Ping-Wen Sun

Minjiang University - Newhuadu Business School

Fujian

China

SCHOLARLY PAPERS

17

DOWNLOADS
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Top 42,677

in Total Papers Downloads

2,158

SSRN CITATIONS

9

CROSSREF CITATIONS

1

Scholarly Papers (17)

1.

On Market Timing, Stock Picking, and Managerial Skills of Mutual Fund Managers with Manipulation-Proof Performance Measure

Number of pages: 26 Posted: 15 Mar 2014
Meifen Qian, Meifen Qian, Ping-Wen Sun, Bin Yu and Fan Chen
Jiangxi University of Finance and EconomicsJiangxi University of Finance and Economics, Minjiang University - Newhuadu Business School, Jiangxi University of Finance and Economics and Merrimack college
Downloads 223 (250,418)

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manipulation-proof performance measure (MPPM), equity mutual fund, portfolio risk, portfolio characteristics

2.

Managerial Structure and Stock Price Delay in China

Number of pages: 50 Posted: 26 Dec 2014
Ping-Wen Sun and Bin Yu
Minjiang University - Newhuadu Business School and Jiangxi University of Finance and Economics
Downloads 184 (298,409)

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board of directors, top management, price delay, A-shares, China

3.

Real Option Component of Cash Holdings, Business Cycle, and Stock Returns

Asian Finance Association (AsianFA) 2015 Conference Paper
Number of pages: 32 Posted: 21 Nov 2014 Last Revised: 10 May 2019
Jiun-Lin Chen, Z. Tingting Jia and Ping-Wen Sun
University of Adelaide, University of Arkansas at Little Rock and Minjiang University - Newhuadu Business School
Downloads 182 (301,409)
Citation 1

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cash holdings, real option, factor model, GDP growth rate

4.

Disclosure Quality, Price Efficiency, and Expected Returns

North American Journal of Economics and Finance, 59, 101573.
Number of pages: 62 Posted: 16 Feb 2018 Last Revised: 15 Mar 2023
Zhongnan University of Economics and Law, Yuan Ze University and Minjiang University - Newhuadu Business School
Downloads 180 (304,411)
Citation 1

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disclosure quality, information rating, price delay, expected returns, Taiwan stock market

5.

Heterogeneity of Institutional Ownership and Stock Price Delay

Number of pages: 81 Posted: 15 Feb 2018
University of Adelaide, Yuan Ze University, Deakin University - School of Accounting, Economics and Finance and Minjiang University - Newhuadu Business School
Downloads 168 (323,295)
Citation 1

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institutional ownership, stock price delay, market frictions, information asymmetry, information efficiency

6.

Uncertainty Elasticity of Liquidity and Expected Stock Returns in China

Number of pages: 46 Posted: 11 Jan 2015
Ping-Wen Sun and Bin Yu
Minjiang University - Newhuadu Business School and Jiangxi University of Finance and Economics
Downloads 165 (328,416)

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uncertainty, liquidity, liquidity risk, stock returns, volatility, China

7.

On the Managerial Skills of Mutual Fund Managers (Manipulation-Proof Performance Measure)

Number of pages: 36 Posted: 01 Feb 2015
Meifen Qian, Meifen Qian, Ping-Wen Sun, Bin Yu and Fan Chen
Jiangxi University of Finance and EconomicsJiangxi University of Finance and Economics, Minjiang University - Newhuadu Business School, Jiangxi University of Finance and Economics and Merrimack college
Downloads 161 (335,358)

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manipulation-proof performance measure (MPPM), equity mutual fund, portfolio risk, portfolio characteristics

8.

Investment Horizons, Systematic Risk, and Managerial Skills of Institutional Investors

Number of pages: 50 Posted: 27 Feb 2018
University of Adelaide, Yuan Ze University, Deakin University - School of Accounting, Economics and Finance and Minjiang University - Newhuadu Business School
Downloads 151 (353,821)
Citation 1

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institutional investors; investment horizons; portfolio risk; portfolio characteristics

9.

Aggregate Analyst Forecast Errors, Stock Market Liquidity, and the Economy

Number of pages: 62 Posted: 16 Feb 2018
Hong Kong PolyU, Louisiana State University, Baton Rouge - Department of Accounting and Minjiang University - Newhuadu Business School
Downloads 138 (379,901)

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aggregate analyst earnings forecast errors, business cycle, stock market liquidity

10.

The Missing Profitability Premium in China's A-Shares: Explanations Based on Profitability Predictability and Market Frictions

Number of pages: 42 Posted: 16 Feb 2018
Bin Cai, Ali M. Kutan, Jun Xiao and Ping-Wen Sun
Jiangxi University of Finance and Economics, Southern Illinois University at Edwardsville, Jiangxi University of Finance and Economics and Minjiang University - Newhuadu Business School
Downloads 92 (509,781)

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profitability, market frictions, price delay, stock returns, A-shares

11.

Stock Price Delay and the Business Cycle

Number of pages: 52 Posted: 16 Feb 2018
Ji-Chai Lin and Ping-Wen Sun
Hong Kong PolyU and Minjiang University - Newhuadu Business School
Downloads 84 (539,333)

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price delay, business cycle, flight-to-quality

12.

Which Corporate Social Deeds Matter? Evidence From the Motivated Institutional Ownership

Number of pages: 53 Posted: 29 Oct 2018
Jiun-Lin Chen, Wenbin Liao and Ping-Wen Sun
Valparaiso University, Jiangxi University of Finance and Economics and Minjiang University - Newhuadu Business School
Downloads 80 (555,338)

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Corporate Social Responsibility, Motivated Institutional Ownership, Innovation, U.S.

13.

Is U.S. Economic Policy Uncertainty Priced in China's A-Shares Market? Evidence from Market, Industry, and Individual Stocks

Number of pages: 33 Posted: 16 Feb 2018
Hu Zhijun, Ali M. Kutan and Ping-Wen Sun
Jiangxi University of Finance and Economics - School of Finance, Southern Illinois University at Edwardsville and Minjiang University - Newhuadu Business School
Downloads 78 (563,410)
Citation 4

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economic policy uncertainty; stock returns; A-shares; China; U.S.

14.

Uncertainty Elasticity of Liquidity and the Associated Premium of China's A-Shares

Number of pages: 37 Posted: 15 Feb 2018
Ping-Wen Sun and Bin Yu
Minjiang University - Newhuadu Business School and Jiangxi University of Finance and Economics
Downloads 76 (571,961)

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market uncertainty, liquidity, liquidity risk, stock returns, volatility, A-share

15.

A Reliable Performance Measure to Differentiate China's Actively Managed Open-End Equity Mutual Funds

Number of pages: 24 Posted: 16 Feb 2018
Ali M. Kutan, Hai Lin, Ping-Wen Sun and Bin Yu
Southern Illinois University at Edwardsville, Jiangxi University of Finance and Economics, Minjiang University - Newhuadu Business School and Zhejiang University
Downloads 73 (585,022)

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fund performance measure, risk-adjusted return, China

16.

Heterogeneous Institutional Preferences and Informativeness: Evidence From China

Number of pages: 61 Posted: 29 Oct 2018
Jianing Du, Wenbin Liao and Ping-Wen Sun
Jiangxi University of Finance and Economics, Jiangxi University of Finance and Economics and Minjiang University - Newhuadu Business School
Downloads 67 (612,536)

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Institutional Ownership, Preferences, Informativeness, Holding Change, China

17.

Liquidity Effects of Institutional Investment Horizons

Number of pages: 53 Posted: 16 Feb 2018
Zhen Lei, Ping-Wen Sun and Bin Yu
Hong Kong Polytechnic University - School of Accounting and Finance, Minjiang University - Newhuadu Business School and Jiangxi University of Finance and Economics
Downloads 56 (669,747)

Abstract:

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stock liquidity; institutional investors; investment horizon; informed; fundamentals