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Publications

by alumni of

Department of Finance
Business School
Hong Kong University of Science and Technology (HKUST)
Kowloon, Hong Kong

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles |

Working papers

2011

  1. Adrian Wai-Kong Cheung & Jen-Je Su & Astrophel Kim Choo, 2011. "Are Euro exchange rates markets efficient? New evidence from a large panel," Discussion Papers in Finance finance:201109, Griffith University, Department of Accounting, Finance and Economics.

2010

  1. W. K. Adrian Cheung & Eduardo Roca, 2010. "Do Pacific Basin Investors Value Corporate Sustainability?," Discussion Papers in Finance finance:201016, Griffith University, Department of Accounting, Finance and Economics.
  2. W.K. Adrian Cheung & Eduardo Roca, 2010. "Is Corporate Sustainability valued by Australian Investors?," Discussion Papers in Finance finance:201017, Griffith University, Department of Accounting, Finance and Economics.
  3. W K Adrian Cheung & Huimin Li & Eduardo Roca, 2010. "The Performance of Socially Responsible Investments Across Different Market Regimes," Discussion Papers in Finance finance:201018, Griffith University, Department of Accounting, Finance and Economics.

Journal articles

2024

  1. Joye Khoo & Adrian (Wai Kong) Cheung, 2024. "Vintage capital and trade credit," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 64(1), pages 507-537, March.
  2. Lichao Lin & Adrian (Wai Kong) Cheung, 2024. "Pricing cloud stocks: Evidence from China," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 64(1), pages 811-832, March.
  3. Li, Weixue & Wang, Sipei & Cheung, Adrian (Wai Kong) & Xu, Changsheng, 2024. "Shadow banking, investment and interest rate transmission: Evidence from macroprudential policy in China," Economic Analysis and Policy, Elsevier, vol. 81(C), pages 115-133.
  4. Zhang, Yuxi & Cheung, Adrian (Wai Kong) & Qu, Xiaodong, 2024. "Can digital financial inclusion promote the coupling coordination between pollution reduction and low-carbon development? Evidence from China," Economic Analysis and Policy, Elsevier, vol. 82(C), pages 1113-1130.
  5. Yan, Wan-Lin & Cheung, Adrian (Wai Kong), 2024. "Connectedness among Chinese climate policy uncertainty, exchange rate, Chinese and international crude oil markets: Insights from time and frequency domain analyses of high order moments," The North American Journal of Economics and Finance, Elsevier, vol. 73(C).
  6. Wang, Yu & Cheung, Adrian (Wai Kong) & Yan, Wanlin & Wang, Bin, 2024. "Green bond and green stock in China: The role of economic and climate policy uncertainty," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
  7. Akihiro Omura & Adrian (Wai Kong) Cheung & Jen Je Su, 2024. "Does natural gas volatility affect Bitcoin volatility? Evidence from the HAR-RV model," Applied Economics, Taylor & Francis Journals, vol. 56(4), pages 414-425, January.

2023

  1. Joye Khoo & Adrian (Wai Kong) Cheung, 2023. "Does skilled labor risk matter to suppliers? Evidence from trade credit," The Financial Review, Eastern Finance Association, vol. 58(2), pages 423-447, May.
  2. Yan, Wan-Lin & Cheung, Adrian (Wai Kong), 2023. "The dynamic spillover effects of climate policy uncertainty and coal price on carbon price: Evidence from China," Finance Research Letters, Elsevier, vol. 53(C).
  3. Siwen Song & Adrian (Wai Kong) Cheung & Aelee Jun & Shiguang Ma, 2023. "Mandatory CSR disclosure and CEO pay performance sensitivity in China: evidence from a quasi-natural experiment," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 20(1), pages 168-191, May.
  4. Yuxiao Qu & Adrian (Wai Kong) Cheung, 2023. "Organization capital and green innovation: Evidence from China," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 30(6), pages 3043-3062, November.

2022

  1. Hasan, Mostafa Monzur & Cheung, Adrian (Wai Kong) & Marwick, Trevor, 2022. "Corporate sexual orientation equality policies and the cost of equity capital," Journal of Behavioral and Experimental Finance, Elsevier, vol. 34(C).
  2. Chen Zheng & Adrian (Wai Kong) Cheung & Tom Cronje, 2022. "The Impact of TARP Capital Infusion on Bank Liquidity Creation: Does Bank Size Matter?," International Journal of Central Banking, International Journal of Central Banking, vol. 18(2), pages 283-347, June.
  3. Lichao Lin & Adrian Cheung, 2022. "Cloud economy and its relationship with China’s economy—a capital market-based approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-22, December.

2021

  1. Mark Wong & Adrian Wai Kong Cheung & Wei Hu, 2021. "When two anomalies meet: Volume and timing effects on earnings announcements," The Financial Review, Eastern Finance Association, vol. 56(2), pages 355-380, May.
  2. Khoo, Joye & Cheung, Adrian (Wai Kong), 2021. "Does geopolitical uncertainty affect corporate financing? Evidence from MIDAS regression," Global Finance Journal, Elsevier, vol. 47(C).
  3. Cheung, Adrian (Wai Kong) & Hasan, Mostafa Monzur & Khoo, Joye, 2021. "Distracted institutional shareholders and corporate cash holdings," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 453-466.
  4. Richard Lu & Adrian (Wai Kong) Cheung & Vu T. Hoang & Sardar M. N. Islam, 2021. "Which measure of systematic risk should we use? An empirical study on systematical risk and Treynor measure using the economic index of riskiness and operational measure of riskiness," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 1739-1744, April.

2020

  1. Adrian W. K. Cheung & Hung Wan Kot & Eric F. Y. Lam & Harry K. M. Leung, 2020. "Toward understanding short‐selling activity: demand and supply," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(3), pages 2203-2230, September.
  2. Hasan, Mostafa Monzur & Cheung, Adrian (Wai Kong) & Taylor, Grantley, 2020. "Financial statement comparability and bank risk-taking," Journal of Contemporary Accounting and Economics, Elsevier, vol. 16(3).
  3. Qi Shi & Adrian (Wai Kong) Cheung & Bin Li, 2020. "Investigating linear multi-factor models in asset pricing: considerable supplemental evidence," Asia-Pacific Journal of Accounting & Economics, Taylor & Francis Journals, vol. 27(2), pages 242-260, March.

2019

  1. Sudipto Dasgupta & Erica X N Li & Dong Yan, 2019. "Inventory Behavior and Financial Constraints: Theory and Evidence," The Review of Financial Studies, Society for Financial Studies, vol. 32(3), pages 1188-1233.

2018

  1. Hasan, Mostafa Monzur & Cheung, Adrian (Wai-Kong), 2018. "Organization capital and firm life cycle," Journal of Corporate Finance, Elsevier, vol. 48(C), pages 556-578.

2017

  1. Wang, Yong & Xiang, Erwei & Cheung, Adrian (Wai Kong) & Ruan, Wenjuan & Hu, Wei, 2017. "International oil price uncertainty and corporate investment: Evidence from China's emerging and transition economy," Energy Economics, Elsevier, vol. 61(C), pages 330-339.
  2. Qi Shi & Bin Li & Adrian (Wai Kong) Cheung & Richard Chung, 2017. "Augmenting the intertemporal CAPM with inflation: Further evidence from alternative models," Australian Journal of Management, Australian School of Business, vol. 42(4), pages 653-672, November.
  3. Jen-Je Su & Adrian (Wai-Kong) Cheung & Eduardo Roca, 2017. "Quantile serial dependence in crude oil markets: evidence from improved quantilogram analysis with quantile wild bootstrapping," Applied Economics, Taylor & Francis Journals, vol. 49(29), pages 2817-2828, June.

2016

  1. Cheung, Adrian (Wai Kong), 2016. "Corporate social responsibility and corporate cash holdings," Journal of Corporate Finance, Elsevier, vol. 37(C), pages 412-430.

2015

  1. Hasan, Mostafa Monzur & Hossain, Mahmud & Cheung, Adrian (Wai-Kong) & Habib, Ahsan, 2015. "Corporate life cycle and cost of equity capital," Journal of Contemporary Accounting and Economics, Elsevier, vol. 11(1), pages 46-60.
  2. Adrian (Wai-Kong) Cheung & Eduardo Roca & Jen-Je Su, 2015. "Crypto-currency bubbles: an application of the Phillips-Shi-Yu (2013) methodology on Mt. Gox bitcoin prices," Applied Economics, Taylor & Francis Journals, vol. 47(23), pages 2348-2358, May.

2014

  1. Su, Jen-Je & Cheung, Adrian (Wai-Kong) & Roca, Eduardo, 2014. "Does Purchasing Power Parity hold? New evidence from wild-bootstrapped nonlinear unit root tests in the presence of heteroskedasticity," Economic Modelling, Elsevier, vol. 36(C), pages 161-171.

2013

  1. Cheung, Adrian (Wai Kong) & Roca, Eduardo, 2013. "The effect on price, liquidity and risk when stocks are added to and deleted from a sustainability index: Evidence from the Asia Pacific context," Journal of Asian Economics, Elsevier, vol. 24(C), pages 51-65.

2011

  1. Adrian Wai Kong Cheung, 2011. "Do Stock Investors Value Corporate Sustainability? Evidence from an Event Study," Journal of Business Ethics, Springer, vol. 99(2), pages 145-165, March.

2010

  1. Jen-je Su & Wai-kong (adrian) Cheung & Astrophel (kim) Choo, 2010. "On the power of modified Kapetanios-Snell-Shin (KSS) tests," Economics Bulletin, AccessEcon, vol. 30(3), pages 2028-2036.
  2. Cheung, Adrian Wai-kong, 2010. "Managerial ownership and performance: A commentary essay," Journal of Business Research, Elsevier, vol. 63(3), pages 292-293, March.

2006

  1. Cheung, W.K. Adrian & Wei, K.C. John, 2006. "Insider ownership and corporate performance: Evidence from the adjustment cost approach," Journal of Corporate Finance, Elsevier, vol. 12(5), pages 906-925, December.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.