College of Business

Department of Economics and Finance

Organisational unit: Academic Departments

Official website
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Research Output

  1. 1998
  2. 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. Institute of Electrical and Electronics Engineers, Inc., Vol. 3. p. 1396-1401 (Conference Record / IEEE Global Telecommunications Conference).

    Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 32 - Refereed conference paper (with host publication) › peer-review

    Scopus citations: 8
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  3. 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 - Publication in refereed journal › peer-review

    Scopus citations: 20
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  4. 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 - Publication in refereed journal › peer-review

    Scopus citations: 33
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  5. 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. 743-763

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 18
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  6. 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 - Publication in refereed journal › peer-review

    Scopus citations: 12
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  7. 1997
  8. 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. 821-836

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 16
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  9. 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 - Publication in refereed journal › peer-review

    Scopus citations: 15
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  10. Published

    Money and monetization in China's economic reform

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

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 12
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  11. 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. 389-417

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 85
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  12. 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 - Publication in refereed journal › peer-review

    Scopus citations: 55
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  13. 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 - Publication in refereed journal › peer-review

    Scopus citations: 3
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  14. 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. 35-42

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 19
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  15. 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. 679-691

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 17
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  16. 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, 3

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 9
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  17. 1996
  18. 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. 33-48

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 343
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  19. 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 - Publication in refereed journal › peer-review

    Scopus citations: 1
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  20. 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 - Publication in refereed journal › peer-review

    Scopus citations: 2
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  21. 1995
  22. 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 - Publication in refereed journal › peer-review

    Scopus citations: 6
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  23. 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. 597-615

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 161
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  24. Published

    Educated guesses and income distribution

    Leung, C. K. Y., May 1995, In: Economics Letters. 48, 2, p. 173-177

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 4
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