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Submissions from 2011

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Optimal brokerage commissions for fair insurance : a first order approach, Arthur HAU

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Pricing of loan commitments for facilitating stochastic liquidity needs, Arthur HAU

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The demand for a risky asset in the presence of a background risk, Jingyuan LI

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Can book-tax differences capture earnings management and tax management? Empirical evidence from China, Tanya TANG and Michael Arthur FIRTH

Submissions from 2010

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Moving average crossovers for short-term equity investment with L-Gem based RBFNN, Gao Yang CAI, Wing W. Y. NG, Patrick P. K. CHAN, Michael FIRTH, and Daniel S. YEUNG

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Market reaction to regulatory action in the insurance industry : the case of contingent commission, Jiang CHENG, Elyas ELYASIANI, and Tzu Ting LIN

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Differentiating bullish from bearish factors in the arbitrage pricing theory, Joseph CHENG

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A model for evaluating the tradeoff between earnings per share and financial leverage, Joseph CHENG, Julie FITZPATRICK, and Mojtaba SEYEDIAN

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Justifying top management pay in a transitional economy, Michael Arthur FIRTH, Tak Yan LEUNG, and Oliver M. RUI

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Double signals or single signal? An investigation of insider trading around share repurchases, Michael Arthur FIRTH, T. Y. LEUNG, and Oliver M. RUI

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Friend or foe? The role of state and mutual fund ownership in the split share structure reform in China, Michael Arthur FIRTH, Chen LIN, and Hong ZOU

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Comparative statics of changes in risk on monotonically and partially responsive kinked payoffs, Arthur HAU

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Fear of loss and happiness of win : properties and applications, Jingyuan LI

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A theoretical extension of the consumption-based CAPM model, Jingyuan LI and Georges DIONNE

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A copula model for dependent competing risks, Ming Sum, Simon LO and R. A. WILKE

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Solicited and unsolicited credit ratings : a global perspective, Pui Han, Winnie POON and Kam C., Johnny CHAN

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The information content of implied volatilities and model-free volatility expectations : evidence from options written on individual stocks, Stephen J. TAYLOR, Pradeep K. YADAV, and Yuanyuan ZHANG

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Multiplicative risk apportionment, Jianli WANG and Jingyuan LI

Submissions from 2009

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Governance with multiple objectives : evidence from top executive turnover in China, Eric C. CHANG and Sonia Man-lai WONG

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Dual choice health insurance policy : a proposal and a cost analysis, Joseph CHENG and Jeffrey IVES

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Does the type of ownership control matter? Evidence from China's listed companies, Gongmeng CHEN, Michael Arthur FIRTH, and Liping XU

The emergence of shareholder protection in China, Lin CHEN; Chun Yau, Clement SHUM; and Man Lai, Sonia WONG

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Inside the black box : bank credit allocation in China’s private sector, Michael Arthur FIRTH, Chen LIN, Ping LIU, and Sonia Man-lai WONG

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The timeliness and consequences of disseminating public information by regulators, Michael Arthur FIRTH, Oliver M. RUI, and Xi WU

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Comparative higher-degree Ross risk aversion, Jingyuan LI

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A reputation strategic model of monetary policy in continuous-time, Jingyuan LI, Yongming LIU, and Guoqiang TIAN

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Do solicitations matter in bank credit ratings? Results from a study of 72 countries, Winnie P.H. POON, Junsoo LEE, and Benton E. GUP

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Cross-sectional analysis of risk-neutral skewness, Stephen J. TAYLOR, Pradeep K. YADAV, and Yuanyuan ZHANG

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From scorned to loved? The political economy of the development of the stock market in China, Man Lai, Sonia WONG and Yong YANG

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L-GEM based MCS aided candlestick pattern investment strategy in the Shenzhen stock market, Wei XIAO; W. Y., Wing NG; Michael Arthur FIRTH; Daniel S. YEUNG; Gao Yang CAI; Jin Cheng LI; and Bin Bin SUN

Submissions from 2008

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Can independent underwriters benefit insurers in high-risk lines? A cournot market-game analysis, Jiang CHENG and Michael R. POWERS

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Control transfers, privatization, and corporate performance : efficiency gains in China's listed companies, Gongmeng CHEN, Michael Arthur FIRTH, Yu XIN, and Liping XU

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The efficiency and profitability effects of China's modern enterprise restructuring programme, Gongmeng CHEN, Michael Arthur FIRTH, and Wei Wei ZHANG

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Ownership, governance mechanisms, and agency costs in China's listed firms, Michael Arthur FIRTH; M. Y., Peter FUNG; and M., Oliver RUI

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Leverage and investment under a state-owned bank lending environment : evidence from China, Michael Arthur FIRTH, Chen LIN, and Sonia M.L. WONG

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Valuing IPOs using price-earnings multiples disclosed by IPO firms in an emerging capital market, Michael Arthur FIRTH; Yue LI; and Shuye, Steven WANG

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International oligopoly and stock market linkages : the case of global airlines, Stephen X. H. GONG, Michael Arthur FIRTH, and Kevin CULLINANE

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Optimal insurance under costly falsification and costly, inexact verification, Tak Ming, Arthur HAU

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When is a coinsurance-type insurance policy inferior or even giffen?, Tak Ming, Arthur HAU

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A continuous relation between audit firm size and audit opinions : evidence from China, Chuntao LI; Frank M. SONG; and Man Lai, Sonia WONG

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A remark on "A shortcut way of pricing default risk through zero-utility principle", Jingyuan LI

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Time inconsistency and reputation in monetary policy : a strategic modelling in continuous time, Jingyuan LI and Guoqiang TIAN

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Feature selection using localized generalization error for supervised classification problems using RBFNN, W. Y., Wing NG; Daniel S. YEUNG; Michael FIRTH; C. C, Eric TSANG; and Xi Zhao WANG

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The effects of credit ratings on stock returns in China, Pui Han, Winnie POON and C., Kam CHAN

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An empirical examination of the informational content of credit ratings in China, Winnie P.H. POON and Kam C. CHAN

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An alternative approach to computing economic run quantity, D SIMMONS and Joseph CHENG

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Controlling-minority shareholder incentive conflicts and directors' and officers' liability insurance: evidence from China, Hong ZOU; Man Lai, Sonia WONG; Chun Yau, Clement SHUM; Jun XIONG; and Jun YAN

Submissions from 2007

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Special treatment (ST) firms and administrative governance of capital markets in China, Julan DU; Yajun, Lucy LIU; and Man Lai, Sonia WONG

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Ownership, two-tier board structure, and the informativeness of earnings : evidence from China, Michael Arthur FIRTH; M. Y., Peter FUNG; and M., Oliver RUI

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How ownership and corporate governance influence chief executive pay in China's listed firms, Michael Arthur FIRTH; M. Y., Peter FUNG; and Oliver M. RUI

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Voluntary audit committee formation and agency costs, Michael Arthur FIRTH and Oliver M. RUI

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Insurance, bond covenants, and under- or over-investment with risky asset reconstitution, Tak Ming, Arthur HAU

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Developmental State and Corporate Governance in China, Victor NEE; Sonja OPPER; and Man-lai, Sonia WONG

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Bankruptcy prediction using multiple intelligent agent system via a localized generalization error approach, Daniel S. YEUNG; W. Y., Wing NG; P. F., Aki CHAN; P. K., Patrick CHAN; Michael FIRTH; and C. C., Eric TSANG

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A multiple intelligent agent system for credit risk prediction via an optimization of localized generalization error with diversity, S., Daniel YEUNG; W. Y., Wing NG; P. F., Aki CHAN; P. K., Patrick CHAN; Michael Arthur FIRTH; and C. C., Eric TSANG

Submissions from 2006

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Investment principles and strategies of faith‐based funds, Emil BOASSON, Vigdis BOASSON, and Joseph CHENG

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Portfolio effects and valuation of weather derivatives, Patrick L. BROCKETT, Mulong WANG, Chuanhou YANG, and Hong ZOU

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Leases with purchase options and double moral hazard, K. Y., Derek CHAU; Michael Arthur FIRTH; and Bin SRINIDHI

Are the discounts for closed-end funds big enough?, Joseph CHENG and Abraham MULUGTTA

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Production under uncertainty with insurance or hedging, Tak Ming, Arthur HAU

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The liquidity demand for corporate property insurance, Tak Ming, Arthur HAU

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Political economy of labor retrenchment : evidence based on China's state-owned enterprises, Yifan HU; Sonja OPPER; and Man Lai, Sonia WONG

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China's stock market : a marriage of capitalism and socialism, Man Lai, Sonia WONG

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The corporate purchase of property insurance : Chinese evidence, Hong ZOU and Mike B. ADAMS

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The financing behaviour of listed Chinese firms, Hong ZOU and Zezhong, Jason XIAO

Submissions from 2005

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The long-run effects of pay-as-you-go medicare on savings and consumer welfare, Tak Ming, Arthur HAU

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Economic growth and medicare funding systems, Tak Ming, Arthur HAU and Lily JIANG

The power structure in China's listed companies : the company law and its enforcement, Sonja OPPER; Man Lai, Sonia WONG; and Ruyin HU

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Credit ratings in China, Pui Han, Winnie POON

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Are unsolicited credit ratings lower? International evidence from bank ratings, Pui Han, Winnie POON and Michael Arthur FIRTH

Submissions from 2004

Are investment managers investing ethically at a disadvantage?, Vigdis BOASSON, Joseph CHENG, and Emil BOASSON

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Using the time weighted method to estimate betas of emerging markets, Joseph CHENG and Vigdis BOASSON

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Essays on monetary policy and banking regulation, Jingyuan LI

Submissions from 2003

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Are unsolicited credit ratings biased downward?, Pui Han, Winnie POON

Submissions from 2002

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A breakthrough in transfer pricing : the renegotiate-any-time system, Joseph CHENG

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Predicting stock‐bond correlations, Joseph CHENG and Robert RYAN

Submissions from 2000

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An empirical analysis of the bias and rationality of profit forecasts published in new issue prospectuses, T. Y. CHENG and Michael Arthur FIRTH

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Red chips or H shares : which China-backed securities process information the fastest?, Pui Han, Winnie POON and Hung Gay FUNG

Submissions from 1999

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An international comparison of analysts' earnings forecast accuracy, Michael Arthur FIRTH and Michael GIFT

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The determinants of top management pay, Michael Arthur FIRTH; M. TAM; and Mo Lin, Moureen TANG

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A multivariate analysis of the determinants of Moody's bank financial strength ratings, Pui Han, Winnie POON; Michael Arthur FIRTH; and Hung Gay FUNG

The signaling impact of the suspension of trading in China's trasury bond futures, Winnie P. H. POON and Michael FIRTH

Submissions from 1998

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Asset pricing in segmented capital markets : preliminary evidence from China-domiciled companies, Pui Han, Winnie POON; Michael Arthur FIRTH; and H. G. FUNG

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The spillover effects of the trading suspension of the treasury bond futures market in China, Pui Han, Winnie POON; Michael Arthur FIRTH; and H. G. FUNG

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An empirical examination of currency futures options under stochastic interest rates, Winnie P. H. POON and Edwin H. DUETT

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從發行B股看中國資本市場的分化及價格動向, Winnie P. H. POON (潘佩嫻) and Hung-gay FUNG (馮鴻璣)

Submissions from 1997

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An analysis of the stock market performance of new issues in New Zealand, Michael FIRTH

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The provision of non-audit services and the pricing of audit fees, Michael Arthur FIRTH

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The provision of nonaudit services by accounting firms to their audit clients, Michael Arthur FIRTH

Submissions from 1996

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A note on the time series behavior of earnings per share data of Taiwanese firms, Ben Hsien BAO, Da Hsien BAO, and Michael Arthur FIRTH

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Dividend changes, abnormal returns, and intra-lndustry firm valuations, Michael Arthur FIRTH

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The diffusion of managerial accounting procedures in the People's Republic of China and the influence of foreign partnered joint venture, Michael Arthur FIRTH

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The transmission of corporate financial information across national borders and equity market linkages, Michael Arthur FIRTH

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The remuneration of CEOs and corporate financial performance in Norway, Michael FIRTH, Johan Chr. LOHNE, Ruth ROPSTAD, and Jarle SJO

Submissions from 1995

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Auditor quality, corporate risk, and the valuation of new issues, Michael Arthur FIRTH and Andrew SMITH