Research Publications for Min (Martin) Bai

Welcome to the University of Waikato research publications search page. This database includes all research publications produced by the University from 1998.

See Also: Research Links | Student Research Theses | Research Commons

Author's Publications

Publications ByBAI, Min (Martin)

  Use our Online Phonebook to contact our current staff members.

  • Bai, M., Li, X. -M., & Qin, Y. (2017). Shortability and asset pricing model: Evidence from the Hong Kong stock market. Journal of Banking & Finance, 85, 15-29. doi:10.1016/j.jbankfin.2017.08.007

  • Bai, M., Li, X. -M., & Qin, Y. (2016). Short-selling constraints and stock-valuation pattern: a regime–event analysis. Applied Economics, 48(56), 5462-5484. doi:10.1080/00036846.2016.1178848

  • Bai, M., & Qin, Y. (2015). Commonality in liquidity in emerging markets: Another supply-side explanation. International Review of Economics & Finance, 39, 90-106. doi:10.1016/j.iref.2015.06.005

  • Bai, M., & Qin, Y. (2015). Short sales constraints and price adjustments to earnings announcements: Evidence from the Hong Kong market. International Review of Financial Analysis, 42, 304-315. doi:10.1016/j.irfa.2015.08.006

  • Kong, L. L., Bai, M., & Wang, P. (2015). Is disposition related to momentum in Chinese market?. Managerial Finance, 41(6), 600-614. doi:10.1108/MF-03-2014-0082

  • Bai, M., & Qin, Y. (2014). Short-sales constraints and liquidity change: Cross-sectional evidence from the Hong Kong Market. Pacific-Basin Finance Journal, 26, 98-122. doi:10.1016/j.pacfin.2013.11.004

  • Qin, Y., & Bai, M. (2014). Foreign Ownership Restriction and Momentum - Evidence from Emerging Markets. International Review of Finance, 14(2), 237-261. doi:10.1111/irfi.12019

  • Bai, M., Qin, Y., & Zhang, H. P. (2013). Stock price crashes in emerging markets. In The 30th Australasian Finance and Banking Conference. Sydney, Australia.

  • Qin, Y., & Bai, M. (2012). Short sell restriction, liquidity and price discovery: Evidence from Hong Kong stock market.. In World Finance and Banking Symposium: Asian Finance and Banking: E-Proceedings (pp. 25). Shanghai, China: World Finance and Banking Symposium.

This page has been reformatted for printing.