Scott Fung

California State University, East Bay

Assistant Professor

25800 Carlos Bee Boulevard

Hayward, CA 94542

United States

SCHOLARLY PAPERS

6

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Scholarly Papers (6)

1.

REIT Stock Market Volatility and Expected Returns

Real Estate Economics, Vol. 44, Issue 4, pp. 968-995, 2016
Number of pages: 28 Posted: 13 Oct 2016
Griffith University - Department of Accounting, Finance and Economics, California State University, East Bay, DePaul University and California State University, East Bay
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2.

Alpha-Beta-Churn of Equity Picks by Institutional Investors and the Robust Superiority of Hedge Funds

Review of Quantitative Finance and Accounting, Vol. 42, No. 2, 2015
Posted: 16 Aug 2015
Richard Chung, Scott Fung and Jayendu Patel
Griffith University - Department of Accounting, Finance and Economics, California State University, East Bay and Harvard University - Harvard Kennedy School (HKS)

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Hedge Funds; Asset Pricing

3.

REIT Stock Market Volatility and Expected Returns

Real Estate Economics, Forthcoming
Posted: 08 Jan 2015
The Hong Kong Polytechnic University, California State University, East Bay, DePaul University and California State University, East Bay - Department of Management

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implied volatility, REIT stock returns, financial distress, financial crisis

4.

Institutional Investors and Firm Efficiency of Real Estate Investment Trusts

Journal of Real Estate Finance and Economics, Vol. 45, No. 1, 2012
Posted: 08 Jul 2012
Richard Chung, Scott Fung and Kathy Hung
The Hong Kong Polytechnic University, California State University, East Bay and California State University, East Bay

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Institutional investors, Corporate governance, Stochastic frontier analysis, REITs

5.

What Determines Stock Price Synchronicity in REITs?

Journal of Real Estate Finance and Economics, Vol. 43, No. 1, 2011
Posted: 02 Apr 2011
The Hong Kong Polytechnic University, California State University, East Bay, DePaul University and California State University, East Bay - Department of Management

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Asset pricing, Synchronicity, Hedge funds, and other private financial institutions

6.

REIT Resiliency and Corporate Governance

46th Annual AREUEA Conference Paper
Posted: 01 Dec 2010
DePaul University, The Hong Kong Polytechnic University, California State University, East Bay and California State University, East Bay - Department of Management

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Other Papers (1)

Total Downloads: 24
1.

The Retention Consequences of Caps on Executive Compensation During Financial Crises

Number of pages: 32 Posted: 15 Mar 2010
Jed DeVaro and Scott Fung
California State University, East Bay and California State University, East Bay
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Executive Compensation, Retention, Corporate Bailouts, Financially Distressed Firms