David K. Ding

Singapore Management University - Lee Kong Chian School of Business

50 Stamford Road

Singapore, 178899

Singapore

SCHOLARLY PAPERS

20

DOWNLOADS
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SSRN RANKINGS

Top 9,430

in Total Papers Downloads

5,017

SSRN CITATIONS
Rank 20,970

SSRN RANKINGS

Top 20,970

in Total Papers Citations

7

CROSSREF CITATIONS

30

Scholarly Papers (20)

Analysis of Limit Order Book and Order Flow

EFMA 2004 Basel Meetings Paper
Number of pages: 44 Posted: 28 May 2004
Nanyang Technological University (NTU), Massey University - Department of Economics and Finance and Singapore Management University - Lee Kong Chian School of Business
Downloads 996 (22,045)

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limit order book, order flow, Thailand

Analysis of Limit Order Book and Order Flow

EFMA 2004 Basel Meetings Paper
Number of pages: 44 Posted: 04 Feb 2005
Nanyang Technological University (NTU), Massey University - Department of Economics and Finance and Singapore Management University - Lee Kong Chian School of Business
Downloads 555 (49,182)

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limit order book, order flow, Thailand

A New Variance Ratio Test of Random Walk in Emerging Markets: A Revisit

Financial Review, Forthcoming
Number of pages: 28 Posted: 29 Aug 2006
American University of Sharjah - School of Business and Management, Singapore Management University - Lee Kong Chian School of Business and University of Memphis
Downloads 705 (35,741)

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Emerging stock markets, Random walk hypothesis, Middle East and North Africa (MENA) stock markets

A New Variance Ratio Test of Random Walk in Emerging Markets: A Revisit

The Financial Review, Vol. 42, No. 2, pp. 303-317, May 2007
Number of pages: 15 Posted: 04 Jun 2007
American University of Sharjah - School of Business and Management, Singapore Management University - Lee Kong Chian School of Business and University of Memphis
Downloads 28 (502,454)
Citation 2
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A New Variance Ratio Test of Random Walk in Emerging Markets: A Revisit

Financial Review, Vol. 42, No. 2, May 2007
Posted: 28 Apr 2007
American University of Sharjah - School of Business and Management, Singapore Management University - Lee Kong Chian School of Business and University of Memphis

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Emerging stock markets, random walk hypothesis, Middle East and North Africa

3.

Prospect Theory, Analyst Forecasts, and Stock Returns

Journal of Multinational Financial Management, Forthcoming
Number of pages: 29 Posted: 20 Jul 2004
Charlie Charoenwong, David K. Ding and Raymond Seetoh
Nanyang Technological University (NTU), Singapore Management University - Lee Kong Chian School of Business and Nanyang Technological University (NTU) - Nanyang Business School
Downloads 583 (46,788)

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Behavioral finance, prospect theory, analyst forecasts, earnings growth, earnings surprise

4.

Asymmetric Information and Conglomerate Discount: Evidence from Spinoffs

Number of pages: 42 Posted: 12 Mar 2008
Charlie Charoenwong, David K. Ding and Jing Pan
Nanyang Technological University (NTU), Singapore Management University - Lee Kong Chian School of Business and affiliation not provided to SSRN
Downloads 260 (120,181)

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asymmetric information, diversified firms, conglomerate discount, spinoff

5.

Penny Pricing and the Components of Spread and Depth Changes

Number of pages: 39 Posted: 31 Oct 2003
Kee H. Chung, Charlie Charoenwong and David K. Ding
State University of New York at Buffalo - School of Management, Nanyang Technological University (NTU) and Singapore Management University - Lee Kong Chian School of Business
Downloads 253 (123,783)
Citation 3

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binding constraint, tick size, stepping ahead, spreads, depths, decimal pricing

Bid-Ask Spreads, Volatility, Quote Revisions, and Trades of Thinly Traded Futures Contracts

Number of pages: 33 Posted: 29 Jul 2003
Charlie Charoenwong and David K. Ding
Nanyang Technological University (NTU) and Singapore Management University - Lee Kong Chian School of Business
Downloads 231 (135,078)
Citation 3

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Thinly traded futures contracts, Bid-ask spreads, Singapore Exchange

Bid-Ask Spreads, Volatility, Quote Revisions, and Trades of Thinly Traded Futures Contracts

Journal of Futures Markets, pp. 455-486, May 2003
Posted: 29 Jul 2003
Charlie Charoenwong and David K. Ding
Nanyang Technological University (NTU) and Singapore Management University - Lee Kong Chian School of Business

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Thinly traded futures contracts, Bid-ask spreads, Singapore Exchange

7.

Performance of High and Low Book-to-Market Stocks with Strong Financial Signals: Evidence in Asia Markets 1991-2002

Number of pages: 30 Posted: 08 Aug 2008
Choong Seok Joseph Kang and David K. Ding
Nanyang Technological University (NTU) - Nanyang Business School and Singapore Management University - Lee Kong Chian School of Business
Downloads 229 (136,737)

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8.
Downloads 226 (138,452)
Citation 1

Political Connection and Firm Value

Massey U. College of Business Research Paper No. 31
Number of pages: 44 Posted: 27 Sep 2011
James S. Ang, David K. Ding and Tiong Yang Thong
Florida State University, Singapore Management University - Lee Kong Chian School of Business and Singapore Management University - Lee Kong Chian School of Business
Downloads 167 (182,890)

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Political connection, corporate governance, firm value, Singapore

Political Connection and Firm Value

Asian Development Review 30:2
Number of pages: 36 Posted: 06 Apr 2016
James S. Ang, David K. Ding and Tiong Yang Thong
Florida State University, Singapore Management University - Lee Kong Chian School of Business and Singapore Management University - Lee Kong Chian School of Business
Downloads 59 (373,427)

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political connection, corporate governance, firm value, Singapore

9.

Spread, Depth, and Order Flow Patterns of Warrants and Their Underlying Stocks on the Stock Exchange of Thailand

EFMA 2004 Basel Meetings Paper
Number of pages: 48 Posted: 28 May 2004
Nanyang Technological University (NTU), Massey University - Department of Economics and Finance and Singapore Management University - Lee Kong Chian School of Business
Downloads 216 (144,604)

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intraday patterns, spreads, depths, order flows, Thailand

10.

Does It Pay to Outclass? Corporate Social Responsibility and Its Impact on Firm Value

Number of pages: 41 Posted: 22 Aug 2014
David K. Ding, Christo Ferreira and Udomsak Wongchoti
Singapore Management University - Lee Kong Chian School of Business, Massey University and Massey University - School of Economics and Finance
Downloads 191 (162,292)

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Corporate Social Responsibility, CSR, Corporate Governance, Firm Value, Stakeholder, Asset Pricing, Environmental

11.

Corporate Diversification, Managerial Ownership, and Firm Value: Evidence from the Thai Financial Crisis

Number of pages: 31 Posted: 07 Mar 2011
Nanyang Technological University (NTU), Singapore Management University - Lee Kong Chian School of Business and Pennsylvania State University - School of Graduate Professional Studies (SGPS)
Downloads 142 (209,286)

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Price Movers on the Stock Exchange of Thailand: Evidence from a Fully Automated Order-Driven Market

Number of pages: 37 Posted: 22 Jul 2007
Charlie Charoenwong, David K. Ding and English
Nanyang Technological University (NTU), Singapore Management University - Lee Kong Chian School of Business and Nanyang Technological University (NTU) - Nanyang Business School
Downloads 119 (241,095)

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informed traders, pure limit order market, trade size, bull and bear markets, Thailand

Price Movers on the Stock Exchange of Thailand: Evidence from a Fully Automated Order-Driven Market

Financial Review, Vol. 45, Issue 3, pp. 761-783, August 2010
Number of pages: 23 Posted: 13 Jul 2010
Nanyang Technological University (NTU), Singapore Management University - Lee Kong Chian School of Business and National Institute of Development Administration (NIDA)
Downloads 2 (684,553)
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13.

Aiming for Average: The Effect of Peer Standing on the Dynamic Process of Corporate Social Responsibility

2012 Financial Markets & Corporate Governance Conference
Number of pages: 56 Posted: 14 Dec 2011 Last Revised: 13 Nov 2013
David K. Ding, Christo Ferreira and Udomsak Wongchoti
Singapore Management University - Lee Kong Chian School of Business, Massey University and Massey University - School of Economics and Finance
Downloads 115 (246,209)

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Corporate Social Responsibility, CSR, Environmental Social Governance, ESG

14.

Short Sales Constraint, Information Content, and SEO Pricing

Massey U. College of Business Research Paper No. 30
Number of pages: 37 Posted: 27 Sep 2011
Charlie Charoenwong, David K. Ding and Ping Wang
Nanyang Technological University (NTU), Singapore Management University - Lee Kong Chian School of Business and Nanyang Technological University (NTU) - Nanyang Business School
Downloads 57 (374,400)

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15.

What Drives the Declining Wealth Effect of Subsequent Share Repurchase Announcements?

Number of pages: 26 Posted: 27 Dec 2017 Last Revised: 11 Mar 2018
Singapore Management University - Lee Kong Chian School of Business, Auckland University of Technology and University of South Australia
Downloads 55 (380,849)

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share repurchases, self-attribution, overconfidence

16.

Executive Gender and Prospect-Value Bias: Evidence from Insider Trading

Number of pages: 44 Posted: 26 Jun 2019
Massey University, New Zealand, Singapore Management University - Lee Kong Chian School of Business and Massey University - Department of Economics and Finance
Downloads 39 (438,555)

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executive gender, insider trading, prospect theory value, biased trades’ loss, access to information

17.

The Designation and Removal of Trustee Stock Status: Wealth Effects

Journal of Business Finance & Accounting, Vol. 31, No. 3-4, pp. 505-538, April 2004
Number of pages: 33 Posted: 04 Jul 2004
Angie Low and David K. Ding
Nanyang Technological University - Division of Banking & Finance and Singapore Management University - Lee Kong Chian School of Business
Downloads 15 (564,193)
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18.

Liquidity and Crises in Asian Equity Markets

Market Microstructure in Emerging and Developed Markets (Wiley), Forthcoming
Posted: 16 Dec 2013
Nanyang Technological University (NTU), Singapore Management University - Lee Kong Chian School of Business and University College Dublin (UCD) College of Business

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Asian markets, emerging markets, financial crisis, liquidity, trading activity

19.

Firm Diversification and Earnings Management: Evidence from Seasoned Equity Offerings

Review of Quantitative Finance and Accounting, Vol. 30, No. 1, 2008
Posted: 11 Dec 2007
Chee Yeow Lim, David K. Ding and Tiong Yang Thong
Singapore Management University - School of Accountancy, Singapore Management University - Lee Kong Chian School of Business and SIM University (UniSIM)

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Seasoned equity offerings, Corporate diversification, Earnings management, Accruals, Stock market performance

20.

Trading Volume and Short-Horizon Price Pattern: A Cross-Country Test on Three Behavioral Models

Posted: 24 May 2005
Singapore Management University - Lee Kong Chian School of Business, University of Memphis - Fogelman College of Business and Economics and Massey University - School of Economics and Finance

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Trading volume, price pattern, behavioral model