Andy C.W. Chui

Hong Kong Polytechnic University

Assistant Professor

M715, Li Ka Shing Tower

Hung Hom, Kowloon, Kowloon

Hong Kong

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 7,161

SSRN RANKINGS

Top 7,161

in Total Papers Downloads

4,822

CITATIONS
Rank 4,354

SSRN RANKINGS

Top 4,354

in Total Papers Citations

122

Scholarly Papers (5)

1.

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

Number of pages: 47 Posted: 25 Apr 2001
Hong Kong Polytechnic University, Hong Kong University of Science & Technology (HKUST) - Department of Finance and University of Texas at Austin - Department of Finance
Downloads 1,722 (5,723)
Citation 39

Abstract:

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
Hong Kong Polytechnic University, University of Texas at Austin - Department of Finance and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 1,259 (9,431)
Citation 58

Abstract:

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
Hong Kong Polytechnic University, Hong Kong University of Science & Technology (HKUST) - Department of Finance and University of Texas at Austin - Department of Finance
Downloads 839 (19,345)
Citation 9

Abstract:

REITs, Momentum, Expected returns

4.

Intra-Industry Momentum: The Case of REITs

Number of pages: 32 Posted: 24 Oct 2001
Hong Kong Polytechnic University, Hong Kong University of Science & Technology (HKUST) - Department of Finance and University of Texas at Austin - Department of Finance
Downloads 646 (28,671)
Citation 16

Abstract:

REITs, momentum, behavioral finance

5.

Cross-autocorrelation between A Shares and B Shares in the Chinese Stock Market

Journal of Financial Research
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

Abstract: