Ghon Rhee
Monash University - Department of Banking and Finance, Depauw University - Department of Economics and Management and University of Hawaii at Manoa - Shidler College of Business
Downloads 157 (393,013)
Citation 5

Abstract:

Loading...

Corporate innovation, defined benefit pension plan, employee compensation, human capital

25.

A Retrospective Evaluation of the Pacific-Basin Finance Journal: 1993-2002

Dice Center Working Paper No. 2002-9
Number of pages: 35 Posted: 22 Nov 2003
Kalok Chan, George Andrew Karolyi and S. Ghon Rhee
CUHK Business School, Cornell University - SC Johnson College of Business and University of Hawaii at Manoa - Shidler College of Business
Downloads 147 (414,953)

Abstract:

Loading...

26.

Underwriting in the Australian IPO Markets: Determinants and Pricing

Number of pages: 65 Posted: 29 May 2019
Alastair Marsden, Zoltan Murgulov, S. Ghon Rhee and Madhu Veeraraghavan
University of Auckland Business School, Monash University - Department of Banking and Finance, Monash Business School, University of Hawaii at Manoa - Shidler College of Business and T.A. PAI Management Institute, Finance Area
Downloads 140 (431,278)

Abstract:

Loading...

Initial public offerings; Commitments test entity; Underwriting; Bookbuild; Australian Securities Exchange

27.

Do Low Search Costs Facilitate Like-buys-like Mergers? Evidence from Common Bank Networks

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 76 Posted: 18 Feb 2021 Last Revised: 03 Mar 2021
Jiakai Chen, Joon Ho Kim and S. Ghon Rhee
University of Hawaii, University of Hawaii at Manoa and University of Hawaii at Manoa - Shidler College of Business
Downloads 118 (493,082)

Abstract:

Loading...

Search costs, Common bank network, Asset complementarity, Like-buys-like mergers, Synergy

28.

Real Asset Liquidity and Corporate Innovation

Asian Finance Association (AsianFA) 2015 Conference Paper
Number of pages: 59 Posted: 17 Feb 2015
Henry Hongren Huang, Guan-Ying Huang and S. Ghon Rhee
National Central University, Southwestern University of Finance and Economics (SWUFE) - School of Finance and University of Hawaii at Manoa - Shidler College of Business
Downloads 101 (552,807)

Abstract:

Loading...

Asset Liquidity, R&D, Innovation

29.

The Impact of Accounting Quality on Investment Efficiency: Evidence from the 2001 Bank Shareholding Limitation Act of Japan

Number of pages: 46 Posted: 21 Mar 2024
S. Ghon Rhee, Masahiro Enomoto, Boochun Jung and Akinobu Shuto
University of Hawaii at Manoa - Shidler College of Business, Kobe University, University of Hawaii at Manoa - School of Accountancy and University of Tokyo - Graduate School of Economics
Downloads 75 (661,589)

Abstract:

Loading...

accounting quality, investment efficiency, information asymmetry, bank-centered economy, private debt, cross-shareholdings.

30.

Do Progressive Social Norms Affect Economic Outcomes? Evidence from Corporate Takeovers

Journal of Empirical Finance, Forthcoming
Number of pages: 52 Posted: 11 Jan 2017
Yangyang Chen, Edward Podolski, S. Ghon Rhee and Madhu Veeraraghavan
City University of Hong Kong (CityU) - Department of Accountancy, Royal Melbourne Institute of Technolog (RMIT University) - School of Economics, Finance and Marketing, University of Hawaii at Manoa - Shidler College of Business and T.A. PAI Management Institute, Finance Area
Downloads 73 (671,452)
Citation 1

Abstract:

Loading...

Religion, Corporate takeovers, Mainline Protestants, Behavioral finance

31.

Folklore Narratives and IPO Outcomes

Number of pages: 59 Posted: 21 Jun 2024
Huu Nhan Duong, Abhinav Goyal and S. Ghon Rhee
Monash University - Department of Banking and Finance, University of Birmingham and University of Hawaii at Manoa - Shidler College of Business
Downloads 71 (681,481)

Abstract:

Loading...

Folklore, Accountability, IPOs, information disclosure, Social Trust, Antisocial Behavior

32.

Nominal Stock Price Anchors: A Global Phenomenon?

HKUST IEMS Working Paper No. 2019-64
Number of pages: 34 Posted: 15 Jul 2019
Kee-Hong Bae, Utpal Bhattacharya, Jisok Kang and S. Ghon Rhee
York University - Schulich School of Business, HKUST Business School, John Carroll University - Department of Economics & Finance and University of Hawaii at Manoa - Shidler College of Business
Downloads 70 (686,573)
Citation 4

Abstract:

Loading...

anchoring, norms, nominal share price, stock splits, reverse stock splits

33.

CEO Inside Debt and Convertible Bonds

Journal of Business Finance & Accounting, Vol. 45, Issue 1-2, pp. 232-249, 2018
Number of pages: 43 Posted: 06 Sep 2018 Last Revised: 16 Sep 2018
Wei-Hsien Li, S. Ghon Rhee and Carl Hsin-han Shen
National Central University - Department of Finance, University of Hawaii at Manoa - Shidler College of Business and Macquarie University, Macquarie Business School
Downloads 66 (708,030)
Citation 3

Abstract:

Loading...

convertible bond, inside debt, risk shifting

34.

CEO Inside Debt and Convertible Bonds

Forthcoming, Journal of Business Finance & Accounting
Number of pages: 43 Posted: 22 Sep 2017
Wei-Hsien Li, S. Ghon Rhee and Carl Hsin-han Shen
National Central University, University of Hawaii at Manoa - Shidler College of Business and Macquarie University, Macquarie Business School
Downloads 58 (754,789)

Abstract:

Loading...

Convertible bond; Inside debt; Risk shifting

35.

The Development of East Asian Bond Markets (Presentation Slides)

3rd Chapman Conference on Money and Finance - Financial Market Development in Emerging Asia: Impact on Corporate Performance, Capital Flows and Politics | May 4, 2018
Number of pages: 25 Posted: 26 Jul 2019
S. Ghon Rhee
University of Hawaii at Manoa - Shidler College of Business
Downloads 52 (794,491)

Abstract:

Loading...

Bond Markets, Regional Markets, East Asia

36.

Large Trade Based Manipulation: Beyond the Prosecuted Cases

Journal of Corporate Finance, Vol. 42, 2017
Posted: 09 Nov 2017
Suman Neupane, S. Ghon Rhee, Kulunu Vithanage and Madhu Veeraraghavan
Griffith University - Department of Accounting, Finance and Economics, University of Hawaii at Manoa - Shidler College of Business, Griffith University- Department of Accounting, Finance and Economics and T.A. PAI Management Institute, Finance Area

Abstract:

Loading...

Manipulation, Trade-based manipulation, Pump-and-dump scheme, Indian IPOs

37.

The Low Volatility Anomaly in Australian Stock Returns

30th Australasian Finance and Banking Conference 2017
Posted: 09 Oct 2017 Last Revised: 21 Sep 2018
Joshua Bay, Qianqiu Liu, Jonathan J. Reeves, S. Ghon Rhee and Haifeng Wu
University of New South Wales (UNSW), School of Banking and Finance, Students, University of Hawaii at Manoa - Shidler College of Business, UNSW Business School, University of New South Wales, University of Hawaii at Manoa - Shidler College of Business and UNSW Australia Business School, School of Banking and Finance

Abstract:

Loading...

Returns anomaly, realized volatility, CAPM, factor models

38.

Another Look at Idiosyncratic Volatility and Expected Returns

Journal Of Investment Management (JOIM), Fourth Quarter 2011
Posted: 25 May 2012
Victor Huang, Qianqiu Liu, S. Ghon Rhee and Liang Zhang
affiliation not provided to SSRN, University of Hawaii at Manoa - Shidler College of Business, University of Hawaii at Manoa - Shidler College of Business and affiliation not provided to SSRN

Abstract:

Loading...

Idiosyncratic volatility, January effect, return reversals

39.

Where Does Price Discovery Occur for Stocks Traded in Multiple Markets? Evidence from Hong Kong and London Stocks

Posted: 07 Dec 2004
Sumit Agarwal, Chunlin Liu and S. Ghon Rhee
National University of Singapore, University of Rhode Island and University of Hawaii at Manoa - Shidler College of Business

Abstract:

Loading...

Dually-listed stocks, Price discovery, Liquidity-driven trading

40.

Taxes, Keiretsu Affiliation, and Income Shifting

Posted: 11 Mar 2004
Jeffrey Gramlich, Piman Limpaphayom and S. Ghon Rhee
Carson College of Business, Sasin GIBA of Chulalongkorn University and University of Hawaii at Manoa - Shidler College of Business

Abstract:

Loading...

Keiretsu, income shifting, marginal tax rate

41.

Price Limit Performance: Evidence from the Tokyo Stock Exchange

Journal of Finance, June 1997
Posted: 18 Apr 1998
Kenneth Kim and S. Ghon Rhee
Tongji University - School of Economics and Management and University of Hawaii at Manoa - Shidler College of Business

Abstract:

Loading...

42.

Taxes and Horizontal Corporate Group (Keiretsu) Affiliation: Empirical Evidence from Japan

PACAP WP 9602
Posted: 10 Dec 1996
Piman Limpaphayom and S. Ghon Rhee
Sasin GIBA of Chulalongkorn University and University of Hawaii at Manoa - Shidler College of Business

Abstract:

Loading...