Details about Pauline M. Shum

Access statistics for papers by Pauline M. Shum.

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Short-id: psh46

Working Papers

2006

1. What Explains Household Stock Holdings?
   Working Papers, University of Toronto, Department of Economics View citations (75)
   See also Journal Article What explains household stock holdings?, Journal of Banking & Finance, Elsevier (2006) View citations (60) (2006)

2000

2. Portfolio Choice in the Presence of Personal Illiquid Projects
   Working Papers, University of Toronto, Department of Economics View citations (3)
   See also Journal Article Portfolio Choice in the Presence of Personal Illiquid Projects, Journal of Finance, American Finance Association (2002) View citations (38) (2002)

1997

3. INVESTMENT IRREVERSIBILITY AND ENDOGENOUS FINANCING: An Evaluation of the Corporate Tax Effects
   Working Papers, University of Toronto, Department of Economics View citations (1)

1996

4. Irreversible Investment, Financing Choice and Asymmetric Corporate Taxes
   Working Papers, University of Toronto, Department of Economics View citations (1)
5. Share Price Response to New Information with Short Horizon Investors the Case of Hong Kong
   Working Papers, York University, Department of Economics

1992

6. Corporate Taxes and Investment Horizon
   Working Papers, York (Canada) - Department of Economics
7. Taxes and Capital Structure Choice - Some Canadian Evidence
   Working Papers, York (Canada) - Department of Economics

Journal Articles

2018

1. Relative Liquidity, Fund Flows and Short†Term Demand: Evidence from Exchange†Traded Funds
   The Financial Review, 2018, 53, (1), 87-115 View citations (22)

2016

2. Intraday Share Price Volatility and Leveraged ETF Rebalancing
   Review of Finance, 2016, 20, (6), 2379-2409 View citations (15)

2008

3. THE AUCTION MARKET FOR MODERN PRINTS: CONFIRMATIONS, CONTRADICTIONS, AND NEW PUZZLES
   Economic Inquiry, 2008, 46, (2), 149-159 View citations (27)

2007

4. The law of one price, noise and “irrational exuberance”: the auction market for Picasso prints
   Journal of Cultural Economics, 2007, 31, (4), 263-277 View citations (13)

2006

5. What explains household stock holdings?
   Journal of Banking & Finance, 2006, 30, (9), 2579-2597 View citations (60)
   See also Working Paper What Explains Household Stock Holdings?, Working Papers (2006) View citations (75) (2006)

2002

6. Portfolio Choice in the Presence of Personal Illiquid Projects
   Journal of Finance, 2002, 57, (1), 303-328 View citations (38)
   See also Working Paper Portfolio Choice in the Presence of Personal Illiquid Projects, Working Papers (2000) View citations (3) (2000)

1999

7. Irreversible investment and endogenous financing: An evaluation of the corporate tax effects
   Journal of Monetary Economics, 1999, 43, (1), 143-171 View citations (10)
8. The Returns to Picasso's Prints and to Traditional Financial Assets, 1977 to 1996
   Journal of Cultural Economics, 1999, 23, (3), 181-190 View citations (26)

1996

9. Stock Market Response to Political Uncertainty: Evidence from the 1992 Constitutional Referendum
   Canadian Journal of Economics, 1996, 29, (s1), 213-18 View citations (2)
10. Taxes and Corporate Debt Policy in Canada: An Empirical Investigation
    Canadian Journal of Economics, 1996, 29, (3), 556-72 View citations (14)

1995

11. The 1992 Canadian Constitutional Referendum Using Financial Data to Assess Economic Consequences
    Canadian Journal of Economics, 1995, 28, (4a), 794-807 View citations (1)

1994

12. Tax Asymmetry and Investment Horizon
    Public Finance = Finances publiques, 1994, 49, (3), 427-39 View citations (3)

Chapters

2007

1. Identifying Major Shocks in Market Volatility and Their Impact on Trading Strategies
   Chapter 13 in Advances In Quantitative Analysis Of Finance And Accounting, 2007, pp 259-281