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1

Tests of the CAPM with Time-Varying Covariances: A Multivariate GARCH Approach

Journal:

The Journal of Finance

Year:

1991

Language:

english

File:

PDF, 472 KB

english, 1991

2

What Determines the Domestic Bias and Foreign Bias? Evidence from Mutual Fund Equity Allocations Worldwide

KALOK CHAN, VICENTIU COVRIG, LILIAN NG

Journal:

The Journal of Finance

Year:

2005

Language:

english

File:

PDF, 3.34 MB

english, 2005

3

Dividend policy and earnings management across countries

He, Wen, Ng, Lilian, Zaiats, Nataliya, Zhang, Bohui

Journal:

Journal of Corporate Finance

Year:

2016

Language:

english

File:

PDF, 400 KB

english, 2016

4

Socially Responsible Corporate Customers

Dai, Rui, Liang, Hao, Ng, Lilian

Journal:

Journal of Financial Economics

Year:

2020

Language:

english

File:

PDF, 5.10 MB

english, 2020

5

Tests of the Relations Among Marketwide Factors, Firm-Specific Variables, and Stock Returns Using a Conditional Asset Pricing Model

JIA HE, RAYMOND KAN, LILIAN NG, CHU ZHANG

Journal:

The Journal of Finance

Year:

1996

Language:

english

File:

PDF, 1.15 MB

english, 1996

6

Quarterly Trading Patterns of Financial Institutions

He, Jia, Ng, Lilian, Wang, Qinghai

Journal:

The Journal of Business

Year:

2004

Language:

english

File:

PDF, 118 KB

english, 2004

7

Information Environment and Equity Risk Premium Volatility Around the World

Lau, Sie Ting, Ng, Lilian, Zhang, Bohui

Journal:

Management Science

Year:

2012

Language:

english

File:

PDF, 309 KB

english, 2012

8

Seasonal variations in the availability of fodder resources and practices of dairy cattle feeding among the smallholder farmers in Western Usambara Highlands, Tanzania

Maleko, David, Ng, Wai-Tim, Msalya, George, Mwilawa, Angello, Pasape, Liliane, Mtei, Kelvin

Journal:

Tropical Animal Health and Production

Year:

2018

Language:

english

File:

PDF, 4.34 MB

english, 2018

9

The Foreign Exchange Exposure of Japanese Multinational Corporations

Jia He, Lilian K. Ng

Journal:

The Journal of Finance

Year:

1998

Language:

english

File:

PDF, 111 KB

english, 1998

10

Volume autocorrelation, information, and investor trading

Vicentiu Covrig, Lilian Ng

Journal:

Journal of Banking & Finance

Year:

2004

Language:

english

File:

PDF, 238 KB

english, 2004

11

The trading behavior of institutions and individuals in Chinese equity markets

Lilian Ng, Fei Wu

Journal:

Journal of Banking & Finance

Year:

2007

Language:

english

File:

PDF, 180 KB

english, 2007

12

Firm performance and mutual fund voting

Lilian Ng, Qinghai Wang, Nataliya Zaiats

Journal:

Journal of Banking & Finance

Year:

2009

Language:

english

File:

PDF, 227 KB

english, 2009

13

Home bias in foreign investment decisions

Dongmin Ke, Lilian Ng and Qinghai Wang

Journal:

Journal of International Business Studies

Year:

2010

Language:

english

File:

PDF, 2.46 MB

english, 2010

14

Stock Price Dynamics and Firm Size: An Empirical Investigation

Yin-Wong Cheung and Lilian K. Ng

Journal:

The Journal of Finance

Year:

1992

Language:

english

File:

PDF, 1.52 MB

english, 1992

15

Tests of the Relations Among Marketwide Factors, Firm-Specific Variables, and Stock Returns Using a Conditional Asset Pricing Model

Jia He, Raymond Kan, Lilian Ng and Chu Zhang

Journal:

The Journal of Finance

Year:

1996

Language:

english

File:

PDF, 552 KB

english, 1996

16

Environmental management systems in construction projects in Kenya: barriers, drivers, adoption levels

Onkangi, N. Ruth, Nyakondo, N. Stephen, Mwangi, Peter, Ondari, Lilian, Wangui, Ng’ang’a, Wachira, Bore

Journal:

Rwanda Journal of Engineering, Science, Technology and Environment

Year:

2018

File:

PDF, 487 KB

2018

17

A causality-in-variance test and its application to financial market prices

Yin-Wong Cheung, Lilian K. Ng

Journal:

Journal of Econometrics

Year:

1996

Language:

english

File:

PDF, 932 KB

english, 1996

18

Visible-light-assisted photocatalytic degradation of gaseous formaldehyde by parallel-plate reactor coated with Cr ion-implanted TiO2 thin film

Ringo C.W. Lam, Michael K.H. Leung, Dennis Y.C. Leung, Lilian L.P. Vrijmoed, W.C. Yam, S.P. Ng

Journal:

Solar Energy Materials and Solar Cells

Year:

2007

Language:

english

File:

PDF, 387 KB

english, 2007

19

Institutional trading and the turn-of-the-year effect

Lilian Ng, Qinghai Wang

Journal:

Journal of Financial Economics

Year:

2004

Language:

english

File:

PDF, 267 KB

english, 2004

20

The world price of home bias

Sie Ting Lau, Lilian Ng, Bohui Zhang

Journal:

Journal of Financial Economics

Year:

2010

Language:

english

File:

PDF, 498 KB

english, 2010

21

The sources of GARCH: empirical evidence from an intraday returns model incorporating systematic and unique risks

Paul A. Laux, Lilian K. Ng

Journal:

Journal of International Money and Finance

Year:

1993

Language:

english

File:

PDF, 1.12 MB

english, 1993

22

Does geographic dispersion affect firm valuation?

Wenlian Gao, Lilian Ng, Qinghai Wang

Journal:

Journal of Corporate Finance

Year:

2008

Language:

english

File:

PDF, 262 KB

english, 2008

23

Does home bias affect firm value? Evidence from holdings of mutual funds worldwide

Kalok Chan, Vicentiu Covrig, Lilian Ng

Journal:

Journal of International Economics

Year:

2009

Language:

english

File:

PDF, 281 KB

english, 2009

24

International evidence on the stock market and aggregate economic activity

Yin-Wong Cheung, Lilian K. Ng

Journal:

Journal of Empirical Finance

Year:

1998

Language:

english

File:

PDF, 187 KB

english, 1998

25

Does PIN affect equity prices around the world?

Lai, Sandy, Ng, Lilian, Zhang, Bohui

Journal:

Journal of Financial Economics

Year:

2014

Language:

english

File:

PDF, 489 KB

english, 2014

26

What Determines the Domestic Bias and Foreign Bias? Evidence from Mutual Fund Equity Allocations Worldwide

Kalok Chan, Vicentiu Covrig and Lilian Ng

Journal:

The Journal of Finance

Year:

2005

Language:

english

File:

PDF, 5.18 MB

english, 2005

27

Home bias in foreign investment decisions

Ke, Dongmin, Ng, Lilian, Wang, Qinghai

Journal:

Journal of International Business Studies

Year:

2010

Language:

english

File:

PDF, 191 KB

english, 2010

28

Do domestic and foreign fund managers have similar preferences for stock characteristics? A cross-country analysis

Covrig, Vicentiu, Lau, Sie Ting, Ng, Lilian

Journal:

Journal of International Business Studies

Year:

2006

Language:

english

File:

PDF, 193 KB

english, 2006

29

Foreign Investor Heterogeneity and Stock Liquidity around the World

Ng, Lilian, Wu, Fei, Yu, Jing, Zhang, Bohui

Journal:

Review of Finance

Year:

2015

Language:

english

File:

PDF, 362 KB

english, 2015

30

Do Domestic and Foreign Fund Managers Have Similar Preferences for Stock Characteristics? A Cross-Country Analysis

Vicentiu Covrig, Sie Ting Lau and Lilian Ng

Journal:

Journal of International Business Studies

Year:

2006

Language:

english

File:

PDF, 754 KB

english, 2006

31

Do Managers Matter for Corporate Innovation?

Cho, Chan Ho, Halford, Joseph T., Hsu, Scott, Ng, Lilian

Journal:

Journal of Corporate Finance

Year:

2015

Language:

english

File:

PDF, 295 KB

english, 2015

32

The Foreign Exchange Exposure of Japanese Multinational Corporations

Jia He and Lilian K. Ng

Journal:

The Journal of Finance

Year:

1998

Language:

english

File:

PDF, 563 KB

english, 1998

33

Male Involvement in Maternal Health Planning Key to Utilization of Skilled Birth Services in Malindi Subcounty, Kenya

Nyandieka, Lilian Nyamusi, Njeru, Mercy Karimi, Ng’ang’a, Zipporah, Echoka, Elizabeth, Kombe, Yeri

Journal:

Advances in Public Health

Year:

2016

Language:

english

File:

PDF, 1.23 MB

english, 2016

34

Feasibility of a community-based Functional Power Training program for older adults

Tan, Queenie Lin Ling, Chye, Lilian Min Yen, Ng, Daniella Hui Min, Chong, Mei Sian, Ng, Tze Pin, Wee, Shiou Liang

Journal:

Clinical Interventions in Aging

Year:

2018

Language:

english

File:

PDF, 665 KB

english, 2018

35

The Trading Behavior of Institutions and Individuals in Chinese Equity Markets

Ng, Lilian K., Wu, Fei

Journal:

SSRN Electronic Journal

Year:

2006

Language:

english

File:

PDF, 176 KB

english, 2006

36

Environmental management systems in construction projects in Kenya: barriers, drivers, adoption levels

Onkangi, N. Ruth, Nyakondo, N. Stephen, Mwangi, Peter, Ondari, Lilian, Wangui, Ng’ang’a, Wachira, Bore

Journal:

Rwanda Journal of Engineering, Science, Technology and Environment

Year:

2018

Language:

english

File:

PDF, 487 KB

english, 2018

37

Conformational organizations of G-quadruplexes composed of d(G4Tn)3G4

Wan Chi Wong, Jinyi Zhuang, Selina Ling Ling Ng, Lilian Li Lin New, Shuhui Hiew, Juanjuan Guo, Zhaoqi Yang, Tianhu Li

Journal:

Bioorganic & Medicinal Chemistry Letters

Year:

2010

Language:

english

File:

PDF, 423 KB

english, 2010

38

Photocatalytic decolorization of anthraquinonic dye by TiO2 thin film under UVA and visible-light irradiation

C.H. Ao, M.K.H. Leung, Ringo C.W. Lam, Dennis Y.C. Leung, Lilian L.P. Vrijmoed, W.C. Yam, S.P. Ng

Journal:

Chemical Engineering Journal

Year:

2007

Language:

english

File:

PDF, 744 KB

english, 2007

39

Parallel-plate solar photocatalytic reactor for air purification: Semi-empirical correlation, modeling, and optimization

Michael K.H. Leung, S.M. Tang, Ringo C.W. Lam, Dennis Y.C. Leung, W.C. Yam, S.P. Ng, Lilian L.P. Vrijmoed

Journal:

Year:

2006

Language:

english

File:

PDF, 222 KB

english, 2006

40

Market Efficiency and Return Statistics: Evidence from Real Estate and Stock Markets Using a Present-Value Approach

Yuming Fu, Lilian K. Ng

Journal:

Real Estate Economics

Year:

2001

Language:

english

File:

PDF, 181 KB

english, 2001

41

Essential role of Smad3 in the inhibition of inflammation-induced PPARβ/δ expression

Tan, Nguan Soon, Michalik, Liliane, Di-Poï, Nicolas, Ng, Chuan Young, Mermod, Nicolas, Roberts, Anita B, Desvergne, Béatrice, Wahli, Walter

Journal:

The EMBO Journal

Year:

2004

Language:

english

File:

PDF, 319 KB

english, 2004

42

Prediction of transient turbulent dispersion by CFD–statistical hybrid modeling method

Michael K.H. Leung, Chun-Ho Liu, Alan H.S. Chan, Dennis Y.C. Leung, W.C. Yam, S.P. Ng, Lilian L.P. Vrijmoed

Journal:

Atmospheric Environment

Year:

2005

Language:

english

File:

PDF, 291 KB

english, 2005

43

Pacific-Basin stock markets and real activity

Yin-Wong Cheung, Jia He, Lilian Ng

Journal:

Pacific-Basin Finance Journal

Year:

1994

Language:

english

File:

PDF, 2.29 MB

english, 1994

44

Pacific-Basin stock markets and real activity

Ying-Wong Cheung, Jia He, Lilian Ng

Journal:

Pacific-Basin Finance Journal

Year:

1995

Language:

english

File:

PDF, 47 KB

english, 1995

45

Are better governed funds better monitors?

Julia Chou, Lilian Ng, Qinghai Wang

Journal:

Journal of Corporate Finance

Year:

2011

Language:

english

File:

PDF, 272 KB

english, 2011

46

Does shareholder approval requirement of equity compensation plans matter?

Lilian Ng, Valeriy Sibilkov, Qinghai Wang, Nataliya Zaiats

Journal:

Journal of Corporate Finance

Year:

2011

Language:

english

File:

PDF, 304 KB

english, 2011

47

Revealed stock preferences of individual investors: Evidence from Chinese equity markets

Lilian Ng, Fei Wu

Journal:

Pacific-Basin Finance Journal

Year:

2006

Language:

english

File:

PDF, 172 KB

english, 2006

48

Product market competition and corporate governance

Julia Chou, Lilian Ng, Valeriy Sibilkov, Qinghai Wang

Journal:

Review of Development Finance

Year:

2011

Language:

english

File:

PDF, 392 KB

english, 2011

49

What are the global sources of rational variation in international equity returns?

Yin-Wong Cheung, Jia He, Lilian K. Ng

Journal:

Journal of International Money and Finance

Year:

1997

Language:

english

File:

PDF, 968 KB

english, 1997

50

Peer Effects in the Trading Decisions of Individual Investors

Lilian Ng, Fei Wu

Journal:

Financial Management

Year:

2010

Language:

english

File:

PDF, 240 KB

english, 2010