Publications

by members of

Nanyang Business School
Nanyang Technological University
Singapore, Singapore

Journal articles

2007

1. Comerton-Forde, Carole & Ting Lau, Sie & McInish, Thomas, 2007. "Opening and closing behavior following the introduction of call auctions in Singapore," Pacific-Basin Finance Journal, Elsevier, vol. 15(1), pages 18-35, January. [Downloadable!] (restricted)

2006

1. Yang, Ting & Lau, Sie Ting, 2006. "Choice of foreign listing location: Experience of Chinese firms," Pacific-Basin Finance Journal, Elsevier, vol. 14(3), pages 311-326, June. [Downloadable!] (restricted)
2. Vicentiu Covrig & Sie Ting Lau & Lilian Ng, 2006. "Do domestic and foreign fund managers have similar preferences for stock characteristics? A cross-country analysis," Journal of International Business Studies, Palgrave Macmillan Journals, vol. 37(3), pages 407-429, May. [Downloadable!] (restricted)
3. Chong, Beng-Soon & Liu, Ming-Hua & Tan, Kok-Hui, 2006. "The wealth effect of forced bank mergers and cronyism," Journal of Banking & Finance, Elsevier, vol. 30(11), pages 3215-3233, November. [Downloadable!] (restricted)
4. Chong, Beng Soon & Liu, Ming-Hua & Shrestha, Keshab, 2006. "Monetary transmission via the administered interest rates channel," Journal of Banking & Finance, Elsevier, vol. 30(5), pages 1467-1484, May. [Downloadable!] (restricted)

2005

1. Yang, Ting & Lau, Sie Ting, 2005. "U.S. cross-listing and China's B-share discount," Journal of Multinational Financial Management, Elsevier, vol. 15(4-5), pages 334-353, October. [Downloadable!] (restricted)

2003

1. Sie Ting Lau & Thomas H. McInish, 2003. "Ownership of Cross-Listed Equities: An Investigation of Turnover, Diversification, and Risk," The Financial Review, Eastern Finance Association, vol. 38(1), pages 151-160, 02. [Downloadable!] (restricted)
2. Kalok Chan & Allaudeen Hameed & Sie Ting Lau, 2003. "What if Trading Location Is Different from Business Location? Evidence from the Jardine Group," Journal of Finance, American Finance Association, vol. 58(3), pages 1221-1246, 06. [Downloadable!] (restricted)
3. Lau, Sie Ting & McInish, Thomas H., 2003. "IMF bailouts, contagion effects, and bank security returns," International Review of Financial Analysis, Elsevier, vol. 12(1), pages 3-23. [Downloadable!] (restricted)
4. Lau, Sie Ting & McInish, Thomas H., 2003. "Trading volume and location of trade: Evidence from Jardine group listings in Hong Kong and Singapore," Journal of Banking & Finance, Elsevier, vol. 27(8), pages 1411-1425, August. [Downloadable!] (restricted)
5. Chong, Beng-Soon & Ding, David K & Tan, Kok-Hui, 2003. " Maturity Effect on Bid-Ask Spreads of OTC Currency Options," Review of Quantitative Finance and Accounting, Springer, vol. 21(1), pages 5-15, July. [Downloadable!] (restricted)

2002

1. Lau, Sie Ting & Lee, Chee Tong & McInish, Thomas H., 2002. "Stock returns and beta, firms size, E/P, CF/P, book-to-market, and sales growth: evidence from Singapore and Malaysia," Journal of Multinational Financial Management, Elsevier, vol. 12(3), pages 207-222, July. [Downloadable!] (restricted)

2001

1. David K. Ding & Sie Ting Lau, 2001. "An Analysis of Transactions Data for the Stock Exchange of Singapore: Patterns, Absolute Price Change, Trade Size and Number of Transactions," Journal of Business Finance & Accounting, Blackwell Publishing, vol. 28(1-2), pages 151-174. [Downloadable!] (restricted)

1999

1. Ding, David K. & Harris, Frederick H. deB. & Lau, Sie Ting & McInish, Thomas H., 1999. "An investigation of price discovery in informationally-linked markets: equity trading in Malaysia and Singapore," Journal of Multinational Financial Management, Elsevier, vol. 9(3-4), pages 317-329, November. [Downloadable!] (restricted)

1998

1. Yunhua, Liu & Beng, Chew Soon & Wenzhi, Li, 1998. "Education, experience and productivity of labor in China's township and village enterprises: the case of Jiangsu province," China Economic Review, Elsevier, vol. 9(1), pages 47-58. [Downloadable!] (restricted)

1997

1. Sie, Ting Lau & McCorry, Michael S. & McInish, Thomas H., 1997. "Liquidity and foreign ownership restrictions," Economics Letters, Elsevier, vol. 56(1), pages 85-88, September. [Downloadable!] (restricted)

1996

1. Chong, Beng-Soon & Liu, Ming-Hua & Altunbas, Yener, 1996. "The impact of universal banking on the risks and returns of Japanese financial institutions," Pacific-Basin Finance Journal, Elsevier, vol. 4(2-3), pages 181-195, July. [Downloadable!] (restricted)

1995

1. Lau, Sie Ting & McInish, Thomas H., 1995. "Reducing tick size on the Stock Exchange of Singapore," Pacific-Basin Finance Journal, Elsevier, vol. 3(4), pages 485-496, December. [Downloadable!] (restricted)

1994

1. Lau, Sie Ting & Diltz, J. David, 1994. "Stock returns and the transfer of information between the New York and Tokyo stock exchanges," Journal of International Money and Finance, Elsevier, vol. 13(2), pages 211-222, April. [Downloadable!] (restricted)
2. Lau, Sie Ting & Diltz, J. David & Apilado, Vincent P., 1994. "Valuation effects of international stock exchange listings," Journal of Banking & Finance, Elsevier, vol. 18(4), pages 743-755, September. [Downloadable!] (restricted)

1993

1. Lau, Sie Ting & McInish, Thomas H., 1993. "Comovements of international equity returns: A comparison of the pre- and post-October 19, 1987, periods," Global Finance Journal, Elsevier, vol. 4(1), pages 1-19. [Downloadable!] (restricted)

1991

1. Chong, Beng Soon, 1991. "The Effects of Interstate Banking on Commercial Banks' Risk and Profitability," The Review of Economics and Statistics, MIT Press, vol. 73(1), pages 78-84, February. [Downloadable!] (restricted)

This page was last updated on 2008-10-1.