Research Outputs (348)

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' A B C D E F G H I L M N O P R S T U V W 以股董選附 All

A Bayesian Approach to Developing a Stochastic Mortality Model for China
Li J.S.H., Zhou K.Q., Zhu X., Chan W.S., Chan F.W.H. ( 2019 )
Journal of the Royal Statistical Society: Series A
Publication in refereed journal
Digital Object Identifier (DOI): http://dx.doi.org/10.1111/rssa.12473
A Behavioural Finance-Based Tick-by-Tick Model for Price and Volume
MA Ka Chun ( 2010 )
Journal of Computational Finance
Publication in refereed journal
Actuarial assessment of damages in personal injury litigation: How precise are we?
Chan F.W.H., Chan W., Li J.S.H. ( 2012 )
Law, Probability and Risk
Publication in refereed journal
Digital Object Identifier (DOI): http://dx.doi.org/10.1093/lpr/mgr021
Actuarial Modeling and Analysis of the Hong Kong Life Annuity Scheme
Kwong K.S., Chan W.S., Li J.S.H. ( 2020 )
Publication in refereed journal
Digital Object Identifier (DOI): http://dx.doi.org/10.1515/apjri-2018-0013
Age and gender effects on auto liability insurance payouts
Doerpinghaus HI, Schmit JT, Yeh JJH ( 2008 )
JOURNAL OF RISK AND INSURANCE
Publication in refereed journal
Digital Object Identifier (DOI): http://dx.doi.org/10.1111/j.1539-6975.2008.00273.x
A generalized drop-the-loser urn for clinical trials with delayed responses
Zhang LX, Chan WS, Cheung SH, Hu FF ( 2007 )
STATISTICA SINICA
Publication in refereed journal
An Actuarial Analysis of Long-Term Care Demand in Hong Kong
CHAN Wai Sum, LI Siu-hang, FONG Pak Wing ( 2004 )
Geriatrics and Gerontology International
Publication in refereed journal
AN ACTUARIAL APPROACH TO ASSESSING PERSONAL INJURY COMPENSATIONS IN SINGAPORE: THEORY AND PRACTICE
Chan FWH, Chan WS, Li JSH ( 2010 )
SINGAPORE ECONOMIC REVIEW
Publication in refereed journal
Digital Object Identifier (DOI): http://dx.doi.org/10.1142/S0217590810004048
An Alternative Test Of The After-Tax CAPM
CHENG Wui Wing Joseph, CHEN N Son ( 2005 )
Advances in Financial Planning and Forecasting
Publication in refereed journal
Analyst earnings forecasts for publicly traded insurance companies
Fan D.K.K., So R.W., Yeh J.J. ( 2006 )
Review of Quantitative Finance and Accounting
Publication in refereed journal
Digital Object Identifier (DOI): http://dx.doi.org/10.1007/s11156-006-7212-1
An Analysis of Capital Guaranteed Funds
BENNETT A James, CHEN H Andrew, McGUINNESS Paul Brian ( 1996 )
International Review of Economics & Finance
Publication in refereed journal
An economic analysis of auto compensation systems: Choice experiences from New Jersey and Pennsylvania
Schmit JT, Yeh JH ( 2003 )
JOURNAL OF RISK AND INSURANCE
Publication in refereed journal
Digital Object Identifier (DOI): http://dx.doi.org/10.1046/j.0022-4367.2003.00067.x
An empirical assessment of initial return volatility in newly listed stocks
McGuinness PB ( 2016 )
APPLIED ECONOMICS LETTERS
Publication in refereed journal
Digital Object Identifier (DOI): http://dx.doi.org/10.1080/13504851.2015.1109035
An Empirical Inquiry into the Recent Trends of Personal Injury Compensation in Hong Kong
CHAN W H Felix, CHAN Wai Sum ( 2006 )
The Business Review
Publication in refereed journal
An empirical investigation of the GARCH option pricing model: Hedging performance
Yung HHM, Zhang H ( 2003 )
JOURNAL OF FUTURES MARKETS
Publication in refereed journal
Digital Object Identifier (DOI): http://dx.doi.org/10.1002/fut.10109
An Empirical Investigation of the Role of Signalling in the Valuation of Unseasoned Equity Issues
Keasey, Kevin, McGUINNESS Paul Brian ( 1992 )
Accounting and Business Research
Publication in refereed journal
An examination of herd behavior in equity markets: An international perspective
Chang EC, Cheng JW, Khorana A ( 2000 )
JOURNAL OF BANKING & FINANCE
Publication in refereed journal
Digital Object Identifier (DOI): http://dx.doi.org/10.1016/S0378-4266(99)00096-5
An Examination of the Accuracy and Bias of Prospectus Earnings Forecasts: UK Evidence
Keasey, Kevin, McGUINNESS Paul Brian ( 1991 )
The International Journal of Accounting
Publication in refereed journal
An Examination of the Underpricing of Initial Public Offerings in Hong Kong
McGUINNESS Paul Brian ( 1992 )
Journal of Business Finance and Accounting
Publication in refereed journal
A note on the autocorrelation properties of temporally aggregated Markov switching Gaussian models
Chan WS, Chan YT ( 2008 )
STATISTICS & PROBABILITY LETTERS
Publication in refereed journal
Digital Object Identifier (DOI): http://dx.doi.org/10.1016/j.spl.2007.09.036
A note on the consistency of a robust estimator for threshold autoregressive processes
Zhang LX, Chan WS, Cheung SH, Hung KC ( 2009 )
STATISTICS & PROBABILITY LETTERS
Publication in refereed journal
Digital Object Identifier (DOI): http://dx.doi.org/10.1016/j.spl.2008.10.036
A Note on the Corrected Akaike Information Criterion for Threshold Autoregressive Models
WONG Chun Shan, LI W. K. ( 1998 )
Journal of Time Series Analysis
Publication in refereed journal
A note on the strong approximation for long memory processes and its application
Fu KA, Ng ACY ( 2013 )
STATISTICS
Publication in refereed journal
Digital Object Identifier (DOI): http://dx.doi.org/10.1080/02331888.2011.629726
An overview and assessment of the reform of the non‐tradable shares of Chinese state‐owned enterprise A‐share issuers
McGUINNESS Paul Brian ( 2009 )
Journal of Financial Regulation and Compliance
Publication in refereed journal
Digital Object Identifier (DOI): http://dx.doi.org/10.1108/13581980910934036
Anticollusion Enforcement: Justice for Consumers and Equity for Firms
Sudipto Dasgupta, Alminas Žaldokas ( 2018 )
Publication in refereed journal
Digital Object Identifier (DOI): http://dx.doi.org/10.1093/rfs/hhy094
A preliminary look at gains from asset securitization
Thomas H. ( 1999 )
Journal of International Financial Markets, Institutions and Money
Publication in refereed journal
Arbitrage, risk premium, and cointegration tests of the efficiency of futures markets
Chow Y.-F. ( 2001 )
Journal of Business Finance and Accounting
Publication in refereed journal
Digital Object Identifier (DOI): http://dx.doi.org/10.1111/1468-5957.00390
A re-examination of the holiday effect in stock returns: The case of Hong Kong
McGuinness P.B. ( 2005 )
Applied Financial Economics
Publication in refereed journal
Digital Object Identifier (DOI): http://dx.doi.org/10.1080/09603100500359575
A robust optimization approach to pension fund management
Iyengar G., Chun Ma A.K. ( 2010 )
Journal of Asset Management
Publication in refereed journal
Digital Object Identifier (DOI): http://dx.doi.org/10.1057/jam.2010.9
A Robust Test for Threshold-Type Nonlinearity in Multivariate Time Series Analysis
Chan WS, Cheung SH, Chow WK, Zhang LX ( 2015 )
JOURNAL OF FORECASTING
Publication in refereed journal
Digital Object Identifier (DOI): http://dx.doi.org/10.1002/for.2344
Asian nics’ persistent trade deficit with Japan
Chou W.L., Shih Y.C. ( 1991 )
International Economic Journal
Publication in refereed journal
Digital Object Identifier (DOI): http://dx.doi.org/10.1080/10168739100000021
Assessing Personal Injury Liabilities in China from National to Provincial Level: An International Comparative Analysis
Felix W.H. Chan, Wai-Sum Chan, Johnny S.H. Li ( 2017 )
Asian Journal of Law and Economics
Publication in refereed journal
Digital Object Identifier (DOI): http://dx.doi.org/10.1515/ajle-2016-0015
ASSET SALES, FIRM PERFORMANCE, AND THE AGENCY COSTS OF MANAGERIAL DISCRETION
LANG L, POULSEN A, STULZ R ( 1995 )
JOURNAL OF FINANCIAL ECONOMICS
Publication in refereed journal
Digital Object Identifier (DOI): http://dx.doi.org/10.1016/0304-405X(94)00791-X
A Student t-mixture autoregressive model with applications to heavy-tailed financial data
Wong CS, Chan WS, Kam PL ( 2009 )
BIOMETRIKA
Publication in refereed journal
Digital Object Identifier (DOI): http://dx.doi.org/10.1093/biomet/asp031
A switching regression approach to the stationarity of systematic and non-systematic risks: The Hong Kong experience
Cheng J.W. ( 1997 )
Applied Financial Economics
Publication in refereed journal
Digital Object Identifier (DOI): http://dx.doi.org/10.1080/096031097333844
Asymptotic properties of covariate-adjusted response-adaptive designs
Zhang LX, Hu FF, Cheung SH, Chan WS ( 2007 )
ANNALS OF STATISTICS
Publication in refereed journal
Digital Object Identifier (DOI): http://dx.doi.org/10.1214/009053606000001424
ASYMPTOTIC PROPERTIES OF MULTICOLOR RANDOMLY REINFORCED POLYA URNS
Zhang LX, Hu FF, Cheung SH, Chan WS ( 2014 )
ADVANCES IN APPLIED PROBABILITY
Publication in refereed journal
Asymptotics for the residual-based bootstrap approximation in nearly nonstationary AR(1) models with possibly heavy-tailed innovations
Fu KA, Li YC, Ng ACY ( 2013 )
STATISTICS & PROBABILITY LETTERS
Publication in refereed journal
Digital Object Identifier (DOI): http://dx.doi.org/10.1016/j.spl.2013.07.006
Asymptotics for the ruin probability of a time-dependent renewal risk model with geometric Levy process investment returns and dominatedly-varying-tailed claims
Fu KA, Ng CYA ( 2014 )
INSURANCE MATHEMATICS & ECONOMICS
Publication in refereed journal
Digital Object Identifier (DOI): http://dx.doi.org/10.1016/j.insmatheco.2014.04.001
Asymptotics of nonstationary fractional integrated series
Liu M ( 1998 )
ECONOMETRIC THEORY
Publication in refereed journal
Digital Object Identifier (DOI): http://dx.doi.org/10.1017/S026646669814505X
A Threshold Formula for Indexing the Discount Rate for Actuarial Assessment of Damages in Personal Injury Litigation
CHAN Wai Sum, CHAN W. H. Felix, LI S. H. Johnny ( 2010 )
Journal of Personal Injury Law
Publication in refereed journal
Attention to Global Warming
Darwin Choi, Zhenyu Gao, Wenxi Jiang ( 2020 )
Publication in refereed journal
Digital Object Identifier (DOI): http://dx.doi.org/10.1093/rfs/hhz086
Bank of China's Initial Public Offering
THOMAS Hugh Alun Lloyd ( 2004 )
Journal of Financial Education
Publication in refereed journal
Beyond the Board Realm: Women in Senior Management and their Impact on IPO Capital Funding
McGuinness PB ( 2019 )
Publication in refereed journal
Digital Object Identifier (DOI): http://dx.doi.org/10.1111/1467-8551.12303
Broad-Market Persistence and Momentum Profits
CHOW Ying Foon, LIU Ming, FAN Xinting ( 2008 )
Mathematics and Computers in Simulation
Publication in refereed journal
Bureaucrats as Managers and their roles in Corporate Diversification
Joseph P.H. Fan, Jun Huang, Felix Oberholzer-Gee, Mengxin Zhao ( 2020 )
Publication in refereed journal
Digital Object Identifier (DOI): http://dx.doi.org/10.1016/j.jcorpfin.2017.03.006
CANONICAL VALUATION OF MORTALITY-LINKED SECURITIES
Li JSH, Ng ACY ( 2011 )
JOURNAL OF RISK AND INSURANCE
Publication in refereed journal
Digital Object Identifier (DOI): http://dx.doi.org/10.1111/j.1539-6975.2010.01394.x
Capital account reform and short- and long-run stock price leadership
Cai C.X., McGuinness P.B., Zhang Q. ( 2017 )
European Journal of Finance
Publication in refereed journal
Digital Object Identifier (DOI): http://dx.doi.org/10.1080/1351847X.2015.1105272
Capital asset pricing model: A time-varying volatility approach
Kim K.H., Kim T. ( 2015 )
Journal of Empirical Finance
Publication in refereed journal
Digital Object Identifier (DOI): http://dx.doi.org/10.1016/j.jempfin.2016.01.014
Capital Regulation with Two Banking Sectors: Cyclicality and Implementation
Taejin Kim, Vishal Mangla ( 2019 )
Publication in refereed journal
Digital Object Identifier (DOI): http://dx.doi.org/10.1111/jmcb.12596

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Research Outputs (348)

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