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Pauline M. Shum

Personal Details

First Name:Pauline
Middle Name:M.
Last Name:Shum
Suffix:
RePEc Short-ID:psh46
[This author has chosen not to make the email address public]
http://www.yorku.ca/pshum
Finance Area Schulich School of Business York University 4700 Keele Street Toronto, Ontario, Canada M3J 1P3
(416) 736-2100 x.664

Affiliation

Schulich School of Business
York University

Toronto, Canada
http://www.schulich.yorku.ca/
RePEc:edi:byorkca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Miquel Faig & Pauline Shum, 2006. "What Explains Household Stock Holdings?," Working Papers tecipa-218, University of Toronto, Department of Economics.
  2. Miquel Faig & Pauline Shum, 2000. "Portfolio Choice in the Presence of Personal Illiquid Projects," Working Papers faig-00-03, University of Toronto, Department of Economics.
  3. Miquel Faig & Pauline Shum, 1997. "INVESTMENT IRREVERSIBILITY AND ENDOGENOUS FINANCING: An Evaluation of the Corporate Tax Effects," Working Papers faig-97-02, University of Toronto, Department of Economics.
  4. Pauline M. Shum & James E. Pesando, 1996. "Share Price Response to New Information with Short Horizon Investors the Case of Hong Kong," Working Papers 1997_02, York University, Department of Economics.
  5. Miquel Faig & Pauline Shum, 1996. "Irreversible Investment, Financing Choice and Asymmetric Corporate Taxes," Working Papers faig-96-01, University of Toronto, Department of Economics.
  6. Shum, P., 1992. "Corporate Taxes and Investment Horizon," Papers 93-5, York (Canada) - Department of Economics.
  7. Shum, P., 1992. "Taxes and Capital Structure Choice - Some Canadian Evidence," Papers 92-6, York (Canada) - Department of Economics.

Articles

  1. Markus S. Broman & Pauline Shum, 2018. "Relative Liquidity, Fund Flows and Short†Term Demand: Evidence from Exchange†Traded Funds," The Financial Review, Eastern Finance Association, vol. 53(1), pages 87-115, February.
  2. Pauline Shum & Walid Hejazi & Edgar Haryanto & Arthur Rodier, 2016. "Intraday Share Price Volatility and Leveraged ETF Rebalancing," Review of Finance, European Finance Association, vol. 20(6), pages 2379-2409.
  3. James E. Pesando & Pauline M. Shum, 2008. "The Auction Market For Modern Prints: Confirmations, Contradictions, And New Puzzles," Economic Inquiry, Western Economic Association International, vol. 46(2), pages 149-159, April.
  4. James Pesando & Pauline Shum, 2007. "The law of one price, noise and “irrational exuberance”: the auction market for Picasso prints," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 31(4), pages 263-277, December.
  5. Shum, Pauline & Faig, Miquel, 2006. "What explains household stock holdings?," Journal of Banking & Finance, Elsevier, vol. 30(9), pages 2579-2597, September.
  6. Miquel Faig & Pauline Shum, 2002. "Portfolio Choice in the Presence of Personal Illiquid Projects," Journal of Finance, American Finance Association, vol. 57(1), pages 303-328, February.
  7. Faig, Miquel & Shum, Pauline, 1999. "Irreversible investment and endogenous financing: An evaluation of the corporate tax effects," Journal of Monetary Economics, Elsevier, vol. 43(1), pages 143-171, February.
  8. James Pesando & Pauline Shum, 1999. "The Returns to Picasso's Prints and to Traditional Financial Assets, 1977 to 1996," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 23(3), pages 181-190, August.
  9. Pauline M. Shum, 1996. "Taxes and Corporate Debt Policy in Canada: An Empirical Investigation," Canadian Journal of Economics, Canadian Economics Association, vol. 29(3), pages 556-572, August.
  10. Pauline M. Shum, 1996. "Stock Market Response to Political Uncertainty: Evidence from the 1992 Constitutional Referendum," Canadian Journal of Economics, Canadian Economics Association, vol. 29(s1), pages 213-218, April.
  11. Pauline M. Shum, 1995. "The 1992 Canadian Constitutional Referendum Using Financial Data to Assess Economic Consequences," Canadian Journal of Economics, Canadian Economics Association, vol. 28(4a), pages 794-807, November.
  12. Shum, Pauline M, 1994. "Tax Asymmetry and Investment Horizon," Public Finance = Finances publiques, , vol. 49(3), pages 427-439.

Chapters

  1. Pauline Shum & Kevin X. Zhu, 2007. "Identifying Major Shocks in Market Volatility and Their Impact on Trading Strategies," World Scientific Book Chapters, in: Cheng-Few Lee (ed.), Advances In Quantitative Analysis Of Finance And Accounting, chapter 13, pages 259-281, World Scientific Publishing Co. Pte. Ltd..

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FIN: Finance (2) 2000-09-13 2006-04-08
  2. NEP-DGE: Dynamic General Equilibrium (1) 2000-09-13
  3. NEP-FMK: Financial Markets (1) 2006-04-08

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