11
H index
11
i10 index
338
Citations
Nanyang Technological University | 11 H index 11 i10 index 338 Citations RESEARCH PRODUCTION: 23 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Sie Ting Lau. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Journal of Banking & Finance | 4 |
Journal of Multinational Financial Management | 4 |
Journal of Financial Research | 3 |
Pacific-Basin Finance Journal | 3 |
Year | Title of citing document |
---|---|
2022 | The Capitalization Effect of Imputation Credits on Expected Stock Returns. (2022). Zhao, Jing ; Yin, Xiangkang ; Le, Anh. In: Abacus. RePEc:bla:abacus:v:58:y:2022:i:3:p:523-566. Full description at Econpapers || Download paper |
2021 | Do accounting information and market environment matter for cross?asset predictability?. (2021). Visaltanachoti, Nuttawat ; Nguyen, Nhut H ; Thakerngkiat, Narongdech. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4389-4434. Full description at Econpapers || Download paper |
2022 | Global equity fund performance adjusted for equity and currency factors. (2022). Warren, Geoffrey J ; Schmidt, Camille H ; Harman, Graham ; Gallagher, David R. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1535-1565. Full description at Econpapers || Download paper |
2021 | Environmental transparency and investors risk perception: Cross?country evidence on multinational corporations sustainability practices and cost of equity. (2021). Tanda, Alessandra ; Yu, Ellen Peiyi ; Chai, Dominic H ; van Luu, Bac. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:8:p:3975-4000. Full description at Econpapers || Download paper |
2021 | Short?sellers at home and abroad: Their respective roles in the price discovery of cross?listed firms. (2021). Tourani-Rad, Alireza ; Chen, Jun ; Yang, Ting ; Xiang, JU ; Touranirad, Alireza. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:3:p:1013-1038. Full description at Econpapers || Download paper |
2021 | Foreign shareholding, corporate governance and firm performance: Evidence from Chinese companies. (2021). Guo, Lin ; Tsafack, Georges. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000605. Full description at Econpapers || Download paper |
2022 | Does the bid–ask spread affect trading in exchange operated dark pools? Evidence from a natural experiment. (2022). Tian, Xiao Jason ; Kalev, Petko S ; Duong, Huu Nhan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001415. Full description at Econpapers || Download paper |
2021 | Asymmetries and flight-to-safety effects in the price discovery process of cross-listed stocks. (2021). Anghel, Dan Gabriel ; Cepoi, Cosmin-Octavian ; Pop, Ionu Daniel. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:302-318. Full description at Econpapers || Download paper |
2021 | Market abuse under different close price determination mechanisms: A European case. (2021). Skarmeas, Emmanouil ; Pappas, Vasileios ; Alexakis, Christos. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000508. Full description at Econpapers || Download paper |
2022 | Manipulation in the bond market and the role of investment funds: Evidence from an emerging market. (2022). Kadioglu, Eyup ; Frömmel, Michael ; Frommel, Michael ; Kadiolu, Eyup. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s105752192100315x. Full description at Econpapers || Download paper |
2022 | Fund trading divergence and performance contribution. (2022). Sarto, Jose Luis ; Andreu, Laura ; Gimeno, Ruth. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s105752192200182x. Full description at Econpapers || Download paper |
2022 | Audit quality and seasoned equity offerings methods. (2022). Vo, Xuan Vinh ; Henry, Darren ; Truong, Cameron ; Puwanenthiren, Premkanth ; Dang, Man. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922001880. Full description at Econpapers || Download paper |
2022 | Call auction design and closing price manipulation: Evidence from the Hong Kong stock exchange. (2022). Park, Seongkyu (Gilbert) ; Wan, Kam-Ming ; Suen, Wing. In: Journal of Financial Markets. RePEc:eee:finmar:v:58:y:2022:i:c:s1386418121000732. Full description at Econpapers || Download paper |
2021 | Thirty years of the Global Finance Journal: A bibliometric analysis. (2021). Baker, Kent H ; Pandey, Nitesh ; Kumar, Satish. In: Global Finance Journal. RePEc:eee:glofin:v:47:y:2021:i:c:s1044028319301115. Full description at Econpapers || Download paper |
2021 | Short selling patterns in cross-listed stocks. (2021). Zurbruegg, Ralf ; Peranginangin, Yessy ; Mihaylov, George ; Li, Shan. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320300545. Full description at Econpapers || Download paper |
2022 | The information content of ETF options. (2022). Yang, Dongxiao ; Ramchander, Sanjay ; Miao, Hong ; Lockwood, Larry . In: Global Finance Journal. RePEc:eee:glofin:v:53:y:2022:i:c:s1044028322000278. Full description at Econpapers || Download paper |
2021 | Determinants and performance of outsourcing in the european mutual fund market. (2021). Dieu, Linh Tran ; Gajewski, Jean-Franois. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000652. Full description at Econpapers || Download paper |
2021 | A tale of two forms of proximity: Geography and market. (2021). Sul, Hong Kee ; Chung, Chune Young ; Wang, Kainan. In: Journal of Business Research. RePEc:eee:jbrese:v:122:y:2021:i:c:p:14-23. Full description at Econpapers || Download paper |
2021 | The impact of arbitrage on market liquidity. (2021). Roesch, Dominik ; Rosch, Dominik. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:1:p:195-213. Full description at Econpapers || Download paper |
2022 | International asset pricing with strategic business groups1. (2022). Zhang, Hong ; O'Donovan, James ; Massa, Massimo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:2:p:339-361. Full description at Econpapers || Download paper |
2021 | Bookrunner syndicate geography and the quality of service: The benefits of a local team. (2021). McColgan, Patrick ; Marshall, Andrew ; Krebbers, Arthur ; Neupane, Biwesh. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:119:y:2021:i:c:s0261560621001510. Full description at Econpapers || Download paper |
2022 | Home bias and expected returns: A structural approach. (2022). Iseli, Christoph ; Wallmeier, Martin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:124:y:2022:i:c:s0261560622000377. Full description at Econpapers || Download paper |
2021 | The impact of global financial crisis on regulation S private debt market. (2021). Zhang, Zhou ; Yu, Xin ; Mittoo, Usha R ; Li, Yingqi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:73:y:2021:i:c:p:231-248. Full description at Econpapers || Download paper |
2022 | Foreign ownership and earnings management. (2022). Zhang, Hao ; Ding, Ashley. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:114-133. Full description at Econpapers || Download paper |
2021 | Institutional ownership and commonality in liquidity. (2021). Vo, Thi Thuy Anh ; Dang, Man ; Hoang, Viet Anh ; Anh, Thi Thuy. In: Research in International Business and Finance. RePEc:eee:riibaf:v:57:y:2021:i:c:s027553192100043x. Full description at Econpapers || Download paper |
2022 | Call Auctions with Contingent Orders. (2022). Imisiker, Serkan ; Hafalir, Isa E. In: Games. RePEc:gam:jgames:v:13:y:2022:i:5:p:61-:d:913945. Full description at Econpapers || Download paper |
2021 | Market abuse under different close price determination mechanisms: A European case. (2021). Skarmeas, Emmanouil ; Pappas, Vasileios ; Alexakis, Christos. In: Post-Print. RePEc:hal:journl:hal-03182927. Full description at Econpapers || Download paper |
2021 | Measuring natural source dependence. (2021). Kemel, Emmanuel ; Gutierrez, Cedric. In: Working Papers. RePEc:hal:wpaper:hal-03330409. Full description at Econpapers || Download paper |
2021 | The effect of insider trading laws and enforcement on stock market transaction cost. (2021). Boateng, Agyenim ; Kwabi, Frank O. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:56:y:2021:i:3:d:10.1007_s11156-020-00914-9. Full description at Econpapers || Download paper |
2021 | Familiarity bias and earnings-based equity valuation. (2021). Zhang, Yinglei ; Young, Danqing ; Dong, Yashu. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:57:y:2021:i:2:d:10.1007_s11156-020-00949-y. Full description at Econpapers || Download paper |
2022 | Foreign ownership and the enforcement of corporate governance reforms. (2022). Neupane, Suman ; Marshall, Andrew ; Bhatta, Bibek ; Thapa, Chandra. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:58:y:2022:i:2:d:10.1007_s11156-021-01002-2. Full description at Econpapers || Download paper |
2022 | Economic policy uncertainty and cost of capital: the mediating effects of foreign equity portfolio flow. (2022). Du, Min ; Kwabi, Frank Obenpong ; Owusu-Manu, Samuel ; Boateng, Agyenim ; Ezeani, Ernest-Bruno. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:59:y:2022:i:2:d:10.1007_s11156-022-01046-y. Full description at Econpapers || Download paper |
2022 | Currency Bias of Sovereign Wealth Fund Investments. (2022). Seol, Youn ; Kwon, Sanguk ; Kim, Heeho. In: Korean Economic Review. RePEc:kea:keappr:ker-20220701-38-3-03. Full description at Econpapers || Download paper |
2021 | ASEAN-5 and Indian Financial Market Linkages: Evidence from Cointegration and Factor Analysis. (2021). Patel, Ritesh. In: Capital Markets Review. RePEc:mfa:journl:v:29:y:2021:i:1:p:41-58. Full description at Econpapers || Download paper |
2021 | Influencing Factors of Institutional Investors Shareholding Stability. (2021). Su, Wun Hong ; Niu, Feng ; Han, Peng. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:4:p:21582440211050400. Full description at Econpapers || Download paper |
2022 | Profitability of technical trading strategies under market manipulation. (2022). Ma, Alfred. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00304-7. Full description at Econpapers || Download paper |
2022 | Estimating the market risk premium for valuations: arithmetic or geometric mean or something in between?. (2022). Kaserer, Christoph. In: Journal of Business Economics. RePEc:spr:jbecon:v:92:y:2022:i:8:d:10.1007_s11573-022-01104-w. Full description at Econpapers || Download paper |
2022 | The home bias and the local bias: A survey. (2022). Schiereck, Dirk ; Scherer, David ; Gaar, Eduard. In: Management Review Quarterly. RePEc:spr:manrev:v:72:y:2022:i:1:d:10.1007_s11301-020-00203-8. Full description at Econpapers || Download paper |
2021 | Call auction, continuous trading and closing price formation. (2021). Li, Jiayi ; Zhou, Guangyou ; Luo, Sumei. In: Quantitative Finance. RePEc:taf:quantf:v:21:y:2021:i:6:p:1037-1065. Full description at Econpapers || Download paper |
2023 | How do female CEOs affect corporate environmental policies?. (2023). Nurdazym, Aiman ; Guo, Yuting ; Zhang, Ying. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:30:y:2023:i:1:p:459-472. Full description at Econpapers || Download paper |
2021 | Investor reactions to local and overseas news: Evidence from A? and H?shares in China. (2021). Zhang, Wei ; Wang, Pengfei ; Shen, Dehua ; Li, YI. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:4190-4225. Full description at Econpapers || Download paper |
2022 | Foreign equity portfolio flow and corruption: A cross?country evidence. (2022). Chijokemgbame, Marian ; Zhu, Tingting ; Fosu, Samuel ; Boateng, Agyenim ; Kwabi, Frank. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:68-87. Full description at Econpapers || Download paper |
2023 | The effect of International Monetary Fund programs on corporate default risk. (2023). Nguyen, Thanh Truc. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:1156-1174. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
---|---|---|---|
2003 | Ownership of Cross–Listed Equities: An Investigation of Turnover, Diversification, and Risk In: The Financial Review. [Full Text][Citation analysis] | article | 3 |
1996 | TRADING OF NASDAQ STOCKS ON THE CHICAGO STOCK EXCHANGE In: Journal of Financial Research. [Full Text][Citation analysis] | article | 0 |
2002 | Cross?Listings and Home Market Trading Volume: The Case of Malaysia and Singapore In: Journal of Financial Research. [Full Text][Citation analysis] | article | 5 |
2016 | LOST IN TRANSLATION: WHICH STOCK PRICES BEAR THE BURDEN TO ADJUST TO EXCHANGE RATES? In: Journal of Financial Research. [Full Text][Citation analysis] | article | 1 |
1997 | Liquidity and foreign ownership restrictions In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
2003 | IMF bailouts, contagion effects, and bank security returns In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 16 |
1993 | Comovements of international equity returns: A comparison of the pre- and post-October 19, 1987, periods In: Global Finance Journal. [Full Text][Citation analysis] | article | 20 |
1994 | Valuation effects of international stock exchange listings In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 35 |
2003 | Trading volume and location of trade: Evidence from Jardine group listings in Hong Kong and Singapore In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 2 |
2010 | Does proximity matter in international bond underwriting? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 3 |
2015 | Informed trading around earnings and mutual fund alphas In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 2 |
2010 | The world price of home bias In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 53 |
1994 | Stock returns and the transfer of information between the New York and Tokyo stock exchanges In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 24 |
2002 | Stock returns and beta, firms size, E/P, CF/P, book-to-market, and sales growth: evidence from Singapore and Malaysia In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 15 |
2005 | U.S. cross-listing and Chinas B-share discount In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 3 |
2015 | The role of internal and external certification mechanisms in seasoned equity offerings In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 2 |
1999 | An investigation of price discovery in informationally-linked markets: equity trading in Malaysia and Singapore In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 31 |
2006 | Choice of foreign listing location: Experience of Chinese firms In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 12 |
2007 | Opening and closing behavior following the introduction of call auctions in Singapore In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 23 |
1995 | Reducing tick size on the Stock Exchange of Singapore In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 25 |
2012 | Information Environment and Equity Risk Premium Volatility Around the World In: Management Science. [Full Text][Citation analysis] | article | 9 |
2010 | An empirical investigation of Yankee stock offerings In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 3 |
2006 | Do domestic and foreign fund managers have similar preferences for stock characteristics? A cross-country analysis In: Journal of International Business Studies. [Full Text][Citation analysis] | article | 51 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 6 2023. Contact: CitEc Team