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David Ng

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This is information that was supplied by David Ng in registering through RePEc. If you are David Ng , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: David
Middle Name:
Last Name: Ng
Suffix:

RePEc Short-ID: png43

Email:
Homepage: http://www.aem.cornell.edu/faculty_sites/dtn4/
Postal Address:
Phone:

Affiliation

Charles H. Dyson School of Applied Economics and Management
Cornell University
Location: Ithaca, New York (United States)
Homepage: http://aem.cornell.edu/
Email:
Phone:
Fax: 607-255-9984
Postal: Warren Hall, Ithaca NY 14853
Handle: RePEc:edi:dacorus (more details at EDIRC)

Works

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Working papers

  1. G. Andrew Karolyi & David T. Ng & Eswar S. Prasad, 2013. "The Coming Wave," Working Papers 082013, Hong Kong Institute for Monetary Research.
  2. Ng, David T.C., 2012. "The International CAPM When Expected Returns Are Time-Varying," Working Papers 127283, Cornell University, Department of Applied Economics and Management.
  3. Sohnke M. Bartram & John Griffin & David T. Ng, 2012. "How Important are Foreign Ownership Linkages for International Stock Returns?," Working Papers 122012, Hong Kong Institute for Monetary Research.
  4. Daouk, Hazem & Ng, David T.C., 2009. "Is Unlevered Firm Volatility Asymmetric?," Working Papers 51182, Cornell University, Department of Applied Economics and Management.
  5. Daouk, Hazem & Lee, Charles M.C. & Ng, David T.C., 2005. "Capital Market Governance: How Do Security Laws Affect Market Performance?," Working Papers 127078, Cornell University, Department of Applied Economics and Management.
  6. Ciocchini, Francisco & Durbin, Erik & Ng, David T.C., 2003. "Does Corruption Increase Emerging Market Bond Spreads?," Working Papers 127179, Cornell University, Department of Applied Economics and Management.
  7. Durbin, Erik & Ng, David T.C., 2002. "The Sovereign Ceiling and Emerging Market Corporate Bond Spreads," Working Papers 127286, Cornell University, Department of Applied Economics and Management.
  8. Charles, Lee & David, Ng, 2002. "Corruption and International Valuation: Does Virtue Pay?," MPRA Paper 590, University Library of Munich, Germany, revised Oct 2006.
  9. Robert J. Hodrick & David Tat-Chee Ng & Paul Sengmueller, 1999. "An International Dynamic Asset Pricing Model," NBER Working Papers 7157, National Bureau of Economic Research, Inc.
  10. Erik Durbin & David Tat-Chee Ng, 1999. "Uncovering country risk in emerging market bond prices," International Finance Discussion Papers 639, Board of Governors of the Federal Reserve System (U.S.).

Articles

  1. Bailey, Warren & Kumar, Alok & Ng, David, 2011. "Behavioral biases of mutual fund investors," Journal of Financial Economics, Elsevier, vol. 102(1), pages 1-27, October.
  2. Daouk, Hazem & Ng, David, 2011. "Is unlevered firm volatility asymmetric?," Journal of Empirical Finance, Elsevier, vol. 18(4), pages 634-651, September.
  3. Egorov, Alexei V. & Li, Haitao & Ng, David, 2011. "A tale of two yield curves: Modeling the joint term structure of dollar and euro interest rates," Journal of Econometrics, Elsevier, vol. 162(1), pages 55-70, May.
  4. Lee, Charles & Ng, David & Swaminathan, Bhaskaran, 2009. "Testing International Asset Pricing Models Using Implied Costs of Capital," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 44(02), pages 307-335, April.
  5. Warren Bailey & Alok Kumar & David Ng, 2008. "Foreign Investments of U.S. Individual Investors: Causes and Consequences," Management Science, INFORMS, vol. 54(3), pages 443-459, March.
  6. Daouk, Hazem & Lee, Charles M.C. & Ng, David, 2006. "Capital market governance: How do security laws affect market performance?," Journal of Corporate Finance, Elsevier, vol. 12(3), pages 560-593, June.
  7. Durbin, Erik & Ng, David, 2005. "The sovereign ceiling and emerging market corporate bond spreads," Journal of International Money and Finance, Elsevier, vol. 24(4), pages 631-649, June.
  8. Ng, David T., 2004. "The international CAPM when expected returns are time-varying," Journal of International Money and Finance, Elsevier, vol. 23(2), pages 189-230, March.
  9. Ciocchini, Francisco & Durbin, Erik & Ng, David T. C., 2003. "Does corruption increase emerging market bond spreads?," Journal of Economics and Business, Elsevier, vol. 55(5-6), pages 503-528.
  10. Robert Hodrick & David Ng & Paul Sengmueller, 1999. "An International Dynamic Asset Pricing Model," International Tax and Public Finance, Springer, vol. 6(4), pages 597-620, November.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2009-07-11. Author is listed
  2. NEP-CFN: Corporate Finance (2) 2009-07-11 2012-06-05. Author is listed
  3. NEP-DGE: Dynamic General Equilibrium (1) 1999-07-28. Author is listed
  4. NEP-FIN: Finance (1) 1999-07-28. Author is listed
  5. NEP-FMK: Financial Markets (1) 2012-06-05. Author is listed
  6. NEP-IFN: International Finance (3) 1999-07-28 2012-06-05 2013-08-31. Author is listed
  7. NEP-RMG: Risk Management (1) 2009-07-11. Author is listed

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