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 Fund for Basic Research |
Start Date: | 01/2003 |
Researcher : Carverhill AP |
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., Extraversion, Individualism and M&A Activities, International Business Review. Elsevier B.V., 2016, 25 no.1 Part b: 356-369. |
Chan A.W.H., Journal editor, Education Research International. Hindawi Publishing Corporation, 2016. |
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 Impact of Housing Status on Labor Market Outcomes |
Investigator(s): | Chan W, Wong RYC |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | General Research Fund (GRF) |
Start Date: | 09/2013 |
Completion Date: | 09/2015 |
Project Title: | The 4th International Conference on Business and Social Sciences; Do Public Housing Tenants Fare Worse in the Labor Market? |
Investigator(s): | Chan W |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
Start Date: | 03/2016 |
Completion Date: | 03/2016 |
List of Research Outputs |
Chan W. and Wong R.Y.C., Do Public Housing Tenants Do Worse in the Labor Market?, The 4th International Conference on Business and Social Sciences. 2016. |
Researcher : Chen C |
Project Title: | Management Technology, Resource Allocation, and Welfare Gains from Trade |
Investigator(s): | Chen C |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | Seed Fund for Basic Research |
Start Date: | 01/2015 |
Project Title: | The 11th World Congress of the Econometric Society; The Agency Problem, Trade Liberalization and Within-Firm Productivity Gains: Theory and Evidence |
Investigator(s): | Chen C |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
Start Date: | 08/2015 |
Completion Date: | 08/2015 |
List of Research Outputs |
Chen C., Agency Problems, Trade Liberalization, and Within-Firm Productivity Gains: Theory and Evidence, Econometric Society World Congress 2015. |
Chen C., Agency Problems, Trade Liberalization, and Within-Firm Productivity Gains: Theory and Evidence, Midwest International Economics Meeting. 2015. |
Chen C., Luo Y. and Pei G., Attention Misallocation, Social Welfare and Policy Implications, Journal of Economic Dynamics and Control . 2015, 37-57. |
Chen C., Outward FDI and Domestic Input Distortions: Evidence from Chinese Firms , Midwest International Economics Group Meeting. 2015. |
Chen C., Outward FDI and Domestic Input Distortions: Evidence from Chinese Firms, 2016 Asian Development Bank Conference on Economic Development. 2016. |
Chen C., Outward FDI and Domestic Input Distortions: Evidence from Chinese Firms, In: Hanming Fang and Shang-Jin Wei, NBER Chinese Economy Working Group Meeting. 2016. |
Researcher : Chen H |
Project Title: | A transitional dynamics analysis of the household saving rate in the U.S. |
Investigator(s): | Chen H |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | Seed Fund for Basic Research |
Start Date: | 01/2011 |
Project Title: | Political Economy of Middle Class Activism |
Investigator(s): | Chen H, Suen WC |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | General Research Fund (GRF) |
Start Date: | 01/2015 |
Project Title: | The 74th annual MPSA Conference (Midwest Political Science Association); Aspiring for Change: A Theory of Middle Class Activism |
Investigator(s): | Chen H |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
Start Date: | 04/2016 |
Completion Date: | 04/2016 |
List of Research Outputs |
Chen H. and Suen W.C., Falling Dominoes: A Theory of Rare Events and Crisis Contagion, American Economic Journal: Microeconomics. 2016, 8(1): 228-55. |
Chen H., Suen W.C. and Yang L., The Power of Whispers: A Theory of Rumor, Communication and Revolution, International Economic Review. 2016, No.1: 89-116. |
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 Fund for Basic Research |
Start Date: | 10/2009 |
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 |
Researcher : GE L |
List of Research Outputs |
Chan K., GE L. and Lin T.C., Informational Content of Option Trading on Acquirer Announcement Return, In: Jarrad Harford, Journal of Financial and Quantitative Analysis. 2015, 50: 1057-1082. |
Researcher : Gao X |
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 : Gu L |
Project Title: | Corporate governance, product market competition and firm performance: evidence from natural experiments |
Investigator(s): | Gu L |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | Seed Fund for Basic Research |
Start Date: | 01/2014 |
Completion Date: | 06/2016 |
Project Title: | Asian Finance Association (AsianFA) 2014 Conference; Product Market Competiton, R&D investment, and Stock Returns |
Investigator(s): | Gu L |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
Start Date: | 06/2014 |
Researcher : Hau TD |
List of Research Outputs |
Hau T.D., Editorial Board Member, Research in Transportation Economics. Elsevier, 2016. |
Researcher : Hsu P |
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 Fund for Basic Research |
Start Date: | 06/2013 |
Project Title: | The Determinants of Innovation Efficiency and Influence |
Investigator(s): | Hsu P |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | General Research Fund (GRF) |
Start Date: | 09/2013 |
Project Title: | Innovation policies, patents, and stock returns: international evidence |
Investigator(s): | Hsu P |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | Seed Fund for Basic Research |
Start Date: | 05/2014 |
Project Title: | Accounting standards and innovation activities: International evidence |
Investigator(s): | Hsu P |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | Seed Fund for Basic Research |
Start Date: | 05/2015 |
Project Title: | Technology replacement and stock returns |
Investigator(s): | Hsu P |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | General Research Fund (GRF) |
Start Date: | 08/2015 |
Project Title: | Annual Conference on Financial Economics and Accounting; Falling into Traps? Patent Thickets 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: | 11/2015 |
Completion Date: | 11/2015 |
Project Title: | Knowledge transfers through innovation alliances |
Investigator(s): | Hsu P |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | Seed Fund for Basic Research |
Start Date: | 06/2016 |
List of Research Outputs |
Hsu P., Lee H., Liu Z. and Zhang Z., Corporate Innovation, Default Risk, and Bond Pricing, In: J.M. Netter, Journal of Corporate Finance. ScienceDirect, 2015, 35: 329-344. |
Lee H., Zhou J. and Hsu P., The Role of Innovation Efficiency in Inventory Turnover Performance, In: James R. Marsden, Decision Support System. 2015, 76: 35–44. |
Researcher : Hu X |
Project Title: | The CDS-Bond Basis and Liquidity Risk |
Investigator(s): | Hu X |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | Seed Fund for Basic Research |
Start Date: | 02/2012 |
Project Title: | Arbritage Spreads and Aggregate Liquidity |
Investigator(s): | Hu X |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | Early Career Scheme (ECS) |
Start Date: | 08/2012 |
Completion Date: | 07/2015 |
Project Title: | Tri-party Repo Pricing |
Investigator(s): | Hu X |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | General Research Fund (GRF) |
Start Date: | 09/2014 |
Researcher : Huang S |
Project Title: | Information Sales and Insider Trading with Diversified Information |
Investigator(s): | Huang S |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | Seed Fund for Basic Research |
Start Date: | 01/2016 |
List of Research Outputs |
Huang S., Best Conference Paper at Paris December Finance Meeting 2014, Paris December Finance Meeting 2014. 2015. |
Huang S., Delegated Information Acquisition and Asset Pricing, Wharton Conference on Liquidity and Financial Crisis 2015. |
Huang S., Lou D.O.N.G. and Polk C.H.R.I.S.T.O.P.H.E., The Booms and Busts of Beta Arbitrage, Finance Down Under 2016. |
Huang S., Lou D.O.N.G. and Polk C.H.R.I.S.T.O.P.H.E., The Booms and Busts of Beta Arbitrage, Northern Finance Annual Conference (NFA). 2015. |
Huang S., The Effect of Options on Information Acquisition and Asset Pricing, Central Bank Annual Conference on Market Microstructure . 2015. |
Huang S., The Effect of Options on Information Acquisition and Asset Pricing, European Finance Annual Conference (EFA). 2015. |
Huang S., The Effect of Options on Information Acquisition and Asset Pricing, Finance Down Under. 2016. |
Huang S., Lou D.O.N.G. and Byoung-Hyoun H.W.A.N.G., The Speed of Communication, London Empirical Asset Pricing Meeting 2015. |
Huang S., Yihong Xia Best Paper Award at CICF, 2015 China International Conference in Finance. 2015. |
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 Fund for Basic Research |
Start Date: | 06/2012 |
Researcher : Kwok HH |
Project Title: | Identification Problems in Linear Social Interaction Models |
Investigator(s): | Kwok HH |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | Early Career Scheme (ECS) |
Start Date: | 01/2014 |
Project Title: | 34th Australasian Economic Theory Workshop; Identification Methods for Social Interaction Models with Unknown Networks |
Investigator(s): | Kwok HH |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
Start Date: | 02/2016 |
Completion Date: | 02/2016 |
Researcher : Lai SCS |
Project Title: | European Economic Association Annual Meeting; ASSET ALLOCATION AND MONETARY POLICY: EVIDENCE FROM THE EUROZONE |
Investigator(s): | Lai SCS |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
Start Date: | 08/2013 |
Project Title: | Do Innovation-Focused Shareholders Spur Corporate Innovation? |
Investigator(s): | Lai SCS |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | Seed Fund for Basic Research |
Start Date: | 06/2014 |
Project Title: | Do Innovation-Focused Shareholders Spur Corporate Innovation? |
Investigator(s): | Lai SCS |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | General Research Fund (GRF) |
Start Date: | 08/2015 |
Researcher : Lau SH |
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: | Rapid population aging and an alternative measure of economic dependency |
Investigator(s): | Lau SH |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | Seed Fund for Basic Research |
Start Date: | 03/2016 |
Project Title: | 2016 China Meeting of Econometric Society; Prior Interaction, Identity, and Cooperation in the Inter-Group Prisoner’s Dilemma |
Investigator(s): | Lau SH |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
Start Date: | 06/2016 |
Completion Date: | 06/2016 |
List of Research Outputs |
Lau S.H. and Chen Y., Mortality Decline, Retirement Age, And Aggregate Savings, Macroeconomic Dynamics. 2016, 20 (3): 715-736. |
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 Fund for Basic Research |
Start Date: | 10/2011 |
Project Title: | HKU Overseas Fellowship Awards 2012-13 |
Investigator(s): | Li D |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | HKU Overseas Fellowship Awards |
Start Date: | 06/2012 |
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 |
Project Title: | Correlated High-frequency trading strategy |
Investigator(s): | Li D |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | Seed Fund for Basic Research |
Start Date: | 05/2014 |
Project Title: | the 41st European Finance Association (EFA) Annual Meeting ; Stock Liquidity and Bankruptcy Risk |
Investigator(s): | Li D |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
Start Date: | 08/2014 |
Project Title: | The 13th Annual Conference in Financial Economics Research, IDC, ISRAEL; Correlated High-Frequency Trading |
Investigator(s): | Li D |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
Start Date: | 05/2016 |
List of Research Outputs |
Cole R., Cumming C. and Li D., Do Banks or VCs Spur Growth?, Journal of International Financial Markets, Institutions and Money. ScienceDirect, 2016, 41: 60–72. |
Researcher : Lin C |
Project Title: | Product Market Competition and Corporate Voluntary Disclosure |
Investigator(s): | Lin C |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | Seed Fund for Basic Research |
Start Date: | 05/2014 |
Project Title: | Does Corporate Governance Affect Debtholder Value? Evidence from Shareholder Voting |
Investigator(s): | Lin C |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | General Research Fund (GRF) |
Start Date: | 01/2016 |
Researcher : Lin T |
Project Title: | Limits of arbitrage and overconfidence |
Investigator(s): | Lin T |
Department: | School of Business |
Source(s) of Funding: | General Research Fund (GRF) |
Start Date: | 09/2004 |
List of Research Outputs |
Lin T. and Summers T., Gravity Payments: Minimum Wage is a Heavy Load, Asia Case Research Center. 2016. |
Researcher : Lin T |
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: | Does Short Selling Discipline Managerial Value-Destroying Behaviors? |
Investigator(s): | Lin TC |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | Seed Fund for Basic Research |
Start Date: | 05/2013 |
Completion Date: | 04/2016 |
Project Title: | Does Short Selling Discipline Managerial Value-Destroying Behaviors? |
Investigator(s): | Lin TC, Chang EC |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | General Research Fund (GRF) |
Start Date: | 09/2013 |
Project Title: | How hedging and speculation demands in equity lending market are related to put option trading? |
Investigator(s): | Lin TC |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | Seed Fund for Basic Research |
Start Date: | 06/2014 |
Project Title: | How hedging and speculation demands in equity lending market are related to put option trading? |
Investigator(s): | Lin TC |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | General Research Fund (GRF) |
Start Date: | 09/2014 |
Project Title: | The real effect of short selling on the choice between bank debt and public debt |
Investigator(s): | Lin TC |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | Seed Fund for Basic Research |
Start Date: | 04/2015 |
Project Title: | Gambling for five-star rating? A regression discontinuity approach on mutual fund risk-shifting behavior |
Investigator(s): | Lin TC |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | Seed Fund for Basic Research |
Start Date: | 06/2016 |
Project Title: | 2016 Western Finance Association Meetings; Contracting with Feedback |
Investigator(s): | Lin TC |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
Start Date: | 06/2016 |
Completion Date: | 06/2016 |
List of Research Outputs |
Lin T. and Summers T., Gravity Payments: Minimum Wage is a Heavy Load, Asia Case Research Center. 2016. |
Researcher : Lin TC |
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: | Does Short Selling Discipline Managerial Value-Destroying Behaviors? |
Investigator(s): | Lin TC |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | Seed Fund for Basic Research |
Start Date: | 05/2013 |
Completion Date: | 04/2016 |
Project Title: | Does Short Selling Discipline Managerial Value-Destroying Behaviors? |
Investigator(s): | Lin TC, Chang EC |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | General Research Fund (GRF) |
Start Date: | 09/2013 |
Project Title: | How hedging and speculation demands in equity lending market are related to put option trading? |
Investigator(s): | Lin TC |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | Seed Fund for Basic Research |
Start Date: | 06/2014 |
Project Title: | How hedging and speculation demands in equity lending market are related to put option trading? |
Investigator(s): | Lin TC |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | General Research Fund (GRF) |
Start Date: | 09/2014 |
Project Title: | The real effect of short selling on the choice between bank debt and public debt |
Investigator(s): | Lin TC |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | Seed Fund for Basic Research |
Start Date: | 04/2015 |
Project Title: | Gambling for five-star rating? A regression discontinuity approach on mutual fund risk-shifting behavior |
Investigator(s): | Lin TC |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | Seed Fund for Basic Research |
Start Date: | 06/2016 |
Project Title: | 2016 Western Finance Association Meetings; Contracting with Feedback |
Investigator(s): | Lin TC |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
Start Date: | 06/2016 |
Completion Date: | 06/2016 |
List of Research Outputs |
Chan K., GE L. and Lin T.C., Informational Content of Option Trading on Acquirer Announcement Return, In: Jarrad Harford, Journal of Financial and Quantitative Analysis. 2015, 50: 1057-1082. |
Chang E.C., Lin T.C. and Ma X., Does Short Selling Discipline Overinvestment?, 2015 China International Conference In Finance, July 9-12, 2015, Shenzhen, China. 中國金融國際年會, 2015. |
Chang E.C., Lin T.C. and Ma X., Stock Price Crashes and Equity Lending Market Condition: Evidence from Lending Fees and Fee Risk, The European Summer Symposia in Financial Markets (ESSFM). 2016. |
Gao X. and Lin T.C., Do Individual Investors Treat Trading as a Fun and Exciting Gambling Activity? Evidence from Repeated Natural Experiments, Review of Financial Studies. 2015, 28: 2128-2166. |
Lin T.C., GE L. and Pearson N., Why does the Option to Stock Volume Ratio Predict Stock Returns?, Journal of Financial Economics. 2016, 120: 601-622. |
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 |
Researcher : Lo P |
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 |
Researcher : Luo Y |
Project Title: | Model Uncertainty and Emerging Market Business Cycles |
Investigator(s): | Luo Y |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | General Research Fund (GRF) |
Start Date: | 11/2013 |
Project Title: | The 11th World Congress of the Econometric Society; What We Don't Know Doesn't Hurt Us: Rational Inattention and the Permanent Income Hypothesis in General Equilibrium |
Investigator(s): | Luo Y |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
Start Date: | 08/2015 |
Completion Date: | 08/2015 |
Project Title: | Robustness, Intertemporal Hedging Demands, and Precautionary Savings in a Partially Observable Economy |
Investigator(s): | Luo Y |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | General Research Fund (GRF) |
Start Date: | 12/2015 |
List of Research Outputs |
Chen C., Luo Y. and Pei G., Attention Misallocation, Social Welfare and Policy Implications, Journal of Economic Dynamics and Control . 2015, 37-57. |
Luo Y. and Young E., Induced uncertainty, market price of risk, and the dynamics of consumption and wealth, In: Alessandro Pavan, Ricardo Lagos, Marciano Siniscalchi, Xavier Vives, Journal of Economic Theory. Elsevier, 2016, 163: 1-41. |
Luo Y. and Young E., Long-Run Consumption Risk and Asset Allocation under Recursive Utility and Rational Inattention, Journal of Money, Credit and Banking. John Wiley & Sons, Inc., John Wiley & Sons, Inc., 2016, 48: 325-362. |
Luo Y., Nie J. and Young E., Slow Information Diffusion And The Inertial Behavior Of Durable Consumption, In: Marios Angeletos , Journal of the European Economic Association. USA, John Wiley & Sons, Inc., 2015, 13: n/a-n/a. |
Researcher : MO J |
List of Research Outputs |
Zhang J., Fan J. and MO J., GOVERNMENT INTERVENTION, LAND MARKET, AND URBAN DEVELOPMENT: EVIDENCE FROM CHINESE CITIES, Economic Inquiry. Western Economic Association International, 2016. |
Researcher : Ma X |
Project Title: | Agency Problems and Governance Through Trading: The Effect of Institutional Investors' Ownership Structure |
Investigator(s): | Ma X, Chang EC, Lin TC |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | Small Project Funding |
Start Date: | 02/2015 |
List of Research Outputs |
Chang E.C., Lin T.C. and Ma X., Does Short Selling Discipline Overinvestment?, 2015 China International Conference In Finance, July 9-12, 2015, Shenzhen, China. 中國金融國際年會, 2015. |
Chang E.C., Lin T.C. and Ma X., Stock Price Crashes and Equity Lending Market Condition: Evidence from Lending Fees and Fee Risk, The European Summer Symposia in Financial Markets (ESSFM). 2016. |
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 Fund 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. and Ou-Yang H., Are H-shares Undervalued? Are There Significant Investment Implications of AH Premium Index, Bloomberg Businessweek (China). 2015. |
Meng R., Career Prospect of Risk Management and Corporate Finance , 2015 MFin Orientation. 2015. |
Meng R., Continuing Professional Development Grant, The University of Hong Kong. 2016. |
Meng R. and Ou-Yang H., Diverse Investor Base and Debt-for-Equity Swaps, Caixin. 2016. |
Meng R. and Ou-Yang H., Insurance Market in Hong Kong, Caixin. 2016. |
Meng R. and Ou-Yang H., Passive Investment Strategies in Hong Kong, Financial Times (Chinese). 2016. |
Meng R. and Ou-Yang H., Performance Analysis of Mutual Funds in Hong Kong, Caixin. 2016. |
Meng R. and Ou-Yang H., Should Chinese Consumers Add Leverage?, Caixin. 2016. |
Meng R. and Kyle A., Strategic Acquisitions and Investments in a Duopoly Patent Race under Uncertainty, 20th Annual International Conference on Real Options. 2016. |
Meng R. and Ou-Yang H., The Depoliticization of RMB Exchange Rate, Caixin. 2016. |
Meng R. and Ou-Yang H., The Interdependence and Contribution of Hong Kong’s Capital Markets to Mainland Companies, Bloomberg Businessweek (China). 2015. |
Meng R., UG Outstanding Teaching Awards nominee, The University of Hong Kong. 2015. |
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 Fund for Basic Research |
Start Date: | 03/2012 |
Project Title: | An empirical investigation on the dynamics of credit spreads and their implications in the euro area |
Investigator(s): | Park WY |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | General Research Fund (GRF) |
Start Date: | 10/2013 |
Researcher : Qin B |
Project Title: | The effect of Chinese microblogs on drug quality -- the central or local governments matters ? |
Investigator(s): | Qin B |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | Seed Fund for Basic Research |
Start Date: | 05/2014 |
Project Title: | How does political control of the Chinese media affect politician promotion and the fight against corruption? |
Investigator(s): | Qin B |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | General Research Fund (GRF) |
Start Date: | 01/2015 |
Researcher : Qiu H |
Project Title: | The Causes and Consequences of A-share listing by H-share Companies |
Investigator(s): | Qiu H |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | Incentive Award for RGC GRF Fundable But Not Funded Projects |
Start Date: | 07/2011 |
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: | 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: | FDI spillovers through Joint Ventures: Evidence from China |
Investigator(s): | Qiu LD |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | General Research Fund (GRF) |
Start Date: | 11/2014 |
Project Title: | Cross-Border Mergers and Acquisitions and the Role of Free Trade Agreements |
Investigator(s): | Qiu LD |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | Seed Fund for Basic Research |
Start Date: | 05/2015 |
List of Research Outputs |
Qiu L.D., Liu Q.I.N.G. and Li Z.H.I.G.A.N.G., Foreign acquisitions in China and multinationals' global market strategy, Review of Development Economics. 2016, 20(1): 87-100. |
Qiu L.D., Intermediate input imports and innovation: Evidence from Chinese firms, CCER Summer Institute of Peking University, June 15-19, 2016, Yantai, Shandong.. 2016. |
Qiu L.D., Intermediate input imports and innovation: Evidence from Chinese firms, International Workshop on the Chinese Economy: Trade, Growth and Finance, May 12-13, University of Glasgow, Glasgow.. 2016. |
Qiu L.D., Tariffs and free trade networks, 12th Asia-Pacific Trade Seminars, June 24-25, 2016, National Taiwan University, Taipei. 2016. |
Qiu L.D., The effects of attitudes on trade and FDI, UIBE Workshop on International Trade and FDI, May 28, 2016, University of International Business and Economics, Beijing. 2016. |
Researcher : Schmid T |
Project Title: | Production Flexibility, Cost of Borrowing, and the Structure of Debt Contracts |
Investigator(s): | Schmid T |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | Seed Fund for Basic Research |
Start Date: | 11/2015 |
List of Research Outputs |
Reinartz S.J. and Schmid T., Production flexibility, product markets, and capital structure decisions, Review of Financial Studies. 2015. |
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., Song F.M. and Kim J.B., Accounting Conservatism and Bankruptcy Risk, Review of Accounting Studies (Under review). USA, 2015. |
Biddle G.C., Song F.M. and Ma L.Z., Presented "Accounting Conservatism and Bankruptcy Risk" , Bentley University, Boston, USA. 2016. |
Biddle G.C., Ma L.Z., Kim J.B. and Song F.M., Presented "Accounting Conservatism and Bankruptcy Risk" at University of Cambridge, 2015. |
Researcher : Suen WC |
List of Research Outputs |
Chen H. and Suen W.C., Falling Dominoes: A Theory of Rare Events and Crisis Contagion, American Economic Journal: Microeconomics. 2016, 8(1): 228-55. |
Chen H., Suen W.C. and Yang L., The Power of Whispers: A Theory of Rumor, Communication and Revolution, International Economic Review. 2016, No.1: 89-116. |
Researcher : Sun Y |
Project Title: | Mandatory Dividends and Corporate Governance |
Investigator(s): | Sun Y |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | Seed Fund for Basic Research |
Start Date: | 12/2014 |
Completion Date: | 06/2016 |
Project Title: | Mandatory Dividends and Shareholder Protection |
Investigator(s): | Sun Y |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | Early Career Scheme (ECS) |
Start Date: | 11/2015 |
Completion Date: | 06/2016 |
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 Fund for Basic Research |
Start Date: | 05/2010 |
Project Title: | Research Output Prize (Faculty of Business and Economics) |
Investigator(s): | Tang Y |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | Research Output Prize (in Faculty) |
Start Date: | 01/2014 |
List of Research Outputs |
Chang E.C., Tang Y. and Zhang M., Suitability Checks and Household Investments in Structured Financial Products, Journal of Financial and Quantitative Analysis. 2015, 50: 597-622. |
Tang Y., Outstanding Researcher Award, Faculty of Business and Economics, HKU. 2015. |
Researcher : Tse CY |
List of Research Outputs |
Leung C.K.Y., Tse C.Y. and Huang D., Best paper award, Asian Real Estate Society . 2015. |
Leung C.K.Y., Tse C.Y. and Huang D., What account for the difference in rent-price ratio and turnover rate? A search-and-matching approach, 2015 Global Real Estate Summit. 2015. |
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 |
Researcher : Wang Z |
Project Title: | Effects of Social Networks on Corporate Performance, Business Misconduct and Other Phenomena in Financial Industry |
Investigator(s): | Wang Z |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | Seed Fund for Basic Research |
Start Date: | 09/2015 |
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 |
Project Title: | 2016 Finance Down Under Conference; Investment Efficiency and Product Market Competition |
Investigator(s): | Wong KP |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
Start Date: | 03/2016 |
Completion Date: | 03/2016 |
List of Research Outputs |
Broll U., Welzel P. and Wong K.P., Futures Hedging with Basis Risk and Expectation Dependence, International Review of Economics. Springer, 2015, 62: 213-221. |
Broll U. and Wong K.P., The Impact of Inflation Risk on Forward Trading and Production, Portuguese Economic Journal. Springer, 2015, 14: 65-73. |
Broll U., Welzel P. and Wong K.P., The Impact of Regret on Exports, German Economic Review. Springer, 2016, 17: 192-205. |
Broll U. and Wong K.P., The Incentive To Trade Under Ambiguity Aversion, Journal of Economic Asymmetries. Elsevier, 2015, 12: 190-196. |
Broll U. and Wong K.P., Trade and cross hedging exchange rate risk, International Economics and Economic Policy. Springer, 2015, 12: 509-520. |
Wong K.P., A Smooth Ambiguity Model of the Competitive Firm, Bulletin of Economic Research. John Wiley & Sons Ltd, 2015, 67: S97-S110. |
Wong K.P., Ambiguity and the Multinational Firm, International Review of Economics and Finance. Elsevier, 2016, 43: 404-414. |
Wong K.P., Ambiguity and the Value of Hedging, Journal of Futures Markets. Wiley Periodicals, Inc., 2015, 35: 839-848. |
Wong K.P., Export and Hedging Decisions under Correlated Revenue and Exchange Rate Risk, Bulletin of Economic Research. Wiley, 2015, 67: 371-381. |
Wong K.P., Production and Hedging under Smooth Ambiguity Preferences, Journal of Futures Markets. Wiley Periodicals, Inc., 2016, 36: 506-518. |
Researcher : Wong RYC |
List of Research Outputs |
Chan W. and Wong R.Y.C., Do Public Housing Tenants Do Worse in the Labor Market?, The 4th International Conference on Business and Social Sciences. 2016. |
Wong R.Y.C., Tsang W.H.W. and Yuen W.H.V., Maximizing Land Use To Boost Development Optimizing Housing Resources To Benefit All, Our Hong Kong Foundation. 2015. |
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: | Unknown Threshold in a Quantile Regression Model with an Application to Online Pricing |
Investigator(s): | Xu P |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | Seed Fund for Basic Research |
Start Date: | 06/2014 |
Project Title: | Cooperative Bidding in Procurement Auctions: An Empirical Investigation |
Investigator(s): | Xu P |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | Seed Fund for Basic Research |
Start Date: | 06/2015 |
Project Title: | 34th Australasian Economic Theory Workshop; UNDERSTANDING TRANSITIONS USING DIRECTED SEARCH |
Investigator(s): | Xu P |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
Start Date: | 02/2016 |
Completion Date: | 02/2016 |
Project Title: | Product Differentiation, Promotion, and Pricing: A Structural Analysis of Internet markets |
Investigator(s): | Xu P |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | Seed Fund for Basic Research |
Start Date: | 06/2016 |
Researcher : Xu Y |
Project Title: | Discount rate and cash flow in the time of market liberalization |
Investigator(s): | Xu Y |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | Seed Fund for Basic Research |
Start Date: | 06/2014 |
Project Title: | Corporate R&D and the cross section of stock returns: International evidence |
Investigator(s): | Xu Y, Hsu P |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | General Research Fund (GRF) |
Start Date: | 10/2014 |
Researcher : Yu P |
Project Title: | The Role of STC in International Trade Patterns: A Dynamic Panel Data Analysis with Attrition |
Investigator(s): | Yu P |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | Seed Fund for Basic Research |
Start Date: | 04/2015 |
List of Research Outputs |
Porter J. and Yu P., Regression discontinuity designs with unknown discontinuity points: Testing and estimation, Journal of Econometrics. 2015, 189: 132-147. |
Yu P., Adaptive estimation of the threshold point in threshold regression, Journal of Econometrics. 2015, 189: 83-100. |
Yu P., Understanding Estimators of Treatment Effects in Regression Discontinuity Designs, Econometric Reviews. 2016, 35: 586-637. |
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 Fund 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 |
Project Title: | Asset Market Dynamics, Cycles, and Crises |
Investigator(s): | Yuen CW |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | Small Project Funding |
Start Date: | 06/2014 |
Researcher : Yuen WHV |
List of Research Outputs |
Wong R.Y.C., Tsang W.H.W. and Yuen W.H.V., Maximizing Land Use To Boost Development Optimizing Housing Resources To Benefit All, Our Hong Kong Foundation. 2015. |
Yuen W.H.V., 政策制定——以退休保障為 例, 2016. |
Yuen W.H.V., 香港全民退休保障爭議風雲, In: 鄭文燦, 新社會, Taiwan, 台灣新社會智庫, 2016, 43: 43-46. |
Researcher : ZHANG Q |
List of Research Outputs |
McKeown J. and ZHANG Q., Socio-pragmatic influence on opening salutation and closing valediction of British workplace email, Journal of Pragmatics. Elsevier B.V., 2015, 85: 92-107. |
Zhou Y., Jiao P. and ZHANG Q., Second-party and third-party punishment in a public goods experiment, Applied Economics Letters. 2016, 1-4. |
Researcher : Zhang H |
Project Title: | Biased Technology and Contribution of Technological Change to Economic Growth: Firm-Level Evidence from China |
Investigator(s): | Zhang H |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | Seed Fund for Basic Research |
Start Date: | 12/2013 |
Project Title: | Estimating Firm-Level R&D Demand and Innovation Process with Technology Spillover |
Investigator(s): | Zhang H |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | General Research Fund (GRF) |
Start Date: | 08/2014 |
Project Title: | Export Destination, Product Quality, and Margins of Chinese Products in the International Markets |
Investigator(s): | Zhang H |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | General Research Fund (GRF) |
Start Date: | 07/2015 |
List of Research Outputs |
Grieco P., Li S. and Zhang H., Production Function Estimation with Unobserved Input Price Dispersion, International Economic Review. 2016, 57-2: 665-690. |
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 : Zhang S |
Project Title: | Media Coverage and Cross-Sectional Asset Return Volatilities |
Investigator(s): | Zhang S |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | Seed Fund for Basic Research |
Start Date: | 02/2015 |
Project Title: | In search of systematic distress risk |
Investigator(s): | Zhang S |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | General Research Fund (GRF) |
Start Date: | 08/2015 |
Project Title: | The Cross-section of Equity Returns – A Model Selection Perspective |
Investigator(s): | Zhang S |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | Seed Fund for Basic Research |
Start Date: | 01/2016 |
List of Research Outputs |
Zhang S., LIMITED RISK SHARING AND INTERNATIONAL EQUITY RETURNS, 2015 EFA. 2015. |
Zhang S., LIMITED RISK SHARING AND INTERNATIONAL EQUITY RETURNS, 2016 AFA. 2016. |
Researcher : Zou H |
Project Title: | Is there a value for risk management and corporate governance in financial institutions: Evidence from insurers in the subprime mortgage crisis |
Investigator(s): | Zou H |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | General Research Fund (GRF) |
Start Date: | 01/2014 |
Project Title: | The corporate finance implications of compensation clawbacks |
Investigator(s): | Zou H |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | Seed Fund for Basic Research |
Start Date: | 01/2014 |
Project Title: | China International Conference in Finance; Risk Management and MBS Risk‐taking of Financial Institutions |
Investigator(s): | Zou H |
Department: | Sch of Economics & Finance |
Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
Start Date: | 07/2015 |
Completion Date: | 07/2015 |
List of Research Outputs |
Chen Z., Li O. and Zou H., Directors’ and officers’ liability insurance and the cost of equity, In: S.P. Kothari, Journal of Accounting and Economics. Elsevier, 2016, 61: 100-120. |