College of Business

Department of Economics and Finance

Organisational unit: Academic Departments

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Latest Publications

  1. Online published
    A Jackknife Model Averaging Analysis of RMB Misalignment Estimates
    Cheung, Y. & Wang, W., 1 Jul 2020, In : Journal of International Commerce, Economics and Policy.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal

  2. Online published
    Likelihood-based inference for a frailty-copula model based on competing risks failure time data
    Wang, Y., Emura, T., Fan, T., Lo, S. M. S. & Wilke, R. A., 11 May 2020, In : Quality and Reliability Engineering International.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal

    Scopus citations: 1
  3. Published
    David vs Goliath (You against the Markets), A dynamic programming approach to separate the impact and timing of trading costs
    Kashyap, R., 1 May 2020, In : Physica A: Statistical Mechanics and its Applications. 545, 122848.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal

  4. Online published
    A nested copula duration model for competing risks with multiple spells
    Lo, S. M. S., Mammen, E. & Wilke, R., 25 Apr 2020, In : Computational Statistics and Data Analysis. 150, 106986.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal

  5. Online published
    Renewable energy and household economy in rural China
    Huang, J., Li, W., Guo, L., Hu, X. & Hall, J. W., 1 Apr 2020, In : Renewable Energy. 155, p. 669-676

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal

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Most downloaded

  1. Downloads 164
    Kernel smoothing for nested estimation with application to portfolio risk measurement
    HONG, L. J., Juneja, S. & LIU, G., May 2017, In : Operations Research. 65, 3, p. 657-673

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal

    Scopus citations: 5
  2. Downloads 42
    Introduction to the special issue on Crowdfunding and FinTech
    Ma, Y. & Liu, D., 2017, In : Financial Innovation. 3, 8.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › Editorial Preface

    Scopus citations: 9
  3. Downloads 38
    A theory of economic development and dynamics of Chinese economy
    Lu, S., Shen, J. H., Li, W. & Zhang, J., Mar 2020, In : Economic Modelling. 86, p. 69-87

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal

  4. Downloads 31
    The Optimal Level and Impact of Internal Factors on Growth
    LI, K. W., 28 Jul 2011, In : Modern Economy. 2, 3, p. 181 - 193

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal

  5. Downloads 25
    Choices in the 11–20 Game: The Role of Risk Aversion
    LI, K. K. & Rong, K., Sep 2018, In : Games. 9, 3, 53.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal

Most Cited

  1. What are the determinants of the location of foreign direct investment? The Chinese experience
    Cheng, L. K. & Kwan, Y. K., Aug 2000, In : Journal of International Economics. 51, 2, p. 379-400

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal

    Scopus citations: 496
  2. Creditor rights, information sharing, and bank risk taking
    Houston, J. F., Lin, C., Lin, P. & Ma, Y., Jun 2010, In : Journal of Financial Economics. 96, 3, p. 485-512

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal

    Scopus citations: 279
  3. A causality-in-variance test and its application to financial market prices
    Cheung, Y. & Ng, L. K., May 1996, In : Journal of Econometrics. 72, 1-2, p. 33-48

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal

    Scopus citations: 268
  4. Inside the black box: Bank credit allocation in China's private sector
    Firth, M., Lin, C., Liu, P. & Wong, S. M. L., Jun 2009, In : Journal of Banking and Finance. 33, 6, p. 1144-1155

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal

    Scopus citations: 198
  5. Political decentralization and corruption: Evidence from around the world
    Fan, C. S., Lin, C. & Treisman, D., Feb 2009, In : Journal of Public Economics. 93, 1-2, p. 14-34

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal

    Scopus citations: 196

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