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Does corporate governance predict future performance? : evidence from Hong Kong

Cheung, Stephen Y. L.; Connelly, J. Thomas; Jiang, Ping; … - In: Financial management 40 (2011) 1, pp. 159-197

Persistent link: https://www.econbiz.de/10009385401

A high-low model of daily stock price ranges

Cheung, Stephen Y. L. (contributor); … - 2008

We observe that daily highs and lows of stock prices do not diverge over time and, hence, adopt the cointegration concept and the related vector error correction model (VECM) to model the daily high, the daily low, and the associated daily range data. The in-sample results attest the importance...

Persistent link: https://www.econbiz.de/10003749656

Stock returns, order imbalances, and commonality : evidence on individual, institutional, and proprietary investors in China

Bailey, Warren; Cai, Jun; Cheung, Stephen Y. L.; Wang, … - In: Journal of banking & finance 33 (2009) 1, pp. 9-19

Persistent link: https://www.econbiz.de/10003802936

Explaining country and cross-border liquidity commonality in international equity markets

Zhang, Zheng; Cai, Jun; Cheung, Stephen Y. L. - In: The journal of futures markets 29 (2009) 7, pp. 630-652

Persistent link: https://www.econbiz.de/10003842932

'Once-in-a-generation' yen volatility in 1998 : fundamentals, intervention, and order flow

Cai, Jun; Cheung, Stephen Y. L.; Lee, Raymond Siu-kuen; … - In: Foreign exchange markets, (pp. 180-200). 2005

Persistent link: https://www.econbiz.de/10003290903

Ownership concentration and executive compensation in closely held firms : evidence from Hong Kong

Cheung, Stephen Y. L.; Stouraitis, Aris; Wong, Anita W.S. - In: Journal of empirical finance 12 (2005) 4, pp. 511-532

Persistent link: https://www.econbiz.de/10003144724

Corporate governance in Asia

Cheung, Stephen Y. L.; Chan, Bob Y. - In: Asia Pacific development journal 11 (2004) 2, pp. 1-31

Persistent link: https://www.econbiz.de/10003204100

Price clustering on the limit-order book : evidence from the stock exchange of Hong Kong

Ahn, Hee-joon; Cai, Jun; Cheung, Stephen Y. L. - In: Journal of financial markets 8 (2005) 4, pp. 421-451

Persistent link: https://www.econbiz.de/10003177625

Profitability of the CRISMA system : from world indices to the Hong Kong stock market

Cheng, Wai-yan; Cheung, Stephen Y. L.; Yung, Haynes H. M. - In: Asia-Pacific financial markets 10 (2003) 1, pp. 45-57

Persistent link: https://www.econbiz.de/10002376171

Ownership concentration, firm performance, and dividend policy in Hong Kong

Chen, Zhilan; Cheung, Stephen Y. L.; Stouraitis, Aris; … - In: Pacific-Basin finance journal 13 (2005) 4, pp. 431-449

Persistent link: https://www.econbiz.de/10003138315

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