Andy C.W. Chui

Hong Kong Polytechnic University

Assistant Professor

M808, Li Ka Shing Tower

Hung Hom, Kowloon, Kowloon

Hong Kong

SCHOLARLY PAPERS

10

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7,151

SSRN CITATIONS
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Top 4,831

in Total Papers Citations

66

CROSSREF CITATIONS

211

Scholarly Papers (10)

1.

Momentum, Legal Systems and Ownership Structure: An Analysis of Asian Stock Markets

Number of pages: 47 Posted: 25 Apr 2001
Andy C.W. Chui, K.C. John Wei and Sheridan Titman
Hong Kong Polytechnic University, Hong Kong Polytechnic University and University of Texas at Austin - Department of Finance
Downloads 2,437 (8,097)
Citation 88

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Momentum, legal systems, ownership structure, Asian stock markets

2.

Individualism and Momentum Around the World

Journal of Finance, Forthcoming
Number of pages: 71 Posted: 23 Jun 2008 Last Revised: 25 Feb 2009
Andy C.W. Chui, Sheridan Titman and K.C. John Wei
Hong Kong Polytechnic University, University of Texas at Austin - Department of Finance and Hong Kong Polytechnic University
Downloads 1,872 (12,407)
Citation 35

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International momentum, Individualism, Overconfidence, Volatility, Trading volume

3.

The Cross-Section of Expected REIT Returns

University of Texas at Austin Working Paper
Number of pages: 37 Posted: 27 May 2003
Andy C.W. Chui, K.C. John Wei and Sheridan Titman
Hong Kong Polytechnic University, Hong Kong Polytechnic University and University of Texas at Austin - Department of Finance
Downloads 1,055 (29,439)
Citation 10

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REITs, Momentum, Expected returns

4.

Intra-Industry Momentum: The Case of Reits

Number of pages: 32 Posted: 24 Oct 2001
Andy C.W. Chui, K.C. John Wei and Sheridan Titman
Hong Kong Polytechnic University, Hong Kong Polytechnic University and University of Texas at Austin - Department of Finance
Downloads 733 (48,714)
Citation 15

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REITs, momentum, behavioral finance

Momentum, Reversals, and Investor Clientele

Review of Finance, forthcoming
Number of pages: 70 Posted: 01 Oct 2020 Last Revised: 07 Feb 2022
Hong Kong Polytechnic University, University of California, Los Angeles (UCLA) - Finance Area and University of Texas at Austin - Department of Finance
Downloads 454 (88,166)

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Chinese stock market, stock market anomalies, momentum, reversals

Momentum, Reversals, and Investor Clientele

NBER Working Paper No. w29453
Number of pages: 63 Posted: 08 Nov 2021 Last Revised: 24 Jun 2022
Hong Kong Polytechnic University, University of California, Los Angeles (UCLA) - Finance Area and University of Texas at Austin
Downloads 7 (839,735)
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6.

Investor Composition and Stock Return Patterns: A Study of Momentum in the Chinese A- and B-Shares Markets

Number of pages: 39 Posted: 03 Jan 2018
Andy C.W. Chui and Sheridan Titman
Hong Kong Polytechnic University and University of Texas at Austin - Department of Finance
Downloads 268 (158,364)
Citation 2

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Asset Pricing, Information, Investor Composition, Momentum, Behaviour Finance

7.

National Culture and the Choice between Bank Debt and Public Debt

Number of pages: 55 Posted: 12 Sep 2018 Last Revised: 13 Jul 2020
Andy C.W. Chui, Xiao Li and Walid Saffar
Hong Kong Polytechnic University, Central University of Finance and Economics (CUFE) - School of Accountancy and Hong Kong Polytechnic University - School of Accounting and Finance
Downloads 202 (207,506)
Citation 1

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Bank debt; Public debt; National Culture

8.

Is Financial Reporting Quality Affected by Economic Policy Uncertainty? Evidence from Conditional Conservatism around the World

Number of pages: 50 Posted: 16 Jun 2021
Andy C.W. Chui and K.C. John Wei
Hong Kong Polytechnic University and Hong Kong Polytechnic University
Downloads 89 (386,037)

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Economic policy uncertainty, Report quality, Conservative accounting, Capital markets, International

9.

Economic Policy Uncertainty and Short-term Reversals

Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives
Number of pages: 40 Posted: 20 Sep 2021
Andy C.W. Chui
Hong Kong Polytechnic University
Downloads 34 (599,254)

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Economic policy uncertainty, Return reversals, Liquidity provision, Investor sentiment

10.

Cross-Autocorrelation between a Shares and B Shares in the Chinese Stock Market

Posted: 20 Jul 1998
Andy C.W. Chui and Chuck C.Y. Kwok
Hong Kong Polytechnic University and University of South Carolina - Darla Moore School of Business

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