Ran Chang

Shanghai Jiao Tong University (SJTU) - Antai College of Economics and Management

No.1954 Huashan Road

Shanghai Jiao Tong University

Shanghai, 200030

China

SCHOLARLY PAPERS

6

DOWNLOADS

833

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (6)

1.

Return Cross-Predictability in Firms with Similar Employee Satisfaction

Number of pages: 62 Posted: 16 Oct 2019 Last Revised: 20 Jul 2021
Singapore Management University, Shanghai Jiao Tong University (SJTU) - Antai College of Economics and Management, McGill University and Singapore Management University - Lee Kong Chian School of Business
Downloads 250 (150,921)
Citation 2

Abstract:

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Employee satisfaction, Return predictability, Investors’ inattention, Knowledge spillover, Social transmissions

2.

Private Subsidiaries’ Information Disclosure and the Cross-Sectional Equity Returns of Public Parent Firms

Number of pages: 61 Posted: 18 Nov 2019 Last Revised: 20 Jul 2021
Turan G. Bali, Ran Chang, Zilin Chen and Jun Tu
Georgetown University - Robert Emmett McDonough School of Business, Shanghai Jiao Tong University (SJTU) - Antai College of Economics and Management, Southwestern University of Finance and Economics (SWUFE) - School of Finance and Singapore Management University - Lee Kong Chian School of Business
Downloads 225 (167,054)

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Private subsidiaries; public parent firms; limited attention; limits to arbitrage; return predictability.

3.

Internal Capital Markets and Return Predictability in Complex Ownership Firms

AFA 2019 Atlanta Meetings Paper
Number of pages: 70 Posted: 16 Apr 2020 Last Revised: 20 Jul 2021
Shanghai Jiao Tong University (SJTU) - Antai College of Economics and Management, University of Edinburgh, McGill University and Singapore Management University - Lee Kong Chian School of Business
Downloads 202 (184,871)

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Capital expenditure, Cash-flow surprises, Earnings surprises, Investor inattention, Limits to arbitrage

4.

ESG and the Market Return

Number of pages: 51 Posted: 08 Jul 2021 Last Revised: 24 Jul 2021
Shanghai Jiao Tong University (SJTU) - Antai College of Economics and Management, East China University of Science and Technology (ECUST), Singapore Management University - Lee Kong Chian School of Business, The Chinese University of Hong Kong, Shenzhen and Washington University in St. Louis - John M. Olin Business School
Downloads 156 (231,490)

Abstract:

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ESG, Return Predictability, Partial Least Square, Elastic Net, Out-of-sample Forecast

5.

E-commerce Livestream Flows Growth and Cross-sectional Stock Returns

Posted: 28 Jul 2021
Ran Chang
Shanghai Jiao Tong University (SJTU) - Antai College of Economics and Management

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Alternative data, E-commerce livestream, Flows growth, Expected returns, China

6.

Does Firm Cloud Data Growth Predict Stock Returns?

Posted: 28 Jul 2021
Ran Chang
Shanghai Jiao Tong University (SJTU) - Antai College of Economics and Management

Abstract:

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Alternative data, Cloud computing, Data growth, Expected returns, China