College of Business

Department of Economics and Finance

Organisational unit: Academic Departments

Research Output

  1. 2000
  2. Published

    A survey of market practitioners' views on exchange rate dynamics

    Cheung, Y. & Wong, C. Y., Aug 2000, In : Journal of International Economics. 51, 2, p. 401-419

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

    Scopus citations: 88
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  3. Published

    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: 510
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  4. Published

    Intraday and interday volatility in the Japanese stock market

    Andersen, T. G., Bollerslev, T. & Cai, J., Jun 2000, In : Journal of International Financial Markets, Institutions and Money. 10, 2, p. 107-130

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

    Scopus citations: 94
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  5. Published

    Cross- and delta-hedges: Regression- versus price-based hedge ratios

    Sercu, P. & Wu, X., May 2000, In : Journal of Banking and Finance. 24, 5, p. 735-757

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

    Scopus citations: 9
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  6. Published

    Intraday periodicity, long memory volatility, and macroeconomic announcement effects in the US Treasury bond market

    Bollerslev, T., Cai, J. & Song, F. M., May 2000, In : Journal of Empirical Finance. 7, 1, p. 37-55

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

    Scopus citations: 109
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  7. Published

    Deregulation, profit, and cost in commercial banking: The case of Hong Kong

    Kwan, Y. K. & Lui, F. T., Jan 2000, Deregulation and Interdependence in the Asia-Pacific Region. Ito, T. & Krueger, A. O. (eds.). Chicago: University of Chicago Press, p. 305-325 (NBER-East Asia seminar on economics; vol. 8).

    Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45)12_Chapter in an edited book (Author)

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  8. Published

    Growth optimal portfolio in a market driven by a jump-diffusion-like process or a Lévy process

    Yan, J., Zhang, Q. & Zhang, S., 2000, In : Annals of Economics and Finance. 1, p. 101-116

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

    Scopus citations: 1
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  9. Published

    Insider trading in the Hong Kong stock market

    Wong, M. C. S., Cheung, Y. & Wu, L., 2000, In : Asia-Pacific Financial Markets. 7, 3, p. 275-288

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

    Scopus citations: 11
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  10. Published

    The location of foreign direct investment in Chinese regions: Further analysis of labor quality

    Cheng, L. K. & Kwan, Y. K., 2000, The Role of Foreign Direct Investment in East Asian Economic Development. Ito, T. & Krueger, A. O. (eds.). Chicago: University of Chicago Press, p. 213-238 (NBER-East Asia seminar on economics; vol. 9).

    Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45)12_Chapter in an edited book (Author)

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  11. 1999
  12. Published

    The practice of investment management in Hong Kong: Market forecasting and stock selection

    Wong, M. C. & Cheung, Y., Aug 1999, In : Omega. 27, 4, p. 451-465

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

    Scopus citations: 9
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  13. Published

    Hong Kong's currency board and changing monetary regimes

    Kwan, Y. K. & Lui, F. T., Jan 1999, Changes in Exchange Rates in Rapidly Developing Countries: Theory, Practice, and Policy Issues. Ito, T. & Krueger, A. O. (eds.). Chicago: University of Chicago Press, p. 403-435 (NBER-East Asia Seminar on Economics; vol. 7).

    Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45)12_Chapter in an edited book (Author)

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  14. Published

    Foreign capital stock and its determinants

    Cheng, L. K. & Kwan, Y. K., 1999, Foreign Direct Investment and Economic Growth in China. Wu, Y. (ed.). Cheltenham: Edward Elgar Publishing Ltd., p. 42-56 3. (New horizons in international business).

    Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45)12_Chapter in an edited book (Author)

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  15. Published

    Options on the minimum or the maximum of two average prices

    Wu, X. & Zhang, J. E., 1999, In : Review of Derivatives Research. 3, 2, p. 183-204

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

    Scopus citations: 7
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  16. 1998
  17. Published

    Asymptotic Bayesian analysis based on a limited information estimator

    Kwan, Y. K., 2 Nov 1998, In : Journal of Econometrics. 88, 1, p. 99-121

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

    Scopus citations: 17
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  18. Published

    The performance of Japanese seasoned equity offerings, 1971-1992

    Cai, J. & Loughran, T., Nov 1998, In : Pacific Basin Finance Journal. 6, 5, p. 395-425

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

    Scopus citations: 30
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  19. Published

    A structure for multi-wavelength n arrow-line width Er-doped fibre ring laser

    Zhao, D., Yang, X., Ge, C., Lü, K., Liu, Z., Dong, X. & Zheng, J., 1998, In : Guangzi Xuebao/Acta Photonica Sinica. 27, 5, p. 459-461

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

    Scopus citations: 3
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  20. Published

    The long-run performance following Japanese rights issues

    Cai, J., 1998, In : Applied Financial Economics. 8, 4, p. 419-434

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

    Scopus citations: 12
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  21. 1997
  22. Published

    Glamour and value strategies on the Tokyo stock exchange

    Gai, J., Oct 1997, In : Journal of Business Finance and Accounting. 24, 9-10, p. 1291-1310

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

    Scopus citations: 14
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  23. Published

    Money and monetization in China's economic reform

    Li, K., Sep 1997, In : Applied Economics. 29, 9, p. 1139-1145

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

    Scopus citations: 12
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  24. Published

    The investment and operating performance of Japanese initial public offerings

    Cai, J. & Wei, K. C. J., Sep 1997, In : Pacific Basin Finance Journal. 5, 4, p. 389-417

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

    Scopus citations: 70
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