Zobrazeno 1 - 10
of 13
pro vyhledávání: '"Samuel Xin Liang"'
Autor:
Samuel Xin Liang, K.C. John Wei
Publikováno v:
International Review of Finance. 20:923-959
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f3a333bd4f6367ee7aaba0ab2e1534d5
https://doi.org/10.1111/irfi.12252
https://doi.org/10.1111/irfi.12252
Autor:
Samuel Xin Liang
Publikováno v:
The European Journal of Finance. 24:1835-1860
We show that market sentiment shocks create demand shocks for risky assets and a systematic risk for assets. We measure a market sentiment shock as the unexpected portion of the University of Michi...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ec7ee297744791f3432950011310136a
https://doi.org/10.1080/1351847x.2018.1491875
https://doi.org/10.1080/1351847x.2018.1491875
Autor:
Samuel Xin Liang
Publikováno v:
SSRN Electronic Journal.
We comprehensively investigate what drives stock returns in South Korea stock market which has been one of the most important emerging markets. Unlike the USA market and other developed markets, the well-known cash-flow yield, dividend yield, earning
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b4cdc57d5acc8957b0221386df3daaf7
https://doi.org/10.2139/ssrn.3284686
https://doi.org/10.2139/ssrn.3284686
Autor:
Kalok Chan, Samuel Xin Liang
Publikováno v:
SSRN Electronic Journal.
We investigate whether macroeconomics factors price Chinese stock returns. We find that GDP growth and momentum factor demand negative pricing premiums after controlling for market, value and size factors. The negative pricing of GDP growth is robust
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0ef6bfcd35331c25511d0979121d3e42
https://doi.org/10.2139/ssrn.3296695
https://doi.org/10.2139/ssrn.3296695
Autor:
Samuel Xin Liang
Publikováno v:
Accounting and Finance Research. 8:1
We comprehensively investigate what drives stock returns in Hong Kong stock market which has been consistently ranked as one of the most important markets for IPOs. We find that Hong Kong inflation rate is a systematic pricing factor across stocks af
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d6b08802d0cef8dc34175a4a9c2d32c2
https://doi.org/10.5430/afr.v8n4p1
https://doi.org/10.5430/afr.v8n4p1
Autor:
Samuel Xin Liang, John K.C. Wei
Publikováno v:
Journal of Banking & Finance. 36:3274-3288
The recent global financial crisis demonstrates that market liquidity is a prominent systematic risk globally. We find that local liquidity risk, in addition to the local market, value and size factors, demands a systematic premium across stocks in 1
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dc8bcbf06e75c3dfef7e43e62b5c032a
https://doi.org/10.1016/j.jbankfin.2012.07.021
https://doi.org/10.1016/j.jbankfin.2012.07.021
Autor:
K.C. John Wei, Samuel Xin Liang
Publikováno v:
SSRN Electronic Journal.
We investigate whether market volatility risk is a systematic pricing factor for stocks and market portfolios and whether it is a factor risk or a country-specific characteristic risk to investors in 21 developed countries. We find that local market
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e41c4bacab2dc7ef931edfae2a009130
https://doi.org/10.2139/ssrn.2217622
https://doi.org/10.2139/ssrn.2217622
Autor:
Samuel Xin Liang
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5afe80460e53d341c6d287f55a70b272
https://doi.org/10.2139/ssrn.2021791
https://doi.org/10.2139/ssrn.2021791
Autor:
Samuel Xin Liang
Publikováno v:
SSRN Electronic Journal.
We investigate the macroeconomic factors underlying stock returns in Hong Kong, an economy where there is no capital gain or dividend tax and no import-export tariff. We find that in addition to market, value and size factors, the unexpected componen
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dda7f0132ffc250f0941df71384ef55e
https://doi.org/10.2139/ssrn.2132263
https://doi.org/10.2139/ssrn.2132263
Autor:
Kuo-Chiang Wei, Samuel Xin Liang
Publikováno v:
SSRN Electronic Journal.
The recent global financial crisis demonstrates that market liquidity is a prominent systematic risk globally. We find that local liquidity risk, in addition to the local market, value and size factors, demands a systematic premium across stocks in 1
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d78f4ffff452795f09ce2db8dd374b94
https://doi.org/10.2139/ssrn.652961
https://doi.org/10.2139/ssrn.652961