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 |
| 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 |
| Project Title: | A Narrative Approach to Measuring Financial Constraints |
| Investigator(s): | Buehlmaier M |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 11/2011 |
| Project Title: | Media-Based Merger Arbitrage |
| Investigator(s): | Buehlmaier M |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 01/2013 |
| List of Research Outputs |
| Buehlmaier M., Media-Based Merger Arbitrage, Lingnan University. 2012. |
| 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 Support for Teaching Staff |
| Start Date: | 07/2007 |
| Researcher : Chan AWH |
| List of Research Outputs |
| Chan A.W.H. and Cheung H., Cultural Dimensions, Ethical Sensitivity, and Corporate Governance, Journal of Business Ethics. Springer, 2012, 110: 45-59. |
| Chan A.W.H., Faculty Outstanding Teacher Award 2011-12 for Undergraduate Teaching from the Faculty of Business and Economics, HKU , Faculty of Business and Economics, The University of Hong Kong . 2012. |
| Chan A.W.H., Journal editor, Education Research International. Hindawi Publishing Corporation, 2013. |
| Researcher : Chan K |
| 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 |
| Completion Date: | 08/2012 |
| 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: | Western Economic Association International 87th Annual Conference Marital Transfer and Welfare of Women |
| Investigator(s): | Chan W |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 06/2012 |
| List of Research Outputs |
| Chan W. and Man P., Help and Factionalism in Politics and Organizations, In: Laura Razzolini, Southern Economic Journal. Richmond, VA, USA, Southern Economic Association, 2012, 79, no.1: 144-160. |
| Chan W., Marital Transfers and Welfare of Women, WEAI 87th Annual Conference. 2012. |
| 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 |
| List of Research Outputs |
| Ching S.T.F., A Characterization of the Uniform Rule with Several Commodities and Agents, In: J. Duggan, B. Dutta, M. Fleurbaey, C. Puppe, Social Choice and Welfare. Springer, 2013, 40(3): 871-911. |
| 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: | Preferential Treatment in Centralized Admissions: The Case of Motive Schools |
| Investigator(s): | Chiu SYW |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 09/2011 |
| Project Title: | Silvaplana Workshop in Political Economy 2012 A Demographic Theory of Economic Transition |
| Investigator(s): | Chiu SYW |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 07/2012 |
| Completion Date: | 07/2012 |
| List of Research Outputs |
| Chatterjee K... and Chiu S.Y.W., Bargaining, Competition, and Efficient Investment, In: Chatterjee, Kalyan, Bargaining in the Shadow of the Market: Selected Papers in Bilateral and Multilateral Bargaining. Singapore, Hackensack, London, World Scientific Press, 2013, 79-96. |
| Chen R... .B... and Chiu S.Y.W., Interim Performance Evaluation in Contract Design, In: Martin Cripps, Wouter den Haan, Andrea Galeotti, Rachel Griffith, Steve Machin, Frederic Vermeulen, Kjell Salvanes, Economic Journal. London, Wiley-Blackwell, 2013, 123: 665-698. |
| Chiu S.Y.W., Associate Editor, In: Xu, Chunhui (editor in chief), Asian Journal of Management Science and Applications . Genève, Inderscience Publisher, 2013, 1. |
| Wang J... .X... and Chiu S.Y.W., Conglomerate Merger Control: From the Continents to a Small Economy, In: Jingwen Zhu, Frontiers of Law in China: From the Continents to a Small Economy . Higher Education Press, Thomson Reuters, Westlaw.china, 2013, 8: 304-334. |
| Researcher : Gao X |
| 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 |
| Completion Date: | 09/2012 |
| Project Title: | Predicting Corporate Activities with a General Riskiness Measure |
| Investigator(s): | Gao X |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | Incentive Award for RGC GRF Fundable But Not Funded Projects |
| Start Date: | 07/2011 |
| Project Title: | Risk and Corporate Activities |
| Investigator(s): | Gao X |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 01/2013 |
| Researcher : Hau TD |
| Project Title: | 87th Annual Conference of the Western Economic Association International Sustainable Public Transportation |
| Investigator(s): | Hau TD |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 06/2012 |
| Completion Date: | 07/2012 |
| List of Research Outputs |
| Hau T.D., Editorial Board Member, Research in Transportation Economics. Elsevier, 2013. |
| Researcher : Hsu P |
| Project Title: | R&D tax credit and investment efficiency: Evidence from innovation |
| Investigator(s): | Hsu P |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | Seed Funding Programme for Basic Research |
| Start Date: | 08/2011 |
| Project Title: | The 20th Conference on the Theories and Practices of Securities and Financial Markets (SFM); (1) Corporate Philanthropy and Expansive Innovation: Implications for the Boundaries of the Firm/(2) Technological Innovation Spillovers and Stock Returns |
| Investigator(s): | Hsu P |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 12/2012 |
| Project Title: | Technical Predictability in the Foreign Exchange Rates and Volatility |
| Investigator(s): | Hsu P |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | Seed Funding Programme for Basic Research |
| Start Date: | 06/2013 |
| List of Research Outputs |
| Hsu P., Giaccotto C. and Hughen W., The use of Bayes factors to compare interest rate term structure models, Quantitative Finance. 2013, 13: 369-381. |
| 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 : Jiang K |
| Project Title: | A Contractual Analysis of State versus Private Ownership |
| Investigator(s): | Jiang K |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | Seed Funding Programme for Basic Research |
| Start Date: | 06/2012 |
| Project Title: | 2012 Annual Conference of the Asian Law and Economics Association How Institutions Affect the Contributions of Venture Capital Investment to the Growth of Entrepreneurial Firms: Evidence from China |
| Investigator(s): | Jiang K |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 07/2012 |
| Completion Date: | 07/2012 |
| List of Research Outputs |
| Guo D. and Jiang K., How Institutions Affect the Contributions of Venture Capital Investment to the Growth of Entrepreneurial Firms: Evidence from China, The 8th Annual Conference of the Asian Law and Economics Association . 2012. |
| Xu C., Guo D., Jiang K. and Kim B.Y., Invited speech, “Political Economy of Private Firms in China", Keynote Address “Regionally Decentralized Authoritarianism: An Institutional Element of China’s Growth” The Pacific Rim Economies Institutions, Transition and Development. Seoul, South Korea, 2013. |
| Xu C., Guo D., Jiang K. and Kim B.Y., Political Economy of Private Firms in China, The Pacific Rim Economies Institutions, Transition and Development. Seoul, South Korea, 2013. |
| Researcher : Lai SCS |
| Project Title: | Interest Rate Regime and Investors’ Trading Behavior |
| Investigator(s): | Lai SCS |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | Seed Funding Programme for Basic Research |
| Start Date: | 09/2012 |
| List of Research Outputs |
| Lai S.C.S., Real Effects of Stock Underpricing, Journal of Financial Economics. 2013, 108: 392-408. |
| Researcher : Lau SH |
| 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 |
| Completion Date: | 03/2013 |
| Project Title: | Differential Incentives, Group Size, and Cooperation in the Intergroup Prisoners Dilemma: An Experimental Investigation |
| Investigator(s): | Lau SH |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 01/2013 |
| Project Title: | 2013 SED meetings ; Does longevity improvement always raise the length of schooling through the longer-horizon mechanism? |
| Investigator(s): | Lau SH |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 06/2013 |
| Researcher : Li D |
| Project Title: | High frequency trading in equity market |
| Investigator(s): | Li D |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | Seed Funding Programme for Basic Research |
| Start Date: | 10/2011 |
| Project Title: | Who causes idiosyncratic stock price volatility? |
| Investigator(s): | Li D |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 01/2013 |
| Researcher : Lin T |
| 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 |
| Completion Date: | 08/2012 |
| 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: | Losing by Trading? The Index Futures Investment Performance of Day Traders |
| Investigator(s): | Lin TC |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | Incentive Award for RGC GRF Fundable But Not Funded Projects |
| Start Date: | 07/2011 |
| Project Title: | What Do Informed Options Traders Know? |
| Investigator(s): | Lin TC |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | Seed Funding Programme for Basic Research |
| Start Date: | 06/2012 |
| Project Title: | Asian Finance Association (Asian FA) and Taiwan Finance Association (TFA) 2012 Joint International Conference Overconfident Individual Day Traders: Evidence from Taiwan Futures Market |
| Investigator(s): | Lin TC |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 07/2012 |
| Completion Date: | 07/2012 |
| Project Title: | What Do Informed Options Traders Know? |
| Investigator(s): | Lin TC |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 10/2012 |
| Project Title: | Does Short Selling Discipline Managerial Value-Destroying Behaviors? |
| Investigator(s): | Lin TC |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | Seed Funding Programme for Basic Research |
| Start Date: | 05/2013 |
| List of Research Outputs |
| Researcher : Lin TC |
| 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 |
| Completion Date: | 08/2012 |
| 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: | Losing by Trading? The Index Futures Investment Performance of Day Traders |
| Investigator(s): | Lin TC |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | Incentive Award for RGC GRF Fundable But Not Funded Projects |
| Start Date: | 07/2011 |
| Project Title: | What Do Informed Options Traders Know? |
| Investigator(s): | Lin TC |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | Seed Funding Programme for Basic Research |
| Start Date: | 06/2012 |
| Project Title: | Asian Finance Association (Asian FA) and Taiwan Finance Association (TFA) 2012 Joint International Conference Overconfident Individual Day Traders: Evidence from Taiwan Futures Market |
| Investigator(s): | Lin TC |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 07/2012 |
| Completion Date: | 07/2012 |
| Project Title: | What Do Informed Options Traders Know? |
| Investigator(s): | Lin TC |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 10/2012 |
| Project Title: | Does Short Selling Discipline Managerial Value-Destroying Behaviors? |
| Investigator(s): | Lin TC |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | Seed Funding Programme for Basic Research |
| Start Date: | 05/2013 |
| List of Research Outputs |
| Chang E.C., Lin T.C. and Ma X., Governance through Trading: Does Institutional Trading Discipline Empire Building and Earnings Management?, 48th Annual Conference of the Western Finance Association, Nevada, USA. 2013. |
| Chang E.C., Lin T.C. and MA X., Governance through Trading: Does Institutional Trading Discipline Empire Building and Earnings Management?, 6th Conference on Professional Asset Management, Rotterdam, The Netherlands. 2013. |
| Chang E.C., Lin T.C. and MA X., Government through Trading: Does Institutional Trading Discipline Empire Building and Earnings Management?, National Taiwan University College of Management. 2013. |
| Chang E.C., Lin T.C. and MA X., Risk Sharing and Stock Price Informativeness: Evidence from Stock-split Natural Experiement, China International Conference in Finance, Chongqing, China. 2012. |
| Chang E.C., Lin T.C. and MA X., Risk Sharing and Stock Price Informativeness: Evidence from Stock-split Natural Experiment, 2012 World Finance & Banking Symposium, Shanghai, China. 2012. |
| Chang E.C., Lin T.C. and MA X., The Dark Side of a Larger Investor Base: Evidence Form Stock Splits, China International Conference in Finance, Chongqing, China. 2012. |
| Researcher : Liu Q |
| 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 Support 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 Support for Teaching Staff |
| Start Date: | 08/2006 |
| 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 |
| Researcher : Lo P |
| 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 |
| Project Title: | 2012 North American Summer Meeting of the Econometric Society; Why Does New Hampshire Matter --- Simultaneous v.s. Sequential Election with Multiple Candidates |
| Investigator(s): | Lo P |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 06/2012 |
| List of Research Outputs |
| Lo P., Reputation and Competition among Information Intermediaries, The 4th World Congress of the Game Theory Society. 2012. |
| Researcher : Luo X |
| Project Title: | Expected Stock Returns and Forward Variances: Theory and Evidence |
| Investigator(s): | Luo X, Zhang J |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | Small Project Funding |
| Start Date: | 02/2012 |
| Project Title: | Asian Finance Association (Asian FA) 2012 International Conference Expected Stock Returns and Forward Variance |
| Investigator(s): | Luo X |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 07/2012 |
| Completion Date: | 07/2012 |
| List of Research Outputs |
| Chang E.C., Luo X., Shi L. and Zhang J., Is Warrant really a Derivative? Evidence from the Chinese Warrant Market, Journal of Financial Markets. 2013, 16(1): 165-193. |
| Luo X., Han H. and Zhang J., Forecasting the Term Structure of Chinese Treasury Yields, Pacific-Basin Finance Journal. 2012, 20(5), 639-659. |
| Researcher : Luo Y |
| 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 |
| Completion Date: | 12/2012 |
| Project Title: | Risk-sensitive Control and Filtering, Production Fluctuations, and Inventory Behavior |
| Investigator(s): | Luo Y |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 10/2011 |
| List of Research Outputs |
| Chang E.C., Luo Y. and Ren J., Pricing Deviation, Misvaluation Comovement, and Macroeconomic Conditions, The 25th Australiasian Finance and Banking Conference, Sydney, Australia. 2012. |
| Chang E.C., Luo Y. and Ren J., Short-Selling, Margin-Trading, and Price Efficiency: Evidence from the Chinese Market, The 25th Australasian Finance and Banking Conference, Sydney, Australia. 2012. |
| Luo Y., Nie J. and Young E., Model Uncertainty, State Uncertainty, and State-space Models, In: Yong Zeng and Shu Wu, State-Space Models: Applications in Economics and Finance.. New York, Springer, 2013, 22. |
| Luo Y., Nie J. and Young E., Robustness, Information-processing Constraints, and the Current Account in Small-open Economies, In: C. Engel, R.W. Staiger, Journal of International Economics. Elsevier, 2012, 17. |
| Researcher : Luo Y |
| List of Research Outputs |
| Chang E.C., Luo Y. and Ren J., Pricing Deviation, Misvaluation Comovement, and Macroeconomic Conditions, The 25th Australiasian Finance and Banking Conference, Sydney, Australia. 2012. |
| Chang E.C., Luo Y. and Ren J., Short-Selling, Margin-Trading, and Price Efficiency: Evidence from the Chinese Market, The 25th Australasian Finance and Banking Conference, Sydney, Australia. 2012. |
| Luo Y., Nie J. and Young E., Model Uncertainty, State Uncertainty, and State-space Models, In: Yong Zeng and Shu Wu, State-Space Models: Applications in Economics and Finance.. New York, Springer, 2013, 22. |
| Luo Y., Nie J. and Young E., Robustness, Information-processing Constraints, and the Current Account in Small-open Economies, In: C. Engel, R.W. Staiger, Journal of International Economics. Elsevier, 2012, 17. |
| Researcher : Ma X |
| List of Research Outputs |
| Chang E.C., Lin T.C. and Ma X., Governance through Trading: Does Institutional Trading Discipline Empire Building and Earnings Management?, 48th Annual Conference of the Western Finance Association, Nevada, USA. 2013. |
| 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: | Building Empires or Enjoying a Quiet Life? Corporate Governance and Managerial Preferences: A Revisit |
| Investigator(s): | Meng R |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | Incentive Award for RGC GRF Fundable But Not Funded Projects |
| Start Date: | 07/2011 |
| List of Research Outputs |
| Meng R., Taught Postgraduate Outstanding Teaching Awards, The University of Hong Kong . 2012. |
| Researcher : Park WY |
| Project Title: | The term structure of government bond yields and the macroeconomic implications |
| Investigator(s): | Park WY |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | Seed Funding Programme for Basic Research |
| Start Date: | 03/2012 |
| Project Title: | 2013 Annual Meeting of Society for Economic Dynamics; Inflation Dynamics: The Role of Public Debt and Policy Regimes |
| Investigator(s): | Park WY |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 06/2013 |
| List of Research Outputs |
| Bhattarai S., Lee J.W. and Park W.Y., Inflation Dynamics: The Role of Public Debt and Policy Regimes, 2013 Annual Meeting of the Society for Economic Dynamics. 2013. |
| Bhattarai S., Lee J.W. and Park W.Y., Optimal Monetary Policy in a Currency Union with Interest Rate Spreads, Global Spillovers and Economic Cycles. 2013. |
| Kim J.-.Y., Wang Y.-.J. and Park W.Y., Are Currencies Coordinating?: The Coupling-Decoupling Behavior of Won-Dollar and Yen-Dollar Exchange Rates, Seoul Journal of Economics. 2012, 25: 367-386. |
| Researcher : Qiu LD |
| Project Title: | Midwest International Economics Meeting 2009 Globalization, acquisition and endogenous firm structure |
| Investigator(s): | Qiu LD |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 05/2009 |
| Project Title: | A Complete Comparison between Acquirers and Targets of Mergers and Acquisitions |
| Investigator(s): | Qiu LD |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | Seed Funding Programme for Basic Research |
| Start Date: | 04/2011 |
| Project Title: | Endogenous Free Trade Agreements: Theory and Empirics |
| Investigator(s): | Qiu LD |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | Incentive Award for RGC GRF Fundable But Not Funded Projects |
| Start Date: | 07/2011 |
| Project Title: | European Trade Study Group (ETSG) 2012; Labor Training and Foreign Direct Investment |
| Investigator(s): | Qiu LD |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 09/2012 |
| Project Title: | Formation and Dynamics of Free Trade Agreements: Theory and Empirics |
| Investigator(s): | Qiu LD |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 12/2012 |
| List of Research Outputs |
| Qiu L.D. and Liu Q., Cross-country externalities of trade and FDI liberalization, Frontiers of Economics in China. 2013, 8(1): 19-49. |
| 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: | 2012 Financial Management Association European Conference Paper title/Financial Innovations: Bright and Dark Sides |
| Investigator(s): | Song FM |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 06/2012 |
| List of Research Outputs |
| Biddle G.C., Ma L. and Song F.M., Accounting Conservatism and Bankruptcy Rick, The Accounting Review (Under Review). 2012. |
| Biddle G.C., Ma L. and Song F.M., The Risk Management Role of Accounting Conservatism for Operating Cash Flows, Contemporary Accounting Research (Under Review). 2012. |
| Researcher : Suen WC |
| Project Title: | Strategic Deliberation and Super-majority Rules |
| Investigator(s): | Suen WC |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 01/2012 |
| List of Research Outputs |
| Xu Z. and Suen W.C., Investment in Concealable Information, North American Summer Meeting of Econometrics Society 2012. |
| Researcher : Tang Y |
| 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 |
| Completion Date: | 12/2012 |
| 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 |
| Subrahmanyam M., Tang Y. and Wang S., Does the Tail Wag the Dog? The Effects of Credit Default Swaps on Credit Risk, Best Paper Award, 20th Annual Conference on the Theories and Practices of Securities and Financial Markets, National Sun Yat-Sen University . 2012. |
| Researcher : Tse CY |
| List of Research Outputs |
| Tse C.Y., Journal of Economics. Wien, Austria, Springer Wien New York, 2013, 84. |
| Researcher : Tse KS |
| List of Research Outputs |
| Tse K.S., Teaching Award for IMBA Programme , Faculty of Business and Economics. 2012. |
| 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., Associate Editor, In: M. G. Plummer, Journal of Asian Economics. Elsevier, 2013. |
| Vere J.P., Knowledge Exchange Award, University of Hong Kong. 2012. |
| Vere J.P., Trade and employment in Hong Kong, China: Towards a service economy, In: Niny Khor and Devashish Mitra, Trade and Employment in Asia. 142-175, Routledge, 2013. |
| Researcher : Wong KP |
| Project Title: | Research Output Prize (Faculty of Business and Economics) |
| Investigator(s): | Wong KP |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | Research Output Prize (in Faculty) |
| Start Date: | 01/2013 |
| List of Research Outputs |
| Broll U., Welzel P. and Wong K.P., Price Risk and Risk Management in Agriculture , Contemporary Economics. Vizja Press & IT, 2013, 7: 17-20. |
| Wong K.P., Editorial Board Member, Journal of Financial Risk Management. Scientific Research Publishing Inc., 2012. |
| Wong K.P., Fixed versus Variable Rate Loans under State-Dependent Preferences, Economic Modelling. Elsevier, 2013, 31: 659-663. |
| Wong K.P., International Trade and Hedging under Joint Price and Exchange Rate Uncertainty, International Review of Economics and Finance. Elsevier, 2013, 27: 160-170. |
| Wong K.P. and Yi L., Irreversibility, Mean Reversion, and Investment Timing, Economic Modelling. Elsevier, 2013, 30: 770-775. |
| Wong K.P., Production and Hedging under State-Dependent Preferences, Journal of Futures Markets. John Wiley & Sons, Ltd., 2012, 32: 945-963. |
| Wong K.P., Production and Insurance under Regret Aversion, Economic Modelling. Elsevier, 2012, 29: 1154-1160. |
| Wong K.P., The Effects of Abandonment Options on Investment Timing and Intensity, Bulletin of Economic Research. Blackwell Publishing Ltd, 2012, 64: 305-318. |
| Researcher : Xu C |
| Project Title: | Chinese Local Governments, Industrial Clusters, and Regional Disparities |
| Investigator(s): | Xu C |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 12/2011 |
| List of Research Outputs |
| Kim B.Y., Wang J. and Xu C., The effects of ownership and business environment on firm performance: CEE-CIS countries versus China, University of Hong Kong, 2012. |
| Kim B.Y., Wang J. and Xu C., Understanding Firms in Transition Economies: China and Central-Eastern Europe Compared, University of Hong Kong, 2013. |
| Kung J., Xu C. and Zhou F., From Industrialization to Urbanization: The Social Consequences of Changing Fiscal Incentives on Local Governments’ Behavior, In: Joseph E. Stiglitz, Institutional Design for China’s Evolving Market Economy. University of Hong Kong, 2012. |
| Xu C., 2013 Sun Yefang Economic Science Prize (the most prestige prize in economic science in China) , [2013年孙冶芳经济学论文奖（中国最高的经济学奖）], Sun Yefang Economic Science Foundation. 2013. |
| Xu C., Institutional Foundations of China’s Structural Problems, In: Masa Aoki, Proceedings of 2011 International Economic Association World Congress. University of Hong Kong, 2012. |
| Xu C., Institutional Foundations of China’s Structural Problems, In: Masahiko Aoki and Jinglian Wu, The Chinese Economy: A New Transition, International Economic Association World Congress.. Palgrave Macmilla, 2012. |
| Xu C., Institutions which Determine the Future of China: for Prof. Kornai's 85th Birthday, video recorded speech, The conference for celebrating János Kornai’s 85th birthday, Corvinus University of Budapest and the Central European University. 2013. |
| Xu C., Invited speech, "Political and Economic Institutions of China and Constitutionalism", Asian Law and Economics Association Annual Meeting Shandong University. Jinan, 2012. |
| Xu C., Kim B.Y. and Wang J., Invited speech, "Understanding Firms in Transition Economies: China and Central-Eastern Europe Compared", Keynote Address “Regionally Decentralized Authoritarianism: An Institutional Element of China’s Growth” The Pacific Rim Economies Institutions, Transition and Development. Seoul, South Korea, 2013. |
| Xu C., Guo D., Jiang K. and Kim B.Y., Invited speech, “Political Economy of Private Firms in China", Keynote Address “Regionally Decentralized Authoritarianism: An Institutional Element of China’s Growth” The Pacific Rim Economies Institutions, Transition and Development. Seoul, South Korea, 2013. |
| Xu C., Invited video-recorded speech, “Institutions which Determine the Future of China: for Prof. Kornai's 85th Birthday,”, The conference for celebrating János Kornai’s 85th birthday, Corvinus University of Budapest and the Central European University. 2013. |
| Xu C., Keynote speech, “Political and Economic Institutions of China and Constitutionalism,” , The 7th Biennial Conference of the Hong Kong Economic Association. Hong Kong, Lingnan University, 2012. |
| Xu C., Guo D., Jiang K. and Kim B.Y., Political Economy of Private Firms in China, The Pacific Rim Economies Institutions, Transition and Development. Seoul, South Korea, 2013. |
| Xu C., Political and Economic Institutions of China and Constitutionalism, Asian Law and Economics Association Annual Meeting. Jinan, Shandong University, 2012. |
| Xu C., Political and Economic Institutions of China and Constitutionalism, Symposium on Economic Governance in China and the Developing World. Hong Kong, HKUST, 2013. |
| Xu C., Political and Economic Institutions of China and Constitutionalism, The 7th Biennial Conference of the Hong Kong Economic Association. Hong Kong, Lingnan University, 2012. |
| Xu C., RGC Theme-based Research Scheme (TRS) Project on "Enhancing Hong Kong's Future as a Leading International Financial Centre" (T31-717 112-R), HK$15.365 million (including on-cost), from 1 Aug 2012 to 31 Jul 2017. As a co-Principal Investigator and a Managing Committee member. , RGC, Hong Kong. 2012. |
| Xu C., Regionally Decentralized Authoritarian Regulatory Regime of China, Finding the Right Balance of Regulation for Economic Development: China and Western Regulatory Models. 2013. |
| Xu C., Regionally Decentralized Authoritarianism: An Institutional Element of China’s Growth, The Pacific Rim Economies Institutions, Transition and Development. Seoul, Korea, 2013. |
| Xu C. and Zhang X., The Evolution of Chinese Entrepreneurial Firms: Township-Village Enterprises Revisited, In: Ronald Coase , China’s Economic Transformation. University of Hong Kong, 2012. |
| Xu C., Kim B.Y. and Wang J., Understanding Firms in Transition Economies: China and Central-Eastern Europe Compared, The Pacific Rim Economies Institutions, Transition and Development. Seoul, South Korea, 2013. |
| Xu C., 特邀演讲， “金融改革面对的主要问题”, 中国金融改革第二次圆桌会, 北京, 2013. |
| Xu C., 特邀演讲， “可持续发展、提高内需与城镇化过程出现的问题”, 第二届岭南论坛, 广州, 2013. |
| Xu C., 特邀演讲， “城镇化的机遇和陷阱,”, 2012凤凰财经峰会, 北京, 2012. |
| Xu C., 特邀演讲，“金融改革依赖体制改革，”, 2012财新峰会, 北京, 2012. |
| 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 P |
| Project Title: | Information Aggregation of Multi-Unit Auctions within Common-Value Paradigm |
| Investigator(s): | Xu P |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | Seed Funding Programme for Basic Research |
| Start Date: | 05/2011 |
| Completion Date: | 04/2013 |
| Project Title: | Value of Affirmative Action: A Structrual Assessment of Preferential Programs |
| Investigator(s): | Xu P |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | Seed Funding Programme for Basic Research |
| Start Date: | 06/2012 |
| Project Title: | 47th Annual Canadian Economics Association Meeting; On the Asymptotic Distribution of the Transaction Price in a Clock Model of a Multi-Unit, Oral, Ascending-Price Auction within the Common-Value Paradigm |
| Investigator(s): | Xu P |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 05/2013 |
| Researcher : Xu Y |
| List of Research Outputs |
| Xu Y., Innovative efficiency and stock returns, Journal of Financial Economics. 2013, 107: 632–654. |
| Researcher : Xu Z |
| Project Title: | Defense Attorneys Fee Structure: A Signaling Explanation' |
| Investigator(s): | Xu Z |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 07/2011 |
| List of Research Outputs |
| Xu Z. and Suen W.C., Investment in Concealable Information, North American Summer Meeting of Econometrics Society 2012. |
| Researcher : Yi L |
| List of Research Outputs |
| Wong K.P. and Yi L., Irreversibility, Mean Reversion, and Investment Timing, Economic Modelling. Elsevier, 2013, 30: 770-775. |
| 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 Support 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 Support 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 Support 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 |
| Completion Date: | 12/2012 |
| 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 |
| Completion Date: | 01/2013 |
| Project Title: | An Equilibrium Model of Variance Risk Premium |
| Investigator(s): | Zhang J |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | Incentive Award for RGC GRF Fundable But Not Funded Projects |
| Start Date: | 07/2011 |
| Completion Date: | 08/2012 |
| List of Research Outputs |
| Chang E.C., Luo X., Shi L. and Zhang J., Is Warrant really a Derivative? Evidence from the Chinese Warrant Market, Journal of Financial Markets. 2013, 16(1): 165-193. |
| Cheng J. and Zhang J., Analytical Pricing of American Options, Review of Derivatives Research. 2012, 15(2), 157-192. |
| Luo X., Han H. and Zhang J., Forecasting the Term Structure of Chinese Treasury Yields, Pacific-Basin Finance Journal. 2012, 20(5), 639-659. |
| Luo X. and Zhang J., The Term Structure of VIX, Journal of Futures Markets. 2012, 32(12), 1092-1123. |
| Zhang J., Zhao H. and Chang E.C., Equilibrium Asset and Option Pricing Under Jump Diffusion, Mathematical Finance. 2012, 22(3), 538-568. |
| Zhang J. and Li Y., New Analytical Option Pricing Models with Weyl-Titchmarsh Theory, Quantitative Finance. 2012, 12(7), 1003-1010. |
| Researcher : Zhang JJ |
| 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 Support 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 Support for Teaching Staff |
| Start Date: | 03/2009 |
| Researcher : Zhou X |
| 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 |
| Project Title: | The Efficiency of Internal Capital Markets around Financial Crises |
| Investigator(s): | Zhou X |
| Department: | Sch of Economics & Finance |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 09/2011 |
| List of Research Outputs |
| Zheng L. and Zhou X., Executive Stock Options and Manipulated Stock-price Performance, In: Henry Cao, Sudipto Dasgupta, and Hong Yan, International Review of Finance. 2012, 12: 249-281. |