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Tongshu Ma
Tongshu Ma
Associate Professor of Finance, Binghamton University, Binghamton, NY
Verified email at binghamton.edu
Title
Cited by
Cited by
Year
Risk reduction in large portfolios: Why imposing the wrong constraints helps
R Jagannathan, T Ma
The journal of finance 58 (4), 1651-1683, 2003
19562003
The 52-week high momentum strategy in international stock markets
M Liu, Q Liu, T Ma
Journal of International Money and Finance 30 (1), 180-204, 2011
1582011
Tick size, NYSE rule 118, and ex-dividend day stock price behavior
K Jakob, T Ma
Journal of Financial Economics 72 (3), 605-625, 2004
1162004
The economic growth of Central and Eastern Europe in comparative perspective, 1870–1989
DF Good, T Ma
European Review of Economic History 3 (2), 103-137, 1999
901999
Risk reduction in large portfolios: A role for portfolio weight constraints
R Jagannathan, T Ma
Journal of Finance 58, 1651-1684, 2003
562003
Jackknife estimator for tracking error variance of optimal portfolios
GK Basak, R Jagannathan, T Ma
Management Science 55 (6), 990-1002, 2009
492009
Does the value of cash holdings deteriorate or improve with material weaknesses in internal control over financial reporting?
P Huang, J Guo, T Ma, Y Zhang
Journal of Banking & Finance 54, 30-45, 2015
482015
Efficient Asset Management: A Practical Guide to Stock Portfolio Optimization and Asset Allocation.
RO Michaud, T Ma
The Review of Financial Studies 14 (3), 901-904, 2001
442001
New estimates of income levels in Central and Eastern Europe, 1870–1910
DF Good, T Ma
Von der Theorie zur Wirtschaftspolitik–ein österreichischer Weg: Festschrift …, 1998
341998
Are ex‐day dividend clientele effects dead? Dividend yield versus dividend size
KJ Jakob, T Ma
Journal of Empirical Finance 14 (5), 718-735, 2007
322007
Order imbalance on ex‐dividend days
K Jakob, T Ma
Journal of Financial Research 26 (1), 65-75, 2003
322003
Prospect theory and the long-run performance of IPO stocks
T Ma, Y Shen
Available at SSRN 488146, 2003
282003
Estimating the risk in sample efficient portfolios
GK Basak, R Jagannathan, R Ma
PhD thesis, Citeseer, 2005
252005
Limit order adjustment mechanisms and ex‐dividend day stock price behavior
K Jakob, T Ma
Financial Management 34 (3), 89-101, 2005
192005
Are short sellers informed? Evidence from the 2007–2008 subprime mortgage crisis
M Liu, T Ma, Y Zhang
Financial Review 47 (1), 199-218, 2012
172012
Short sales and the weekend effect—Evidence from a natural experiment
P Gao, J Hao, I Kalcheva, T Ma
Journal of Financial Markets 26, 85-102, 2015
152015
Assessing the risk in sample minimum risk portfolios
G Basak, T Ma, R Jagannathan
Available at SSRN 528322, 2004
112004
Ex‐Dividend Day Price Behavior Of Exchange‐Traded Funds
J Ruan, T Ma
Journal of Financial Research 35 (1), 29-53, 2012
102012
Does removing the short-sale constraint improve liquidity? Evidence from Hong Kong
P Gao, J Hao, T Ma
Journal of Women s Health, 2006
92006
Are short sellers informed? New evidence from short sales on financial firms during the recent subprime mortgage crisis
M Liu, T Ma, Y Zhang
New Evidence from Short Sales on Financial Firms During the Recent Subprime …, 2009
72009
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