Siu Kai Choy

King's College London

Senior Lecturer in Accounting and Finance

Bush House, Kings Business School

30 Aldwych

London, WC2B 4BG

United Kingdom

SCHOLARLY PAPERS

11

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SSRN CITATIONS
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Top 31,971

in Total Papers Citations

32

CROSSREF CITATIONS

1

Scholarly Papers (11)

1.

Option Trading: Information or Differences of Opinion?

Number of pages: 56 Posted: 28 Apr 2009 Last Revised: 04 Apr 2011
Siu Kai Choy and Jason Wei
King's College London and University of Toronto - Rotman School of Management
Downloads 522 (99,862)
Citation 11

Abstract:

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option trading, differences of opinion, informed trading, speculation, earnings announcements

2.

Retail Clientele and Option Returns

Number of pages: 57 Posted: 28 Mar 2010 Last Revised: 22 Apr 2013
Siu Kai Choy
King's College London
Downloads 463 (115,378)
Citation 3

Abstract:

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delta-hedged option returns, lottery premium, retail investors, speculation

3.

Investor Attention and Option Returns

Management Science, forthcoming
Number of pages: 85 Posted: 20 Mar 2018 Last Revised: 01 Sep 2022
Siu Kai Choy and Jason Wei
King's College London and University of Toronto - Rotman School of Management
Downloads 453 (118,439)

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Investor attention, daily winners and losers, salience, overpricing, option returns

4.

Liquidity Risk and Expected Option Returns

Rotman School of Management Working Paper No. 2713915
Number of pages: 44 Posted: 13 Jan 2016
Siu Kai Choy and Jason Wei
King's College London and University of Toronto - Rotman School of Management
Downloads 406 (134,515)

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Liquidity risk, liquidity risk premium, option returns

5.

The Rise of Accruals Seasonality Spread

Number of pages: 71 Posted: 14 Dec 2021 Last Revised: 01 May 2023
Siu Kai Choy, Gerald J. Lobo and Yongxian Tan
King's College London, University of Houston - C.T. Bauer College of Business and Curtin University
Downloads 380 (144,977)

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Seasonality; Accruals anomaly; Market efficiency; Unsophisticated arbitrage; Mispricing; Disclosure processing costs

Reputation Capital and Corporate Decoupling: An Empirical Study of the Russian Invasion of Ukraine

Number of pages: 48 Posted: 31 May 2022 Last Revised: 27 Sep 2023
Siu Kai Choy, Tat-kei Lai and Kam-Ming Wan
King's College London, IESEG School of Management, Univ. Lille, CNRS, UMR 9221 - LEM - Lille Economie Management and Hanken School of Economics
Downloads 330 (167,935)

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Russia–Ukraine war; Corporate decoupling; Reputation capital; Russian-specific capital

Reputation Capital and Corporate Decoupling: An Empirical Study of the Russian Invasion of Ukraine

Number of pages: 46 Posted: 23 Mar 2024
Kam-Ming Wan, Siu Kai Choy and Tat-kei Lai
Hanken School of Economics, King's College London and IESEG School of Management, Univ. Lille, CNRS, UMR 9221 - LEM - Lille Economie Management
Downloads 22 (954,460)

Abstract:

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Russia-Ukraine war, Corporate decoupling, Reputation capital, Russian-specific capital

7.

Against the Gravity as a Jenga Tower? Asset Growth and Stock Price Crash Risk

Number of pages: 66 Posted: 14 Nov 2019 Last Revised: 04 May 2021
Siu Kai Choy, Gerald J. Lobo and Ying Zheng
King's College London, University of Houston - C.T. Bauer College of Business and Sun Yat-sen University
Downloads 302 (185,764)

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Crash risk; Asset growth; Bad news hoarding; Agency problem; Conservatism

8.

Can the Changes in Fundamentals Explain the Attenuation of Anomalies?

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 79 Posted: 24 Sep 2021 Last Revised: 25 May 2023
Siu Kai Choy, Craig M. Lewis and Yongxian Tan
King's College London, Vanderbilt University - Finance and Curtin University
Downloads 282 (199,539)

Abstract:

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Stock Market Anomalies; Q-Theory; Arbitrage

9.

Testing the accruals anomaly based on the speed of price adjustment

Number of pages: 52 Posted: 03 Oct 2019 Last Revised: 19 Oct 2021
Siu Kai Choy, Gerald J. Lobo and Yongxian Tan
King's College London, University of Houston - C.T. Bauer College of Business and Curtin University
Downloads 139 (379,363)

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Accruals anomaly; Market efficiency; Limits to arbitrage; Mispricing; Q-theory of investment

10.

Option Trading and Returns versus the 52-Week High and Low

Forthcoming in The Financial Review
Number of pages: 54 Posted: 01 Jun 2022 Last Revised: 01 Sep 2022
Siu Kai Choy and Jason Wei
King's College London and University of Toronto - Rotman School of Management
Downloads 133 (392,645)
Citation 3

Abstract:

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Anchoring effect, 52-week high or low, underpricing, option returns

11.

Does Social Capital Foster Sustainable Investment?

Forthcoming, European Financial Management
Number of pages: 56 Posted: 01 Aug 2022 Last Revised: 04 Aug 2022
Siu Kai Choy, Iva Koci and Mingzhu Wang
King's College London, King's College London and King'S College London
Downloads 67 (614,929)

Abstract:

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Mutual funds, sustainable investment, social capital, ESG