Sie Ting Lau : Citation Profile

Are you Sie Ting Lau?

Nanyang Technological University

11

H index

11

i10 index

338

Citations

RESEARCH PRODUCTION:

23

Articles

RESEARCH ACTIVITY:

   23 years (1993 - 2016). See details.
   Cites by year: 14
   Journals where Sie Ting Lau has often published
   Relations with other researchers
   Recent citing documents: 43.    Total self citations: 2 (0.59 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pla186
   Updated: 2023-03-02    RAS profile: 2016-10-18    
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Relations with other researchers

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:

Tourani-Rad, Alireza (6)

Mishra, Anil (4)

Meslier Crouzille, Celine (4)

Lepetit, Laetitia (4)

Jørgensen, Bjørn (4)

Schlag, Christian (3)

Vo, Xuan Vinh (3)

De Moor, Lieven (3)

Grammig, Joachim (3)

Sarkissian, Sergei (3)

Oxelheim, Lars (3)

Cites to:

Stulz, René (21)

Shleifer, Andrei (14)

Lopez-de-Silanes, Florencio (13)

La Porta, Rafael (12)

Campbell, John (12)

Fama, Eugene (9)

French, Kenneth (9)

Leuz, Christian (9)

Ritter, Jay (6)

Harvey, Campbell (6)

Lee, Charles (5)

Main data

Where Sie Ting Lau has published?

Journals with more than one article published# docs
Journal of Banking & Finance4
Journal of Multinational Financial Management4
Journal of Financial Research3
Pacific-Basin Finance Journal3

Recent works citing Sie Ting Lau (2022 and 2021)

YearTitle of citing document
2022The 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.

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2021Do 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.

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2022Global 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.

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2021Environmental 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.

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2021Short?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.

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2021Foreign 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.

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2022Does 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.

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2021Asymmetries 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.

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2021Market 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.

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2022Manipulation 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.

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2022Fund 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.

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2022Audit 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.

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2022Call 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.

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2021Thirty 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.

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2021Short 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.

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2022The 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.

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2021Determinants 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.

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2021A 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.

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2021The 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.

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2022International 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.

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2021Bookrunner 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.

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2022Home 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.

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2021The 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.

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2022Foreign 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.

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2021Institutional 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.

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2022Call 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.

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2021Market 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.

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2021Measuring natural source dependence. (2021). Kemel, Emmanuel ; Gutierrez, Cedric. In: Working Papers. RePEc:hal:wpaper:hal-03330409.

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2021The 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.

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2021Familiarity 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.

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2022Foreign 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.

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2022Economic 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.

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2022Currency 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.

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2021ASEAN-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.

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2021Influencing 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.

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2022Profitability 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.

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2022Estimating 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.

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2022The 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.

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2021Call 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.

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2023How 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.

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2021Investor 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.

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2022Foreign 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.

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2023The 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.

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Works by Sie Ting Lau:

YearTitleTypeCited
2003Ownership of Cross–Listed Equities: An Investigation of Turnover, Diversification, and Risk In: The Financial Review.
[Full Text][Citation analysis]		article3
1996TRADING OF NASDAQ STOCKS ON THE CHICAGO STOCK EXCHANGE In: Journal of Financial Research.
[Full Text][Citation analysis]		article0
2002Cross?Listings and Home Market Trading Volume: The Case of Malaysia and Singapore In: Journal of Financial Research.
[Full Text][Citation analysis]		article5
2016LOST IN TRANSLATION: WHICH STOCK PRICES BEAR THE BURDEN TO ADJUST TO EXCHANGE RATES? In: Journal of Financial Research.
[Full Text][Citation analysis]		article1
1997Liquidity and foreign ownership restrictions In: Economics Letters.
[Full Text][Citation analysis]		article0
2003IMF bailouts, contagion effects, and bank security returns In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article16
1993Comovements of international equity returns: A comparison of the pre- and post-October 19, 1987, periods In: Global Finance Journal.
[Full Text][Citation analysis]		article20
1994Valuation effects of international stock exchange listings In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article35
2003Trading volume and location of trade: Evidence from Jardine group listings in Hong Kong and Singapore In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article2
2010Does proximity matter in international bond underwriting? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article3
2015Informed trading around earnings and mutual fund alphas In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article2
2010The world price of home bias In: Journal of Financial Economics.
[Full Text][Citation analysis]		article53
1994Stock 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]		article24
2002Stock 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]		article15
2005U.S. cross-listing and Chinas B-share discount In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article3
2015The role of internal and external certification mechanisms in seasoned equity offerings In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article2
1999An investigation of price discovery in informationally-linked markets: equity trading in Malaysia and Singapore In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article31
2006Choice of foreign listing location: Experience of Chinese firms In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article12
2007Opening and closing behavior following the introduction of call auctions in Singapore In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article23
1995Reducing tick size on the Stock Exchange of Singapore In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article25
2012Information Environment and Equity Risk Premium Volatility Around the World In: Management Science.
[Full Text][Citation analysis]		article9
2010An empirical investigation of Yankee stock offerings In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article3
2006Do 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]		article51

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