Department of Economics and Finance
Organisational unit: Academic Departments
Research Output
- 1998
- Published
Asymptotic Bayesian analysis based on a limited information estimator
Kwan, Y. K., Nov 1998, In: Journal of Econometrics. 88, 1, p. 99-121Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 20 - Published
The performance of Japanese seasoned equity offerings, 1971-1992
Cai, J. & Loughran, T., Nov 1998, In: Pacific Basin Finance Journal. 6, 5, p. 395-425Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 33 - Published
The profitability of index futures arbitrage: Evidence from bid-ask quotes
Bae, K.-H., Chan, K. & Cheung, Y.-L., Oct 1998, In: Journal of Futures Markets. 18, 7, p. 743-763Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 18 - Published
The long-run performance following Japanese rights issues
Cai, J., 1998, In: Applied Financial Economics. 8, 4, p. 419-434Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 12 - 1997
- Published
What are the global sources of rational variation in international equity returns?
Cheung, Y.-W., He, J. & Ng, L. K., Dec 1997, In: Journal of International Money and Finance. 16, 6, p. 821-836Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 16 - 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. 1291-1310Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 15 - Published
Money and monetization in China's economic reform
Li, K.-W., Sept 1997, In: Applied Economics. 29, 9, p. 1139-1145Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 12 - Published
The investment and operating performance of Japanese initial public offerings
Cai, J. & Wei, K. C. J., Sept 1997, In: Pacific Basin Finance Journal. 5, 4, p. 389-417Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 85 - Published
The performance of Japanese mutual funds
Jun, C., Chan, K. C. & Yamada, T., Jun 1997, In: Review of Financial Studies. 10, 2, p. 237-273Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 55 - 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. 57-63Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 3 - Published
Common predictable components in regional stock markets
Cheung, Y.-W., He, J. & Ng, L. K., Jan 1997, In: Journal of Business and Economic Statistics. 15, 1, p. 35-42Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 19 - Published
Bandwidth selection, prewhitening, and the power of the Phillips-Perron test
Cheung, Y.-W. & Lai, K. S., 1997, In: Econometric Theory. 13, 5, p. 679-691Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 17 - Published
Trade regimes and China's accession to the World Trade Organization
Neil Tait, A. & Li, K.-W., 1997, In: Journal of World Trade. 31, 3Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 9 - 1996
- Published
A causality-in-variance test and its application to financial market prices
Cheung, Y.-W. & Ng, L. K., May 1996, In: Journal of Econometrics. 72, 1-2, p. 33-48Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 343 - Published
Dividends with no taxes: Evidence from Hong Kong
Lim, K. C., May 1996, In: Applied Economics Letters. 3, 5, p. 345-348Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 1 - 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. 75-89Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 2 - 1995
- Published
Market reactions to several popular trend-chasing technical signals
Wong, M. C. S., 1 Nov 1995, In: Applied Economics Letters. 2, 11, p. 449-456Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 6 - Published
A search for long memory in international stock market returns
Cheung, Y.-W. & Lai, K. S., Aug 1995, In: Journal of International Money and Finance. 14, 4, p. 597-615Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 161 - Published
Educated guesses and income distribution
Leung, C. K. Y., May 1995, In: Economics Letters. 48, 2, p. 173-177Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 4 - 1994
- 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. 159-170Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 14
