Department of Economics and Finance
Organisational unit: Academic Departments
Projects
ECS: Does Money Really Talk: Heterogeneous Beliefs, Endogenous Wealth Distribution and Asset Pricing
DU, J. (Principal Investigator / Project Coordinator)
1/01/22 → …
Project: Research
GRF: Dynamic Interactions, Information Transmission, and Asset Prices: Experiments
ROY, N. (Principal Investigator / Project Coordinator)
1/01/22 → …
Project: Research
GRF: Estimation and Inference of Large Dimensional Unobservable Dynamic Uncertainties
CUI, L. (Principal Investigator / Project Coordinator)
1/01/22 → …
Project: Research
GRF: Inferring Expectation of Return in the Crash State with Option Data
WU, D. W. (Principal Investigator / Project Coordinator)
1/01/22 → 31/12/24
Project: Research
ECS: Learning from Experience in the Foreign Exchange Market
XU, Z. (Principal Investigator / Project Coordinator)
1/01/22 → …
Project: Research
GRF: Long-Term R&D Impact of Human Capital Investments: An Examination of the Pharmaceutical Industry
HSHIEH, S. (Principal Investigator / Project Coordinator)
1/01/22 → …
Project: Research
GRF: Shrinkage Estimation, Model Selection and Uniform Inference in Possibly Nonstationary SVARs with External Instruments
HAN, X. (Principal Investigator / Project Coordinator)
1/01/22 → …
Project: Research
ECS: Social Learning, Misperception, and Imperfect Information
XU, W. (Principal Investigator / Project Coordinator)
1/01/22 → …
Project: Research
GRF: Textual Analysis of Corporate Bond Market
FENG, G. G. (Principal Investigator / Project Coordinator), HE, X. (Co-Investigator) & WANG, J. (Co-Investigator)
1/01/22 → …
Project: Research
GRF: The Optimal Selling Mechanism in the Takeover Market
LI, Y. (Principal Investigator / Project Coordinator)
1/01/22 → …
Project: Research
GRF: Trade, Migration, and Pandemics: the Effect of COVID-19 Containment Policies
HUANG, H. (Principal Investigator / Project Coordinator)
1/01/22 → …
Project: Research
TDG(CityU): Venture capital and entrepreneurial management: developing an inter-disciplinary course to support HKtech 300
QI, Y. (Principal Investigator / Project Coordinator) & HU, X. (Co-Investigator)
1/01/22 → 25/02/25
Project: Research
ECS: Borrower Flexibility vs. Lender Protection: The Shadow Price of "Covenant-Light"
LIU, W. (Principal Investigator / Project Coordinator)
1/09/21 → 19/02/25
Project: Research
RIF: Market Microstructure of Hong Kong Securities Market – Strengthening Market Quality and Price Stability
CHAN, K. (Principal Investigator / Project Coordinator), BIAN, J. (Co-Investigator), FONG, W.-M. (Co-Investigator), VALENTE, G. (Co-Investigator), YAO, C. (Co-Investigator) & ZHENG, H. (Co-Investigator)
30/06/21 → …
Project: Research
TDG(CityU): Discovery-Based Financial Education in a Digital Society: Incorporating Online Artificial- Intelligence Tools in Student-Led Learning Activities
ZHANG, R. (Principal Investigator / Project Coordinator) & QI, Y. (Co-Investigator)
1/06/21 → …
Project: Research
CRF: Hong Kong Insolvency and Restructuring Law and Policy in Times of COVID-19 and Beyond
LOKE, A. (Principal Investigator / Project Coordinator), CHAN, A. W. H. (Co-Principal Investigator), KWOK, K. H. F. (Co-Principal Investigator), LI, C. L. L. (Co-Principal Investigator), LOW, K. F. K. (Co-Principal Investigator), MO, L. L. P. (Co-Principal Investigator), QI, Y. (Co-Principal Investigator), BRIGHT, S. (Collaborator) & McCormack, G. (Collaborator)
1/03/21 → …
Project: Research
GRF: A Dynamic Model for Control-ownership Wedge
DU, D. (Principal Investigator / Project Coordinator)
1/01/21 → 26/11/24
Project: Research
ECS: Can Time-Varying Recovery of Rare Disasters Explain Equity Term Structure?
WU, D. W. (Principal Investigator / Project Coordinator)
1/01/21 → 19/12/23
Project: Research
TDG(CityU): Continuous and Direct Close-loop Assessment for OBTL Based Programme and Course Improvement and Management
YAN, H. (Principal Investigator / Project Coordinator), CHAN, H. F. R. (Co-Investigator), JIA, X. (Co-Investigator), LI, T. (Co-Investigator) & LO, W. C. (Co-Investigator)
1/01/21 → 30/09/22
Project: Research
ECS: Derivative Gamma Exposure and Underlying Asset Variance
O'DONOVAN, J. (Principal Investigator / Project Coordinator)
1/01/21 → …
Project: Research