SCH OF ECONOMICS & FINANCE
| Researcher : Bai C |
| Project Title: | The system of incentives for managers with multitasks: theory and evidence from Chinese state-owned enterprises |
| Investigator(s): | Bai C |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | Seed Funding Programme for Basic Research |
| Start Date: | 01/2003 |
| List of Research Outputs |
| Bai C., Lu J. and Tao Z., Capital or Knowhow: The Role of Foreign Multinationals in Joint Ventures, 2010, 21: 629-638. |
| Researcher : Buehlmaier M |
| Project Title: | Media-Based Merger Arbitrage |
| Investigator(s): | Buehlmaier M |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | Seed Funding Programme for Basic Research |
| Start Date: | 04/2011 |
| List of Research Outputs |
| Buehlmaier M., Debt, Equity, and Information, 10th Conference, Society for the Advancement of Economic Theory. 2010. |
| Researcher : Carverhill AP |
| Project Title: | Non-parametric modelling of the term structure of interest rates, using Eurodollar futures |
| Investigator(s): | Carverhill AP |
| Department: | School of Business |
| Source(s) of Funding: | Seed Funding for New Staff |
| Start Date: | 08/2002 |
| Project Title: | 2007 China International Conference in Finance The Smirk in the S&P500 Futures Options Prices:a Linearized Factor Analysis" |
| Investigator(s): | Carverhill AP |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | URC/CRCG - Conference Grants for Teaching Staff |
| Start Date: | 07/2007 |
| Researcher : Chan AWH |
| List of Research Outputs |
| Belfiore P.J., Billingsley B.S., Bogner F., Carini R.M., Chan A.W.H., Dahlgren M.A., Dall'Alba G., Dupriez V., Elen J., Hallam S., Hau K.T., Heyneman S.P., Hwang G.J., Islam T., Johnes J., Kilminster S., Kyriakides L., Lam P., Lee J.C.K., Liaw S.S., Liu E.Z.F., Martino W., Mevarech Z.R., Somech A., Spillane J.P., Stratton T., Verschaffel L., Wang Y.S. and Yang S., Education Research International, Hindawi Publishing Corporation, 2011. |
| Cheung H.Y. and Chan A.W.H., The relationship of competitiveness motive on people's happiness through education, International Journal of Intercultural Relations. Elsevier B.V., 2011, 35: 179-185. |
| Researcher : Chan K |
| Project Title: | Changes in research and development expenditures and firm performance |
| Investigator(s): | Chan K |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | Seed Funding Programme for Basic Research |
| Start Date: | 03/2008 |
| Completion Date: | 07/2010 |
| Project Title: | Market timing and the cost of raising equity through seasoned equity offerings |
| Investigator(s): | Chan K |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 08/2008 |
| Completion Date: | 01/2011 |
| Project Title: | Information content of reduction in R&D investments |
| Investigator(s): | Chan K |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 12/2010 |
| List of Research Outputs |
| Chan K., Nayar N., Singh A. and Yu W., Market feedback and classification of market timing SEOs, Financial Management Association meeting, New York, USA. 2010. |
| Chan K., Lin Y. and Wang Y., Market valuation of decreases in R&D expenditures, China International Conference in Finance, Beijing, China. 2010. |
| Researcher : Chan W |
| Project Title: | HKU Overseas Fellowship Awards 2009-10 |
| Investigator(s): | Chan W |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | HKU Overseas Fellowship Awards |
| Start Date: | 09/2009 |
| Project Title: | The Effect of Dowry on the Welfare of Women |
| Investigator(s): | Chan W |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 09/2009 |
| Researcher : Chen B |
| List of Research Outputs |
| Chen B. and Chiu S.Y.W., Public-Private Partnerships: Task Interdependence and Contractibility, In: P. Bajari; B. Caillaud; N. Gandal , International Journal of Industrial Organization . Elsevier, 2010, 28: 591-603. |
| Researcher : Chen K |
| Project Title: | Demographics and Hours Worked in the U.S. |
| Investigator(s): | Chen K |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | Seed Funding Programme for Basic Research |
| Start Date: | 10/2009 |
| Researcher : Ching STF |
| Project Title: | 6th Pan Pacific Conference on Game Theory An Axiomatization of the Uniform Rule without the Pareto Principle |
| Investigator(s): | Ching STF |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | URC/CRCG - Conference Grants for Teaching Staff |
| Start Date: | 02/2011 |
| Completion Date: | 03/2011 |
| List of Research Outputs |
| Ching S.T.F., An Axiomatization of the Uniform Rule without the Pareto Principle, 6th Pan Pacific Conference on Game Theory. 2011. |
| Researcher : Chiu SYW |
| Project Title: | A Theory of Intergroup Relation: with Applications to the Decline of Class and Diversity and Economic Performance |
| Investigator(s): | Chiu SYW |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 07/2009 |
| Project Title: | Globalization and Democratic Recessions |
| Investigator(s): | Chiu SYW |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | Small Project Funding |
| Start Date: | 02/2011 |
| Project Title: | 2nd World Congress on Psychology, Counselling and Guidance To what extent defining a group predicates on defining other groups? |
| Investigator(s): | Chiu SYW |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | URC/CRCG - Conference Grants for Teaching Staff |
| Start Date: | 05/2011 |
| Completion Date: | 05/2011 |
| List of Research Outputs |
| Chen B. and Chiu S.Y.W., Public-Private Partnerships: Task Interdependence and Contractibility, In: P. Bajari; B. Caillaud; N. Gandal , International Journal of Industrial Organization . Elsevier, 2010, 28: 591-603. |
| Chiu S.Y.W. and Zhong W..., "To What Extent Defining a Group Predicates on Defining Other Groups?" , Procedia-Social and Behavioral Science Journal (Elsevier) . 2011. |
| Chiu S.Y.W. and Pu Y.J., Game Theory and Economic Models. 博弈论与经济模型, Beijing, 中国人民大学出版社, 2010, pp1-431. |
| Researcher : Chung K.S. |
| List of Research Outputs |
| Board O...J..., Chung K...S... and Schipper B...C..., Two Models of Unawareness: Comparing the Object-Based and the Subjective- State-Space Approaches, Synthese. Springer, 2011, 179: 13-34. |
| Researcher : Gao X |
| Project Title: | Pricing and trading of SEOs |
| Investigator(s): | Gao X |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | Seed Funding Programme for Basic Research |
| Start Date: | 09/2008 |
| Completion Date: | 03/2011 |
| Project Title: | Mutual Fund Brokerage Commissions and Soft Dollars |
| Investigator(s): | Gao X |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 10/2009 |
| Project Title: | Investor Sentiment and Idiosyncratic Risk: Implications on Expected Market Returns |
| Investigator(s): | Gao X |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 09/2010 |
| List of Research Outputs |
| Gao X. and Lin T., Do Individual Investors Trade Stocks as Gambling? Evidence from Repeated Natural Experiments, Western Finance Association Annual Meetings 2011. |
| Gao X. and Ritter J., The Marketing of Seasoned Equity Offerings, In: G. William Schwert William E. Simon Graduate School of Business Administration University of Rochester Rochester, NY 14627, the Journal of Financial Economics. North-Holland, 2010, 97: 33 - 52. |
| Researcher : Hau TD |
| Project Title: | 1st Annual INFORMS Transportation Science and Logistics Society international workshop "Road Pricing Principles Extended to Public Transportation" |
| Investigator(s): | Hau TD |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | URC/CRCG - Conference Grants for Teaching Staff |
| Start Date: | 06/2011 |
| Completion Date: | 06/2011 |
| List of Research Outputs |
| Hau T.D., Pricing of Private and Public Transport: An Economic Approach, Keynote Address, The 33rd Australasian Transport Research Forum, Canberra, Australia, September 29 - October 1, 2010 . 2010. |
| Hau T.D., Road Pricing Principles Extended to Public Transportation, Plenary Session Speaker, The 1st Annual INFORMS Transportation Science and Logistics Society Workshop on “Congestion Management of Transportation Systems on the Ground and in the Air”, Asilomar Conference Grounds, Pacific Grove, California, June 26-29, 2011. 2011. |
| Researcher : Jao YC |
| Project Title: | Financial reform in Hong Kong |
| Investigator(s): | Jao YC |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | Other Funding Scheme |
| Start Date: | 09/2000 |
| Researcher : Lau SH |
| Project Title: | Economic Impacts of Fertility and Mortality Changes: Decomposing Demographic Dividend |
| Investigator(s): | Lau SH |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 08/2008 |
| Completion Date: | 01/2011 |
| Project Title: | Cross-Game Learning and Teaching in Repeated Games: A Laboratory Study |
| Investigator(s): | Lau SH |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | Seed Funding Programme for Basic Research |
| Start Date: | 06/2009 |
| Project Title: | Longevity increase, retirement saving and retirement age: Economic analyses and policy implications |
| Investigator(s): | Lau SH |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | Public Policy Research |
| Start Date: | 07/2010 |
| List of Research Outputs |
| Lau S.H. and Leung F., Estimating a parsimonious model of inequality aversion in Stackelberg duopoly experiments, Oxford Bulletin of Economics and Statistics. Oxford, UK, Blackwell, 2010, 72, No. 5: 669-686. |
| Researcher : Lin T |
| Project Title: | Detecting Price Barriers |
| Investigator(s): | Lin TC |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | Seed Funding Programme for Basic Research |
| Start Date: | 10/2009 |
| Project Title: | Detecting Stock Price Barriers |
| Investigator(s): | Lin TC |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 09/2010 |
| Project Title: | Who Mess up the Mean-Variance relation? |
| Investigator(s): | Lin TC |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | Seed Funding Programme for Basic Research |
| Start Date: | 01/2011 |
| Project Title: | 2011 Western Finance Association Annual Meetings Do Individual Investors Trade Stocks as Gambling? Evidence from Repeated Natural Experiments |
| Investigator(s): | Lin TC |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | URC/CRCG - Conference Grants for Teaching Staff |
| Start Date: | 06/2011 |
| Completion Date: | 06/2011 |
| List of Research Outputs |
| Gao X. and Lin T., Do Individual Investors Trade Stocks as Gambling? Evidence from Repeated Natural Experiments, Western Finance Association Annual Meetings 2011. |
| Researcher : Lin TC |
| Project Title: | Detecting Price Barriers |
| Investigator(s): | Lin TC |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | Seed Funding Programme for Basic Research |
| Start Date: | 10/2009 |
| Project Title: | Detecting Stock Price Barriers |
| Investigator(s): | Lin TC |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 09/2010 |
| Project Title: | Who Mess up the Mean-Variance relation? |
| Investigator(s): | Lin TC |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | Seed Funding Programme for Basic Research |
| Start Date: | 01/2011 |
| Project Title: | 2011 Western Finance Association Annual Meetings Do Individual Investors Trade Stocks as Gambling? Evidence from Repeated Natural Experiments |
| Investigator(s): | Lin TC |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | URC/CRCG - Conference Grants for Teaching Staff |
| Start Date: | 06/2011 |
| Completion Date: | 06/2011 |
| List of Research Outputs |
| Researcher : Liu Q |
| Project Title: | Measuring the impact of corporate governance in China |
| Investigator(s): | Liu Q |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | Small Project Funding |
| Start Date: | 11/2004 |
| Project Title: | Allied Social Sciences Associations (ASSA) 2006 Conference Stock Market Information Production and CEO Incentives Does Competition Encourage Unethical Behavior? The Case of Corporate Profit Hiding in China |
| Investigator(s): | Liu Q |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | URC/CRCG - Conference Grants for Teaching Staff |
| Start Date: | 01/2006 |
| Project Title: | 33rd Annual Meeting of the European Finance Association 2006 Predicting Stock Market Returns with Aggregate Discretionary |
| Investigator(s): | Liu Q |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | URC/CRCG - Conference Grants for Teaching Staff |
| Start Date: | 08/2006 |
| Project Title: | Institutions, Financial Development, and Corporate Investment: Evidence during Chinas Reform Era' |
| Investigator(s): | Liu Q, Arner DW, Siu AKF |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 09/2007 |
| Completion Date: | 08/2010 |
| Project Title: | On the Chinese Pyramids: evolution, economic effects, and regulations |
| Investigator(s): | Liu Q, Arner DW |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 09/2010 |
| List of Research Outputs |
| Kang Q., Liu Q. and Qi R., Predict stock market returns with aggregate discretionary accruals , Journal of Accounting Research. 2010, 48 (4): 815-858. |
| Researcher : Liu Z |
| List of Research Outputs |
| Meng R. and Liu Z., What Do Managers Do When Immune from Hostile Takeover Threats?, China International Conference In Finance . 2010. |
| Researcher : Lo P |
| Project Title: | Strategic Voting in Multi-candidate Races |
| Investigator(s): | Lo P |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 09/2008 |
| Project Title: | The 21st International Conference on Game Theory Reputation and Competition for Information Intermediaries |
| Investigator(s): | Lo P |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | URC/CRCG - Conference Grants for Teaching Staff |
| Start Date: | 07/2010 |
| Completion Date: | 07/2010 |
| Project Title: | Competition and Reputation in the Market for Information Intermediaries |
| Investigator(s): | Lo P |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 01/2011 |
| List of Research Outputs |
| Lo P., Hierarchical v.s. Simultaneous Communication, In: Marcus Berliant David K. Levine John Nachbar,, North American Summer Meeting of the Econometric Society. 2011. |
| Lo P., Language and Coordination Games, In: Giacomo Bonanno, Wiebe van der Hoek, 9th Conference on Logic and the Foundations of Game and Decision Theory. 2010. |
| Lo P., Reputation and Competition among Information Intermediaries, In: 1. Francine Lafontaine 2. Eilon Solan, 2. Daron Acemoglu, Manuel Arellano, Eddie Dekel , 1.The 8th Annual INTERNATIONAL INDUSTRIAL ORGANIZATION CONFERENCE 2. The 21st International Conference on Game Theory 2. Econometric Society World Congress 2010. |
| Lo P., Why Does New Hampshire Matter --- Simultaneous v.s. Sequential Primaries, In: 1. Takashi Kunimoto 2. Marco Battaglini 3. Xiao Luo, Yi-chun Chen, 1. Canadian Economic Theory Conference 2. Workshop on Political Economy 3. 10th SAET CONFERENCE ON CURRENT TRENDS IN ECONOMICS. 2010. |
| Researcher : Luo X |
| Project Title: | 2010 FMA Annual Meeting The Relation betwen SPX Options and the CBOE-listed Volatility Derivatives |
| Investigator(s): | Luo X |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | URC/CRCG - Conference Grants for Teaching Staff |
| Start Date: | 10/2010 |
| Completion Date: | 10/2010 |
| List of Research Outputs |
| Brenner M., Luo X. and Zhang J., The Relation between SPX Options and the CBOE-Listed Volatility Derivatives, 2010 Financial Management Association (FMA) Annual Meeting, October 20-23, 2010, New York, USA. 2010. |
| Luo X. and Zhang J., The Dynamics of Long Forward Rate Term Structures, Journal of Futures Markets. 2010, 30(10), 957-982.. |
| Luo X. and Zhang J., The Term Structure of VIX, Financial Management Association (FMA) Asian Conference, July 14-16, 2010, Singapore Management University, Singapore. 2010. |
| Researcher : Luo Y |
| Project Title: | The Current Account and Macroeconomic Adjustment under Rational Inattention |
| Investigator(s): | Luo Y, Yuen CW |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | Seed Funding Programme for Basic Research |
| Start Date: | 01/2008 |
| Project Title: | Robustness, Inventories, and Production Fluctuations |
| Investigator(s): | Luo Y |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | Seed Funding Programme for Basic Research |
| Start Date: | 06/2009 |
| Project Title: | Incomplete Information Diffusion, Durables Consumption, and Inertial behavior |
| Investigator(s): | Luo Y |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 09/2009 |
| Project Title: | Model Misspecification, Consumption Volatility, and the Current Account in Small Open Economies |
| Investigator(s): | Luo Y |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 07/2010 |
| List of Research Outputs |
| Luo Y., Rational Inattention, Long-run Consumption Risk, and Portfolio Choice, Review of Economic Dynamics. 2010. |
| Luo Y. and Young E., Risk-sensitive Consumption and Savings under Rational Inattention, In: Olivier Blanchard, American Economic Journal: Macroeconomics . American Economic Association, 2010. |
| Researcher : Meng R |
| Project Title: | What do managers do when immune from hostile takeover threats? |
| Investigator(s): | Meng R |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | Seed Funding Programme for Basic Research |
| Start Date: | 03/2010 |
| Project Title: | 2010 China International Conference in Finance What Do Managers Do When Immune from Hostile Takeover Threats? |
| Investigator(s): | Meng R |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | URC/CRCG - Conference Grants for Teaching Staff |
| Start Date: | 07/2010 |
| Completion Date: | 07/2010 |
| List of Research Outputs |
| Meng R., Zhou X., Ning X. and Zhu H., Do ESOPs Enhance Firm Performance? Evidence from China's Reform Experiment, Journal of Banking and Finance. 2011, 35 (2011): 1541-1551. |
| Meng R. and Liu Z., What Do Managers Do When Immune from Hostile Takeover Threats?, China International Conference In Finance . 2010. |
| Researcher : Shan C |
| List of Research Outputs |
| Tang Y., Wang Q. and Shan C., Credit Contagion through Economic Links, 2010 NTU International Conference on Finance. 2010. |
| Researcher : Shea KL |
| Project Title: | Should tax be damaged dependent in correcting externalities |
| Investigator(s): | Shea KL |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | Other Funding Scheme |
| Start Date: | 09/2002 |
| Project Title: | Ad Valorem tariff versus specifid tariff |
| Investigator(s): | Shea KL |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | Other Funding Scheme |
| Start Date: | 09/2002 |
| Researcher : Song FM |
| Project Title: | Corporate Governance and Market Valuation in China and Hong Kong |
| Investigator(s): | Song FM, Zhang JJ |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | The University of Hong Kong Foundation Seed Grant |
| Start Date: | 07/2003 |
| Project Title: | Microstructure of Hong Kong stock exchanges: order aggressiveness, volume, and liquidity |
| Investigator(s): | Song FM, Chung RCK |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | Small Project Funding |
| Start Date: | 11/2004 |
| Project Title: | China Business and Economics |
| Investigator(s): | Song FM |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | Seed Funding for Strategic Research Theme |
| Start Date: | 06/2008 |
| Completion Date: | 05/2011 |
| List of Research Outputs |
| Song F.M., Corpoate R&D in Chinese Manufacturing firms: The role of ownership and CEO's, Journal of Comparative Economics. 2010. |
| Song F.M., Finanacial Gloalization and Challenges: The Case of China, Encyclopaedia of Financial Globalization. 2010. |
| Researcher : Suen WC |
| Project Title: | Delay as a Mechanism to Improve Collective Decision Making |
| Investigator(s): | Suen WC |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 10/2008 |
| Completion Date: | 09/2010 |
| List of Research Outputs |
| Han J. and Suen W.C., Age structure of the workforce in growing and declining industries: Evidence from Hong Kong, Journal of Population Economics. 2011, 24: 167-189. |
| Lui H.K. and Suen W.C., The Effects of Public Housing on Internal Mobility in Hong Kong, Journal of Housing Economics. 2011, 20: 15-29. |
| Researcher : Tang Y |
| Project Title: | Understanding the 2007/2008 Credit Crisis: Collateralized Debt Obligations (CDO) Credit Ratings |
| Investigator(s): | Tang Y |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 09/2009 |
| Project Title: | Why did Hong Kong investors buy minibonds? |
| Investigator(s): | Tang Y |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | Seed Funding Programme for Basic Research |
| Start Date: | 05/2010 |
| Project Title: | Collateral Asset Portfolio Management of CDOs |
| Investigator(s): | Tang Y |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 07/2010 |
| Project Title: | Workshop on the Economics of Credit Rating Agencies Did Subjectivity Play a Role in CDO Credit Ratings? |
| Investigator(s): | Tang Y |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | URC/CRCG - Conference Grants for Teaching Staff |
| Start Date: | 07/2010 |
| Completion Date: | 07/2010 |
| Project Title: | Does CDS trading affect option pricing? |
| Investigator(s): | Tang Y |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | Seed Funding Programme for Basic Research |
| Start Date: | 06/2011 |
| List of Research Outputs |
| Chang E.C., Tang Y. and Zhang M., Household Investments in Structured Financial Products, Emerging Market Finance Conference. 2010. |
| Chang E.C., Tang Y. and Zhang M., Household Investments in Structured Financial Products, Financial Management Association. 2010. |
| Tang Y., Wang Q. and Shan C., Credit Contagion through Economic Links, 2010 NTU International Conference on Finance. 2010. |
| Tang Y. and Griffin J., Did Credit Rating Agencies Make Unbiased Assumptions on CDOs?, American Economic Association. 2011. |
| Tang Y. and Griffin J., Did Credit Rating Agencies Make Unbiased Assumptions on CDOs?, In: Pinelopi Koujianou Goldberg , American Economic Review. 2011, 101(3): 125-30. |
| Tang Y. and Wang Q., Model Specification, Data History, and CDO (Mis)Pricing, Fourth Annual NUS Risk Management Conference. 2010. |
| Tang Y. and Yan H., Price Impact of CDS Trading, MTS Conference on Financial Markets. 2010. |
| Tang Y. and Yan H., The Price Impact of CDS Trading, Australian National University Summer Camp. 2010. |
| Researcher : Tse CY |
| Project Title: | Search and Matching in a Spatial Economy Middlemen, Agglomeration Economies, and the Growth of Cities as Commercial Centers in Economic Development |
| Investigator(s): | Tse CY |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 10/2009 |
| List of Research Outputs |
| Jovanovic B. and Tse C.Y., Entry and Exit Echoes, In: Giovanni L. Violante, D.K. Backus, M. Bassetto, M. Doepke, U.J. Jermann, E.R. McGrattan, M.K. Schneider , Review of Economic Dynamics. Amsterdam Holland, Elseview, 2010, 13: 514-536. |
| Tse C.Y. and Leung K.Y.C., Investors in Housing Market Search, NYU Economics Alumni conference. 2011. |
| Tse C.Y., Journal of Economics. Wien, Austria, Springer Wien New York, 2011, 84. |
| Tse C.Y., The Spatial Origin of Commerce, International Economic Review. Hoboken, NJ, USA, Wiley-Blackwell, 2011, 52: 349-377. |
| Researcher : Tse KS |
| List of Research Outputs |
| Tse K.S., Economic Downturn: Is the Worst Over Yet?, Keynote Speech, ROTARY CLUB OF KOWLOON EAST DISTRICT 3450 ROTARY INTERNATIONAL, Penninsula Hotel, March 29, 2011. 2011. |
| Tse K.S., Editorial Board member, In: Alex C. Michalos Allan K. K. Chan Kit-Chun Joanna Lam Simon S. M. Ho, Asian Journal of Business Ethics. Springer, 2011. |
| Tse K.S., Quantitative Easing and the Global Economy, Keynote Speech, 20th Anniversary Dinner, Bank of China (Hong Kong), December 3, 2010. 2010. |
| Tse K.S., Pretorius F.I.H. and Chau K.W., Tse, M., Pretorius, F. & Chau, K.W., 2011, Market Sentiments, Winner's Curse, and Bidding Outcomes in Land Auctions, Journal of Real Estate Finance and Economics. . USA, Springer, 2010, 42: 247-274. |
| Researcher : Vere JP |
| Project Title: | Research Output Prize |
| Investigator(s): | Vere JP |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | Research Output Prize (in Faculty) |
| Start Date: | 10/2008 |
| List of Research Outputs |
| Vere J.P., Editorial Board, In: M. Dutta, Journal of Asian Economics. 2010. |
| Vere J.P., Fertility and Parents’ Labour Supply: New Evidence from US Census Data, Oxford Economic Papers. 2011, 63(2): 211-231. |
| Vere J.P., 英國最低工資經驗前車可鑑, Ming Pao. 明報, 2010, A30. |
| Vere J.P., OEP Prize for Best Paper on Women and Work, Oxford Economic Papers. 2011. |
| Vere J.P., Trade and Employment in Hong Kong, 1st Conference of the International Collaborative Initiative on Trade and Employment (Asian Development Bank), 18-19 April 2011. Asian Development Bank. |
| Researcher : Wang Q |
| List of Research Outputs |
| Tang Y., Wang Q. and Shan C., Credit Contagion through Economic Links, 2010 NTU International Conference on Finance. 2010. |
| Tang Y. and Wang Q., Model Specification, Data History, and CDO (Mis)Pricing, Fourth Annual NUS Risk Management Conference. 2010. |
| Researcher : Wong KP |
| List of Research Outputs |
| Tse K.S. and Wong K.P., Liquidity Risk and Corporate Hedging with Futures, Pacific Economic Review. Wiley-Blackwell, 2011, 16: 229-235. |
| Wong K.P., On the Neutrality of Debt in Investment Intensity, Annals of Finance. Springer, 2010, 6: 335-356. |
| Wong K.P., Progressive Taxation and the Intensity and Timing of Investment, Economic Modelling. Elsevier, 2011, 28: 100-108. |
| Researcher : Xu C |
| Project Title: | Financial regulation, corporate governance, and the government |
| Investigator(s): | Xu C |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | Seed Funding Programme for Basic Research |
| Start Date: | 05/2009 |
| Completion Date: | 11/2011 |
| List of Research Outputs |
| Xu C., Being selected/ included in the Who's Who in the World, The Marquis Who’s Who. 2011, 28th Edition. |
| Xu C., Invited speech at 2010 Chicago Workshop on the Industrial Structure of Production, which was organized by Ronald Coase. Chicago, 2010. |
| Xu C., Program Committee member, The 16th World Congress of the International Economic Association (IEA) [invited by the IEA President, Masahiko Aoki],. 2011. |
| Xu C., Public lecture at Shanghai Jiaotong University. Shanghai, 2010. |
| Xu C., Response Restoring Financial Regulation, 回复金融责任性的监管, The Global Think Tank Summit. 全球智库峰会, Beijing, 2010. |
| Xu C. and Zhang X., Virtual Conglomerate as a Production Mode: China's Industrial Cluster Development, 2010 Chicago Workshop on the Industrial Structure of Production, which was organized by Ronald Coase. Chicago, 2010. |
| Researcher : Xu J |
| Project Title: | Evolution of Market Confidence and the Joint Dynamics of Volatility and Volume |
| Investigator(s): | Xu J |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | Small Project Funding |
| Start Date: | 11/2005 |
| Researcher : Xu Z |
| Project Title: | Capacity Choice to Generate Public Signal (tentative) |
| Investigator(s): | Xu Z |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | Seed Funding Programme for Basic Research |
| Start Date: | 10/2009 |
| Project Title: | Commission Sharing among Agents |
| Investigator(s): | Xu Z |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 08/2010 |
| List of Research Outputs |
| Xu Z., Defense Attorney’s Fee Structure: a Signaling Explanation, 2011 American Law and Economics Association Conference. 2011. |
| Xu Z., Information Acquisition in a War of Attrition, 2011 North America Summer Meetings of the Econometric Society. 2011. |
| Researcher : Yuen CW |
| Project Title: | 2001 Annual Meeting of the Society for Economic Dynamics Yet Another Long-Run Neutarlity Result: Absence of Tax-Induced Growth Effects under Implicit Intergenerational Contracts |
| Investigator(s): | Yuen CW |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | URC/CRCG - Conference Grants for Teaching Staff |
| Start Date: | 06/2001 |
| Project Title: | 2002 Annual Meeting of the American Economic Association (AEA) Economic Growth and Economic Equality: Some Evidence and a Suggested Interpretation |
| Investigator(s): | Yuen CW |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | URC/CRCG - Conference Grants for Teaching Staff |
| Start Date: | 01/2002 |
| Project Title: | Monetary Policy under Rational Inattention |
| Investigator(s): | Yuen CW |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | Seed Funding Programme for Basic Research |
| Start Date: | 03/2006 |
| Project Title: | Western Economic Association International (WEAI) 83nd Annual Conference When Farmers Met Shepherds: A Plausible Solution to the Needham Puzzle |
| Investigator(s): | Yuen CW |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | URC/CRCG - Conference Grants for Teaching Staff |
| Start Date: | 06/2008 |
| Researcher : Zhang J |
| Project Title: | The Chinese Warrant Market |
| Investigator(s): | Zhang J |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 12/2009 |
| Project Title: | The Mechanism of Callable Bull/Bear Contract |
| Investigator(s): | Zhang J |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | Small Project Funding |
| Start Date: | 02/2011 |
| List of Research Outputs |
| Brenner M., Luo X. and Zhang J., The Relation between SPX Options and the CBOE-Listed Volatility Derivatives, 2010 Financial Management Association (FMA) Annual Meeting, October 20-23, 2010, New York, USA. 2010. |
| Chang E.C., Zhang J. and Zhao H., The Relation Between Physical And Risk-neutral Cumulant, In: , China International Conference in Finance (CICF) 2010, Beijing, China. 2010. |
| Chang E.C., Zhang J. and Zhao H., The Relation Between Physical and Risk-Neutral Cumulants, 2010 China International Conference in Finance (CICF2010), July 4-7, 2010, Beijing, China. 2010. |
| Chang E.C., Zhang J. and Zhao H., The Relation Between Physical and Risk-Neutral Cumulants, Invited lecture at School of International Trade and Economics in University of International Business and Economics, Beijing, 2 July. 2010. |
| Luo X. and Zhang J., The Dynamics of Long Forward Rate Term Structures, Journal of Futures Markets. 2010, 30(10), 957-982.. |
| Luo X. and Zhang J., The Term Structure of VIX, Financial Management Association (FMA) Asian Conference, July 14-16, 2010, Singapore Management University, Singapore. 2010. |
| Zhang J., Zhao H. and Chang E.C., Equilibrium Asset and Option Pricing Under Jump Diffusion, HKU-Stanford Conference in Quantitative Finance, December 10-11, 2010, HKU, Hong Kong. 2010. |
| Zhang J., Zhao H. and Chang E.C., Equilibrium Asset and Option Pricing Under Jump Diffusion, Invited lecture at Department of Accounting and Finance in University of Otago, New Zealand, 24 March. 2011. |
| Zhang J., Zhao H. and Chang E.C., Equilibrium Asset and Option Pricing Under Jump Diffusion, Invited lecture at Department of Finance, Accounting and Statistics in Vienna University of Economics and Business (WU), 22 December. 2010. |
| Zhang J., Zhao H. and Chang E.C., Equilibrium Asset and Option Pricing Under Jump Diffusion, Invited lecture at School of Physical and Mathematical Sciences in Nanyang Technological University, Singapore, 23 August. 2010. |
| Zhang J., Shu J. and Brenner M., The New Market for Volatility Trading, Journal of Futures Markets, Journal of Futures Markets. 2010, 30(9), 809-833.. |
| Researcher : Zhang JJ |
| Project Title: | The Financial and Operating Performance of Chinese Family-owned Listed Companies |
| Investigator(s): | Zhang JJ |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | Seed Funding Programme for Basic Research |
| Start Date: | 12/2004 |
| Project Title: | Western Economic Association International (WEAI) 83rd Annual Conference Measuring the Long- and Short-Run Effects of Monetary Policy on Real Economic Activity in China |
| Investigator(s): | Zhang JJ |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | URC/CRCG - Conference Grants for Teaching Staff |
| Start Date: | 06/2008 |
| Project Title: | 8th Biennial Pacific Rim Conference of Western Economic Association International Different Currency Invoices and Exchange Rate Pass-through |
| Investigator(s): | Zhang JJ |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | URC/CRCG - Conference Grants for Teaching Staff |
| Start Date: | 03/2009 |
| Researcher : Zhou X |
| Project Title: | 37th Annual Meeting of the European Finance Association Executive Stock Options and Manipulated Stock-Price Performance: Evidence from Retiring CEOs |
| Investigator(s): | Zhou X |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | URC/CRCG - Conference Grants for Teaching Staff |
| Start Date: | 08/2010 |
| Completion Date: | 08/2010 |
| Project Title: | Compensation Structure and Managerial Incentives of Japanese Corporate Executives |
| Investigator(s): | Zhou X |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | Seed Funding Programme for Basic Research |
| Start Date: | 06/2011 |
| List of Research Outputs |
| Meng R., Zhou X., Ning X. and Zhu H., Do ESOPs Enhance Firm Performance? Evidence from China's Reform Experiment, Journal of Banking and Finance. 2011, 35 (2011): 1541-1551. |
| Zheng L. and Zhou X., Executive Stock Options and Manipulated Stock-Price Performance: Evidence from Retiring CEOs, 2010 China International Conference in Finance, Beijing. 2010. |
| Zheng L. and Zhou X., Executive Stock Options and Manipulated Stock-Price Performance: Evidence from Retiring CEOs, 37th Annual Meeting of the European Finance Association . 2010. |