Institutional Ownership and Returns Predictability Across Economically Unrelated Stocks
with George Gao, Pamela Moulton and David Ng. Presented at Cornell, Syracuse, Wisconsin-Milwaukee, Mid-Atlantic Research conference, and Financial Economics and Association conference. Journal of Financial Intermediation
Investor Flows and Fragility in Corporate Bond Funds
with Goldshein, Itay, Hao Jiang and Ng, 2015. Submitted.
How Important is Foreign Ownership in International Stock returns?
with Bartram, Sohnke, Griffin, Taehoon Lim and Ng, 2015. Review of Financial Studies
Predicting Stock Market Returns Using Aggregate Implied Cost of Capital
with Yan Li, Ng and Bhaskaran Swaminathan, 2015. Journal of Financial Economics
, v. 110, pp. 419-436.
Earnings Management and Listing Regulations in China
with Tao Li and Mi Luo and Ng, 2014. China Finance Review International
The Coming Wave
with Andrew Karolyi, Eswar Prasad and Ng, 2013. Finance and Development
, v. 50, pp. 55-70.
Behavioral Biases and Mutual Fund Clienteles
with Warren Bailey, Alok Kumar and David Ng, 2011. Lead article in Journal of Financial Economics
, v. 102, pp. 1-27.
A Tale of Two Yield Curves: Modeling the Joint Term Structure of US and Euro Interest Rates
with Alexei Egorov, Haitao Li and David Ng, 2011. Journal of Econometrics
, v. 162, pp. 55-70.
Is Unlevered Firm Volatility Asymmetric?
with Hazem Daouk and David Ng, 2011. Journal of Empirical Finance
, v. 18, pp. 634-651.
Warranted Muliples and Stock Returns
with Jiyoun An, Sanjeev Bhojraj and David Ng, 2010. Journal of Accounting, Auditing and Finance
, v. 25, pp. 143.
Testing International Asset Pricing Using Implied Cost of Capital
with Charles Lee, David Ng and Bhaskaran Swaminathan, 2009. Journal of Financial and Quantitative Analysis
, v. 44, pp. 307-335.
Corruption and International Valuation: Does Virtue Pay?
with Charles Lee and David Ng, 2009. Journal of Investment
Foreign Investments of US Individual Investors: Causes and Consequences
with Warren Bailey, Alok Kumar and David Ng, 2008. Management Science
, w. 54, pp. 443-459.
Capital Market Governance: How Do Securities Laws Affect Market Performance?
with Hazem Daouk, Charles Lee and David Ng, 2006. Journal of Corporate Finance
, v. 12, pp. 560-593.
The Impact of Corruption on Financial Market
, David Ng, 2006. Managerial Finance
, v. 32, pp. 822-836.
The Soverign Ceiling and Emerging Market Corporate Bond Spreads
with Erik Durbin and David Ng, 2005. Journal of International Money and Finance
, v. 24, pp. 631-649.
The International CAPM When Expected Returns Are Time-Varying
, David Ng, 2004. Journal of International Money and Finance
, v. 23, pp. 189-230.
Does Corruption Increase Emerging Market Cond Spreads?
, with Francisco Ciocchini, Erik Durbin and David Ng, 2003. Journal of Economics and Business
, v. 55, pp. 503-528.
An International Dynamic Asset Pricing Model
, with Robert Hodrick, David Ng and Sengmueller, 1999. International Tax and Public Finance
, v. 6, pp. 597-620.