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Qiang Kang
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Cited by
Year
Bias in Predictive Regressions
X Jiang, Q Kang
Business-cycle pattern of asset returns: a general equilibrium explanation
Q Kang
Annals of Finance 15 (4), 539-561, 2019
22019
Can a Risk-Based Factor Generate Momentum?
Q Kang, C Li
Available at SSRN 971204, 2007
12007
Certification Program and Sell-Side Analysts
Q Kang, X Li, T Su
Credit rating changes and CEO incentives
Q Kang, Q Liu
Available at SSRN 971277, 2007
27*2007
Cross-Sectional PEG Ratios, Market Equity Premium, and Macroeconomic Activity
X Jiang, Q Kang
Journal of Accounting, Auditing & Finance 35 (3), 471-500, 2020
52020
Deregulation and the Cost of Public Debt
Q Kang, X Li, P Malatesta, J Wang
Dynamics of managerial power and CEO compensation in the course of corporate distress: Evidence from 1992 to 2019
S Guo, Q Kang, OA Mitnik
Financial Management 51 (3), 797-825, 2022
20*2022
Eliciting managerial willingness to invest: A revealed-preference approach
Q Kang, Q Liu
Journal of Business Research 155, 113375, 2023
2023
Equity Ownership in IPO Issuers by Brokerage Firms and Analyst Recommendations
Q Kang, X Li, RW Masulis, T Patel
Available at SSRN 1107634, 2022
2022
Essays on asset pricing and financial econometrics
Q Kang
University of Pennsylvania, 2002
2002
Heterogeneous beliefs and return volatility around seasoned equity offerings
AM Hibbert, Q Kang, A Kumar, S Mishra
Journal of financial economics 137 (2), 571-589, 2020
312020
Information-based stock trading, executive incentives, and the principal-agent problem
Q Kang, Q Liu
Management Science 56 (4), 682-698, 2010
32*2010
Information, investment adjustment, and the cost of capital
L Huang, Q Kang
Journal of Financial and Quantitative Analysis 53 (4), 1715-1754, 2018
102018
Market timing with aggregate accruals
Q Kang, Q Liu, R Qi
Journal of Asset Management 10, 170-180, 2009
2009
Mispricing in linear asset pricing models
Q Kang
Applied Economics, 1-25, 2024
2024
Negativity Bias, Social Media, and Analyst Behavior
AM Hibbert, Q Kang, A Kumar, S Mishra
Social Media, and Analyst Behavior (March 28, 2024), 2024
2024
On the relationship between the conditional mean and volatility of stock returns: A latent VAR approach
MW Brandt, Q Kang
Journal of Financial Economics 72 (2), 217-257, 2004
6472004
Predicted returns and sources of momentum profits
Q Kang, C Li
Working Paper, 2009
10*2009
Predicting stock market returns with aggregate discretionary accruals
Q Kang, Q Liu, R Qi
Journal of Accounting Research 48 (4), 815-858, 2010
1082010
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Articles 1–20