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City University of Hong Kong (CityU) - Department of Economics & Finance
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Liquidity, corporate governance, shareholder activism, hedge funds, shareholder proposals, Wall Street walk, Kyle models
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corporate governance, hedge funds, Kyle models, Liquidity, shareholder activism, shareholder proposals, Wall Street walk
Credit Rating, Sovereign Credit Risk, Credit Default Swap, Systematic Risk, Eurozone Debt Crisis, Implied Credit Rating
PIN, Kyle Lambda, Information Asymmetry, Order Flow
Kyle model, insider trading, strategic trading, asymmetric information, liquidity, price impact, market depth, activism, unobservable effort, economic efficiency, continuous time
activism, continuous time, economic efficiency, Kyle model, liquidity, market depth, price impact, strategic trading
Option Pricing, Barrier Options, Volatlity Smile, Heterogeneous Beliefs, Equilibrium Model
Defaultable Term Structure, Credit Spreads, Credit Ratings
Equity Duration, Duration Transition, Term Structure of Equity Returns, Value Premium, Profitability Premium, Investment Premium
Benchmark, Risk Sharing, Incentive, Optimal Contract, Portfolio Delegation
Optimal Contract, Portfolio Delegation, Principal-Agent Model, Option-LikePay, Fund Management, Management Fee
Optimal Contract, Portfolio Delegation, Pareto Efficiency, Benchmark, Similarity
Taylor rule, Term structure, Regime-switching, MCMC
Taylor rule, term structure, regime-switching, MCMC
Speculation, Heterogeneous Beliefs, Investment, Extraneous Risk, EIS, Survivability, Housing Booms and Busts
International Finance, Asset Pricing, Exchange Rate, Heterogeneous Beliefs, Heterogeneous Preferences, Excess Volatility, Correlation of Stock Markets
Stock Volatility, Trading Volume, Heterogeneous Beliefs, Leverage Effects, Learning
Optimal monetary policy, Taylor rule, Term structure of interest rates, New Keynesian, Macroeconomic stability
Asymmetric Information, Informed Trader, Price Impact, Probability of Informed Trading, Volatility, Zakai Equation
Margin Requirements, Heterogeneous Beliefs, Stock Volatility, Leverage Effects
Heterogeneous Beliefs, Option Pricing, Equilibrium Model, Volatility Smile, Heterogeneous Preferences
Portfolio choice, Portfolio insurance, Index bonds, Bellman equation, Inflation risk
economic growth; interest rate; policymaking; policy reversals; interbank repo; term structure; volatility
JEL Classifications: G12, Implied Volatility, Return Predictability, ICAPM, Demand System
State-dependent Preferences, State-dependent Growth and Volatility, Bond and Equity Term Structures, Profitability and Value Premia, Bond and Equity Yields
