College of Business

Department of Economics and Finance

Organisational unit: Academic Departments

Research Output

  1. 2009
  2. Published

    Economic performance of human capital in post-reform China

    Li, K., Yun, L. & Lui, G., 1 Jan 2009, In: Chinese Economy. 42, 1, p. 40-61

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

    Scopus citations: 11
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  3. Published

    A dynamic model of tourism, employment and welfare: The case of Hong Kong

    Chao, C., Hazari, B. R., Laffargue, J. & Yu, E. S. H., 2009, In: Pacific Economic Review. 14, 2, p. 232-245

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

    Scopus citations: 12
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  4. Published

    Analytical Approximate Solutions to American Barrier and Lookback Option Values

    Zhang, Q. & Taksar, T., 2009, Handbook of numerical analysis : Special Volume: Mathematical Modeling and Numerical Methods in Finance. Bensoussan, A. & Zhang, Q. (eds.). Elsevier, Vol. 15. p. 665-684 (Handbook of Numerical Analysis).

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

    Scopus citations: 1
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  5. Published

    Downside and Drawdown Risk Characteristics of Optimal Portfolios in Continuous Time

    Yang, D., Yu, M. & Zhang, Q., 2009, Special Volume: Mathematical Modeling and Numerical Methods in Finance. Bensoussan, A. & Zhang, Q. (eds.). Amsterdam: Elsevier B.V., p. 189-226 (Handbook of Numerical Analysis; vol. 15).

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

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  6. Published

    Effects of CEPA on Hong Kong and Mainland’s Finance Sector

    YU, S. H. & YUN, L., 2009, In: 信報財經月刊. 386, p. 52 - 56

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

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  7. Published

    International trade and inter-industry wage structure in swedish manufacturing: Evidence from matched employer - Employee data

    Lundin, N. & Yun, L., 2009, In: Review of International Economics. 17, 1, p. 87-102

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

    Scopus citations: 10
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  8. Published

    On the Comparative Advantage of Hong Kong as an International Financial Center

    YU, S. H. & Yun, L., 2009, In: 世界經濟研究. 1, p. 75 - 81

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

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  9. Published

    香港國際金融中心的比較優勢: 兼論上海金融中心所面臨的挑戰和機遇

    俞肇熊 & 雲麗虹, 2009, In: 世界經濟研究. 179, 1, p. 75 - 81

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

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  10. 2008
  11. Published

    Voluntary contributions to multiple public goods in a production economy with widespread externalities

    Kung, F., 20 Dec 2008, In: Journal of Mathematical Economics. 44, 12, p. 1364-1378

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

    Scopus citations: 5
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  12. Published

    Asymmetric Information and Global Production

    HUANG, S. & LU, C. H., 13 Dec 2008.

    Research output: Conference Papers (RGC: 31A, 31B, 32, 33)32_Refereed conference paper (no ISBN/ISSN)peer-review

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  13. Published

    The Interplay of Stocks, Derivatives and Foreign Exchange in Hong Kong’s Currency Attacks

    LI, K. W. & Wong, D. K. T., 13 Dec 2008.

    Research output: Conference Papers (RGC: 31A, 31B, 32, 33)32_Refereed conference paper (no ISBN/ISSN)peer-review

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  14. Published

    Hidden Characteristics, Hidden Action, and Global Production

    LU, C. H. & HUANG, S. C., 12 Dec 2008.

    Research output: Conference Papers (RGC: 31A, 31B, 32, 33)32_Refereed conference paper (no ISBN/ISSN)peer-review

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  15. Published

    Bankruptcy in long-term investments

    Yu, M., Zhang, Q. & Yang, D., Dec 2008, In: Quantitative Finance. 8, 8, p. 777-794

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

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  16. Published

    Building Internal Ratings-based Systems: Asian Bank Challenges

    WONG, C. S. M., Dec 2008, In: Journal of Regulation & Risk North Asia. 1, 1, p. 83 - 88

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

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  17. Published

    International linkages of the Japanese stock market

    Chong, T. T., Wong, Y. & Yan, I. K., Dec 2008, In: Japan and the World Economy. 20, 4, p. 601-621

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

    Scopus citations: 6
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  18. Published

    Is the forward bias economically small? Evidence from European rates

    Sercu, P., Vandebroek, M. & Wu, X., Dec 2008, In: Journal of International Money and Finance. 27, 8, p. 1284-1302

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

    Scopus citations: 4
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  19. Published

    The link between institutions, technical change and macroeconomic volatility

    Tang, S. H. K., Groenewold, N. & Leung, C. K. Y., Dec 2008, In: Journal of Macroeconomics. 30, 4, p. 1520-1549

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

    Scopus citations: 9
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  20. Published

    Decomposition of Economic and Productivity Growth in Post-reform China

    LI, K. W., Liu, T. & Yun, L., 6 Nov 2008.

    Research output: Conference Papers (RGC: 31A, 31B, 32, 33)31A_Invited conference paper (refereed items)Yespeer-review

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  21. Published

    Asset price spillover, collateral and crises: With an application to property market policy

    Chen, N. & Leung, C. K. Y., Nov 2008, In: Journal of Real Estate Finance and Economics. 37, 4, p. 351-385

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

    Scopus citations: 29
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  22. Published

    Thin-trading effects in beta: Bias v. estimation error

    Sercu, P., Vandebroek, M. & Vinaimont, T., Nov 2008, In: Journal of Business Finance and Accounting. 35, 9-10, p. 1196-1219

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

    Scopus citations: 8
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