Finance Journals with more than 3 HKUST publications
(Authors in bold are affiliated with HKUST at the time of publication)

• Economics Letters

• International Economic Review

• International Review of Finance

• Journal of Banking & Finance

• Journal of Business

• Journal of Corporate Finance

• Journal of Empirical Finance

• Journal of Finance

• Journal of Financial and Quantitative Analysis

• Journal of Financial Economics

• Journal of Financial Intermediation

• Journal of Financial Markets

• Journal of Financial Research

• Journal of International Money and Finance

• Management Science

• Pacific-Basin Finance Journal

• Review of Financial Studies

• Review of Quantitative Finance and Accounting

• Others
  

Mark S. Seasholes and C. Liu, Trading Imbalances and the Law of One Price, Economics Letters, 112, 132-134.

Sudipto Dasgupta and Parimal Bag, Strategic R&D Success Announcements, Economics Letters 47, 17-26, 1995.

Stephen W. Pruitt, and K.C. John Wei, 1992, Currency futures market responses to U.S. and Japanese bilateral merchandise balance of trade announcements: 1976 to 1991, Economics Letters 39, 455-660.

Stephen W. Pruitt, and K.C. John Wei, 1991, Stock market responses to U.S. and Japanese bilateral merchandise balance of trade announcements: 1976-1987, Economics Letters 37, 165-171.

Sudipto Dasgupta and Zhigang Tao, Bargaining, Bonding, and Partial Ownership, International Economic Review 41, 609-635, 2000.

Sudipto Dasgupta and Kunal Sengupta, Sunk Investment, Bargaining, and Choice of Capital Structure, International Economic Review 34, 203-220, 1993.

Sudipto Dasgupta, Competition for Procurement Contracts and Underinvestment, International Economic Review 31, 841-65, 1990.

Goyal, Vidhan K., Alessandro Nova, and Laura Zanetti, 2011, Capital Market Access and Financing of Private Firms, International Review of Finance 11, 155-179.

Sheridan Titman, K.C. John Wei and Feixue Xie, 2009, Capital investments and stock returns in Japan, International Review of Finance, Vol. 9, Issue 1-2, pp. 111-131, March/June 2009

Sudipto Dasgupta and Chang Yuk Ying, What Explains Cross-Country Differences in Industry Growth Rates: Trade, development and Finance,  International Review of Finance 3, 105-129, 2002.

Yu-Jane Liu, K.C. John Wei, and Gwohorng Liaw, 2001, On the demand elasticity of initial public offerings: An analysis of discriminatory auctions, International Review of Finance 2, 151-178.

Evrim Akdoğu and Peter MacKay, 2012, Product markets and corporate investment: Theory and evidence, Journal of Banking and Finance, 36 (2012) 439–453.

Steven X. Wei and Chu Zhang, 2005, Idiosyncratic risk does not matter: A re-examination of the relationship between average returns and average volatilities, Journal of Banking & Finance, Vol 29 (3), 603-621

Tim René Adam, 2002, Risk management and the credit risk premium, Journal of Banking & Finance, Vol 26 (2-3), 243-269

Jin-Chuan Duan and Hua Zhang, 2001, Pricing Hang Seng Index options around the Asian financial crisis – A GARCH approach, Journal of Banking & Finance, Vol 25 (11), 1989-2014

Yue-cheong Chan and K. C. John Wei, 2001, Price and volume effects associated with derivative warrant issuance on the Stock Exchange of Hong Kong, Journal of Banking & Finance, Vol 25 (8), 1401-1426

Qian Sun and Wilson H. S. Tong, 2000, The effect of market segmentation on stock prices: The China syndrome, Journal of Banking & Finance, Vol 24 (12), 1875-1902

Richard A. Brealey and Sabrina Kwan, 1999, Personal taxes and the time variation of stock returns – evidence from the UK, Journal of Banking & Finance, Vol 23 (11), 1557-1577

Jin-Chuan Duan and Min-Teh Yu, 1999, Capital standard, forbearance and deposit insurance pricing under GARCH, Journal of Banking & Finance, Vol 23 (11), 1691-1706

K. C. Chan, Wai-Ming Fong, Bong-Chan Kho and RenéM. Stulz, 1996, Information, trading and stock returns: Lessons from dually-listed securities, Journal of Banking & Finance, Vol 20 (7), 1161-1187

Chang Eric C., Moon-Whoan Rhee and Kit Pong Wong, 1995, A note on the spread between the rates of fixed and variable rate loans, Journal of Banking & Finance, Vol 19 (8), 1479-1487

Lynn Pi and with Stephen Timme, 1993, Corporate Control and Bank Efficiency, Journal of Banking and Finance, v17 (2/3), p.515-530.

Journal of Business

Hameed, Allaudeen and Yuanto Kusnadi, 2006, Stock Return Cross-Autocorrelations and Market Conditions in Japan, Journal of Business, Vol. 79 (6), 3029-3056

Kee-Hong Bae, Chanwoo Lim and K. C. John Wei, 2006, Corporate Governance and Conditional Skewness in the World's Stock Markets. Journal of Business, Vol. 79 (6), 2999-3028

Nengjiu Ju and Hui Ou-Yang, 2006, Capital Structure, Debt Maturity, and Stochastic Interest Rates, Journal of Business, Vol. 79 (5), 2469-2502

Ying Zhao, 2006, Price Dispersion in the Grocery Market, Journal of Business, Vol. 79 (3), 1175-1192

Sok-Hyon Kang, Kumar, Praveen and Hyunkoo Lee, 2006, Agency and Corporate Investment: The Role of Executive Compensation and Corporate Governance, Journal of Business, Vol. 79 (3), 1127-1147

Joseph P. H. Fan and Vidhan K. Goyal, 2006, On the Patterns and Wealth Effects of Vertical Mergers, Journal of Business, Vol.79 (2), 877-902

Wei, Steven X. and Chu Zhang, 2006, Why Did Individual Stocks Become More Volatile?, Journal of Business, Vol. 79 (1), 259-292

Gurdip Bakshi and Nengjiu Ju, 2005, A Refinement to Aït-Sahalia's (2002) Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-Form Approximation Approach, Journal of Business, Vol.78 (5), 2037-2052

Timothy K. Chue, 2005, Conditional Market Comovements, Welfare, and Contagions: The Role of Time-Varying Risk Aversion, Journal of Business, Vol.78 (3), 949-968

Geert Bekaert, Campbell R. Harvey, and Angela Ng, 2005, Market Integration and Contagion, Journal of Business, Vol.78 (1), 39-70

S. Viswanathan and James J. D. Wang, 2004, Inter-Dealer Trading in Financial Markets, Journal of Business, Vol.77 (4), 987-1040

Vidhan K. Goyal and Takeshi Yamada, 2004, Asset Price Shocks, Financial Constraints, and Investment: Evidence from Japan, Journal of Business, Vol.77 (1), 175-199

Joseph P. H. Fan and Larry H. P. Lang, 2000, The Measurement of Relatedness: An Application to Corporate Diversification, Journal of Business, Vol.73 (4), 629-660

Nai-fu Chen and Feng Zhang, 1998, Risk and Return of Value Stocks, Journal of Business, Vol.71 (4), 501-535

K. C. Chan, William G. Christie and Paul H. Schultz, 1995, Market Structure and the Intraday Pattern of Bid-Ask Spreads for NASDAQ Securities, Journal of Business, Vol.68 (1), 35-60

Eric C. Chang,Prem C. Jain and  Peter R. Locke, 1995, Standard & Poor's 500 Index Futures Volatility and Price Changes Around the New York Stock Exchange Close, Journal of Business, Vol.68 (1), 61-84

Mark Grinblatt and Sheridan Titman, 1993, Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns, Journal of Business, Vol.66 (1), 47-68

Carolyn Carroll and K.C. John Wei, 1988, Risk, return, and equilibrium: An extension, Journal of Business 61, 485-499.

Journal of Corporate Finance

Laura Xiaolei LIU, 2009, Historical market-to-book in a partial adjustment model of leverage, Journal of Corporate Finance 15, 602-612.

Chen, Kevin C.W., Zhihong Chen, and K.C. John Wei, 2009, Legal protection of investors, corporate governance, and the cost of equity capital, Journal of Corporate Finance 15, 273-289 (lead article).

Journal of Empirical Finance

Yan He, Junbo Wang, and K.C. John Wei, 2011, “Do bond rating changes affect information risk of stock trading? Journal of Empirical Finance 18, 103-116.

Zhang, C., 2009, On the explanatory power of firm-specific variables in cross-sections of expected returns, Journal of Empirical Finance, 16, 306-317.

Pin-Huang Chou, K.C. John Wei, and Huimin Chung, 2007, Sources of contrarian profits in the Japanese market, Journal of Empirical Finance 14, 261-286 (lead article).

Steven X. Wei, 2002, A censored–GARCH model of asset returns with price limits, Journal of Empirical Finance, Vol 9 (2), 197-223

Jin-Chuan Duan and Jean-Guy Simonato, 2002, Maximum likelihood estimation of deposit insurance value with interest rate risk, Journal of Empirical Finance, Vol 9 (1),109-132

Yin-Wong Cheung and Lilian K. Ng, 1998, International evidence on the stock market and aggregate economic activity, Journal of Empirical Finance, Vol 5 (3), 281-296

Mark S. Seasholes and N. Zhu, 2010, Individual Investors and Local Bias, Journal of Finance, 65(5) October, 1987-2011.

Chui, Andy C.W., Sheridan Titman, and K.C. John Wei, 2010, Individualism and momentum around the world, Journal of Finance 65, 361-392.

Kee-Hong Bae and Vidhan Goyal, 2009, Creditor rights, Enforcement and Bank Loans, Journal of Finance, 64, 823-860.

Sudipto Dasgupta and Xin Chang, Target Behavior and Financing: How Conclusive is the Evidence? 2009, Journal of Finance 64 (4), 1767-1796(30).

Ilona Babenko and Yuri Tserlukevich, Analyzing the Tax Benefits from Employee Stock Options, Journal of Finance, Volume 64: Issue 4, August 2009, 1797-1825

Ilona Babenko, 2009, Share Repurchases and Pay-Performance Sensitivity of Employee Compensation Contracts, Journal of Finance 64, p. 117-151.

Sophie X. Ni, Jun Pan, and Allen M. Poteshman, 2008, Volatility Information Trading in Option Market, Journal of Finance 63, 1059 - 1091

Shantanu Banerjee, Sudipto Dasgupta and Yungsan Kim, 2008, Buyer-Supplier Relationships and the Stakeholder Theory of Capital Structure, Journal of Finance 63 (5), 2507-2552

Kalok Chan, Albert J. Menkveld and Zhishu Yang, 2008, Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount, Journal of Finance, 159-196

Joshua Pollet and Mungo Wilson, 2008, How Does Size Affect Mutual Fund Behavior? Journal of Finance, Vol 63 (6), 2941-2969

Tim Adam, Sudipto Dasgupta and Sheridan Titman, 2007, Financial Constraints, Competition, and Hedging in Industry Equilibrium, Journal of Finance, Vol 62 (5), 2445 - 2473

Peter Mackay and Sara Moeller, 2007, The Value of Corporate Risk Management, Journal of Finance, Vol 62(3), 1379-141

Sudipto Dasgupta, Chang Xin and Gilles Hilary, 2006, Analyst Coverage and Financing Decisions,  Journal of Finance, Vol 61 (6), 3009-3048.

Kalok Chan, Vicentiu Covrig, and Lilian Ng, 2005, What determines the domestic bias and foreign bias? Evidence from mutual fund equity allocations worldwide, Journal of Finance, Vol 60 (3), 1495-1534

Thomas J. George and Chuan-yang Hwang, 2004, The 52-Week High and Momentum Investing, Journal of Finance, Vol 59(5), 2145- 2176

Chan, Kalok, Hameed, Allaudeen and Ting Lau, Sie, 2003, What if Trading Location Is Different from Business Location? Evidence from the Jardine Group, Journal of Finance 58 (3), 1221-1246

Claessens, Stijn, Djankov, Simeon, Fan, Joseph P. H. and Lang, Larry H. P, 2002, Disentangling the Incentive and Entrenchment Effects of Large Shareholdings, Journal of Finance 57 (6), 2741-2771

Kent Daniel, Sheridan Titman  and K.C. John Wei, 2001, Explaining the Cross-Section of Stock Returns in Japan: Factors or Characteristics? Journal of Finance 56 (2), 743-766

Ahn, Hee-Joon, Bae, Kee-Hong and Chan, Kalok, 2001, Limit Orders, Depth, and Volatility: Evidence from the Stock Exchange of Hong Kong, Journal of Finance 56 (2), 767-788

Bailey, Warren, Chan, Kalok and Chung, Y. Peter, 2000, Depositary Receipts, Country Funds, and the Peso Crash: The Intraday Evidence, Journal of Finance 55 (6), 2693-2717

Park, Cheol, 2000, Monitoring and Structure of Debt Contracts, Journal of Finance 55 (5), 2157-2195

Kang, Jun-Koo, Shivdasani, Anil and Yamada, Takeshi, 2000, The Effect of Bank Relations on Investment Decisions: An Investigation of Japanese Takeover Bids, Journal of Finance 55 (5), 2197-2218.

Kan, Raymond and Zhang, Chu, 1999, Two-Pass Tests of Asset Pricing Models with Useless Factors, Journal of Finance 54 (1), 203-235

He, Jia and Ng, Lilian K, 1998, The Foreign Exchange Exposure of Japanese Multinational Corporations, Journal of Finance 53 (2), 733-753

Ravi Jagannathan and Zhenyu Wang, 1996, The Conditional CAPM and the Cross-Section of Expected Returns, Journal of Finance 51 (1), 3-53

K. C. Chan, Silverio Foresi, Larry H. P. Lang, 1996, Does Money Explain Asset Returns? Theory and Empirical Analysis, Journal of Finance 51 (1), 345-361

Nai-fu Chen, Charles J. Cuny and Robert A. Haugen, 1995, Stock Volatility and the Levels of the Basis and Open Interest in Futures Contracts, Journal of Finance 50 (1), 281-300

Tim Opler and Sheridan Titman, 1993, The Determinants of Leveraged Buyout Activity: Free Cash Flow vs. Financial Distress Costs, Journal of Finance 48 (5), 1985-1999

Nai-Fu Chen, Raymond Kan and Merton H. Miller, 1993, Are the Discounts on Closed-End Funds a Sentiment Index?, Journal of Finance 48 (2), 795-800

Narasimhan Jegadeesh and Sheridan Titman, 1993, Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency, Journal of Finance 48 (1), 65-91

Mark Grinblatt and Sheridan Titman, 1992, The Persistence of Mutual Fund Performance, Journal of Finance 47 (5), 1977-1984

K. C. Chan and Nai-Fu Chen, 1991, Structural and Return Characteristics of Small and Large Firms, Journal of Finance 46 (4), 1467-1484

Nai-Fu Chen, 1991, Financial Investment Opportunities and the Macroeconomy, Journal of Finance 46 (2), 529-554

Stephen W. Pruitt and K.C. John Wei, 1989, Institutional ownership and changes in the S&P 500, Journal of Finance 44, 509-513.

K.C. John Wei, 1988, An asset-pricing theory unifying the CAPM and APT, Journal of Finance 43, 881-892.

Stephen Sears and K.C. John Wei, 1985, Asset pricing, higher moments and the market risk premium: A note, Journal of Finance 40, 1251-1253.

Du Du, General Equilibrium Pricing of options with habit formation and event risks, Journal of Financial Economics, Volume 99, Issue 2, February 2011, Pages 400-426.

Bang Dang Nguyen and Kasper Meisner Nielsen, The Value of Independent Directors: Evidence from Sudden Deaths, Journal of Financial Economics, Volume 98, Issue 3, December 2010, Pages 550-567.

Joshua Pollet and Mung Wilson, 2010, Average correlation and stock market returns, Journal of Financial Economics, vol. 96, issue 3, pages 364-380.

Jie Gan, 2007, Collateral, Debt Capacity, and Corporate Investment: Evidence from a Natural Experiment, Journal of Financial Economics 85, 709-734

Gurdip Bakshi, Nengjiu Ju and Hui Ou-Yang, 2006, Estimation of continuous-time models with an application to equity volatility dynamics, Journal of Financial Economics 82 (1), 227-249

Antonio E. Bernardo, Jiang Luo and James J.D. Wang, 2006, A theory of socialistic internal capital markets, Journal of Financial Economics 80 (3), 485-509

Kalok Chan and Allaudeen Hameed, 2006, Stock Price Synchronicity and Analyst Coverage in Emerging Markets, Journal of Financial Economics 80, 115-147.

Sophie Xiaoyan Ni, Neil D. Pearson, and Allen M. Poteshman, 2005, Stock Price Clustering on Option Expiration Dates, Journal of Financial Economics 78, 49–87.

Yi-Lin Wu, 2004, The choice of equity-selling mechanisms, Journal of Financial Economics 74, 93-119

Jie Gan, 2004, Banking market structure and financial stability: Evidence from the Texas real estate crisis in the 1980s, Journal of Financial Economics 73, 567-601

Kee-Hong Bae, Kalok Chan and Angela Ng, 2004, Investibility and return volatility, Journal of Financial Economics 71, 239-263

François Degeorge, Dirk Jenter and Alberto Moel, and Peter Tufano, 2004, Selling company shares to reluctant employees: France Telecom's experience, Journal of Financial Economics 71, 169-202

Murray Z. Frank, and Vidhan K. Goyal, 2003, Testing the pecking order theory of capital structure, Journal of Financial Economics 67, 217-248

John Y. Campbell, Yeung Lewis Chan, and Luis M. Viceirac, 2003, A multivariate model of strategic asset allocation, Journal of Financial Economics 67, 41-80

Kee-Hong Bae, Jun-Koo Kang, and Chan-Woo Lim, 2002, The value of durable bank relationships: evidence from Korean banking shocks, Journal of Financial Economics 64, 181-214

Vidhan K. Goyal, Kenneth Lehn, and Stanko Racic, 2002, Growth opportunities and corporate debt policy: the case of the U.S. defense industry, Journal of Financial Economics 64, 35-59

Antonio E. Bernardo, Hongbin Cai and Jiang Luo, 2001, Capital budgeting and compensation with asymmetric information and moral hazard, Journal of Financial Economics 61, 311-344

Kalok Chan and Wai-Ming Fong, 2000, Trade size, order imbalance, and the volatility–volume relation, Journal of Financial Economics 57, 247-273

Raymond Kan and Chu Zhang, 1999, GMM tests of stochastic discount factor models with useless factors, Journal of Financial Economics 54, 103-127

Sudipto Dasgupta and Kunal Sengupta, 2007, Corporate Liquidity, Investment and Financial Constraints: Implications from a Multi-Period Model, Journal of Financial Intermediation 16, 151-174 (lead article).

Vidhan K. Goyal, 2005, Market discipline of bank risk: Evidence from subordinated debt contracts, Journal of Financial Intermediation, Vol 14(3), 318-350

Sudipto Dasgupta and Kevin Tsui, 2003, A "matching auction" for targets with heterogeneous bidders, Journal of Financial Intermediation, Vol 12(4), Pages 331-364

Jhinyoung Shin, 1996, The Optimal Regulation of Insider Trading, Journal of Financial Intermediation, Vol 5(1), Pages 49-73

Tim S. Campbell, Yuk-Shee Chan and Anthony M. Marino, 1992, An incentive-based theory of bank regulation, Journal of Financial Intermediation, Vol 2(3), Pages 255-276

Journal of Financial Markets

Kalok Chan, Albert J. Menkveld and Zhishu Yang, Are Domestic Investors Better Informed than Foreign Investors? Evidence from the Perfectly Segmented Market in China, Journal of Financial Markets, 10(4), 391-415.

Andy C. W. Chui, Sheridan Titman and K. C. John Wei, 2003, Intra-industry momentum: the case of REITs, Journal of Financial Markets, Vol 6(3), 363-387

Ranjan D'Mello, Stephen P. Ferris and Chuan Yang Hwang, 2003, The tax-loss selling hypothesis, market liquidity, and price pressure around the turn-of-the-year, Journal of Financial Markets, Vol 6(1), 73-98

Thomas J. George and Chuan-Yang Hwang, 1998, Endogenous market statistics and security pricing: An empirical investigation, Journal of Financial Markets, Vol 1(3-4), 285-319

Adam, Tim and Vidhan K. Goyal, 2008, Investment opportunity set and its proxy variables: Theory and evidence, Journal of Financial Research 31, 41-63.

Kalok Chan, Yue-Cheong Chan and Wai-Ming Fong, 2004, Free Float and Market Liquidity: Evidence from Hong Kong Government’s Intervention,  Journal of Financial Research, Vol 27, 179-197.

K.C. John Wei, Cheng F. Lee, and Alice Lee, 1999, Linear conditional expectation, return distributions and capital asset pricing theories, Journal of Financial Research 22, 471-487. 

K.C. John Wei and Stanley R. Stansell, 1991, Benchmark error and the small firm effect: A revisit, Journal of Financial Research 14, 359-369.

Sébastien Michenaudc and Bruno Solnik, 2008, Optimal Currency Hedging: a Regret Theoretic Approach, Journal of International Money and Finance, 677-694

Angela Ng, 2000, Volatility spillover effects from Japan and the US to the Pacific–Basin, Journal of International Money and Finance, Vol19 (2), Pages 207-233

Pacific-Basin Finance Journal

Junbo Wang, K.C. John Wei and Stephen W. Pruitt, 2006, An analysis of the share price and accounting performance of rights offerings in China, Pacific-Basin Finance Journal, Vol 14 (1), Pages 49-72

Y.T. Mak and Yuanto Kusnadi, 2005, Size really matters: Further evidence on the negative relationship between board size and firm value, Pacific-Basin Finance Journal, Vol 13(3), Pages 301-318

K. C. John Wei and Raymond Chiang, 2004, A GMM approach for estimation of volatility and regression models when daily prices are subject to price limits, Pacific-Basin Finance Journal, Vol 12(4), Pages 445-461

Ming Xu and Chu Zhang, 2004, The explanatory power of R&D for the cross-section of stock returns: Japan 1985–2000, Pacific-Basin Finance Journal, Vol 12(3), Pages 245-269

Kang, Joseph, Ming-Hua Liu, and Sophie Xiaoyan Ni, 2002, Contrarian and Momentum Strategies in the China Stock Market: 1993–2000, Pacific Basin Finance Journal 10, 243–265.

Stijn Claessens, Simeon Djankov, Joseph P. H. Fan and Larry H. P. Lang, 2002, When does corporate diversification matter to productivity and performance? Evidence from East Asia, Pacific-Basin Finance Journal, Vol 11(3), Pages 365-392

Kalok. Chan, G. A. Karolyi and S. G. Rhee, A retrospective evaluation of the Pacific-Basin Finance Journal: 1993–2002, Pacific-Basin Finance Journal, Vol 10(5), Pages 497-516

Jun Cai, Yan-Leung Cheung and Vidhan K. Goyal, 1999, Bank monitoring and the maturity structure of Japanese corporate debt issues, Pacific-Basin Finance Journal, Vol 7(3-4), Pages 229-250

Sheridan Titman and K. C. John Wei, 1999, Understanding stock market volatility: The case of Korea and Taiwan, Pacific-Basin Finance Journal, Vol 7(1), Pages 41-66

Andy C. W. Chui and K. C. John Wei, 1998, Book-to-market, firm size, and the turn-of-the-year effect: Evidence from Pacific-Basin emerging markets, Pacific-Basin Finance Journal, Vol 6(3-4), Pages 275-293

Kalok Chan, Grant McQueen and Steven Thorley, 1998, Are there rational speculative bubbles in Asian stock markets?, Pacific-Basin Finance Journal, Vol 6(1-2), Pages 125-151

Nai-fu Chen and Feng Zhang, 1997, Correlations, trades and stock returns of the Pacific-Basin markets, Pacific-Basin Finance Journal, Vol 5(5), Pages 559-577

Jun Cai and K. C. John Wei, 1997, The investment and operating performance of Japanese initial public offerings, Pacific-Basin Finance Journal, Vol 5(4), Pages 389-417

Yue-cheong Chan and K. C. John Wei, 1996, Political risk and stock price volatility: The case of Hong Kong, Pacific-Basin Finance Journal, Vol 4(2-3), Pages 259-275

Bhagwan Chowdhry and Ann Sherman, 1996, The winner's curse and international methods of allocating initial public offerings, Pacific-Basin Finance Journal, Vol 4(1), Pages 15-30

K. C. John Wei, Yu-Jane Liu, Chau-Chen Yang and Guey-Shiang Chaung, 1995, Volatility and price change spillover effects across the developed and emerging markets, Pacific-Basin Finance Journal, Vol 3(1), Pages 113-136

Goyal, Vidhan K., Chuan-Yang Hwang, Narayanan Jayaraman, and Kuldeep Shastri, 1994, The ex-date impact of rights offerings: The evidence from  firms listed on the Tokyo Stock Exchange,  Pacific-Basin Finance Journal 2, 277-291.

Kasper Meisner Nielsen and S. Andersen, Participation constraints in the stock market: Evidence from unexpected inheritance due to sudden death, Review of Financial Studies, (2011) 24 (5): 1667-1697.

Darwin Choi, Mila Getmansky, Brian Henderson, and Heather Tookes, 2010, Convertible Bond Arbitrageurs as Suppliers of Capital, Review of Financial Studies 23 (6): 2492-2522.

Jie Gan, 2010, Housing Wealth and Consumption Growth: Evidence from a Large Panel of Households, Review of Financial Studies, 23 (6): 2229-2267.

Laura Xiaolei Liu and Zhang, Lu, Momentum Profits, Factor Pricing, and Macroeconomic Risk, Review of Financial Studies, 2008 21: 2417-2448.

Jie Gan and Tim Riddiough, Monopoly and Information Advantage in the Residential Mortgage Market, Review of Financial Studies, 2008, pp. 2677-2703.

Jie Gan, 2007, The Real Effects of Asset Market Bubbles: Loan- and Firm-Level Evidence of a Lending Channel, Review of Financial Studies 20, 1941-1973

Peter MacKay and Gordon Phillips, 2005, How Does Industry Affect Firm Financial Structure?" Review of Financial Studies, 18(4), 1433-1466.

Antonio E. Bernardo, Hongbin Cai, and Jiang Luo, 2004, Capital Budgeting in Multidivision Firms: Information, Agency, and Incentives, Review of Financial Studies, Vol.17 (3): 739-767

Kalok Chan, Y. Peter Chung, and Wai-Ming Fong, 2002, The Informational Role of Stock and Option Volume, Review of Financial Studies, Vol.15 (4): 1049-1075

Thomas J. George and Chuan-Yang Hwang, 2001, Information Flow and Pricing Errors: A Unified Approach to Estimation and Testing, Review of Financial Studies, Vol.14 (4): 979-1020

Sudipto Dasgupta and Sheridan Titman, 1998, Pricing strategy and financial policy, Review of Financial Studies, Vol.11 (4): 705-737

CB Cadsby, M Frank and V Maksimovic, 1998, Equilibrium dominance in experimental financial markets, Review of Financial Studies, Vol.11 (3): 189-232

J Cai, KC Chan, and T Yamada, 1997, The performance of Japanese mutual funds, Review of Financial Studies, Vol.10 (2): 237-274

Journal of Financial and Quantitative Analysis

Sudipto Dasgupta, Jie Gan and Ning Gao, 2010, Transparency, Stock Return Synchronicity, and the Informativeness of Stock Prices: Theory and Evidence, Journal of Financial and Quantitative Analysis, 45: 1189-1220.

Chu Zhang, 2010, A re-examination of the causes of time-varying stock return volatilities, Journal of Financial and Quantitative Analysis, 45, 663-684.

Gady Jacoby, Chuan Liao and Jonathan Batten, 2009, Testing for the Elasticity of Corporate Yield Spreads, Journal of Financial and Quantitative Analysis, 44: 641-656.

Evrim Akdoğu and Peter Mackay, 2008, Investment and Competition, Journal of Financial and Quantitative Analysis, 43 (2), 299-330.

Nengjiu Ju, Robert Parrino, Allen M Poteshman and Michael S Weisbach, 2005, Horses and Rabbits? Trade-Off Theory and Optimal Capital Structure, Journal of Financial and Quantitative Analysis, Vol. 40 (2), 259-282

Kevin Q Wang, 2005, Multifactor Evaluation of Style Rotation, Journal of Financial and Quantitative Analysis, Vol. 40(2), 349-372

Kevin C.W. Chen, Zhihong Chen, and K.C. John Wei, 2008, Agency costs of free cash flows and the effect of shareholder rights on the implied cost of capital, Journal of Financial and Quantitative Analysis 46, 171-207.

Sheridan Titman, K. C. John Wei, Feixue Xie, 2004 Capital Investments and Stock Returns, Journal of Financial and Quantitative Analysis, Vol. 39 (4), 677-700

Kalok Chan; Allaudeen Hameed and Wilson Tong, 2000, Profitability of Momentum Strategies in the International Equity Markets, The Journal of Financial and Quantitative Analysis, Vol. 35(2), 153-172

Chang-Soo Kim; David C. Mauer and Ann E. Sherman, 1998, The Determinants of Corporate Liquidity: Theory and Evidence, The Journal of Financial and Quantitative Analysis, Vol. 33(3), 335-359

Graeme Rankine and Earl K. Stice, 1997, The Market Reaction to the Choice of Accounting Method for Stock Splits and Large Stock Dividends, The Journal of Financial and Quantitative Analysis, Vol. 32(2), 161-182

David L. Ikenberry; Graeme Rankine and Earl K. Stice, 1996,What Do Stock Splits Really Signal? , The Journal of Financial and Quantitative Analysis, Vol. 31(3), 357-375

Thomas J. George and Chuan-Yang Hwang, 1995, Transitory Price Changes and Price-Limit Rules: Evidence from the Tokyo Stock Exchange, The Journal of Financial and Quantitative Analysis, Vol. 30(2), 313-327

Eric C. Chang; J. Michael Pinegar and R. Ravichandran, 1993, International Evidence on the Robustness of the Day-of-the-Week Effect, The Journal of Financial and Quantitative Analysis, Vol. 28(4), 497-513

Carolyn Carroll; Paul D. Thistle and K. C. John Wei, 1992, The Robustness of Risk-Return Nonlinearities to the Normality Assumption, The Journal of Financial and Quantitative Analysis, Vol. 27(3), 419-435

Cheng F. Lee, Chunchi Wu and K.C. John Wei, 1990, Heterogeneous investment horizon and capital asset pricing model: Theory and implication, Journal of Financial and Quantitative Analysis 25, 361-376.

Bruno Solnik and Luo Zuo, A Global Equilibrium Asset Pricing Model with Home Preference, Management Science, Volume 58 Issue 2, 02 2012

Yuk Ying Chang, Sudipto Dasgupta and Gilles Hilary, October 2010, CEO Ability, Pay, and Firm Performance, Management Science, Vol. 56, No. 10, pp. 1633-1652.

G. Li and Chu Zhang, 2010, On the number of state variables in options pricing, Management Science, 55, 2058-2075.

Chu Zhang, 2009, Testing the APT with the maximum Sharpe ratio of extracted factors, Management Science, 55, 1255-1266.

K.C. John Wei and Cheng F. Lee, 1988, The generalized Stein/Rubinstein covariance formula and its application to estimate real beta, Management Science 34, 1266-1270.

Chunchi Wu, Qiang Li, and K.C. John Wei, 1996, Incomplete-information capital market equilibrium with heterogeneous expectations and short sale restrictions, Review of Quantitative Finance and Accounting 7, 119-136.

Jack Lee, Cheng F. Lee, and K.C. John Wei, 1991, Binomial option pricing model with stochastic parameters: a beta distribution approach, Review of Quantitative Finance and Accounting 1, 435-448.

K.C. John Wei, Cheng F. Lee, and Andrew H. Chen, 1991, Multivariate regression tests of the arbitrage pricing theory: An instrumental variable approach, Review of Quantitative Finance and Accounting 1, 435-448.

Kalok Chan, Vincentiu Covrig and Lilian Ng, 2009, Do Home Bias Affect Firm Value? Evidence from Mutual Fund Investors Worldwide,  Journal of International Economics, vol. 78, issue 2, pages 230-241.  

Xin Chang, Sudipto Dasgupta and Gilles Hilary, The Effect of Auditor Quality on Financing Decisions, 2009, The Accounting Review 84 (4), 1085-1117

Murray Z. Frank and Vidhan Goyal, 2009, Capital Structure Decisions: Which Factors are Reliably Important? Financial Management 38, 1-37 (lead article).

Laura Xiaolei Liu; Toni M. Whited and Lu Zhang, Investment-Based Expected Stock Returns, Journal of Political Economy, 2009, vol. 117, no. 6

Xu, M. and Zhang, C., 2009, Bankruptcy prediction: the case of Japanese listed companies, Review of Accounting Studies, 14, 534-558.

Y Guo, Jie Gan and C Xu, 2008, A Nationwide Survey of Privatized Firms in China, Seoul Journal of Economics 21, 2008, pp. 311-331.

Frank, Murray, and Vidhan K. Goyal. 2008, Tradeo and Pecking Order Theories of Debt, In Espen Eckbo (ed.) The Handbook of Empirical Corporate Finance, Elsevier Science, Chapter 12, 135-197.

K.C. John Wei and Feixue Xie, 2008, Accruals, capital investments, and stock returns, Financial Analysts Journal 64 (Number 5), 34-44.

Yuri Tserlukevich and Christopher Hennessy, 2008, Taxation, agency conflicts, and the choice between callable and convertible debt, Journal of Economic Theory, Volume 143, Issue 1, Pages 374-404.

Sandro Andrade,  Ilona Babenko and Yuri Tserlukevich, Market Timing with CAY,  Journal of Portfolio Management, Winter 2006, 70-80.

Kalok Chan and Hung Wan Kot, Can Contrarian Strategies Improve Momentum Profits,  Journal of Investment Management, Vol. 4, No. 1, First Quarter 2006.

Kalok Chan and Johnny K.H. Kwok, Market Segmentation and Share Price Premium: Evidence from Chinese Stock Markets, Journal of Emerging Market Finance, Vol. 4, No. 1, 43-61 (2005). 

Frank, Murray, and Vidhan K. Goyal, 2004. The effect of market conditions on capital structure adjustment, Finance Research Letters 1, 47-55.

Sudipto Dasgupta and Kevin Tsui, 2004, Auctions with Cross-Shareholding,  Economic Theory 24, 163-194.

Sudipto Dasgupta and Jhinyoung Shin, 2004, Managerial Risk-Taking Incentives, Product Market Competition, and Welfare, European Economic Review 48, 391-401.

L. Bhandari, Sudipto Dasgupta and S. Gangopadhyay, 2003,Development Financial Institutions, Financial Constraints and Growth: Evidence from the Indian Corporate Sector, Journal of Emerging Market Finance 2, 83-120, 2003.

Andy C.W. Chui, Sheridan Titman, and K.C. John Wei, 2003, The cross-section of expected REIT returns, Real Estate Economics 31, 451-479.

Sudipto Dasgupta, T. Ray and K. P. Wong, 2002, Uncertainty, Arbitrage, and Intra-Industry Trade, Canadian Journal of Economics 35, 757-785.

Andy C.W. Chui, Sheridan Titman, and K.C. John Wei, 2001, Corporate groups, financial liberalization and growth: The case of Indonesia, In: Aslı Demirgüç-Kunt and Ross Levine (Eds.), Financial Structure and Economic Growth: A cross-country comparison of banks, markets, and development. The MIT Press, Cambridge, MA, pp. 377-410.

Kalok Chan, Mark Chockalingam and Wan Lai, 2000, Overnight Information and Intraday Trading Behavior: Evidence from NYSE Cross-Listed Stocks and their Local Market Information, Journal of Multinational Financial Management, Vol 10, 495-509.

Sudipto Dasgupta and Jhinyoung Shin, Information Sharing, Information Free- Riding and Capital Structure in Oligopolies, International Journal of Industrial Organization 17, 109-135, 1999.

Kalok Chan, Kee-Hong Bae and Yan-Leung Cheung,1998, Bid-Ask Spread and Arbitrage Profitability: A Study of the Hong Kong Index Futures and Options Market,  Journal of Futures Market, Vol 18, 743-763.

Kalok Chan and Hank Bessembinder, 1998, Market Efficiency and the Returns to Technical Analysis, Financial Management, Vol 27, No 2, 5-17.

Changqi Wu, and K.C. John Wei, 1998, Cooperative R&D and the value of the firm, Review of Industrial Organization 13, 425-446.

Sudipto Dasgupta and Zhigang Tao, Incomplete Contracts, Ownership Rights, and the Optimality of Equity Joint Ventures, Journal of Economic Behavior and Organizations 37, 1998, 391-413.

Sudipto Dasgupta and Hans Carlsson, Noise-Proof Equilibria in Two-Action Signaling Games, Journal of Economic Theory 77, 432-460, 1997.

Sudipto Dasgupta and Vikram Nanda, Tender Offers, Proxy Contests, and Large Shareholder Activism, Journal of Economics and Management Strategy 6, 787-820, 1997.

Sudipto Dasgupta and Kunal Sengupta, Optimal Regulation of MNEs and Government Revenues, Journal of Public Economics 58, 215-234, 1995.

Sudipto Dasgupta and Vikram Nanda, Bargaining and Brinkmanship: Capital Structure Choice by Regulated Firms, International Journal of Industrial Organization 11, 475-497, 1993.

Kevin C. W. Chen and K.C. John Wei, 1993, Creditor’s decision to waive the violations of accounting-based debt covenants, The Accounting Review 68, 218-232.

K.C. John Wei and K.F. Wong, 1992, Tests of inflation and industry portfolio stock returns, Journal of Economics and Business 44, 77-94.

Sudipto Dasgupta and Daniel F. Spulber, Managing Procurement Auctions, Information Economics and Policy 4, 5-29, 1990.

Vipul K. Bansal, Stephen W. Pruitt, and K.C. John Wei, 1989, An empirical reexamination of the impact of CBOE option initiation on the volatility and trading volume of the underlying stocks: 1973-1986, Financial Review 24, 19-29.

Stephen Sears and K.C. John Wei, 1988, The Structure of skewness preferences in asset pricing models with higher moments: An empirical test, Financial Review 23, 25-38.

Sudipto Dasgupta, Richard H. Day, S. Datta and Jeffrey B. Nugent, Instability in Rural Urban Migration, Economic Journal 97, 940-950, 1987.

Stephen W. Pruitt, W. Tawarangkoon, and K.C. John Wei, 1987, Chernobyl, commodity, and chaos: An examination of the reaction of commodity futures prices to evolving information, Journal of Futures Markets 7, 556-569.