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Lin, Ji-Chai; Singh, Ajai K.; Sun, Ping-Wen; Yu, Wen - In: Journal of Financial Markets 17 (2014) C, pp. 150-173

Hou and Moskowitz (2005) document that common stocks with more price delay in reflecting information yield higher returns and that the delay premium cannot be explained by the CAPM, Fama-French three-factor model, or Carhart's four-factor model. It cannot be explained by conventional liquidity...

Persistent link: https://www.econbiz.de/10010737888

Influence of dividend tax policy tied to investment horizon on stock price stability : evidence from the 2015 dividend tax reform in China

Guo, Nianzhi; Sun, Ping-Wen; Xiao, Huiqin - In: International review of finance : the official journal … 23 (2023) 3, pp. 524-552

Persistent link: https://www.econbiz.de/10014368410

Analyzing the nature of fund selection measures : stock picking or trading skill?

Sun, Ping-Wen; Liao, Wen Ju; Lin, Wanling - In: The quarterly review of economics and finance 97 (2024), pp. 1-11

Persistent link: https://www.econbiz.de/10015188277

Real option component of cash holdings, business cycle, and stock returns

Chen, Jiun-Lin; Jia, Z. Tingting; Sun, Ping-Wen - In: International review of financial analysis 45 (2016), pp. 97-106

Persistent link: https://www.econbiz.de/10011581922

High turnover with high price delay? : dissecting the puzzling phenomenon for China's A-shares

Qian, Meifen; Sun, Ping-Wen; Yu, Bin - In: Finance research letters 22 (2017), pp. 105-113

Persistent link: https://www.econbiz.de/10011807989

Is U.S. economic policy uncertainty priced in China's A-shares market? : evidence from market, industry, and individual stocks

Hu, Zhijun; Kutan, Ali Mustafa; Sun, Ping-Wen - In: International review of financial analysis 57 (2018), pp. 207-220

Persistent link: https://www.econbiz.de/10012006350

Top managerial power and stock price efficiency : evidence from China

Qian, Meifen; Sun, Ping-Wen; Yu, Bin - In: Pacific-Basin finance journal 47 (2018), pp. 20-38

Persistent link: https://www.econbiz.de/10012028002

A reliable performance measure to differentiate China's actively managed open-end equity mutual funds

Kutan, Ali Mustafa; Lin, Hai; Sun, Ping-Wen; Yu, Bin - In: Applied economics 50 (2018) 52, pp. 5592-5603

Persistent link: https://www.econbiz.de/10012062885

Heterogeneous institutional preferences and informativeness : evidence from China

Liao, Wenbin; Du, Jianing; Sun, Ping-Wen - In: Pacific-Basin finance journal 60 (2020), pp. 1-34

Persistent link: https://www.econbiz.de/10012232786

In search for managerial skills beyond common performance measures

Chen, Fan; Qian, Meifen; Sun, Ping-Wen; Yu, Bin - In: Journal of banking & finance 86 (2018), pp. 224-239

Persistent link: https://www.econbiz.de/10011962478