Choong Tze Chua

Singapore Management University

50 Stamford Rd.

Singapore 912409, 178899

Singapore

SCHOLARLY PAPERS

3

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CROSSREF CITATIONS

12

Scholarly Papers (3)

A Dynamic Model for the Forward Curve

The Rodney L. White Center for Financial Research Working Paper No. 34-05
Number of pages: 61 Posted: 11 Nov 2005
Singapore Management University, University of Pennsylvania - Statistics Department, University of Pennsylvania - Finance Department and University of Pennsylvania - Statistics Department
Downloads 427 (70,547)

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A Dynamic Model for the Forward Curve

The Review of Financial Studies, Vol. 21, Issue 1, pp. 265-310, 2008
Posted: 26 Jun 2008
Choong Tze Chua, Dean P. Foster and Krishna Ramaswamy
Singapore Management University, University of Pennsylvania - Statistics Department and University of Pennsylvania - Finance Department

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2.

Expected Volatility, Unexpected Volatility, and the Cross-Section of Stock Returns

Journal of Financial Research, Vol. 33, No. 2, 2010
Number of pages: 35 Posted: 26 Oct 2011
Choong Tze Chua, Jeremy Goh and Zhe Zhang
Singapore Management University, Singapore Management University - Lee Kong Chian School of Business and Singapore Management University
Downloads 368 (84,788)

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Idiosyncratic volatility, unexpected volatility

3.

Effective Fair Pricing of International Mutual Funds

Number of pages: 52 Posted: 17 Mar 2005 Last Revised: 03 Jun 2012
Choong Tze Chua, Sandy Lai and Yangru Wu
Singapore Management University, University of Hong Kong and Rutgers University, Newark - School of Business - Department of Finance & Economics
Downloads 149 (206,956)
Citation 1

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Stale pricing, Fair pricing, International mutual funds, Stepwise regression