専門分野
コーポレートファイナンス
略歴
香港大学を卒業し、Ph.D.を取得。その後ウィーン大学、マカオ大学准教授等を歴任。2017年9月より現職。不動産投資信託（REIT）、コーポレートファイナンス、市場流動性を専門分野とし、当該分野での国際ジャーナルにて論文を多数掲載。
主な研究業績・著書
【論文】
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.
講義科目
Risk Management
Derivatives, Exotic Options and Insurance
Seminar (MSc in Finance)
Seminar (IMBA)
