School of Accounting & Finance
Hung Hom
Kowloon
Hong Kong
Hong Kong Polytechnic University
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Equity home bias; International risk sharing; Non-equity risks; Euler equations; Consumption-based models
Exchange-rate exposure, Emerging market, International debt
Exchange rate exposure, Emerging market, International debt
International valuation ratios; Cross-sectional variance decomposition; Price-to-book ratio; Price-to-dividend ratio
Comovement, Contagions, Welfare, Time-varying Risk Aversion, Habit Persistence
Subsampling, nonstationary panel data, panel unit root, panel cointegration, cross-sectional correlation, cross-sectional cointegration, purchasing power parity, mean reversion
Style investing, Crash risks, International diversification
International Debt, Financial Intermediaries, Liability Dollarization, Sudden Stops, Asian Financial Crisis
Aggregate Investor Sentiment; Stock Return Synchronicity; Time-Series Variation; Cross-Sectional Difference
Time-varying risk preferences, habit-formation, emerging market stock returns, correlations and co-movements, financial market integration
Home bias, Local envy, Global stock market participation