Ming Yan William Cheung

准教授(任期付)

  • 101 Citations
  • 6 h-Index
20022017
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Fingerprint Dive into the research topics where Ming Yan William Cheung is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

  • 2 Similar Profiles
Hong Kong Business & Economics
Corporate governance Business & Economics
Market microstructure Business & Economics
China Business & Economics
Investors Business & Economics
Liquidity Business & Economics
Stock prices Business & Economics
Stock returns Business & Economics

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Research Output 2002 2017

  • 101 Citations
  • 6 h-Index
  • 13 Article
  • 2 Conference contribution
1 Citation (Scopus)

Exploring the Persistent Behavior of Financial Markets

Tsai, Y. C., Lei, C. L., Cheung, M. Y. W., Wu, C. S., Ho, J. M. & Wang, C. J., 2017, (Accepted/In press) In : Finance Research Letters.

Research output: Contribution to journalArticle

Financial markets
Transaction costs
Investor behavior
Market price
Stock index
1 Citation (Scopus)

Does free cash flow problem contribute to excess stock return synchronicity?

Cheung, M. Y. W. & Jiang, L., 2016 Jan 1, In : Review of Quantitative Finance and Accounting. 46, 1, p. 123-140 18 p.

Research output: Contribution to journalArticle

Free cash flow
Stock returns
Synchronicity
Firm growth
Insider
2 Citations (Scopus)
Seasoned equity offerings
Corporate finance
Market microstructure
Illiquidity
Market liquidity
4 Citations (Scopus)
finance
time series
market
firm
price
6 Citations (Scopus)

Exchange-traded barrier option and VPIN: Evidence from Hong Kong

Cheung, M. Y. W., Chou, R. K. & Lei, A. C. H., 2015 Jun 1, In : Journal of Futures Markets. 35, 6, p. 561-581 21 p.

Research output: Contribution to journalArticle

Hong Kong
Probability of informed trading
Barrier options
Order flow
Market risk