Ping-Wen Sun

Minjiang University - Newhuadu Business School

Fujian

China

SCHOLARLY PAPERS

17

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1,204

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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, Ping-Wen Sun, Bin Yu and Fan Chen
Jiangxi University of Finance and Economics, Minjiang University - Newhuadu Business School, Jiangxi University of Finance and Economics and Merrimack college
Downloads 168 (181,779)

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

2.

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 126 (229,917)

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

3.

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 124 (232,757)

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

4.

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 119 (239,955)

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

5.

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

Number of pages: 36 Posted: 01 Feb 2015
Meifen Qian, Ping-Wen Sun, Bin Yu and Fan Chen
Jiangxi University of Finance and Economics, Minjiang University - Newhuadu Business School, Jiangxi University of Finance and Economics and Merrimack college
Downloads 114 (247,576)

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

6.

Disclosure Quality, Price Efficiency, and Expected Returns

Number of pages: 62 Posted: 16 Feb 2018
Kung-Cheng Ho, Shih-Cheng Lee and Ping-Wen Sun
Zhongnan University of Economics and Law, Yuan Ze University and Minjiang University - Newhuadu Business School
Downloads 96 (278,630)
Citation 1

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

7.

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 82 (307,642)

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

8.

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 79 (314,526)

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

9.

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 70 (336,901)
Citation 1

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institutional investors; investment horizons; portfolio risk; portfolio characteristics

10.

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 39 (438,330)

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

11.

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 35 (455,098)

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

12.

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 33 (463,936)

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fund performance measure, risk-adjusted return, China

13.

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 29 (483,146)

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

14.

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 27 (493,645)

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

15.

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 27 (493,645)

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

16.

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 20 (533,705)

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price delay, business cycle, flight-to-quality

17.

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 16 (557,726)

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Institutional Ownership, Preferences, Informativeness, Holding Change, China