Selected Publications

Articles In Academic Journals

Year Title
2018 Managerial Ability and firm risk-taking behavior.  Review of Quantitative Finance and Accounting. 1005-1032.
2017 Effects of the shareholder base on firm behavior and firm value in China.  International Review of Economics and Finance. 370-385.
2017 Investor attention and the expected returns of reits.  International Review of Economics and Finance. 423-439.
2017 Managerial Decision Horizon and REITs.  Review of Behavioral Finance. 63-78.
2016 The Interaction of Short-term Reversal and Momentum Strategies.  JOURNAL OF PORTFOLIO MANAGEMENT. 96-107.
2015 CEO Overconfidence and Financial Policies of Real Estate Investment Trusts.  Journal of Property Research. 384-406.
2015 Idiosyncratic Risk and Earnings Noncommonalty.  International Journal of Business and Finance Research. 1-17.
2015 The value of financial flexibility in emerging countries.  Journal of Multinational Financial Management. 25-41.
2014 Aborted Share Repurchases and Earnings Quality.  MANAGERIAL FINANCE. 846-863.
2014 Creditor Rights and Corporate Cash Holdings: International Evidence.  International Review of Economics and Finance. 117-127.
2014 Earnings Management and Corporate Spinoffs.  Review of Quantitative Finance and Accounting. 275-300.
2013 Acquirer's Earnings Quality and the Choice of Payment Method in Mergers and Acquisitions.  MANAGERIAL FINANCE. 979-1000.
2013 Do Neglected Frims Suffer from Information Deficit?.  International Journal of Business and Finance Research. 31-44.
2012 Earnings Quality and Corporate Cash Holdings.  Accounting and Finance/Blackwell. 543-571.
2012 Motives for mergers and acquisitions: ex post market evidence from the US.  Journal of Business Finance and Accounting. 1353-1375.
2012 Trading Volume and Overconfidence with Differential Information and Heterogeneous Investors.  Journal of Behavioral Studies in Business. 77-106.
2011 Do State Enterprises manage earnings more than privately owned firms? The case of China..  Journal of Business Finance and Accounting. 794-812.
2010 Investor Overconfidence in REIT Stock Trading.  Journal of Real Estate Portfolio Management. 39-57.
2010 Investor Recognition and REIT Returns.  Journal of Real Estate Portfolio Management. 141-157.
2009 Idiosyncratic Risk and Expected REIT Returns.  Journal of Real Estat Portfolio Management. 45-57.
2009 Implications of Futures Volume: Speculators versus Hedgers.  Journal of Asset Management. 318-337.
2009 Investor Sentiment and REIT Returns.  Journal of Real Estate Finance and Economics. 450-471.
2007 REIT Return Volatility: Between the Atlantic and the Pacific.  Review of Accounting and Finance. 25-37.
2007 Real Estate Mutual Funds: A style Analysis.  Review of Financial Services. 138-151.
2006 Equity Capital Flows and Demand for REITs.  Journal of Real Estate Finance and Economics. 275-291.
2006 Stock return Autocorrelation and Institutional Investors: The Case of ADRs.  Review of Accounting and Finance. 54-70.
2004 Institutional Herding in the ADRs Market.  Review of Quantitative Finance and Accounting. 5-17.
2004 Real Estate Mutual Funds: Performance and Persistence.  Journal of real Estate Research. 69-93.
2004 Short Interests in REITs.  International Real Estate Review. 56-70.
2002 Value of Multinationality, managerial compensation, and managerial discretion.  Journal of Business Finance and Accounting. 55-73.
2001 Foreign Acquisitions and Managerial Discretion.  Review of Quantitative Finance and Accounting. 53-64.
2001 Withdrawn Spinoffs: An Empirical Analysis.  Journal of Financial Research. 603-616.
2000 Firm Reputation and Insider Trading: The Investment Banking Industry.  Quarterly Journal of Business and Economics. 49-67.
2000 Is There News in the Club?.  Journal of Financial Research. 311-330.
1999 Insurance IPOs: A test of the Underpricing Theories.  Journal of Insurance Issuances. 35-48.
1997 Price Dynamics among Exchange Rates, Stock Index, and Treasury Bonds in Futures Markets.  Advances in Investment Analysis and Portfolio Management. 65-76.
1997 Reverse LBO and Underpricing: Information Asymmetry or Price Support?.  Journal of Applied Business Research. 67-77.
1996 Employers' Accounting for Post-Retirement Benefits Other than Pensions and Shareholders Wealth: Evidence from Regulated Industries.  Journal of Business and Economic Perspectives. 156-163.
1994 Atlantic and Pacific Capital Markets - Correlation and Volatility Transmission.  Global Finance Journal. 103-119.
1994 Conditional Heteroskedasticity and the Weekend Effect in S&P 500 Index Futures.  Journal of Business Finance and Accounting. 603-612.
1994 Curreny Futures Hedging: GARCH vs OLS.  Journal of Multinational Financial Management. 45-67.
1994 Intra and Inter-Industry Contagion Effects: Oil and Oil-related Industries.  Journal of Business Finance and Accounting. 1059-1070.
1993 Benefits of International Diversification: The Case of ADRs.  International Review of Economics and Business. 865-880.
1993 Investor's Information and IPO Underpricing: The Case of ADRs.  Journal of International Securities. 341-348.
1993 Weekly Pattern in Treasury Bond Futures and Garch Effects.  Review of Futures Markets.
1992 ADRs, Investors' Information and Initial Public Equity Offerings (IPO) Underpricing.  JOURNAL OF INTERNATIONAL SECURITIES MARKETS. 341-348.
1992 Inter-Currency Transmission of Volatility in Foreign Exchange Futures.  Journal of Futures Markets. 609-620.
1992 Investor's Information and IPO Underpricing: The Case of ADRs.  Journal of International Securities. 341-348.
1992 Pure Interest Arbitrage, Debt Denomination, and Currency Futures.  Journal of Multinational Financial Management. 95-112.
1991 A GARCH Examination of the Relationship between Volume and Price Variability in Futures Markets.  Journal of Futures Markets. 613-621.
1991 Bank failure and Contagion Effects: Evidence from Hong Kong.  Journal of Financial Research. 153-165.
1991 Corporate Headquarters Relocation: Evidence from the Capital Markets.  Journal of the American Real Estate and Urban Economics Association (AREUEA Journal). 583-599.
1989 Trader Rationality in the Exercise of Futures Options.  Journal of Financial Economics. 339-361.

Education And Training

  • Ph.D. in Finance, Georgia State University 1989
  • M.B.A. in Finance, State University of New York at Buffalo 1985
  • Bachelor of Social Sciences in Economics and Sociology, University of Hong Kong 1980

    • Full Name

  • Kenneth Yung