Students' Publications
Thomas C.S. Shik, "A comparison of MA and RSI Returns with Exchange Rate Intervention", (with Terence Tai-leung Chong), Applied Economics Letters, forthcoming.
Qian Su, "Determining the Contribution to Price Discovery for Chinese Cross-listed Stocks", (with Terence Tai-leung Chong), Pacific Basin Finance Journal, forthcoming.
Xin Du, "Hedonic Pricing Models for Vehicle Registration Marks", (with Terence Tai-leung Chong), Pacific Economic Review, forthcoming.
Qian Su and Isabel Yan, "On the Convergence of the Chinese and Hong Kong Stock Markets: A Cointegration Analysis of the A and H Shares", (with Terence Tai-leung Chong), Applied Financial Economics, forthcoming.
Vincent W.S. Lam and W.K. Wong, "Profitability of Intraday and Interday Momentum Strategies", (with Terence Tai-leung Chong), Applied Economics Letters, forthcoming.
W.K. Ng, "Technical Analysis and the London Stock Exchange: Testing the MACD and RSI Rules using the FT30", (with Terence Tai-leung Chong), Applied Economics Letters, forthcoming.
Lily Lok, "The Impact of the 1997 Handover on the Efficiency of the Hong Kong Stock Market", (with Terence Tai-leung Chong), Singapore Economic Review, forthcoming.
Ben Everard, "The Revaluation and Future Adjustment of Renminbi", (with Terence Tai-leung Chong), The Chinese Economy, forthcoming.
Thomas C.S. Shik, "The Risk-Adjusted Trading Rule Profits in Currency Spot Cross-rates", (with Terence Tai-leung Chong), Applied Financial Economics Letters, forthcoming.
Isabel Yan and Guoxin Liu, "The Aggregated Structural-Change Model", (with Terence Tai-leung Chong), Economics Bulletin, 3, January 2007, no.2, pp. 1-10.
Vincent Lam, "Profitability of the Directional Indicators", (with Terence Tai-leung Chong), Applied Financial Economics Letters, 2, November 2006, pp. 401-406.
Qian Su, "On the Co-movement of the A and H Shares", (with Terence Tai-leung Chong), The Chinese Economy, 39, September/October 2006, pp. 68-86.
L.M. Chiang and Venus Liew, "Is the Yen-European Cross-rate Market Efficient?", (with Terence Tai-leung Chong), International Economics and Finance Journal, 1, no. 1, June 2006, pp. 29-46.
Yuanxiu Zhang and Chi-Leung Wong, "Estimation of Autoregressive Model in the Presence of Measurement", (with Terence Tai-leung Chong), Economics Bulletin, 3, May 2006, no. 12, pp. 1-10.
Youngman Chun Fai Leong, "Housing Price Dispersion: an empirical investigation", (with Charles Ka Yui Leung, K. S. Wong), Journal of Real Estate Finance and Economics, Vol. 32, No. 3, 2006.
Dandan Feng, "What drives the property price-trading volume correlation? evidence from a commercial real estate market", (with Charles Ka Yui Leung), Journal of Real Estate Finance and Economics, 31(2), 241-255.
Yong Bian, "Preferences, Endogenous Discount Rate, and Indeterminacy in a Small Open Economy Model", (with Qinglai Meng), Economics Letters, Vol. 84 (3), 2004, pp 315-322.
Joseph Man-joe Leung, "An Empirical Comparison of Moving Average envelopes and Bollinger Bands", (with Terence Tai-leung Chong), Applied Economics Letters, 10, May 2003, pp 339-341.
Eddie Hin-fai Cheng, "Hong Kong Real Estate Market: Facts and Policies, Hong Kong", (with Ying-fung Chow; Charles Ka-yui Leung; Nelson Wong and Wai-hin Yan), Ming Pao, (book)(in Chinese), 2002.
Garion Chi-keung Lau and Youngman Chan-fai Leong, "Testing alternative theories of the property price-trading volume correlation", (with Charles Ka-yui Leung), Journal of Real Estate Research, 2002, 23(3), 253-263.
Youngman Chan Fai Leong and Ida Yin Sze Chan, "TOM: why isn't price enough?", (with Charles Ka Yui Leung), International Real Estate Review, (2002) 5(1), 91-115.
Yuk-fai Chan, "Unemployment and Vacancy in the Hong Kong Labour Markets", (with Chung-yi Tse and Charles Ka-yui Leung), Applied Economics Letters, 2002, 9, 221-229.
Kwan-to Wong, "Time Series Properties of the Aggregated AR(2) Processes", (with Terence Tai-leung Chong), Economics Letters, 73, December 2001, pp 325-332.
Yuk-fai Fong, "The Identification of Unobservable Independent and Spousal Leisure", (with Junsen Zhang), Journal of Political Economy, (February 2001) 109(1): 191-202.
Chiu-sing Lui, "Estimating the Fractionally Integrated Process in the Presence of Measurement Errors", (with Terence Tai-leung Chong), Economics Letters, 63, June 1999, pp 285-294.
Eddie Cheng, "Economics and You, book(4A, 4B, 5)", (with Joe Ngai, Sandy Lee, S.Yuen), Manhattan Press (H.K.) Ltd, .
Best Theses
1997-1998
Chi-kau Lee, "Nonparametric Analysis of Hedge Ratio: The Case of Nikkei Stock Average".
1998-1999
Frances Cheung, "Essays on Finance and Macroeconomics".
1999-2000
Yuk-hoi Lau, "Asset Price Determination in the Presence of Noice Traders - A Reaction Approach".
2000-2001
Ming-hon Suen, "Money and Endogenous Growth: Alternative Approaches".
2001-2002
Man-ho Lee, "Reveal Preference, Consumer Demand, and Aggregate Demand".
Chi-leung Wong, "Barriers to International Capital Mobility with Asymmetric Information".
2002-2003
Tak-wai Chau, "Intra-household Allocation, Sharing Rule and Spousal Leisure: Evidence from China".
Ka-fai Li, "Interest Rate Rules in a Cash-in-advance Economy".
2003-2004
Lingsheng Meng, "Political Participation of Private Entrepreneurs in China".
2004-2005
Ning Ma, "Omitted Ability Bias in the Estimated Returns to Education: Evidence from Chinese Twins".
Hon-man Moy, "Two-Sector Optimal Growth with Illegal Migrants".
2006-2007
Jun Han, "A Cohort Analysis of Wage Structure and Participation during Transition in Urban China".
Chong Huang, "Why Does Spousal Education Matter for Earnings? Assortative Mating or Cross-Productivity".
Chairman's Award for Excellent Undergraduate Papers
2003-2004
Wun-yin Chiu, "The Economics Impact of Tourism in Hong Kong: An Input-Output Analysis".
Wing-shing Lam, "Two Essays on the Profitability of Technical Trading Rules".
2004-2005
Tsz Nga Wong, "Consistency of the Threshold Estimator under Misspecification".
2006-2007
Wing-yiu Law, "Trend of Welfare Effect of Road Pricing in Hong Kong".