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It's SHO time! : Short-sale pr...
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It's SHO time! : short-sale price tests and market quality
Diether, Karl B.
;
Lee, Kuan-hui
;
Werner, Ingrid M.
- In:
The journal of finance : the journal of the American …
64
(
2009
)
1
,
pp. 37-73
Persistent link: https://www.econbiz.de/10003853066
Saved in:
2
Short-sale strategies and return predictability
Diether, Karl B.
;
Lee, Kuan-hui
;
Werner, Ingrid M.
- In:
The review of financial studies
22
(
2009
)
2
,
pp. 575-607
Persistent link: https://www.econbiz.de/10003816644
Saved in:
3
Can short-sellers predict returns? : Daily evidence
Diether, Karl B.
(
contributor
);
Lee, Kuan-hui
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002999426
Saved in:
4
The world price of liquidity risk
Lee, Kuan-hui
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003340383
Saved in:
5
The world price of liquidity risk
Lee, Kuan-hui
- In:
Journal of financial economics
99
(
2011
)
1
,
pp. 136-161
Persistent link: https://www.econbiz.de/10009241434
Saved in:
6
Common patterns in commonality in returns, liquidity, and turnover around the world
Karolyi, G. Andrew
(
contributor
);
Lee, Kuan-hui
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003639312
Saved in:
7
Liquidity risk and asset pricing
Lee, Kuan-hui
-
2006
Persistent link: https://www.econbiz.de/10003972417
Saved in:
8
Sovereign credit risk, banks’ government support, and bank stock returns around the World
Correa, Ricardo
;
Lee, Kuan-hui
;
Sapriza, Horacio
; …
-
2012
Persistent link: https://www.econbiz.de/10009698086
Saved in:
9
Understanding commonality in liquidity around the world
Karolyi, G. Andrew
;
Lee, Kuan-hui
;
Dijk, Mathijs van
- In:
Journal of financial economics
105
(
2012
)
1
,
pp. 82-112
Persistent link: https://www.econbiz.de/10009622436
Saved in:
10
Do foreign short-sellers predict stock returns? : evidence from daily short-selling in Korean stock market
Wang, Shu Feng
;
Lee, Kuan-hui
- In:
Pacific-Basin finance journal
32
(
2015
),
pp. 56-75
Persistent link: https://www.econbiz.de/10011471543
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