Search Results - "Lam, Eric F. Y."

Limits-to-arbitrage, investment frictions, and the asset growth anomaly by Lam, F.Y. Eric C., Wei, K.C. John

“…We empirically evaluate the predictions of the mispricing hypothesis with limits-to-arbitrage suggested by Shleifer and Vishny (1997) and the q-theory with…”
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The q-theory explanation for the external financing effect: New evidence by Huang, Yuan, Lam, F.Y. Eric C., Wei, K.C. John

“…Several studies document a robust negative association between net external financing and average stock returns, which is referred to as the external financing…”
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Toward understanding short‐selling activity: demand and supply by Cheung, Adrian W. K., Kot, Hung Wan, Lam, Eric F. Y., Leung, Harry K. M.

“…We investigate the demand and supply sides of short‐selling activity in the US from 2003 to 2015. We construct four types of demand‐side variables from…”
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Limits‐to‐arbitrage, investment frictions, and the investment effect: New evidence by Lam, F. Y. Eric C., Li, Ya, Prombutr, Wikrom, Wei, K. C. John

“…This study comprehensively reexamines the debate over behavioral and rational explanations for the investment effect in an updated sample. We closely follow…”
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Mispricing firm-level productivity by Ang, Tze Chuan ‘Chewie’, Lam, F.Y. Eric C., Wei, K.C. John

“…This paper provides a mispricing-based explanation for the negative relation between firm-level productivity and stock returns. Investors appear to underprice…”
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Early evidence on the performance of hedged exchange traded funds by Fung, Joseph K. W., Cheng, Jason M. K., Eric Lam, F. Y.

“…This study provides early evidence on the performance of Hedged Exchange Traded Funds (HETFs), which were introduced around 2006. These securities track and…”
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What is the real relationship between cash holdings and stock returns? by Chuan ‘Chewie’ Ang, Tze, Lam, F.Y. Eric C., Ma, Tai, Wang, Shujing, Wei, K.C. John

“…The literature has provided mixed evidence on the relationship between cash holdings and average stock returns. We empirically verify that the relationship is…”
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Nonstandard Errors by KIRCHLER, MICHAEL, RAZEN, MICHAEL, ABUDY, MENACHEM (MENI), AKMANSOY, OLIVIER, ANGEL, JAMES J., BACH, AMADEUS, BARBON, ANDREA, BONDARENKO, OLEG, BOURI, ELIE, ROMERO, LAURA M. CAPERA, CAPORIN, MASSIMILIANO, CASKURLU, TOLGA, CHAKRABARTY, BIDISHA, CHEUNG, WILLIAM, CHINCARINI, LUDWIG B., CHOW, SHEUNG‐CHI, CLAPHAM, BENJAMIN, COMERTON‐FORDE, CAROLE, DAO, THONG, DARE, WALE, DAVIES, RYAN J., DECLERCK, FANY, DEEV, OLEG, DESAGRE, CHRISTOPHE, DIM, CHUKWUMA, DRUMMOND, PHILIP A., DZIELIŃSKI, MICHAŁ, EKSI, ASLI, EUGSTER, NICOLAS, FERRARA, GERARDO, FERROUHI, EL MEHDI, FONG, KINGSLEY Y. L., FOUCAULT, THIERRY, FRÖMMEL, MICHAEL, GAO, GE, GEHRIG, THOMAS P., GIL‐BAZO, JAVIER, GOMEZ, THOMAS, GRAMMIG, JOACHIM, HARTMANN, SIMON, HASSE, JEAN‐BAPTISTE, HAUTSCH, NIKOLAUS, IVASHCHENKO, ALEXEY, JURKATIS, SIMON, KAECK, ANDREAS T., KARAM, ARZÉ, KASSNER, BERNHARD, KHAN, SAAD A., KHOMYN, MARTA K., KLOS, ALEXANDER, KOLOKOLOV, ALEKSEY, KWAN, AMY, LAJAUNIE, QUENTIN, LAM, F. Y. ERIC C., LANGLOIS, HUGUES, LI, YIJIE, MARTINEAU, CHARLES, MIHET, ROXANA, MOINAS, SOPHIE, MURAVYEV, DMITRIY, NIMALENDRAN, MAHENDRARAJAH, ØDEGAARD, BERNT A., ÖSTBERG, PER, PRESS, OLIVER‐ALEXANDER, PROKOPCZUK, MARCEL, RAIZADA, GAURAV, RAKOWSKI, DAVID, REITZ, STEFAN, RIDDIOUGH, STEVEN J., RINNE, KALLE, RINTAMÄKI, PAUL, RIORDAN, RYAN, LONGARELA, IÑAKI RODRÍGUEZ, ROSEMAN, BRIAN, RZAYEV, KHALADDIN, SARKAR, ASANI, SARNO, LUCIO, SCHERTLER, ANDREA, SCHROEDER, FLORIAN, SEASHOLES, MARK S., SIMION, GIORGIA, SMALES, LEE A., SÖDERLIND, PAUL, SOKOLOV, KONSTANTIN, SÖNKSEN, JANTJE, STEFANOVA, DENITSA, TROLLE, ANDERS B., VOIGT, STEFAN, WAGNER, WOLF, WEISS, PATRICK, WIKA, HANS C., WRAMPELMEYER, JAN, YU, SHIHAO, YUESHEN, BART Z., ZAMOJSKI, MARCIN, ZAREEI, ABALFAZL, ZHANG, S. SARAH, ZHOU, CHEN, ZHU, XINGYU S., ZWINKELS, REMCO

“…ABSTRACT In statistics, samples are drawn from a population in a data‐generating process (DGP). Standard errors measure the uncertainty in estimates of…”
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Non-Standard Errors by Johannesson, Magnus, Alcock, Jamie, Alexeev, Vitali, Aloosh, Arash, Barbon, Andrea, Brownlees, Christian T., Cao, Viet Nga, Capelle-Blancard, Gunther, Chernov, Mikhail, Chincarini, Ludwig B., Chordia, Tarun, Clapham, Benjamin, Deku, Solomon, Dimpfl, Thomas, Ellen, Saskia ter, Farrell, Michael, Flori, Andrea, Franus, Tatiana, Fu, Servanna, Füllbrunn, Sascha, Gan, Baoqing, Gomez, Thomas, Güçbilmez, Ufuk, Grammig, Joachim, Gregoire, Vincent, Hagströmer, Björn, Harris, Jeffrey H., Harris, Lawrence, Hartmann, Simon, He, Xuezhong, Heath, Davidson, Hjalmarsson, Erik, Ivashchenko, Alexey, Iyer, Subramanian R., Jahanshahloo, Hossein, Jurkatis, Simon, Kaeck, Andreas, Kassner, Bernhard, Kearney, Fearghal, Kervel, Vincent van, Klos, Alexander, Kozhan, Roman, Lam, FY Eric C, Leippold, Markus, Li, Yijie, Llorente, Guillermo, Mazzola, Francesco, Meloso, Debrah, Mihet, Roxana, Neumeier, Christian, Nielsson, Ulf, Nolte, Sven, Norden, Lars L., Östberg, Per, Park, Andreas, Patel, Vinay, Pelizzon, Loriana, Press, Oliver-Alexander, Putniņš, Tālis J., Renault, Thomas, Renjie, Rex Wang, Renò, Roberto, Rognone, Lavinia, Rosu, Ioanid, Rudolf, Nicolas, Rush, Stephen, Rzayev, Khaladdin, Rzeźnik, Aleksandra, Sankaran, Harikumar, Scaillet, O., Schertler, Andrea, Seasholes, Mark S., Shui, Jessica, Sojli, Elvira, Neusüss, Sebastian, Szaszi, Barnabas, Taylor, Nicholas, Tham, Wing Wah, Theissen, Erik, Trolle, Anders B., Vilkov, Grigory, Werner, Ingrid M., Wolk, Leonard, Wong, Wing Keung, Xu, Ke, Yadav, Pradeep K., Yagüe, José, Zamojski, Marcin, Zareei, Abalfazl, Zhang, Xiaoyu, Zhong, Zhuo, Zhu, Xingyu Sonya, Chen, Jian, Gilder, Dudley, Bogoev, Dimitar, Wika, Hans C., Zhao, Lu, Bao, Li, Prokopczuk, Prokopczuk, Avetikian, Alejandro

“…In statistics, samples are drawn from a population in a data-generating process (DGP). Standard errors measure the uncertainty in estimates of population…”
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