Siu Kai Choy

Research subject areas

Accounting & Financial Management

Biography

Kai Choy has been a Lecturer in Accounting and Finance at King's Business School since joining King's in September 2016. He holds a PhD from the Rotman School of Management, University of Toronto. Prior to joining King’s, he worked as an Assistant Professor in the Shanghai University of Finance and Economics in China for five years.

Kai's research focuses on capital market anomalies, international capital markets, investors’ behaviour, empirical asset pricing, option liquidity, and option returns. He is interested in investigating the return behaviour of capital markets.

His work has been published in Journal of Corporate Finance, Journal of Banking and Finance, and Review of Quantitative Finance and Accounting, and has been presented in a number of international conferences such as the Financial Management Association International, Northern Finance Association, and China International Conference in Finance.

Publications

• Liquidity Risk and Expected Option Returns 14 November 2019
• Public news announcements, short-sale restriction and informational efficiency 15 January 2019
• Trading Costs and Price Discovery 01 January 2010
• Option Trading: Information or Differences of Opinion 01 January 2012
• Retail Clientele and Option Returns 01 February 2015
• Do Tax Havens Create Firm Value? 01 February 2017