Siu Kai Choy

King's College London

Lecturer in Accounting and Finance

Strand

London, WC2R 2LS

United Kingdom

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 35,509

SSRN RANKINGS

Top 35,509

in Total Papers Downloads

1,233

CITATIONS

3

Scholarly Papers (4)

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 Zhanshun Wei
King's College London and University of Toronto - Rotman School of Management
Downloads 455 (61,971)

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 358 (82,328)
Citation 1

Abstract:

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

3.

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 Zhanshun Wei
King's College London and University of Toronto - Rotman School of Management
Downloads 274 (110,546)

Abstract:

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Liquidity risk, liquidity risk premium, option returns

4.

Investor Attention and Option Returns

Rotman School of Management Working Paper No. 3141970
Number of pages: 60 Posted: 20 Mar 2018 Last Revised: 16 Jun 2019
Siu Kai Choy and Jason Zhanshun Wei
King's College London and University of Toronto - Rotman School of Management
Downloads 146 (198,782)
Citation 1

Abstract:

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