College of Business

Department of Economics and Finance

Organisational unit: Academic Departments

Research Output

  1. 2020
  2. 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

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  3. 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

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  4. 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)

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  5. 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

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  6. 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

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  7. 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

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  8. 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

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  9. 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

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  10. 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

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  11. 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
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  12. 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

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  13. 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

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  14. 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

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  15. 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

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  16. 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. 359-379

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

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  17. 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

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  18. 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

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  19. Published

    Pricing and integration of credit default swap index tranches

    Carverhill, A. & Luo, D., Apr 2020, In : Journal of Futures Markets. 40, 4, p. 503–526

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

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  20. 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

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  21. 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

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