• funghkb
    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))

    funghkb

    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]
  • Chan_Kalok
    Kalok Chan

    The Chinese University of Hong Kong

    Chan_Kalok

    Kalok Chan

    The Chinese University of Hong Kong
    Research Topic:
    • 2021: Volatility Control Mechanism (VCM) in Hong Kong