Author Page for David K. Ding

Analysis of Limit Order Book and Order Flow

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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 2,492 (11,896)

Abstract:

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 894 (55,849)

Abstract:

2.

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

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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 749 (70,747)

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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

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

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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 647 (86,643)

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4.

Political Connection and Firm Value

Downloads 338 (187,574)

Citation 2

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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 242 (263,637)

Citation 1

Abstract:

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 96 (579,796)

Citation 1

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5.

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 333 (190,626)

Citation 1

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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 306 (208,710)

Citation 3

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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 305 (209,419)

Citation 1

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8.

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

Downloads 277 (231,508)

Citation 3

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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 277 (229,892)

Citation 3

Abstract:

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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9.

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 263 (244,027)

Citation 1

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10.

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 263 (244,027)

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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 207 (308,060)

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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 166 (376,023)

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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 161 (385,993)

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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 141 (432,831)

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15.

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 99 (562,642)

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16.

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 99 (562,642)

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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 83 (627,471)

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18.

Growing Pains: Vietnamese Firms' Operational Efficiency and Transition Under the Cptpp

Number of pages: 40 Posted: 04 Feb 2025

David K. Ding, Jiali Fang, Phuc Nguyen and Udomsak Wongchoti

Singapore Management University - Lee Kong Chian School of Business, Massey University - School of Economics and Finance, Massey University - School of Economics and Finance and Massey University - School of Economics and Finance

Downloads 31 (979,535)

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Guest Editorial

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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

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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

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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)

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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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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

David K. Ding

Singapore Management University - Lee Kong Chian School of Business

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Scholarly Papers (22)

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