Publications

Some Recent A* Publications over the past 5 years includes:

• Xu, Y.,Xuan, Y.,Zheng, G. (2021). Internet searching and stock price crash risk: Evidence from a quasi-natural experiment In: Journal of Financial Economics

• Chou, H.,Li, M.,Yin, X.,Zhao, J. (2021). (In Press) Overconfident Institutions and Their Self-Attribution Bias: Evidence from Earnings Announcements In: Journal of Financial and Quantitative Analysis, , 1 - 33

• Abdelsalam, O.,Chantziaras, A.,Batten, J.,Aysan, A. (2021). Major shareholders’ trust and market risk: Substituting weak institutions with trust In: Journal of Corporate Finance, 66, 1 - 1

• Anolick, N.,Batten, J.,Kinateder, H.,Wagner, N. (2021). Time for gift giving: Abnormal share repurchase returns and uncertainty In: Journal of Corporate Finance, 66, 1 - 24

• Batten, J.,Loncarski, I.,Szilagyi, P. (2021). Strategic insider trading in foreign exchange markets In: Journal of Corporate Finance, , 1 - 20

• Batten, J.,Khaw, K.,Young, M. (2021). Convertible debt and asset substitution of multinational corporations In: Journal of Corporate Finance, 67, 1 - 20

• Bissoondoyal-Bheenick, E.,Brooks, R.,Do, H.,Smyth, R. (2020). Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets In: Energy Economics, 86, 1 - 18

• Chiah, M.,Zhong, A. (2021). Tuesday Blues and the day-of-the-week effect in stock returns In: Journal of Banking and Finance, 133, 1 - 15

• Chan, K.,Gray, P.,Gray, S.,Zhong, A. (2020). Political uncertainty, market anomalies and Presidential honeymoons In: Journal of Banking and Finance, 113, 1 – 11

• Chiah, M.,Gharghori, P.,Zhong, A. (2020). (In Press) Has Idiosyncratic Volatility Increased? Not in Recent Times In: Critical Finance Review, , 1 – 57

• Hu, X.,Shi, J.,Wang, L.,Yu, J. (2020). Foreign Ownership in Chinese Credit Ratings Industry: Information Revelation or Certification? In: Journal of Banking & Finance, 118, 1 - 22

• Hu, X.,Huang, H.,Pan, Z.,Shi, J. (2019). Information Asymmetry and Credit Rating: A Quasi-natural Experiment from China In: Journal of Banking and Finance, 106, 1 – 21

• Phan, D.,Tran, V.,Tee, C.,Nguyen, D. (2021). Oil price uncertainty, CSR and institutional quality: A cross-country evidence In: Energy Economics, 100, 1 – 14

• Phan, D.,Tran, V.,Nguyen, D.,Le, N. (2020). The importance of managerial ability on crude oil price uncertainty-firm performance relationship In: Energy Economics, 88, 1 - 14

• Duong, H.,Nguyen, J.,Nguyen, T.,Rhee, S. (2020). Navigating through economic policy uncertainty: The role of corporate cash holdings In: Journal of Corporate Finance, 62, 1 - 82