Lingnan College, Sun Yat-sen University
(Sept 2019)

Jerry CAO

Lingnan College, Sun Yat-sen University
(Sept 2019)

Research Topic:

• 2019 Share-pledging Financing and Equity Market Risk in Mainland China and Hong Kong

State University of New York at Buffalo
(Jul - Aug 2019)

Isaac EHRLICH

State University of New York at Buffalo
(Jul - Aug 2019)

Research Topic:

• 2019 Financial challenges facing individuals and households at old age: an international comparison using comparable longitudinal panel data

Hong Kong Baptist University
(Dec 2021; Feb 2019; Apr and Jul 2009 (part-time basis); Feb - Sept 2008 (part-time basis); Aug 2005 - Jul 2006 (part-time basis); Mar - Dec 2004 (part-time basis))

Joseph FUNG

Hong Kong Baptist University
(Dec 2021; Feb 2019; Apr and Jul 2009 (part-time basis); Feb - Sept 2008 (part-time basis); Aug 2005 - Jul 2006 (part-time basis); Mar - Dec 2004 (part-time basis))

Research Topic:

• 2021: The Implications of ESG Investing for the Hong Kong Equities Market
• 2019: The Dynamics of HKD Interest Rate and Spot HKD/USD Exchange Rate under the Linked Exchange Rate System
• 2009: The Impact of Monetary Policy Change on Carry Trade and Liquidity in the Foreign Exchange Markets
• 2008: Do Derivative Market Contain Useful Information for Forecasting the Timing and Magnitude of "Hot Money" Flows?
• 2005 - 2006: The Microstructure of Inter-bank Liquidity and the Dynamics of Hong Kong Money Market Rates
• 2004: Developments around Asian Financial Crisis, using Prices and Volumes of Index Derivatives in Hong Kong

Working Papers:

• Liquidity Crunch in Late 2008: High-Frequency Differentials between Forward-Implied Funding Costs and Money Market Rates
• Do Derivative Markets Contain Useful Information for Signaling “Hot Money” Flows?
• Initial Day Return and Underpricing Cost in Advance Payment Initial Public Offerings
• FX Arbitrage and Market Liquidity: Statistical Significance and Economic Value
• Order Imbalance and the Dynamics of Index and Futures Prices
• Expiration-Day Effects - An Asian Twist
• Order Imbalance and the Pricing of Index Futures
• The Information Content of Option Implied Volatility Surrounding the 1997 Hong Kong Stock Market Crash

Personal website: http://bus.hkbu.edu.hk/hkbusob/live/html/en/excel.php?id=jfungHKB&cv=0004
Email: [email protected]

INSEAD
(Aug 2019)

John KUONG

INSEAD
(Aug 2019)

Research Topic:

• 2019 Dealers' funding frictions and market liquidity

University of Guelph
(Jul - Aug 2019)

Mei LI

University of Guelph
(Jul - Aug 2019)

Research Topic:

• 2019 Information Disclosure Policy in Financial Markets after the Subprime Mortgage Crisis

University of California, Davis
(Sep 2019)

Christopher MEISSNER

University of California, Davis
(Sep 2019)

Research Topic:

• 2019 Foreign Currency Debt, Exchange Rate Regimes and the Great Depression

Wilfrid Laurier University
(April 2019; Sep 2018; Sep 2016 - Mar 2017; July - August 2010; August 2008; April - May 2007; July - August 2006; March - April 2006)

Pierre SIKLOS

Wilfrid Laurier University
(April 2019; Sep 2018; Sep 2016 - Mar 2017; July - August 2010; August 2008; April - May 2007; July - August 2006; March - April 2006)

Research Topic:

• 2018: Does it Take a Convoy to get Inflation and Growth Back to Pre‐Crisis Levels?
• 2016: Boom-and-Bust Cycles in Emerging Markets: How Important is the Exchange Rate Channel?
• 2010: Institutional Frameworks, Regulatory Reforms, and Contagion Effects: Asian Stock Markets
• 2008: Revisiting the Shocking Aspects of Asian Monetary Union
• 2007: Fundamental Determinants of Emerging Market Bond Spread
• 2006: Exchange Rate Pressure in Asia: Application Based on a New Measure

Working Papers:

• Boom-and-Bust Cycles in Emerging Markets: How Important is the Exchange Rate?
• Enter the Dragon: Interactions between Chinese, US and Asia-Pacific Equity Markets, 1995-2010
• Do Short Selling Restrictions Destabilize Stock Markets? Lessons from Taiwan
• Revisiting the Shocking Aspects of Asian Monetary Unification
• Determinants of Emerging Market Spreads: Domestic, Global Factors, and Volatility
• Is Sterilized Intervention Effective? New International Evidence

Personal website: http://www.wlu.ca/sbe/psiklos
Email: [email protected]

University of Florida
(Jul - Aug 2019)

Baolian WANG

University of Florida
(Jul - Aug 2019)

Research Topic:

• 2019 The Effect of a Reference Bond on Corporate Borrowing Costs: Evidence from China

University of Virginia
(March - April 2019; November 2006 - January 2007)

Francis E. WARNOCK

University of Virginia
(March - April 2019; November 2006 - January 2007)

Research Topic:

• 2019: International Capital Ebbs and Flows
• 2006 - 2007: Housing Finance Around the World

Working Papers:

• Markets and Housing Finance

Personal website: http://faculty.darden.virginia.edu/warnockf

University of Virginia
(March - April 2019; November 2006 - January 2007)

Veronica WARNOCK

University of Virginia
(March - April 2019; November 2006 - January 2007)

Research Topic:

• 2019: International Capital Ebbs and Flows
• 2006 - 2007: Housing Finance Around the World

Working Papers:

• The Natural Level of Capital Flows
• Markets and Housing Finance

(Aug 2019)

Jim WONG

(Aug 2019)

Research Topic:

• 2019 Fintech innovation and the efficiency of banks in Hong Kong

Georgia State University, J. Mack Robinson College of Business

Vincent YAO

Georgia State University, J. Mack Robinson College of Business

Research Topic:

• The Rise of Fintech and Pass-Through of Monetary Policy

University of Wisconsin – Madison
(March - April 2019; July -August 2016, Dec 2012 - Jan 2013)

Abdullah YAVAS

University of Wisconsin – Madison
(March - April 2019; July -August 2016, Dec 2012 - Jan 2013)

Research Topic:

• 2019: Private Mortgage Securitization and Loan Origination Quality - New Evidence
• 2016: Land Value, Mortgage Default Risk, and Macroprudential Policies
• 2012 - 2013: Bubbles and Monetary Policy

Working Papers:

• Land Share, Mortgage Default, and Loan-to-Value Ratio as a Macro-Prudential Policy Tool
• Asset Price Bubbles and Monetary Policy

Personal website: http://bus.wisc.edu/faculty/abdullah-yavas
Email: [email protected]

Xiamen University
(Nov 2018 - Jan 2019)

Yinggang ZHOU

Xiamen University
(Nov 2018 - Jan 2019)

Research Topic:

• 2018: Is Renminbi a Safe-haven Currency

Email: [email protected]