College of Business

Department of Economics and Finance

Organisational unit: Academic Departments

Research Output

  1. 2020
  2. Online published

    Political uncertainty and A-H share premium

    Cheng, X., Kong, D. & Wang, J., 11 Jul 2020, (Online published) In: Pacific-Basin Finance Journal. 101388.

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

    Scopus citations: 1
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  3. Published

    Is Foreign Exchange Exposure Priced? Evidence from the Bond Market

    Wald, J. K., Mansi, S. & Qi, Y., 7 Jul 2020.

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

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  4. Published

    Credit risk evaluation model with textual features from loan descriptions for P2P lending

    Zhang, W., Wang, C., Zhang, Y. & Wang, J., Jul 2020, In: Electronic Commerce Research and Applications. 42, 100989.

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

    Scopus citations: 3
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  5. Published

    Likelihood-based inference for a frailty-copula model based on competing risks failure time data

    Wang, Y., Emura, T., Fan, T., Lo, S. M. S. & Wilke, R. A., Jul 2020, In: Quality and Reliability Engineering International. 36, 5, p. 1622-1638

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

    Scopus citations: 6
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  6. Published

    ΜΑΘΗΜΑΤΙΚΑ ΓΙΑ ΟΙΚΟΝΟΜΟΛΟΓΟΥΣ ΜΕ ΕΦΑΡΜΟΓΕΣ

    BERGIN, J. & Βασιλογιαννακοπούλου, Σ. (Translator), Jul 2020, Athens: GUTENBERG PRESS. 863 p.

    Research output: Scholarly Books, Monographs, Reports and Case Studies (RGC: 11, 13, 14, 48, 49)13_Textbook (Author)peer-review

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  7. Presented

    On the Time-varying Stock-Bond Correlation: Deciphering Heterogeneous Expectations

    Du, J., 28 Jun 2020, (Presented).

    Research output: Conference Papers (RGC: 31A, 31B, 32, 33)33_Other conference paperpeer-review

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  8. Online published

    Constructing the job-finding rate and separation rate of Hong Kong labour market

    Wang, B. & Kwan, Y. K., 9 Jun 2020, (Online published) In: Pacific Economic Review.

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

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  9. Published

    A Jackknife Model Averaging Analysis of RMB Misalignment Estimates

    Cheung, Y. & Wang, W., Jun 2020, In: Journal of International Commerce, Economics and Policy. 11, 2, 2050007.

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

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  10. Presented

    What Drives Firms' Hiring Decisions? An Asset Pricing Perspective

    BELO, F., DONANGELO, A., LIN, X. & LUO, D., 26 May 2020, (Presented).

    Research output: Conference Papers (RGC: 31A, 31B, 32, 33)33_Other conference paper

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  11. Published

    David vs Goliath (You against the Markets), A dynamic programming approach to separate the impact and timing of trading costs

    Kashyap, R., 1 May 2020, In: Physica A: Statistical Mechanics and its Applications. 545, 122848.

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

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  12. Published

    Are interim CEOs just caretakers?

    He, X. & Zhu, M. R., Apr 2020, In: Journal of Corporate Finance. 61, 101420.

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

    Scopus citations: 1
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  13. Published

    BILATERAL RENT-SEEKING AND GROWTH OF FDI INFLOW IN CHINA: THEORY AND EVIDENCE

    KENG, S., LEE, C., LI, W. & SHEN, J. H., Apr 2020, In: Contemporary Economic Policy. 38, 2, p. 359-379

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

    Scopus citations: 3
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  14. Published

    Borrower Opacity and Loan Performance: Evidence from China

    Gao, H., Wang, J., Yang, X. & Zhao, L., Apr 2020, In: Journal of Financial Services Research. 57, 2, 26 p.

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

    Scopus citations: 2
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  15. Published

    Capital flight to Germany: Two alternative measures

    Cheung, Y., Steinkamp, S. & Westermann, F., Apr 2020, In: Journal of International Money and Finance. 102, 102095.

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

    Scopus citations: 2
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  16. Published

    Overview: Global safe assets, international reserves, and capital flow

    Aizenman, J. & Cheung, Y., Apr 2020, In: Journal of International Money and Finance. 102, 102121.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)Meeting abstractpeer-review

    Scopus citations: 2
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  17. Published

    Pricing and integration of credit default swap index tranches

    Carverhill, A. & Luo, D., Apr 2020, In: Journal of Futures Markets. 40, 4, p. 503–526

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

    Scopus citations: 1
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  18. Published

    The currency composition of international reserves, demand for international reserves, and global safe assets

    Aizenman, J., Cheung, Y. & Qian, X., Apr 2020, In: Journal of International Money and Finance. 102, 102120.

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

    Scopus citations: 1
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  19. Published

    The Economics of Enlightenment: Time Value of Knowledge and the Net Present Value (NPV) of Knowledge Machines, A Proposed Approach Adapted from Finance

    Kashyap, R., Apr 2020, In: B.E. Journal of Economic Analysis and Policy. 20, 2, 20190044.

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

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  20. Published

    Antibody-coated microstructures for selective isolation of immune cells in blood

    Li, J., Liu, Y., Ren, J., Tay, B. Z., Luo, T., Fan, L., Sun, D. & 4 others, Luo, G., Lau, D., Marcos & Lam, R. H. W., 21 Mar 2020, In: Lab on a Chip. 20, 6, p. 1072-1082

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

    Scopus citations: 3
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  21. Online published

    Do Japanese firms systematically inflate expected rate of returns from defined benefit pension plans?

    Qin, Y., Cai, J. & Rhee, S. G., 20 Mar 2020, (Online published) In: Pacific Basin Finance Journal. 101321.

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

    Scopus citations: 1
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