Waseda Business School
(Graduate School of Business and Finance)

Faculty

CHEUNG Ming Yan William, Associate Professor

William.docx

Profile

William Ming Yan Cheung joined WASEDA Business School in 2017. He received a Ph.D. in Finance from the University of Hong Kong. Before joining WBS, he has held academic appointments at University of Vienna and University of Macau. He has a B.Sc. and M.Phil. in Mathematics from the University of Hong Kong.

William’s research interests include market liquidity, real estate finance, corporate finance, and household finance. His work has appeared in leading international journals including Journal of Corporate Finance, Journal of Futures Markets, among others.

Selected Publications

【Journal Articles】

Cheung, W., Guo, L., Zahirovic-Herbert, V., Kawaguchi, Y., Unger, S., 2022 Effects of Ordered Position on Stock Liquidity: New Non-Linear Evidence from Japanese REITs, Journal of Real Estate Research, accepted

Cheung, W., Guo, L. and Kawaguchi, Y., 2021. Automated valuation model for residential rental markets: evidence from Japan. Journal of Spatial Econometrics, 2(1), pp.1-34.

Bao, L., Cheung, W. and Unger, S., 2020. Hedging housing price risks: some empirical evidence from the US. Quantitative Finance, 20(12), pp.1997-2013.

Tsai, Y.C., Lei, C.L., Cheung, W., Wu, C.S., Ho, J.M. and Wang, C.J., 2018. Exploring the persistent behavior of financial markets. Finance Research Letters, 24, pp.199-220

Cheung, W.M., Chung, R. and Fung, S., 2015. The effects of stock liquidity on firm value and corporate governance: Endogeneity and the REIT experiment. Journal of Corporate Finance, 35, pp.211-231.

Cheung, W.M., Chou, R.K. and Lei, A.C., 2015. Exchange‐Traded Barrier Option and VPIN: Evidence from Hong Kong. Journal of Futures Markets, 35(6), pp.561-581.

Courses in Charge

Risk Management

Derivatives, Exotic Options and Insurance

Seminar (MSc in Finance)

Seminar (IMBA)

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