Cheekiat Low

National University of Singapore (NUS) - Department of Accounting

Assistant Professor

1 Business Link

Singapore, 117592

Republic of Singapore

SCHOLARLY PAPERS

6

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in Total Papers Downloads

1,950

SSRN CITATIONS

1

CROSSREF CITATIONS

8

Scholarly Papers (6)

1.

The Fear and Exuberance from Implied Volatility of S&P 100 Index Options

AFA 2001 New Orleans Meetings
Number of pages: 31 Posted: 26 Jul 2000
Cheekiat Low
National University of Singapore (NUS) - Department of Accounting
Downloads 767 (34,558)
Citation 2

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2.

Asymmetric Returns and Semidimensional Risks: Security Valuation with a New Volatility Metric

EFA 0345
Number of pages: 45 Posted: 06 Nov 2000
Cheekiat Low
National University of Singapore (NUS) - Department of Accounting
Downloads 603 (47,769)
Citation 3

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3.

The Bulls and Bears in the Cross-Section of Stock Returns: Exploring an Asymmetric Semivariance Risk Factor

Number of pages: 37 Posted: 21 May 1998
Cheekiat Low
National University of Singapore (NUS) - Department of Accounting
Downloads 337 (96,579)
Citation 1

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4.

Implicit Timing and Pseudo Options in Stock Bulls and Bears

Number of pages: 35 Posted: 20 Apr 1999
Cheekiat Low
National University of Singapore (NUS) - Department of Accounting
Downloads 152 (209,368)
Citation 1

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5.

Investigating the Risk Argument for the Value Premium: A Stochastic Dominance Approach

Number of pages: 29 Posted: 15 Feb 2009 Last Revised: 16 Feb 2009
Desmond Ong, Wai-Mun Fong and Cheekiat Low
affiliation not provided to SSRN, National University of Singapore (NUS) - Department of Accounting and National University of Singapore (NUS) - Department of Accounting
Downloads 87 (313,040)

Abstract:

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Value Premium, Value Investing, Growth Investing, Stochastic Dominance, Market Efficiency, Regime-Switching

6.

Skewness‐Aware Asset Allocation: A New Theoretical Framework and Empirical Evidence

Mathematical Finance, Vol. 22, Issue 2, pp. 379-410, 2012
Number of pages: 32 Posted: 18 Feb 2012
National University of Singapore (NUS) - Department of Accounting, Babson College and National University of Singapore (NUS) - NUS Business School
Downloads 4 (670,730)
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skewness, optimal portfolio allocation, prospective satisficing measures, beta