Hung-Gay Fung

University of Missouri at Saint Louis - College of Business Administration

Professor

One University Blvd.

487 SSB

St. Louis, MO 63121

United States

SCHOLARLY PAPERS

21

DOWNLOADS
Rank 25,958

SSRN RANKINGS

Top 25,958

in Total Papers Downloads

3,575

SSRN CITATIONS
Rank 21,366

SSRN RANKINGS

Top 21,366

in Total Papers Citations

10

CROSSREF CITATIONS

47

Scholarly Papers (21)

1.

Are the U.S. Stock Market and Credit Default Swap Market Related? Evidence from the CDX Indices

Journal of Alternative Investments, Summer 2008
Number of pages: 47 Posted: 07 Jul 2008 Last Revised: 02 Nov 2009
Hung-Gay Fung, Gregory E Sierra, Jot Yau and Gaiyan Zhang
University of Missouri at Saint Louis - College of Business Administration, Southern Illinois University Edwardsville, Seattle University and University of Missouri at St. Louis - College of Business Administration
Downloads 873 (49,814)
Citation 7

Abstract:

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credit default swap (CDS) index, information efficiency, price discovery

2.

The Chinese Offshore Renminbi-Denominated Bonds: Dim Sum Bonds

Number of pages: 24 Posted: 10 Jun 2012
Hung-Gay Fung, Derrick Tzau and Jot Yau
University of Missouri at Saint Louis - College of Business Administration, affiliation not provided to SSRN and Seattle University
Downloads 654 (73,070)
Citation 2

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RMB internationalization, dim sum bonds, off-shore RMB-denominated bonds

3.

Do Credit Default Swaps Predict Currency Values?

Applied Financial Economics, Forthcoming
Number of pages: 44 Posted: 01 Nov 2009
Gaiyan Zhang, Jot Yau and Hung-Gay Fung
University of Missouri at St. Louis - College of Business Administration, Seattle University and University of Missouri at Saint Louis - College of Business Administration
Downloads 416 (126,884)

Abstract:

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Credit default Swaps, foreign exchange rates, lead-lag relationship, carry trade

4.

On the Relationship between Asian Sovereign Credit Default Swap Markets and Equity Markets

Journal of Asian Business Studies, Forthcoming
Number of pages: 31 Posted: 01 Nov 2009
Kam C. Chan, Hung-Gay Fung and Gaiyan Zhang
Western Kentucky University - Department of Accounting and Finance, University of Missouri at Saint Louis - College of Business Administration and University of Missouri at St. Louis - College of Business Administration
Downloads 354 (151,970)
Citation 1

Abstract:

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Sovereign credit default swaps, capital structure arbitrage, price discovery, feedback effect

5.

On the Imbalances between the Real Estate Market and Stock Markets in China

Chinese Economy, Vol. 2, 2006
Number of pages: 22 Posted: 01 Nov 2009
Gaiyan Zhang and Hung-Gay Fung
University of Missouri at St. Louis - College of Business Administration and University of Missouri at Saint Louis - College of Business Administration
Downloads 333 (162,400)

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China, Real estate market, stock market, granger-causality, financial development

6.

The Chinese Offshore Renminbi Currency and Bond Markets: The Role of Hong Kong

China and World Economy, Vol. 20, No. 3, 2012, 107-122
Number of pages: 23 Posted: 05 Apr 2012 Last Revised: 12 Jun 2012
Hung-Gay Fung and Jot Yau
University of Missouri at Saint Louis - College of Business Administration and Seattle University
Downloads 289 (188,573)

Abstract:

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dim sum bonds, FDI, offshore market, reserve currency, RMB

7.

Market Impediments, Trade, and Foreign Direct Investment: Evidence from China's Round-Tripping

Number of pages: 43 Posted: 20 Mar 2007
Hung-Gay Fung, Jot Yau and Gaiyan Zhang
University of Missouri at Saint Louis - College of Business Administration, Seattle University and University of Missouri at St. Louis - College of Business Administration
Downloads 238 (229,107)
Citation 1

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Trade flows, foreign direct investment, round-tripping, regulatory arbitrage

8.

Advances in International Investments: Traditional and Alternative Approaches

H. Fung, X. Xu, J. Yau, ADVANCES IN INTERNATIONAL INVESTMENTS: TRADITIONAL AND ALTERNATIVE APPROACHES, World Scientific, 2008
Number of pages: 2 Posted: 09 Sep 2009 Last Revised: 19 Sep 2009
Hung-Gay Fung, Xiaoqing Eleanor Xu and Jot Yau
University of Missouri at Saint Louis - College of Business Administration, Seton Hall University and Seattle University
Downloads 156 (335,021)

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Global Investment, Traditional and Alternative Investments, Equity Investments, Fixed Income Investments, Portfolio Management, Derivatives, Risk Management

9.
Downloads 69 (586,560)

Perk Consumption and CEO Turnover

Number of pages: 66 Posted: 26 Sep 2022
Yifan Zhan, Hung-Gay Fung and Wai Leung
University of Nottingham, Ningbo - University of Nottingham Ningbo China, University of Missouri at Saint Louis - College of Business Administration and University of Nottingham, Ningbo - University of Nottingham Ningbo China
Downloads 39 (776,524)

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forced CEO turnover, excess perks, momentum losers and momentum winners, board characteristics, CEO self-discipline

Perk Consumption and CEO Turnover

Number of pages: 63 Posted: 08 Jul 2022
Wai Leung, Yifan Zhan and Hung-Gay Fung
University of Nottingham, Ningbo - University of Nottingham Ningbo China, University of Nottingham, Ningbo - University of Nottingham Ningbo China and University of Missouri at Saint Louis - College of Business Administration
Downloads 30 (849,381)

Abstract:

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forced CEO turnover, excess perks, momentum losers and momentum winners, board characteristics, CEO self-discipline

10.

Information Flows between Eurodollar Spot and Futures Markets

Multinational Finance Journal, Vol. 1, No. 4, p. 255-271, 1997
Number of pages: 17 Posted: 17 Jul 2015
Yin-Wong Cheung and Hung-Gay Fung
University of California, Santa Cruz - Department of Economics and University of Missouri at Saint Louis - College of Business Administration
Downloads 66 (600,447)

Abstract:

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Granger causality; cointegration; Eurodollar spot and futures interest rates; information flow

11.

Challenges of the Green Credit Policy to the Highly Polluting Firms in China: Evidence from a Quasi-Natural Experiment

Number of pages: 46 Posted: 26 May 2022
Hong-min Jin, Hung-Gay Fung and Lu Wang
Southwest Jiaotong University, University of Missouri at Saint Louis - College of Business Administration and Southwest Jiaotong University
Downloads 41 (742,587)

Abstract:

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Default risk, Green credit policy, Highly polluting firms, Stock price crash risk

12.

Do Trading Rules Based Upon Winners and Losers Work Across Markets? Evidence from the Pacific Basin and U.S. Markets

Multinational Finance Journal, Vol. 3, No. 1, p. 41-70, 1999
Number of pages: 30 Posted: 17 Jul 2015
Hung-Gay Fung, Wai K. Leung and Gary A. Patterson
University of Missouri at Saint Louis - College of Business Administration, The University of Hong Kong and University of South Florida
Downloads 34 (793,294)
Citation 1

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Pacific Basin and U.S. stock markets; trading rules; transaction costs

13.

Corporate Risk-Taking and Digital Economy: Evidence from China

Number of pages: 40 Posted: 18 Nov 2022
Peng Qiao, Yidan Xiu, Hung-Gay Fung and Chen Wang
Kunming University of Science and Technology, Kunming University of Science and Technology, University of Missouri at Saint Louis - College of Business Administration and Kunming University of Science and Technology
Downloads 24 (876,232)

Abstract:

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risk-taking, digital economy, trade credit, marketization, product market competition, state ownership

14.

Corporate Green Innovation in a Digital Economy

Number of pages: 48 Posted: 29 Jul 2023
Peng Qiao, Siting Liu, Hung-Gay Fung and Chen Wang
Kunming University of Science and Technology, Kunming University of Science and Technology, University of Missouri at Saint Louis - College of Business Administration and Kunming University of Science and Technology
Downloads 19 (923,382)

Abstract:

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green innovation, digital economy, digitalization;financial constraints.

15.

Can a CEO Be Protected by the Firm's Geographic and Institutional Dispersions?

Number of pages: 67 Posted: 29 Nov 2023
Yifan Zhan, Hung-Gay Fung and Wai Leung
University of Nottingham, Ningbo - University of Nottingham Ningbo China, University of Missouri at Saint Louis - College of Business Administration and University of Nottingham, Ningbo - University of Nottingham Ningbo China
Downloads 9 (1,021,758)

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Digital transformation, forced CEO turnover, geographic and institutional dispersions, information asymmetry.

16.

What Drives the Cash Dividend Policy of the Poorly Performing Firms in Hong Kong?

Review of Pacific Basin Financial Markets and Policies, Vol. 11, Issue 3, pp. 347-361, 2008
Posted: 21 Oct 2009
Louis T. W. Cheng, Hung-Gay Fung and T.Y. Leung
The Hang Seng University of Hong Kong - Department of Economics and Finance, University of Missouri at Saint Louis - College of Business Administration and Hong Kong Shue Yan College

Abstract:

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corporate governance, maturity, poor earnings, cash dividends

17.

China's Exchange Traded Fund: Is There a Trading Place Bias?

Review of Pacific Basin Financial Markets and Policies, Vol. 11, Issue 1, pp. 61-74, 2008
Posted: 14 Oct 2009
Louis T. W. Cheng, Hung-Gay Fung and Yiuman Tse
The Hang Seng University of Hong Kong - Department of Economics and Finance, University of Missouri at Saint Louis - College of Business Administration and University of Texas at San Antonio - College of Business

Abstract:

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Exchange traded funds, China market, Granger causality tests, EGARCH model

18.

The Dynamic Impact of Macro Shocks on Insurance Premiums

Journal of Financial Services Research, Vol. 35, No. 3, 2009
Posted: 05 Jun 2009
Feng Guo, Hung-Gay Fung and Ying Sophie Huang
Institute of International Finance, University of Missouri at Saint Louis - College of Business Administration and Zhejiang University, School of Management

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Insurance premiums, Structural shocks, Vector error correction model

19.

Global Hedge Funds: Risk, Return, and Market Timing

Posted: 26 Mar 2003
Hung-Gay Fung, Xiaoqing Eleanor Xu and Jot Yau
University of Missouri at Saint Louis - College of Business Administration, Seton Hall University and Seattle University

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Alternative Investments: Hedge funds, Performance Measurement and evaluation: Performance measurement

20.

Segmentation of the a and B Share Chinese Equity Markets

Posted: 25 Sep 1999
Hung-Gay Fung, Wai Lee and Wai Kin Leung
University of Missouri at Saint Louis - College of Business Administration, affiliation not provided to SSRN and The Chinese University of Hong Kong (CUHK) - School of Hotel and Tourism Management

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21.

Factors Affecting Foreign Investor Choice in Types of U.S. Real Estate

Posted: 06 Dec 1998
Deborah Ford, Hung-Gay Fung and Daniel A. Gerlowski
University of Baltimore - Division of Economics, Finance and Management Science, University of Missouri at Saint Louis - College of Business Administration and University of Baltimore

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