Pok Fu Lam Road
Hong Kong
HKU, Faculty of Business and Economics
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financial development; innovation; external finance dependence; high-tech intensiveness
Innovation, Policy uncertainty, Policy, Political party
asset growth effect, investment-based asset pricing, international capital market
asset growth effect, international stock markets
Strategic disclosure, international financial markets, ADR cross-listing, return-news decomposition, panel VAR
sparse inverse covariance matrix, hedging relationships, mean variance optimizer
R&D; Cross-section of stock returns; Innovation
Loglinearization, Currency Market Return, Forward Premium Puzzle, Trading Strategy
Google search volume, investor attention, volatility, option trading, option pricing
prospective interest rate differential, currency risk premium, Beveridge-Nelson decomposition
Predictors, anomalies, mispricing, analysts, market efficiency, real-time, point-in-time, arbitrage costs, IPCA, instrumented principal components analysis
variance risk premium, option returns
Financial development, Economic growth volatility, Granger causality
Kronecker product; Matrix sub-Gaussian distribution; Portfolio construction; Testing of non-correlation; One-sample and two-sample
G14, G15, F30