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Short sales and speed of price adjustment : evidence from the Hong Kong stock market

Chen, Crystal Xiaobei; Rhee, S. Ghon - In: Journal of banking & finance 34 (2010) 2, pp. 471-483

Persistent link: https://www.econbiz.de/10003935618

The anatomy of short sales and price adjustment : evidence from the Hong Kong stock market

Chen, Crystal Xiaobei - In: International journal of managerial finance : IJMF 8 (2012) 3, pp. 204-218

Persistent link: https://www.econbiz.de/10009574400

Securities markets and systemic risks in dynamic Asian economies

Rhee, S. Ghon - 1992

Persistent link: https://www.econbiz.de/10000058363

The anatomy of short sales and price adjustment: evidence from the Hong Kong stock market

Chen, Crystal Xiaobei - In: International Journal of Managerial Finance 8 (2012), pp. 204-218

Purpose – The purpose of this paper is to study the relationship between excess returns and short sale activities under unexpected informed and uninformed short sales. It is found that in general, the unexpected informed short sale is a bearish signal and has a negative effect on excess...

Persistent link: https://www.econbiz.de/10010610523

Fixed-income securities markets of six dynamic Asian economies

Rhee, S. Ghon - In: Emerging bond markets in the dynamic Asian economies, (pp. 43-135). 1993

Persistent link: https://www.econbiz.de/10001282545

The microstructure of Asian equity markets

Rhee, S. Ghon - In: Journal of financial services research : JFSR 6 (1992) 4, pp. 437-454

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The return to value in Asian stock markets

Brown, Stephen J.; Rhee, S. Ghon; Zhang, Liang - In: Emerging markets review 9 (2008) 3, pp. 194-205

Persistent link: https://www.econbiz.de/10003766755

Where does price discovery occur for stocks traded in multiple markets? Evidence from Hong Kong and London

Agarwal, Sumit; Liu, Chunlin; Rhee, S. Ghon - In: Journal of international money and finance 26 (2007) 1, pp. 46-63

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The returns to value and momentum in Asian markets

Brown, Stephen J.; Du, Daphne Yan; Rhee, S. Ghon; … - In: Emerging markets review 9 (2008) 2, pp. 79-88

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Investor demand for IPOs and aftermarket performance : evidence from the Hong Kong stock market

Agarwal, Sumit; Liu, Chunlin; Rhee, S. Ghon - In: Journal of international financial markets, … 18 (2008) 2, pp. 176-190

Persistent link: https://www.econbiz.de/10003710334