Information about:
David Ng

Other registered authors

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

Affiliation

• Department 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 (registered authors at this institution)

Working papers

1. Daouk, Hazem & Ng, David, 2009. "Is Unlevered Firm Volatility Asymmetric?," Working Papers 51182, Cornell University, Department of Applied Economics and Management. [Downloadable!]

2. Charles, Lee & David, Ng, 2002. "Corruption and International Valuation: Does Virtue Pay?," MPRA Paper 590, University Library of Munich, Germany, revised Oct 2006. [Downloadable!]

3. 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. [Downloadable!] (restricted)
   Published as:
   • 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. [Downloadable!] (restricted)

4. 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.). [Downloadable!]

1. 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. [Downloadable!]

2. 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. [Downloadable!] (restricted)

3. 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. [Downloadable!] (restricted)

4. 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. [Downloadable!] (restricted)

5. 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. [Downloadable!] (restricted)

6. 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. [Downloadable!] (restricted)
   Other versions:
   • 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. [Downloadable!] (restricted)

1. NEP-BEC: Business Economics (1) 2009-07-11 Author is listed
2. NEP-CFN: Corporate Finance (1) 2009-07-11 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-IFN: International Finance (1) 1999-07-28 Author is listed
6. NEP-REG: Regulation (1) 2006-12-04 Author is listed
7. NEP-RMG: Risk Management (1) 2009-07-11 Author is listed

This page was last updated on 2009-11-23.