Department of Finance and Decision Sciences

Research

research

FUNDED RESEARCH PROJECTS

General Research Fund (GRF)

2010-2011

Dr. Li Gang, Assistant Professor, Department of Finance and Decision Sciences
Project Title: The Hedging Cost, Market Making and Liquidity of Derivative Securities

 

2008-2009

Dr. Kot Hung-wan, Assistant Professor, Department of Finance and Decision Sciences
Project Title: Short-sale Constraints and A-H Share Premiums

Prof. Lam Kin, Chair Professor, Department of Finance and Decision Sciences
Project Title: Pseudo-Bayesian Updating and Market Anomalies

 

Faculty Research Grant (FRG)

2008-2009

Dr. Kot Hung-wan, Assistant Professor, Gordon YN TANG, Professor, Department of Finance and Decision Sciences
Project Title: Long-term performance of addition and deletion of Hang Seng Index constituent stocks

 

2007-2008

Dr. Kot Hung-wan, Assistant Professor, Department of Finance and Decision Sciences
Project Title: The King's New Clothes? Price Reaction of Corporate Name Changes in the Hong Kong Market

 

RESEARCH THEME

Financial Derivatives and Investment Strategies

Recent and ongoing work has examined the market microstructure of the derivatives markets, the hedging and arbitrage effectiveness of derivatives, the volatility estimation of derivatives trading, the pricing of risky assets, the market anomaly in asset pricing and investment trading strategies.

 

Corporate Finance and Corporate Governance

Recent and ongoing work has examined the dividend policy of firms and national culture, capital structure and corporate re-structuring and event waves, ownership structure, large shareholdings and impact on listed firm’s valuations, and patterns of corporate governance in listed firms and its impact on firm’s performance.




 

 

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