Tze Chuan 'Chewie' Ang

Deakin University - Department of Finance

221 Burwood Highway

Burwood, Victoria 3125

Australia

http://www.deakin.edu.au/profiles/tze-ang

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia,

Brisbane, Queensland 4071

Australia

http://www.firn.org.au

  • Deakin University - Department of Finance

    • Email
    • Tel: +61 3 9244 6626
SCHOLARLY PAPERS

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“  I'm currently working on equity lending and asset-pricing anomalies.  ”

  • Deakin University - Department of Finance

    • Email
    • Tel: +61 3 9244 6626

Scholarly Papers (11)

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1.

Are Firms with Negative Book Equity in Financial Distress?

Finance and Corporate Governance Conference 2010 Paper
Number of pages: 55 Posted: 20 Jan 2010 Last Revised: 01 Aug 2018
Tze Chuan 'Chewie' Ang
Deakin University - Department of Finance
Downloads 412 (99,414)
Citation 1

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Negative book equity, operating performance, financial distress, bankruptcy, stock return

2.

Understanding the Distress Puzzle: Surprises in the Pre-Delisting Period

Downloads 319 (131,926)

Understanding the Distress Puzzle: Surprises in the Pre-Delisting Period

2012 Financial Markets & Corporate Governance Conference
Number of pages: 77 Posted: 12 Dec 2011 Last Revised: 28 Feb 2012
Tze Chuan 'Chewie' Ang
Deakin University - Department of Finance
Downloads 148 (270,644)

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Distress risk, Delisting, Bankruptcy, Expected return, Implied cost of capital, Asset-pricing anomaly, Earnings announcement

Understanding the Distress Puzzle: Surprises in the Pre-Delisting Period

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 77 Posted: 22 Aug 2011 Last Revised: 28 Feb 2012
Tze Chuan 'Chewie' Ang
Deakin University - Department of Finance
Downloads 71 (444,221)

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Distress risk, Delisting, Bankruptcy, Expected return, Implied cost of capital, Asset-pricing anomaly, Earnings announcement

Understanding the Distress Puzzle: Surprises in the Pre-Delisting Period

Number of pages: 77 Posted: 16 Mar 2012
Tze Chuan 'Chewie' Ang
Deakin University - Department of Finance
Downloads 59 (489,021)

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Distress risk, delisting, bankruptcy, expected return, implied cost of capital, asset pricing anomaly, earnings announcement

Understanding the Distress Puzzle: Surprises in the Pre-Delisting Period

Number of pages: 59 Posted: 25 Jan 2012
Tze Chuan 'Chewie' Ang
Deakin University - Department of Finance
Downloads 41 (572,887)

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Distress risk, Delisting, Bankruptcy, Expected return, Asset-pricing anomaly, Earnings announcement

3.

The Efficiency of Marketing and Stock Returns

Number of pages: 91 Posted: 07 Aug 2018 Last Revised: 02 Aug 2019
Tze Chuan 'Chewie' Ang, Tarun Chordia, Van Anh (Vivian) Mai and Harminder Singh
Deakin University - Department of Finance, Emory University - Department of Finance, Deakin University - Faculty of Business and Law and Deakin University - School of Accounting, Economics and Finance
Downloads 233 (181,921)
Citation 1

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Marketing efficiency, underreaction, return predictability, limited attention, fluency

4.

Equity Financing, Equity Lending, and Price Pressure: The Case of DRIP Arbitrage

Nanyang Business School Research Paper No. 20-03
Number of pages: 64 Posted: 06 Apr 2020 Last Revised: 10 Mar 2021
Tze Chuan 'Chewie' Ang, Xin Chang, Xiaoxiong Hu and Patrick Verwijmeren
Deakin University - Department of Finance, Nanyang Business School, Nanyang Technological University, NEOMA Business School and Erasmus University Rotterdam (EUR)
Downloads 146 (272,818)

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Equity lending; Short selling; Equity Financing; Price pressure; Dividend reinvestment plan

5.

Aggregate Volatility Risk and the Cross-Section of Stock Returns: Australian Evidence

Number of pages: 43 Posted: 12 Apr 2015
Van Anh (Vivian) Mai, Tze Chuan 'Chewie' Ang and Victor Fang
Deakin University - Faculty of Business and Law, Deakin University - Department of Finance and Deakin University
Downloads 99 (360,694)

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Aggregate volatility risk, cross-sectional return, asset pricing test, implied volatility (VIX), anomaly

6.

The Marketing Capability Premium

The Review of Asset Pricing Studies, Forthcoming
Number of pages: 60 Posted: 13 May 2022
Tze Chuan 'Chewie' Ang, Tarun Chordia, Van Anh (Vivian) Mai and Harminder Singh
Deakin University - Department of Finance, Emory University - Department of Finance, Deakin University - Faculty of Business and Law and Deakin University - School of Accounting, Economics and Finance
Downloads 70 (442,163)

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Marketing capability, Underreaction, Return predictability, Limited attention, Valuation uncertainty.

7.

Mispricing Firm-level Productivity

Downloads 43 (550,980)

Mispricing Firm-level Productivity

Hong Kong Institute for Monetary and Financial Research (HKIMR) Research Paper WP No. 10/2020
Number of pages: 90 Posted: 14 Jul 2020
Tze Chuan 'Chewie' Ang, FY Eric C Lam and K.C. John Wei
Deakin University - Department of Finance, Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR) and Hong Kong Polytechnic University
Downloads 43 (562,228)

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Mispricing; Investor Sentiment; Extrapolation; Limits to Arbitrage

Mispricing Firm-level Productivity

Journal of Empirical Finance, Forthcoming
Posted: 20 Jan 2017 Last Revised: 02 Jun 2020
Tze Chuan 'Chewie' Ang, FY Eric C Lam and K.C. John Wei
Deakin University - Department of Finance, Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR) and Hong Kong Polytechnic University

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Firm-level productivity; Mispricing; Investor sentiment; Extrapolation; Limits to arbitrage

8.

Corporate Vote Trading in Australia

Number of pages: 71 Posted: 19 Mar 2021
Tze Chuan 'Chewie' Ang and Tongxia Li
Deakin University - Department of Finance and Beijing Normal University
Downloads 39 (571,193)

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Equity lending, shareholder meeting, corporate vote premium, corporate governance

9.

What is the Real Relationship between Cash Holdings and Stock Returns?

International Review of Economics & Finance, Vol. 64, 2019, Hong Kong Institute for Monetary and Financial Research (HKIMR) Research Paper WP No. 12/2019
Number of pages: 45 Posted: 13 Jun 2022
Tze Chuan 'Chewie' Ang, FY Eric C Lam, Tai Ma, Shujing Wang and K.C. John Wei
Deakin University - Department of Finance, Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR), National Sun Yat-sen University, Tongji University and Hong Kong Polytechnic University
Downloads 15 (732,741)

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Cash holdings; NOAs; Accruals; Limits to arbitrage; Mispricing; Investor sentiment

10.

Short-Selling Risk in Australia

Pacific-Basin Finance Journal, Vol. 63, 2020
Posted: 09 Mar 2021
Tze Chuan 'Chewie' Ang, Aziz Hayat and Bob Li
Deakin University - Department of Finance, Deakin University and Deakin University - Deakin Business School

Abstract:

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Short-selling risk, Equity lending, Return predictability

11.

What is the Real Relation between Cash Holdings and Stock Returns?

International Review of Economics and Finance 64 (2019) 513-528
Posted: 16 Mar 2013 Last Revised: 12 May 2022
Tze Chuan 'Chewie' Ang, FY Eric C Lam, Tai Ma, Shujing Wang and K.C. John Wei
Deakin University - Department of Finance, Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR), National Sun Yat-sen University, Tongji University and Hong Kong Polytechnic University

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Cash holdings; Accruals; Profitability; Net operating assets; Limits to arbitrage