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The book-to-market anomaly in the Chinese stock markets

Ho, Kin-Yip; An, Jiyoun; Zhou, Lanyue - In: Journal of East Asian economic integration 19 (2015) 3, pp. 223-241

Persistent link: https://www.econbiz.de/10011376181

Value premium and institutional ownership in Chinese stock

An, Jiyoun; Ho, Kin-Yip; Zhou, Lanyue - In: KIEP visiting scholar's paper series (2011), pp. 366-384

Persistent link: https://www.econbiz.de/10009667753

Size matters after all : evidence from the Chinese stock market

Ho, Kin-Yip; An, Jiyoun; Zhang, Zhaoyong - In: China's rise and internationalization : regional and …, (pp. 237-249). 2020

Persistent link: https://www.econbiz.de/10012224031

What drives the liquidity premium in the Chinese stock market?

An, Jiyoun; Ho, Kin-Yip; Zhang, Zhaoyong - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-17

Persistent link: https://www.econbiz.de/10012665482

Decomposing the value premium : the role of intangible information in the Chinese stock market

Ho, Kin-Yip; An, Jiyoun - In: Emerging markets review 44 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012414883

Value premium and institutional ownership in Chinese stock

An, Jiyoun; Ho, Kin-yip; Zhou, Lanyue - In: KIEP visiting scholar's paper series (2011), pp. 366-384

Persistent link: https://www.econbiz.de/10010077890

The Book-to-Market Anomaly in the Chinese Stock Markets

Ho, Kin-Yip - 2016

This paper examines the existence of value premium in the Chinese stock markets and empirically provides its explanation. Our results suggest that the value premium does exist in the Chinese markets, and investor sophistication is significant in explaining its existence. In particular, there is...

Persistent link: https://www.econbiz.de/10013003265

It takes two to tango : a regime-switching analysis of the correlation dynamics between the Mainland Chinese and Hong Kong stock markets

Ho, Kin-Yip; Shi, Yanlin; Zhang, Zhaoyong - In: Scottish journal of political economy : the journal of … 63 (2016) 1, pp. 41-65

Persistent link: https://www.econbiz.de/10011454981

Modeling high-frequency volatility with three-state FIGARCH models

Shi, Yanlin; Ho, Kin-Yip - In: Economic modelling 51 (2015), pp. 473-483

Persistent link: https://www.econbiz.de/10011476127

Public information arrival, price discovery and dynamic correlations in the Chinese renminbi markets

Ho, Kin-Yip; Shi, Yanlin; Zhang, Zhaoyong - In: The North American journal of economics and finance : a … 46 (2018), pp. 168-186

Persistent link: https://www.econbiz.de/10012036615