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Resurrecting the size effect in Japan : Firm size, profitability shocks, and expected stock returns

Cheema, Muhammad A.; Chiah, Mardy; Zhong, Angel - 2021

The size effect, whereby small firms outperform large firms, is not only a pervasive phenomenon in financial markets but also an important pricing factor in the Fama and French models (1993; 2018). However, several studies document that the size effect in recent decades has disappeared in the US and...

Persistent link: https://www.econbiz.de/10013214466

Volume shocks and stock returns : an alternative test

Zhong, Angel; Chai, Daniel; Li, Bob; Chiah, Mardy - In: Pacific-Basin finance journal 48 (2018), pp. 1-16

Persistent link: https://www.econbiz.de/10012028016

Day-of-the-week effect in anomaly returns : international evidence

Chiah, Mardy; Zhong, Angel - In: Economics letters 182 (2019), pp. 90-92

Persistent link: https://www.econbiz.de/10012122438

Resurrecting the size effect in Japan : firm size, profitability shocks, and expected stock returns

Cheema, Muhammad A.; Chiah, Mardy; Zhong, Angel - In: Pacific-Basin finance journal 69 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10013370231

Energy price uncertainty and the value premium

Chiah, Mardy; Dinh Hoang Bach Phan; Vuong Thao Tran; … - In: International review of financial analysis 81 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013375258

Corporate payouts in Australia

Cheema, Muhammad A.; Chiah, Mardy; Zhong, Angel - In: Pacific-Basin finance journal 79 (2023), pp. 1-11

Persistent link: https://www.econbiz.de/10014463254

Tuesday Blues and the day-of-the-week effect in stock returns

Chiah, Mardy; Zhong, Angel - In: Journal of banking & finance 133 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10013256326

Betting against bank profitability

Akhtaruzzaman, Md.; Chiah, Mardy; Docherty, Paul; … - In: Journal of economic behavior & organization : JEBO 192 (2021), pp. 304-323

Persistent link: https://www.econbiz.de/10013188551

Photo sentiment and stock returns around the world

Chiah, Mardy; Hu, Xiaolu; Zhong, Angel - In: Finance research letters 46 (2022) 2, pp. 1-8

Persistent link: https://www.econbiz.de/10013341825

Another look at sources of momentum profits

Chai, Daniel; Chiah, Mardy; Zhong, Angel; Li, Bob - In: International review of economics & finance : IREF 79 (2022), pp. 310-323

Persistent link: https://www.econbiz.de/10013343411