Department of Economics and Finance
Organisational unit: Academic Departments
Research Output
- 2020
- Online published
How Do Passive Funds Act as Active Owners? Evidence from Mutual Fund Voting Records
Hshieh, S., Li, J. & Tang, Y., 12 Jul 2020, In : Journal of Corporate Finance. 39 p.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal
- Online published
Political uncertainty and A-H share premium
Cheng, X., Kong, D. & Wang, J., 11 Jul 2020, In : Pacific-Basin Finance Journal. 101388.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal
- Published
Is Foreign Exchange Exposure Priced? Evidence from the Bond Market
Wald, J. K., Mansi, S. & Qi, Y., 7 Jul 2020.Research output: Conference Papers (RGC: 31A, 31B, 32, 33) › 32_Refereed conference paper (no ISBN/ISSN)
- 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
- Published
Credit risk evaluation model with textual features from loan descriptions for P2P lending
Zhang, W., Wang, C., Zhang, Y. & Wang, J., Jul 2020, In : Electronic Commerce Research and Applications. 42, 100989.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal
- Presented
On the Time-varying Stock-Bond Correlation: Deciphering Heterogeneous Expectations
Du, J., 28 Jun 2020, (Presented).Research output: Conference Papers (RGC: 31A, 31B, 32, 33) › 33_Other conference paper
- Online published
Technology and innovation in China: A patent citation-based analysis
Huang, J., Li, W., Huang, X., Wang, Y. & Guo, L., 20 Jun 2020, In : Science, Technology and Society.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal
- Online published
Constructing the job-finding rate and separation rate of Hong Kong labour market
Wang, B. & Kwan, Y. K., 9 Jun 2020, In : Pacific Economic Review.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal
- Published
What Drives Firms' Hiring Decisions? An Asset Pricing Perspective
BELO, F., DONANGELO, A., LIN, X. & LUO, D., 26 May 2020.Research output: Conference Papers (RGC: 31A, 31B, 32, 33) › 33_Other conference paper
- 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 - Online published
Estimation and inference of change points in high-dimensional factor models
Bai, J., Han, X. & Shi, Y., 4 May 2020, In : Journal of Econometrics.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal
- 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
- Online published
The information content of Chinese volatility index for volatility forecasting
Li, Z., Zhang, W. & Zhang, Y., 20 Apr 2020, In : Applied Economics Letters.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal
- Published
Are interim CEOs just caretakers?
He, X. & Zhu, M. R., Apr 2020, In : Journal of Corporate Finance. 61, 101420.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal
- Published
BILATERAL RENT-SEEKING AND GROWTH OF FDI INFLOW IN CHINA: THEORY AND EVIDENCE
KENG, S., LEE, C., LI, W. & SHEN, J. H., Apr 2020, In : Contemporary Economic Policy. 38, 2, p. 359-379Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal
- Published
Capital flight to Germany: Two alternative measures
Cheung, Y., Steinkamp, S. & Westermann, F., Apr 2020, In : Journal of International Money and Finance. 102, 102095.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal
- Published
Overview: Global safe assets, international reserves, and capital flow
Aizenman, J. & Cheung, Y., Apr 2020, In : Journal of International Money and Finance. 102, 102121.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › Meeting abstract
- Published
Pricing and integration of credit default swap index tranches
Carverhill, A. & Luo, D., Apr 2020, In : Journal of Futures Markets. 40, 4, p. 503–526Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal
- Published
The currency composition of international reserves, demand for international reserves, and global safe assets
Aizenman, J., Cheung, Y. & Qian, X., Apr 2020, In : Journal of International Money and Finance. 102, 102120.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal
- Published
The Economics of Enlightenment: Time Value of Knowledge and the Net Present Value (NPV) of Knowledge Machines, A Proposed Approach Adapted from Finance
Kashyap, R., Apr 2020, In : B.E. Journal of Economic Analysis and Policy. 20, 2, 20190044.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal
