Details about Sie Ting Lau

Access statistics for papers by Sie Ting Lau.

Last updated 2016-10-18. Update your information in the RePEc Author Service.

Short-id: pla186

Journal Articles

2016

1. LOST IN TRANSLATION: WHICH STOCK PRICES BEAR THE BURDEN TO ADJUST TO EXCHANGE RATES?
   Journal of Financial Research, 2016, 39, (3), 263-290 View citations (1)

2015

2. Informed trading around earnings and mutual fund alphas
   Journal of Banking & Finance, 2015, 60, (C), 168-180 View citations (3)
3. The role of internal and external certification mechanisms in seasoned equity offerings
   Journal of Multinational Financial Management, 2015, 30, (C), 110-127 View citations (3)

2012

4. Information Environment and Equity Risk Premium Volatility Around the World
   Management Science, 2012, 58, (7), 1322-1340 View citations (14)

2010

5. An empirical investigation of Yankee stock offerings
   Review of Quantitative Finance and Accounting, 2010, 34, (3), 351-370 View citations (3)
6. Does proximity matter in international bond underwriting?
   Journal of Banking & Finance, 2010, 34, (9), 2027-2041 View citations (3)
7. The world price of home bias
   Journal of Financial Economics, 2010, 97, (2), 191-217 View citations (73)

2007

8. Opening and closing behavior following the introduction of call auctions in Singapore
   Pacific-Basin Finance Journal, 2007, 15, (1), 18-35 View citations (27)

2006

9. Choice of foreign listing location: Experience of Chinese firms
   Pacific-Basin Finance Journal, 2006, 14, (3), 311-326 View citations (13)
10. Do domestic and foreign fund managers have similar preferences for stock characteristics? A cross-country analysis
    Journal of International Business Studies, 2006, 37, (3), 407-429 View citations (58)

2005

11. U.S. cross-listing and China's B-share discount
    Journal of Multinational Financial Management, 2005, 15, (4-5), 334-353 View citations (4)

2003

12. IMF bailouts, contagion effects, and bank security returns
    International Review of Financial Analysis, 2003, 12, (1), 3-23 View citations (16)
13. Ownership of Cross–Listed Equities: An Investigation of Turnover, Diversification, and Risk
    The Financial Review, 2003, 38, (1), 151-160 View citations (3)
14. Trading volume and location of trade: Evidence from Jardine group listings in Hong Kong and Singapore
    Journal of Banking & Finance, 2003, 27, (8), 1411-1425 View citations (3)

2002

15. Cross‐Listings and Home Market Trading Volume: The Case of Malaysia and Singapore
    Journal of Financial Research, 2002, 25, (4), 477-484 View citations (5)
16. Stock returns and beta, firms size, E/P, CF/P, book-to-market, and sales growth: evidence from Singapore and Malaysia
    Journal of Multinational Financial Management, 2002, 12, (3), 207-222 View citations (17)

1999

17. An investigation of price discovery in informationally-linked markets: equity trading in Malaysia and Singapore
    Journal of Multinational Financial Management, 1999, 9, (3-4), 317-329 View citations (32)

1997

18. Liquidity and foreign ownership restrictions
    Economics Letters, 1997, 56, (1), 85-88

1996

19. TRADING OF NASDAQ STOCKS ON THE CHICAGO STOCK EXCHANGE
    Journal of Financial Research, 1996, 19, (4), 579-584

1995

20. Reducing tick size on the Stock Exchange of Singapore
    Pacific-Basin Finance Journal, 1995, 3, (4), 485-496 View citations (25)

1994

21. Stock returns and the transfer of information between the New York and Tokyo stock exchanges
    Journal of International Money and Finance, 1994, 13, (2), 211-222 View citations (24)
22. Valuation effects of international stock exchange listings
    Journal of Banking & Finance, 1994, 18, (4), 743-755 View citations (36)

1993

23. Comovements of international equity returns: A comparison of the pre- and post-October 19, 1987, periods
    Global Finance Journal, 1993, 4, (1), 1-19 View citations (20)