College of Business

Department of Economics and Finance

Organisational unit: Academic Departments

Research Output

  1. 1999
  2. 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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  3. 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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  4. 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 journalpeer-review

    Scopus citations: 11
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  5. 1998
  6. Published

    A Combined path-extension and rerouting handoff scheme for wireless ATM networks

    Chan, S., Chan, K. S., Ko, K. T., Yeung, K. L. & Wong, E. W. M., Nov 1998, IEEE GLOBECOM 1998: THE BRIDGE TO GLOBAL INTEGRATION. IEEE, Vol. 3. p. 1396-1401 (Conference Record / IEEE Global Telecommunications Conference).

    Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45)32_Refereed conference paper (with ISBN/ISSN)peer-review

    Scopus citations: 1
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  7. Published

    Asymptotic Bayesian analysis based on a limited information estimator

    Kwan, Y. K., 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 journalpeer-review

    Scopus citations: 18
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  8. 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 journalpeer-review

    Scopus citations: 32
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  9. 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 journalpeer-review

    Scopus citations: 12
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  10. 1997
  11. 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 journalpeer-review

    Scopus citations: 15
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  12. 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 journalpeer-review

    Scopus citations: 12
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  13. 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 journalpeer-review

    Scopus citations: 76
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  14. Published

    The performance of Japanese mutual funds

    Jun, C., Chan, K. C. & Yamada, T., Jun 1997, In: Review of Financial Studies. 10, 2, p. 237-273

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

    Scopus citations: 53
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  15. Published

    Fund management performance, trend-chasing technical analysis and investment horizons: A case study

    Wong, M. C. S., Feb 1997, In: Omega. 25, 1, p. 57-63

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

    Scopus citations: 3
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  16. Published

    Common predictable components in regional stock markets

    Cheung, Y., He, J. & Ng, L. K., Jan 1997, In: Journal of Business and Economic Statistics. 15, 1, p. 35-42

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

    Scopus citations: 18
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  17. Published

    Trade regimes and China's accession to the World Trade Organization

    Neil Tait, A. & Li, K., 1997, In: Journal of World Trade. 31, 3

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

    Scopus citations: 11
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  18. 1996
  19. Published

    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 journalpeer-review

    Scopus citations: 315
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  20. Published

    Dividends with no taxes: Evidence from Hong Kong

    Lim, K. C., May 1996, In: Applied Economics Letters. 3, 5, p. 345-348

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

    Scopus citations: 1
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  21. Published

    FINANCIAL STRATEGIES OF HONG KONG FIRMS: A COMPARATIVE ANALYSIS WITH TAIWANESE AND KOREAN FIRMS

    Van Auken, H. E. & Wong, M. C. S., 1 Jan 1996, In: Journal of Small Business and Entrepreneurship. 13, 4, p. 75-89

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

    Scopus citations: 2
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  22. 1995
  23. Published

    Market reactions to several popular trend-chasing technical signals

    Wong, M. C. S., 1 Nov 1995, In: Applied Economics Letters. 2, 11, p. 449-456

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

    Scopus citations: 6
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  24. 1994
  25. Published

    Forward exchange bias, hedging and the gains from international diversification of investment portfolios

    Levy, H. & Lim, K. C., Apr 1994, In: Journal of International Money and Finance. 13, 2, p. 159-170

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

    Scopus citations: 14
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  26. Published

    Causal relationships among economic aggregates in China

    Li, K. W. & Leung, W. S. C., 1994, In: Applied Economics. 26, 12, p. 1189-1196

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

    Scopus citations: 14
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