| 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 | 645 | 2004 |
| The Sarbanes-Oxley act and corporate investment: A structural assessment Q Kang, Q Liu, R Qi Journal of Financial Economics 96 (2), 291-305, 2010 | 130 | 2010 |
| Predicting stock market returns with aggregate discretionary accruals Q Kang, Q Liu, R Qi Journal of Accounting Research 48 (4), 815-858, 2010 | 101 | 2010 |
| Stock trading, information production, and executive incentives Q Kang, Q Liu Journal of Corporate Finance 14 (4), 484-498, 2008 | 65 | 2008 |
| The limitations of stock market efficiency: Price informativeness and CEO turnover GB Gorton, L Huang, Q Kang Review of Finance 21 (1), 153-200, 2017 | 54* | 2017 |
| Information-based stock trading, executive incentives, and the principal-agent problem Q Kang, Q Liu Management Science 56 (4), 682-698, 2010 | 31* | 2010 |
| Credit rating changes and CEO incentives Q Kang, Q Liu Available at SSRN 971277, 2007 | 31 | 2007 |
| 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 | 28* | 2020 |
| 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 | 19* | 2022 |
| Sell-Side Financial Analysts and the CFA® Program Q Kang, X Li, T Su Financial analysts journal 74 (2), 70-83, 2018 | 18* | 2018 |
| Predicted returns and sources of momentum profits Q Kang, C Li Working Paper, 2009 | 10* | 2009 |
| Information, investment adjustment, and the cost of capital L Huang, Q Kang Journal of Financial and Quantitative Analysis 53 (4), 1715-1754, 2018 | 9 | 2018 |
| Cross-Sectional PEG Ratios, Market Equity Premium, and Macroeconomic Activity X Jiang, Q Kang Journal of Accounting, Auditing & Finance 35 (3), 471-500, 2020 | 5 | 2020 |
| Twitter information, analyst behavior, and market efficiency AM Hibbert, Q Kang, A Kumar, S Mishra Analyst Behavior, and Market Efficiency (March 4, 2022), 2022 | 4 | 2022 |
| Business-cycle pattern of asset returns: a general equilibrium explanation Q Kang Annals of Finance 15 (4), 539-561, 2019 | 2 | 2019 |
| Can a Risk-Based Factor Generate Momentum? Q Kang, C Li Available at SSRN 971204, 2007 | 1 | 2007 |
| Mispricing in linear asset pricing models Q Kang Applied Economics, 1-25, 2024 | | 2024 |
| 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 |
| Market timing with aggregate accruals Q Kang, Q Liu, R Qi Journal of Asset Management 10, 170-180, 2009 | | 2009 |
