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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

Decomposing value : changes in size or changes in book-to-market?

Chai, Daniel; Chiah, Mardy; Zhong, Angel - In: Pacific-Basin finance journal 64 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012493982

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

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

Which model best explains the returns of large Australian stocks?

Chai, Daniel; Chiah, Mardy; Gharghori, Philip - In: Pacific-Basin finance journal 55 (2019), pp. 182-191

Persistent link: https://www.econbiz.de/10012169529

Political uncertainty, market anomalies and Presidential honeymoons

Chan, Kam Fong; Gray, Philip K.; Gray, Stephen; Zhong, Angel - In: Journal of banking & finance 113 (2020), pp. 1-11

Persistent link: https://www.econbiz.de/10012226090

Network centrality, information diffusion and asset pricing

Yu, Miao; Hu, Xiaolu; Zhong, Angel - In: International review of financial analysis 93 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10014543728

Assessing the usefulness of daily and monthly asset-pricing factors for Australian equities

Gray, Philip K.; Zhong, Angel - In: Accounting and finance 62 (2022) 1, pp. 181-211

Persistent link: https://www.econbiz.de/10013166392

ESG Rating Disagreement : Implications and Aggregation Approaches

Bissoondoyal-Bheenick, Emawtee; Bennett, Scott; Zhong, Angel - 2023

This study explores environmental, social and governance (ESG) rating disagreement among different providers, given the variation and lack of consensus in ESG ratings. We utilise three prominent ESG ratings (Sustainalytics, MSCI and Asset4) and employ four aggregation methods (equal-weighted...

Persistent link: https://www.econbiz.de/10014353078

The financial performance of socially responsible investments : insights from the intertemporal CAPM

Xiao, Yuchao; Faff, Robert W.; Gharghori, Philip; Min, … - In: Journal of business ethics : JOBE 146 (2017) 2, pp. 353-364

Persistent link: https://www.econbiz.de/10011789319