David K. Ding

Singapore Management University - Lee Kong Chian School of Business

50 Stamford Road

Singapore, 178899

Singapore

  • Singapore Management University - Lee Kong Chian School of Business

    • Email
    • Tel: +65 6828-0245
SCHOLARLY PAPERS

21

DOWNLOADS
Rank 12,931

SSRN RANKINGS

Top 12,931

in Total Papers Downloads

6,625

SSRN CITATIONS
Rank 33,821

SSRN RANKINGS

Top 33,821

in Total Papers Citations

8

CROSSREF CITATIONS

20

Scholarly Papers (21)

Actions:
Email selected abstracts
1.

Analysis of Limit Order Book and Order Flow

Downloads 2,615 ( 9,166)

Analysis of Limit Order Book and Order Flow

Number of pages: 44 Posted: 28 May 2004
Charlie Charoenwong, Nuttawat Visaltanachoti and David K. Ding
Nanyang Technological University (NTU), Massey University - Department of Economics and Finance and Singapore Management University - Lee Kong Chian School of Business
Downloads 1,932 (14,631)

Abstract:

Loading...

limit order book, order flow, Thailand

Analysis of Limit Order Book and Order Flow

Number of pages: 44 Posted: 04 Feb 2005
Charlie Charoenwong, Nuttawat Visaltanachoti and David K. Ding
Nanyang Technological University (NTU), Massey University - Department of Economics and Finance and Singapore Management University - Lee Kong Chian School of Business
Downloads 683 (65,731)

Abstract:

Loading...

limit order book, order flow, Thailand

2.

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

Downloads 737 (60,430)
Citation 3

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

Financial Review, Forthcoming
Number of pages: 28 Posted: 29 Aug 2006
Osamah M. Al-Khazali, David K. Ding and Chong Soo Pyun
American University of Sharjah - School of Business and Management, Singapore Management University - Lee Kong Chian School of Business and University of Memphis
Downloads 737 (59,564)

Abstract:

Loading...

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

Financial Review, Vol. 42, No. 2, May 2007
Posted: 28 Apr 2007
Osamah M. Al-Khazali, David K. Ding and Chong Soo Pyun
American University of Sharjah - School of Business and Management, Singapore Management University - Lee Kong Chian School of Business and University of Memphis

Abstract:

Loading...

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

3.

Prospect Theory, Analyst Forecasts, and Stock Returns

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 Business School, Nanyang Technological University
Downloads 622 (75,026)

Abstract:

Loading...

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 312 (167,793)
Citation 1

Abstract:

Loading...

asymmetric information, diversified firms, conglomerate discount, spinoff

5.

Political Connection and Firm Value

Downloads 293 (179,219)
Citation 3

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 216 (241,269)
Citation 1

Abstract:

Loading...

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 77 (536,263)
Citation 1

Abstract:

Loading...

political connection, corporate governance, firm value, Singapore

6.

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 282 (186,339)
Citation 3

Abstract:

Loading...

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

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 Business School, Nanyang Technological University and Singapore Management University - Lee Kong Chian School of Business
Downloads 262 (200,711)
Citation 1

Abstract:

Loading...

8.

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

Downloads 254 (207,050)
Citation 3

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 254 (206,153)
Citation 3

Abstract:

Loading...

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

Abstract:

Loading...

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

9.

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

Number of pages: 48 Posted: 28 May 2004
Charlie Charoenwong, Nuttawat Visaltanachoti and David K. Ding
Nanyang Technological University (NTU), Massey University - Department of Economics and Finance and Singapore Management University - Lee Kong Chian School of Business
Downloads 250 (210,261)

Abstract:

Loading...

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 237 (221,474)
Citation 1

Abstract:

Loading...

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
Charlie Charoenwong, David K. Ding and Pornsit Jiraporn
Nanyang Technological University (NTU), Singapore Management University - Lee Kong Chian School of Business and Pennsylvania State University - School of Graduate Professional Studies (SGPS)
Downloads 179 (286,508)

Abstract:

Loading...

12.

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 151 (331,116)

Abstract:

Loading...

Corporate Social Responsibility, CSR, Environmental Social Governance, ESG

13.

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 Business School, Nanyang Technological University
Downloads 144 (344,062)

Abstract:

Loading...

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

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 89 (485,849)

Abstract:

Loading...

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
David K. Ding, Hardjo Koerniadi and Chandrasekhar Krishnamurti
Singapore Management University - Lee Kong Chian School of Business, Auckland University of Technology and University of South Australia
Downloads 83 (507,025)

Abstract:

Loading...

share repurchases, self-attribution, overconfidence

16.

The Market Impact of the Appointment of Female Directors in Listed Companies in New Zealand

Journal of Administrative and Business Studies, 2018, 4(5): 246-255
Number of pages: 10 Posted: 16 Feb 2021
David K. Ding and Echo Su Chen
Singapore Management University - Lee Kong Chian School of Business and Massey University - School of Economics and Finance
Downloads 74 (542,266)

Abstract:

Loading...

17.

Green Bond Premiums in the Asia-Pacific and European Markets

Number of pages: 16 Posted: 19 Aug 2023
Parath Wongaree, Chiraphol N. Chiyachantana, David K. Ding and wasin siwasarit
Thammasat University, Singapore Management University, Singapore Management University - Lee Kong Chian School of Business and Thammasat University
Downloads 41 (714,118)

Abstract:

Loading...

Green Bond Premium, Sustainability, Pro-environmental Preferences, Propensity Score Matching, Coarsened Exact Matching

18.

Guest Editorial

Downloads 0 (1,057,954)

Guest Editorial

Pacific Accounting Review 33(5), 549-554. DOI 10.1108/PAR-10-2021-0171, The University of Auckland Business School Research Paper Series
Posted: 24 Feb 2022
David K. Ding, Julie Harrison, Martien Jan Peter Lubberink and Chris van Staden
Singapore Management University - Lee Kong Chian School of Business, University of Auckland Business School, Victoria University of Wellington - Te Herenga Waka - School of Accounting and Commercial Law and Auckland University of Technology - Faculty of Business & Law

Abstract:

Loading...

Guest Editorial

Pacific Accounting Review 33(2),161-164.DOI 10.1108/PAR-04-2021-200., The University of Auckland Business School Research Paper Series
Posted: 24 Feb 2022
David K. Ding, Julie Harrison, Martien Jan Peter Lubberink and Chris van Staden
Singapore Management University - Lee Kong Chian School of Business, University of Auckland Business School, Victoria University of Wellington - Te Herenga Waka - School of Accounting and Commercial Law and Auckland University of Technology - Faculty of Business & Law

Abstract:

Loading...

19.

Liquidity and Crises in Asian Equity Markets

Market Microstructure in Emerging and Developed Markets (Wiley), Forthcoming
Posted: 16 Dec 2013
Charlie Charoenwong, David K. Ding and Yung Chiang Yang
Nanyang Technological University (NTU), Singapore Management University - Lee Kong Chian School of Business and University of Liverpool - Management School (ULMS)

Abstract:

Loading...

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

20.

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)

Abstract:

Loading...

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

21.

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

Posted: 24 May 2005
David K. Ding, Thomas H. McInish and Udomsak Wongchoti
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

Abstract:

Loading...

Trading volume, price pattern, behavioral model