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Title | Author(s) | Issue Date | |
---|---|---|---|
Pricing deviation, misvaluation comovement, and macroeconomic conditions Proceeding/Conference:Social Science Research Network | 2012 | ||
Costly and unprofitable speculation: evidence from trend-chasing Chinese short-sellers and margin-traders Proceeding/Conference:2nd Auckland Finance Meeting, 2012 | 2012 | ||
2013 | |||
Governance through trading: Does institutional trading discipline empire building and earnings management? Proceeding/Conference:48th WFA Annual Conference 2013 | 2013 | ||
The Determinants of the Implied Volatility Function: Evidence from Hang Seng Index Option Market in Hong Kong Proceeding/Conference:Asian Association of Derivatives | 2004 | ||
A Study of Mutual Fund Flow and Market Return Volatility Proceeding/Conference:Asian Finance Association Annual Conference | 2004 | ||
Living with the Smile: An Assessment of Hang Seng Stock Index Options' Settlement Practice Proceeding/Conference:Journal of Banking and Finance 30th Anniversary Conference | 2006 |