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Details about Sie Ting Lau

Homepage:http://www.nbs.ntu.edu.sg
Workplace:Nanyang Business School, Nanyang Technological University, (more information at EDIRC)

Access statistics for papers by Sie Ting Lau.

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

Short-id: pla186


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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 Downloads

2015

  1. Informed trading around earnings and mutual fund alphas
    Journal of Banking & Finance, 2015, 60, (C), 168-180 Downloads View citations (1)
  2. The role of internal and external certification mechanisms in seasoned equity offerings
    Journal of Multinational Financial Management, 2015, 30, (C), 110-127 Downloads View citations (1)

2012

  1. Information Environment and Equity Risk Premium Volatility Around the World
    Management Science, 2012, 58, (7), 1322-1340 Downloads View citations (6)

2010

  1. An empirical investigation of Yankee stock offerings
    Review of Quantitative Finance and Accounting, 2010, 34, (3), 351-370 Downloads View citations (2)
  2. Does proximity matter in international bond underwriting?
    Journal of Banking & Finance, 2010, 34, (9), 2027-2041 Downloads View citations (2)
  3. The world price of home bias
    Journal of Financial Economics, 2010, 97, (2), 191-217 Downloads View citations (28)

2007

  1. Opening and closing behavior following the introduction of call auctions in Singapore
    Pacific-Basin Finance Journal, 2007, 15, (1), 18-35 Downloads View citations (11)

2006

  1. Choice of foreign listing location: Experience of Chinese firms
    Pacific-Basin Finance Journal, 2006, 14, (3), 311-326 Downloads View citations (9)
  2. 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 Downloads View citations (35)

2005

  1. U.S. cross-listing and China's B-share discount
    Journal of Multinational Financial Management, 2005, 15, (4-5), 334-353 Downloads View citations (3)

2003

  1. IMF bailouts, contagion effects, and bank security returns
    International Review of Financial Analysis, 2003, 12, (1), 3-23 Downloads View citations (13)
  2. Ownership of Cross-Listed Equities: An Investigation of Turnover, Diversification, and Risk
    The Financial Review, 2003, 38, (1), 151-160 Downloads View citations (3)
  3. 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 Downloads View citations (3)

2002

  1. Cross‐Listings and Home Market Trading Volume: The Case of Malaysia and Singapore
    Journal of Financial Research, 2002, 25, (4), 477-484 Downloads View citations (5)
  2. 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 Downloads View citations (11)

2001

  1. An Analysis of Transactions Data for the Stock Exchange of Singapore: Patterns, Absolute Price Change, Trade Size and Number of Transactions
    Journal of Business Finance & Accounting, 2001, 28, (1-2), 151-174 Downloads View citations (7)

1999

  1. 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 Downloads View citations (27)

1997

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

1996

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

1995

  1. Reducing tick size on the Stock Exchange of Singapore
    Pacific-Basin Finance Journal, 1995, 3, (4), 485-496 Downloads View citations (22)

1994

  1. 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 Downloads View citations (19)
  2. Valuation effects of international stock exchange listings
    Journal of Banking & Finance, 1994, 18, (4), 743-755 Downloads View citations (33)

1993

  1. Comovements of international equity returns: A comparison of the pre- and post-October 19, 1987, periods
    Global Finance Journal, 1993, 4, (1), 1-19 Downloads View citations (8)
 
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