Browsing by Author "Man, Yimei"

Now showing items 1-5 of 5

  • Cross-sectional and time-series momentum returns and market states

    Cheema, Muhammad A.; Nartea, Gilbert V.; Man, Yimei (John Wiley & Sons Ltd., 2017)
    Recent evidence on momentum returns shows that the time-series (TS) strategy outperforms the cross-sectional (CS) strategy. We present new evidence that this happens only when the market continues in the same state, UP or ...
  • Does investor sentiment predict the near-term returns of the Chinese stock market?

    Cheema, Muhammad A.; Man, Yimei; Szulczyk, Kenneth R. (2018)
    Recent evidence on the relationship between investor sentiment and subsequent monthly market returns in China shows that investor sentiment is a reliable momentum predictor since an increase (decrease) in investor sentiment ...
  • Earnings management and agency costs: Evidence from China

    Man, Yimei (The University of Waikato, 2019)
    Based on agency theory, this thesis investigates the link between agency costs and earnings management (EM) using data from listed public companies in China from 1999 to 2014. In this thesis, I examine whether EM reduces ...
  • Maxing Out in China: Optimism or Attention?

    Cheema, Muhammad A.; Nartea, Gilbert V.; Man, Yimei (2018)
    Bali et al. (2011) document a maximum daily returns (MAX) premium in the US where stocks with the highest MAX underperform stocks with the lowest MAX in the subsequent month. However, the source of this MAX premium is ...
  • Risk committee, corporate risk-taking and firm value

    Bhuiyan, Md. Borhan Uddin; Cheema, Muhammad A.; Man, Yimei (2017)
    We empirically examine the impact of the stand-alone risk committee on corporate risk-taking and firm value. We argue that the existence of a stand-alone risk committee enhances the quality of corporate governance which ...

Yimei Man has 4 co-authors in Research Commons.