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The effect of extended trading hours on the feedback relationship between cash and futures markets

Chan, Leo H.; Chan, Kam C.; Cheng, Louis T. W. - In: Journal of emerging markets 9 (2004) 1, pp. 5-15

Persistent link: https://www.econbiz.de/10002133820

Predicting mutual fund performance : a portfolio commonality approach

Cheng, Louis T. W.; Chan, Kam C.; Pi, Lynn K; Guin, Larry - In: International journal of business 8 (2003) 1, pp. 63-85

Persistent link: https://www.econbiz.de/10001767435

Market efficiency and cointegration : some evidence in Pacific-Basin black exchange markets

Chan, Kam C. - In: Journal of economics and finance 21 (1997) 1, pp. 25-31

Persistent link: https://www.econbiz.de/10001248744

Efficiency of single-stock futures : an intraday analysis

Fung, Joseph K. W.; Tse, Yiuman - In: The journal of futures markets 28 (2008) 6, pp. 518-536

Persistent link: https://www.econbiz.de/10003714981

Efficiency of single-stock futures : an intraday analysis

Fung, Joseph K. W.; Tse, Yiuman - 2007

Persistent link: https://www.econbiz.de/10003682741

How electronic trading affects bid-ask spreads and arbitrage efficiency between index futures and options

Cheng, Kevin H. K.; Fung, Joseph K. W.; Tse, Yiuman - In: The journal of futures markets 25 (2005) 4, pp. 375-398

Persistent link: https://www.econbiz.de/10002647868

Dividend preference of tradable-share and non-tradeble-share holders in Mainland China

Cheng, Louis T. W.; Fung, Hung-gay; Leung, Tak Yan - In: Accounting and finance : journal of the Accounting … 49 (2009) 2, pp. 291-316

Persistent link: https://www.econbiz.de/10003859688

Time-varying relation between black and green bond price benchmarks : macroeconomic determinants for the first decade

Broadstock, David C.; Cheng, Louis T. W. - In: Finance research letters 29 (2019), pp. 17-22

Persistent link: https://www.econbiz.de/10012417695

Stock Price Crash Risk and Firms’ Operating Leverage

Chang, Xin; Cheng, Louis T. W.; Kwok, Wing Chun (Kaz); … - 2022

We extend Jin and Myers’ (2006) model to derive the relation between stock price crash risk and operating leverage (i.e., the fraction of fixed costs in total costs). The model predicts that (i) firms’ operating leverage decreases as stock price crash risk increases, and (ii) the negative...

Persistent link: https://www.econbiz.de/10014235532

First-author conditions : evidence from finance journal coauthorship

Brown, Christopher L.; Chan, Kam C.; Chen, Carl R. - In: Applied economics 43 (2011) 25/27, pp. 3687-3697

Persistent link: https://www.econbiz.de/10009380664