Andy C.W. Chui

Hong Kong Polytechnic University

Assistant Professor

M808, Li Ka Shing Tower

Hung Hom, Kowloon, Kowloon

Hong Kong

SCHOLARLY PAPERS

11

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SSRN CITATIONS
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in Total Papers Citations

181

CROSSREF CITATIONS

211

Scholarly Papers (11)

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 2,622 (9,809)
Citation 106

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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 1,982 (15,293)
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 1,118 (36,249)
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 765 (61,360)
Citation 21

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REITs, momentum, behavioral finance

5.
Downloads 582 (87,021)
Citation 10

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 551 (92,149)

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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 2023
Hong Kong Polytechnic University, University of California, Los Angeles (UCLA) - Finance Area and University of Texas at Austin
Downloads 31 (867,363)
Citation 10

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6.

Societal Secrecy and IPO Underpricing

Journal of Corporate Finance, Forthcoming
Number of pages: 58 Posted: 03 Aug 2022
City University of Hong Kong (CityU) - Department of Accountancy, Hong Kong Polytechnic University, University of Birmingham and T.A. PAI Management Institute, Finance Area
Downloads 501 (104,912)
Citation 1

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Initial public offerings, Cross-border investments, Societal secrecy

7.

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 305 (183,549)
Citation 2

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

8.

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 253 (222,082)
Citation 1

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Bank debt; Public debt; National Culture

9.

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 161 (336,152)

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

10.

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 81 (552,467)

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

11.

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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Other Papers (2)

Total Downloads: 353
1.

Individualism and Momentum Around the World

AFA 2006 Boston Meetings Paper
Number of pages: 50 Posted: 24 Mar 2005
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 260

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International momentum, Individualistic cultures, Collectivistic cultures, Overconfidence, Self-attribution bias, Behavioral finance

Explaining the Value Premium around the World: Risk or Mispricing?

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 42 Posted: 30 Jan 2013
Andy C.W. Chui, K.C. John Wei and Feixue Xie
Hong Kong Polytechnic University, Hong Kong Polytechnic University and University of Texas at El Paso - College of Business Administration - Department of Economics and Finance
Downloads 59

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Book-to-market effect, risk aversion, Mispricing, limits-to-arbitrage, international

Explaining the Value Premium Around the World: Risk or Mispricing?

Number of pages: 39 Posted: 15 Mar 2012
Hong Kong Polytechnic University, University of Texas at Austin - Department of Finance, Hong Kong Polytechnic University and University of Texas at El Paso - College of Business Administration - Department of Economics and Finance
Downloads 34

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Book-to-market effect, Value premium, Risk aversion, Mispricing, Limits-to-arbitrage, International