College of Business

Department of Economics and Finance

Organisational unit: Academic Departments

Research Output

  1. 2003
  2. Published

    Long-run operating performance of initial public offerings in Japanese over-the-counter market (1991-2001): Evidence and implications

    Yan, D. & Cai, J., Sep 2003, In: Asia-Pacific Financial Markets. 10, 2-3, p. 239-274

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

    Scopus citations: 3
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  3. Published

    Confidence in domestic money and currency substitution

    Tandon, A. & Wang, Y., Jul 2003, In: Economic Inquiry. 41, 3, p. 407-419

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

    Scopus citations: 5
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  4. Published

    Intellectual property rights protection and endogenous economic growth

    Kwan, Y. K. & Lai, E. L., Mar 2003, In: Journal of Economic Dynamics and Control. 27, 5, p. 853-873

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

    Scopus citations: 87
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  5. Published

    Market risk management of banks: Implications from the accuracy of value-at-risk forecasts

    Wong, M. C. S., Cheng, W. Y. & Wong, C. Y. P., Jan 2003, In: Journal of Forecasting. 22, 1, p. 23-33

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

    Scopus citations: 13
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  6. Published

    Currency board, Asian financial crisis, and the case for put options

    Lui, F. T., Cheng, L. K. & Kwan, Y. K., 2003, Exchange Rate Regimes and Macroeconomic Stability. Ho, L. & Yuen, C. (eds.). New York: Springer Science+Business Media, p. 185-214

    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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  7. 2002
  8. Published

    The components of the bid-ask spread in a limit-order market: Evidence from the Tokyo Stock Exchange

    Ahn, H., Cai, J., Hamao, Y. & Ho, R. Y. K., Nov 2002, In: Journal of Empirical Finance. 9, 4, p. 399-430

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

    Scopus citations: 54
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  9. Published

    Information-based trading in the treasury note interdealer broker market

    Huang, R. D., Cai, J. & Wang, X., Jul 2002, In: Journal of Financial Intermediation. 11, 3, p. 269-296

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

    Scopus citations: 27
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  10. Published

    What Moves German Bund Futures Contracts on the Eurex?

    Ahn, H., Cai, J. & Cheung, Y., Jul 2002, In: Journal of Futures Markets. 22, 7, p. 679-696

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

    Scopus citations: 11
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  11. Published

    A conditional multifactor analysis of return momentum

    Wu, X., 2002, In: Journal of Banking and Finance. 26, 8, p. 1675-1696

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

    Scopus citations: 33
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  12. Published

    Capital-labor ratios and total factor productivity in the Baassa-Samuelson model

    Kakkar, V., 2002, In: Review of International Economics. 10, 1, p. 166-176

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

    Scopus citations: 3
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  13. 2001
  14. Published

    Long run real exchange rates: Evidence from Mexico

    Kakkar, V., Jul 2001, In: Economics Letters. 72, 1, p. 79-85

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

    Scopus citations: 8
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  15. Published

    Impact of liberalization of financial resources in China's economic growth: Evidence from provinces

    Liu, T. & Li, K., Jun 2001, In: Journal of Asian Economics. 12, 2, p. 245-262

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

    Scopus citations: 34
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  16. Published

    'Once-in-a-generation' yen volatility in 1998: Fundamentals, intervention, and order flow

    Cai, J., Cheung, Y., Lee, R. S. K. & Melvin, M., Jun 2001, In: Journal of International Money and Finance. 20, 3, p. 327-347

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

    Scopus citations: 71
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  17. Published

    What moves the gold market?

    Cai, J., Cheung, Y. & Wong, M. C. S., Mar 2001, In: Journal of Futures Markets. 21, 3, p. 257-278

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

    Scopus citations: 113
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  18. Published

    Credibility of Hong Kong's Currency Board: The Role of Institutional Arrangements

    Kwan, Y. K., Lui, F. T. & Cheng, L. K., Jan 2001, Regional and Global Capital Flows: Macroeconomic Causes and Consequences. Ito, T. & Krueger, A. O. (eds.). Chicago: University of Chicago Press, p. 233-259 (NBER-East Asia seminar on economics; vol. 10).

    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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  19. 2000
  20. Published

    A new stochastic duration based on the vasicek and CIR term structure theories

    Wu, X., Sep 2000, In: Journal of Business Finance and Accounting. 27, 7-8, p. 911-932

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

    Scopus citations: 12
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  21. 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 journalpeer-review

    Scopus citations: 91
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  22. 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 journalpeer-review

    Scopus citations: 547
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  23. 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 journalpeer-review

    Scopus citations: 96
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  24. 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 journalpeer-review

    Scopus citations: 9
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