Siu Kai Choy

King's College London

Lecturer in Accounting and Finance

Bush House, Kings Business School

30 Aldwych

London, WC2B 4BG

United Kingdom

SCHOLARLY PAPERS

11

DOWNLOADS
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Top 28,573

in Total Papers Downloads

2,505

SSRN CITATIONS

6

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 Zhanshun Wei
King's College London and University of Toronto - Rotman School of Management
Downloads 489 (82,459)
Citation 3

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 424 (97,562)
Citation 3

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 360 (117,531)

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Liquidity risk, liquidity risk premium, option returns

4.

The Rise of Accruals Seasonality Spread

Number of pages: 46 Posted: 14 Dec 2021
Siu Kai Choy, Gerald J. Lobo and Yongxian Tan
King's College London, University of Houston - C.T. Bauer College of Business and University of Otago
Downloads 353 (120,110)

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Seasonality, Accruals anomaly, Market efficiency, Unsophisticated arbitrage

5.

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 2020
Siu Kai Choy and Jason Zhanshun Wei
King's College London and University of Toronto - Rotman School of Management
Downloads 326 (130,895)

Abstract:

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

6.

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 221 (193,065)

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

7.

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 University of Otago
Downloads 106 (349,116)

Abstract:

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

8.

Goodwill Capital, Relationship-Specific Capital, and Corporate Sanctions: An Empirical Study of The Russian Invasion of Ukraine

Number of pages: 30 Posted: 31 May 2022
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 92 (384,984)

Abstract:

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ESG, sanction, CAR, ethics, goodwill capital, relationship-specific capital

9.

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

Forthcoming in The Financial Review
Number of pages: 54 Posted: 01 Jun 2022
Siu Kai Choy and Jason Zhanshun Wei
King's College London and University of Toronto - Rotman School of Management
Downloads 80 (415,749)

Abstract:

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

10.

Can the Changes in Fundamentals Explain the Attenuation of Investment-Related Anomalies

Number of pages: 57 Posted: 24 Sep 2021
Siu Kai Choy, Craig M. Lewis and Yongxian Tan
King's College London, Vanderbilt University - Finance and University of Otago
Downloads 32 (617,875)

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Stock Market Anomalies; Q-Theory; Arbitrage; Uncertainty

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 22 (694,890)

Abstract:

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Mutual funds, sustainable investment, social capital, ESG