C. Hwang

发表

Signalling and the Pricing of New Issues

Mark Grinblatt, C. Hwang, 1989 .

The 52-Week High, q Theory and the Cross-Section of Stock Returns

Thomas J. George, Yuan Li, C. Hwang, 2017 .

The 52-Week High, q Theory and the Cross-Section of Stock Returns

Thomas J. George, Yuan Li, C. Hwang, 2017 .

Bootstrap refinements in tests of microstructure frictions

Thomas J. George, Tavy Ronen, C. Hwang, 2009 .

Investor Tastes, Corporate Behavior, and Stock Returns: An Analysis of Corporate Social Responsibility

S. Titman, C. Hwang, Ying Wang, 2021, Management Science.

Analyst Industry Knowledge and School Tie Spillover

C. Hwang, Chen-Chieh Liao, Sheng‐Syan Chen, 2021 .

Is Information Risk Priced? Evidence from the Price Discovery of Large Trades

C. Hwang, Xiaolin Qian, 2008 .

Information Risk and Momentum Anomalies

C. Hwang, Xiaolin Qian, 2011 .

Underwriter Analyst Recommendations: Conflict of Interest or Rush to Judgement

Kuldeep Shastri, C. Hwang, Craig G. Dunbar, 1997 .

The Impact of Tick Size on Market Quality: An Empirical Investigation of the Stock Exchange of Hong Kong

C. Hwang, K.C. Chan, 1998 .

Price Discovery Function of Large Trades and the Cross-Section of Expected Stock Returns

C. Hwang, Xiaolin Qian, 2011 .

The post-listing puzzle: evidence from Tokyo Stock Exchange listing

C. Hwang, Narayanan Jayaraman, 1993 .

Sentiment Contagion, Corporate Governance, Information and Legal Environments

Yuk Ying Chang, R. Faff, C. Hwang, 2009 .

The 52-Week High and Momentum Investing

Thomas J. George, Chuan-Yang Hwang, C. Hwang, 2004 .

Endogenous market statistics and security pricing:: An empirical investigation

Thomas J. George, C. Hwang, 1998 .

Investor Tastes, Corporate Behavior and Stock Returns: An Analysis of Corporate Social Responsibility

S. Titman, C. Hwang, Ying Wang, 2015, Manag. Sci..

Are Analysts Whose Forecast Revisions Correlate Less with Prior Stock Price Changes Better Information Producers and Monitors?

Yen H. Tong, Yuan Li, C. Hwang, 2011 .

Liquidity and stock returns in Japan: New evidence

Yuk Ying Chang, R. Faff, C. Hwang, 2010 .

Testing seasonality in the liquidity–return relation: Japanese evidence

Yuk Ying Chang, R. Faff, C. Hwang, 2010 .

A Resolution of the Distress Risk and Leverage Puzzles in the Cross Section of Stock Returns

Thomas J. George, Chuan-Yang Hwang, C. Hwang, 2009 .

Disclosure Policies of Investment Funds

Thomas J. George, C. Hwang, 2014 .

Information Flow and Pricing Errors: A Unified Approach to Estimation and Testing

Thomas J. George, Chuan-Yang Hwang, C. Hwang, 2001 .

The ex-date impact of rights offerings. The evidence from firms listed on the Tokyo stock exchange

Kuldeep Shastri, V. Goyal, C. Hwang, 1994 .

Information Asymmetry and Momentum Anomalies

C. Hwang, Xiaolin Qian, 2011 .

Distress Risk, Liquidity and the Cross Section of Stock Returns

C. Hwang, 2019 .

Is It Who You Know or What You Know? Evidence from IPO Allocations and Mutual Fund Performance

S. Titman, C. Hwang, Yuxi Wang, 2015, Journal of Financial and Quantitative Analysis.

A Dissertation Presented to the NANYANG BUSINESS SCHOOL NANYANG TECHNOLOGICAL UNIVERSITY In Partial Fulfillment of the Requirements for the Degree DOCTOR OF PHILOSOPHY

Lilian Ng, Keshab Shrestha, A. Low, 2010 .

Economic Policy Uncertainty and Momentum

Stephen L Taylor, Zhiguang Wang, W. Ferson, 2019, Financial Management.

Local and Global Sentiment Effects, and the Role of Legal, Information and Trading Environments

Yuk Ying Chang, R. Faff, C. Hwang, 2012 .

Local and Global Sentiment Effects, and the Role of Legal, Trading and Information Environments

Yuk Ying Chang, R. Faff, C. Hwang, 2011 .

Mutual Fund Herding and Dispersion of Analysts' Earnings Forecasts

Kalok Chan, Chuan-Yang Hwang, Kalok Chan, 2005 .

Voluntary disclosure and corporate innovation

Sheng-Syan Chen, C. Hwang, Yanzhi Wang, 2019, Review of Quantitative Finance and Accounting.

Hedge Funds and Shareholder Wealth Gains in Leveraged Buyouts

René M. Stulz, Thomas J. Chemmanur, Darren J. Kisgen, 2008 .

Non-disclosure and Adverse Disclosure as Signals of Firm Value

Chuan-Yang Hwang, Siew Hong Teoh, S. Teoh, 1990 .

Customer Capital, Financial Constraints and Stock Returns

Donald B. Keim, Lukasz A. Drozd, William M. Diamond, 2017 .

Analyst Coverage and the Glamour Discount

Thomas J. George, C. Hwang, 2008 .

Analysts' Incentives and the Dispersion Effect

Yuan Li, C. Hwang, 2008 .

The tax-loss selling hypothesis, market liquidity, and price pressure around the turn-of-the-year

Chuan-Yang Hwang, Stephen P. Ferris, C. Hwang, 2003 .

Analyst Coverage and Two Puzzles in the Cross Section of Returns

Thomas J. George, C. Hwang, 2013 .

C. Hwang, Shaojun Zhang, Yanjian Zhu, 2018, Advances in Pacific Basin Business, Economics and Finance.

Microstructure and reverse stock splits

C. Hwang, 1995 .

A microstructure examination of trading activity following stock splits

Stephen P. Ferris, Atulya Sarin, C. Hwang, 1995 .

Differences of Opinion , Retail Investor Sentiment and Stock Overvaluation

C. Hwang, 2011 .

Transitory Price Changes and Price-Limit Rules: Evidence from the Tokyo Stock Exchange

Thomas J. George, Chuan-Yang Hwang, C. Hwang, 1995, Journal of Financial and Quantitative Analysis.

What Happens After a Fund Family Begins to Offer ETFs?

C. Hwang, Sheng‐Syan Chen, Chin-Te Yu, 2020 .

Liquidity, Favorite-Longshot Bias, and the Return of Lottery-Like Stocks

C. Hwang, Long Yi, 2023, SSRN Electronic Journal.

Long‐Term Return Reversals: Overreaction or Taxes?

Thomas J. George, C. Hwang, 2007 .

Information risk factor and momentum anomalies

C. Hwang, Xiaolin Qian, 2011 .

The impact of tick size on the market quality of a pure-order driven system: evidence from the stock exchange of Hong Kong

C. Hwang, K. C. Chan, 2003 .

The Impact of Tick Size on the Quality of a Pure Order-Driven Market: Evidence from the Stock Exchange of Hong Kong

C. Hwang, K. C. Chan, 2002 .

Analysts’ Reputational Concerns, Self-Censoring and the International Dispersion Effect

Yuan Li, Chuan-Yang Hwang, Yuan Li, 2016, Manag. Sci..