Ming Yan William Cheung

准教授(任期付)

  • 122 Citations
  • 6 h-Index
20022017

Research output per year

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Research Output

  • 122 Citations
  • 6 h-Index
  • 13 Article
  • 2 Conference contribution
2017

Exploring the Persistent Behavior of Financial Markets

Tsai, Y. C., Lei, C. L., Cheung, M. Y. W., Wu, C. S., Ho, J. M. & Wang, C. J., 2017, (Accepted/In press) In : Finance Research Letters.

Research output: Contribution to journalArticle

2 Citations (Scopus)
2016

Does free cash flow problem contribute to excess stock return synchronicity?

Cheung, M. Y. W. & Jiang, L., 2016 Jan 1, In : Review of Quantitative Finance and Accounting. 46, 1, p. 123-140 18 p.

Research output: Contribution to journalArticle

1 Citation (Scopus)
2 Citations (Scopus)
2015
5 Citations (Scopus)

Exchange-traded barrier option and VPIN: Evidence from Hong Kong

Cheung, M. Y. W., Chou, R. K. & Lei, A. C. H., 2015 Jun 1, In : Journal of Futures Markets. 35, 6, p. 561-581 21 p.

Research output: Contribution to journalArticle

9 Citations (Scopus)

The effects of stock liquidity on firm value and corporate governance: Endogeneity and the REIT experiment

Cheung, W. M., Chung, R. & Fung, S., 2015 Dec 1, In : Journal of Corporate Finance. 35, p. 211-231 21 p.

Research output: Contribution to journalArticle

23 Citations (Scopus)
2014
3 Citations (Scopus)
2013

Empirical anaylsis of liquidity provision of an order driven market

Cheung, W., 2013 Oct 28, Proceedings of the 2013 IEEE Conference on Computational Intelligence for Financial Engineering and Economics, CIFEr 2013 - 2013 IEEE Symposium Series on Computational Intelligence, SSCI 2013. p. 14-18 5 p. 6611691. (Proceedings of the 2013 IEEE Conference on Computational Intelligence for Financial Engineering and Economics, CIFEr 2013 - 2013 IEEE Symposium Series on Computational Intelligence, SSCI 2013).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

2012

Blockholding and market reactions to equity offerings in China

Cheung, W., Lam, K. S. K. & Tam, L. H. K., 2012 Jun 1, In : Pacific Basin Finance Journal. 20, 3, p. 459-482 24 p.

Research output: Contribution to journalArticle

8 Citations (Scopus)

Order aggressiveness of option market: Evidence from the 2008 credit crisis

Cheung, W. M. & Cheng, C. L., 2012 Nov 27, 2012 IEEE Conference on Computational Intelligence for Financial Engineering and Economics, CIFEr 2012 - Proceedings. p. 380-384 5 p. 6327817. (2012 IEEE Conference on Computational Intelligence for Financial Engineering and Economics, CIFEr 2012 - Proceedings).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

2011

Corporate governance and the divergence of learning channels

Cheung, W., Lei, A. & Tao, L., 2011 Jan 1, In : Corporate Ownership and Control. 8, 3 A, p. 9-15 7 p.

Research output: Contribution to journalArticle

Open Access

Intertemporal profitability and the stability of technical analysis: Evidences from the Hong Kong stock exchange

Cheung, W., Lam, K. S. K. & Yeung, H. F., 2011 Jun, In : Applied Economics. 43, 15, p. 1945-1963 19 p.

Research output: Contribution to journalArticle

11 Citations (Scopus)
2010

Global capital market interdependence and spillover effect of credit risk: Evidence from the 2007-2009 global financial crisis

Cheung, W., Fung, S. & Tsai, S. C., 2010 Jan, In : Applied Financial Economics. 20, 1-2, p. 85-103 19 p.

Research output: Contribution to journalArticle

50 Citations (Scopus)
2009
Open Access
1 Citation (Scopus)
2002
7 Citations (Scopus)