John Chi-Fong Kuong

The Chinese University of Hong Kong (CUHK) - CUHK Business School

Cheng Yu Tung Building

12 Chak Cheung Street

Shatin, N.T.

Hong Kong

SCHOLARLY PAPERS

5

DOWNLOADS

1,248

TOTAL CITATIONS
Rank 40,237

SSRN RANKINGS

Top 40,237

in Total Papers Citations

16

Scholarly Papers (5)

1.

Self-Fulfilling Fire Sales: Fragility of Collateralised Short-Term Debt Markets

INSEAD Working Paper No. 2015/37/FIN
Number of pages: 45 Posted: 08 Oct 2014 Last Revised: 13 May 2015
John Chi-Fong Kuong
The Chinese University of Hong Kong (CUHK) - CUHK Business School
Downloads 458 (136,316)
Citation 13

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Collateral, Self-fulfilling Fire sales, Repo run, Moral hazard, Optimal contract

2.
Downloads 354 (182,702)
Citation 1

Dealer Funding and Market Liquidity

Number of pages: 76 Posted: 08 Nov 2018 Last Revised: 10 Sep 2021
Max Bruche and John Chi-Fong Kuong
Humboldt University of Berlin and The Chinese University of Hong Kong (CUHK) - CUHK Business School
Downloads 348 (184,406)
Citation 1

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dealers, market liquidity, immediacy, regulation, optimal contract.

Dealer Funding and Market Liquidity

CEPR Discussion Paper No. DP16548
Number of pages: 78 Posted: 22 Sep 2021
Max Bruche and John Chi-Fong Kuong
Humboldt University of Berlin and The Chinese University of Hong Kong (CUHK) - CUHK Business School
Downloads 6 (1,356,222)
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Dealers, Immediacy, market liquidity, Optimal Contract, Regulation

3.

Monetary Policy and Fragility in Corporate Bond Mutual Funds

Journal of Financial Economics, volume 161, 2024[10.1016/j.jfineco.2024.103931]
Number of pages: 44 Posted: 04 Jun 2018 Last Revised: 23 Sep 2024
John Chi-Fong Kuong, James O'Donovan and Jinyuan Zhang
The Chinese University of Hong Kong (CUHK) - CUHK Business School, City University of Hong Kong (CityU) and UCLA Anderson School of Management
Downloads 221 (297,095)

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monetary policy, corporate bond mutual funds, fund redemption, financial fragility, market liquidity

4.

Securitization and Optimal Foreclosure

Journal of Financial Intermediation, Forthcoming
Number of pages: 39 Posted: 20 Oct 2020
John Chi-Fong Kuong and Jing Zeng
The Chinese University of Hong Kong (CUHK) - CUHK Business School and University of Bonn
Downloads 116 (515,910)

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mortgage, securitization, foreclosure, adverse selection, screening

5.

Servicing Securitisation through Excessive Foreclosure

INSEAD Working Paper No. 2016/66/FIN
Number of pages: 50 Posted: 21 Sep 2015 Last Revised: 06 Aug 2020
John Chi-Fong Kuong and Jing Zeng
The Chinese University of Hong Kong (CUHK) - CUHK Business School and University of Bonn
Downloads 99 (579,601)
Citation 2

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Security Design, Mortgage-backed Securities, Mortgage Foreclosure, Mortgage Servicers, Asymmetric Information, Commitment

Other Papers (1)

Total Downloads: 23
1.

Agency Frictions, Dealer Funding, and Market Liquidity

Number of pages: 50 Posted: 01 Oct 2018 Last Revised: 09 Nov 2018
Max Bruche and John Chi-Fong Kuong
Humboldt University of Berlin and The Chinese University of Hong Kong (CUHK) - CUHK Business School
Downloads 23

Abstract:

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dealers, market-making, asset liquidity, moral hazard, regulation