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.<\/p>\n
William\u2019s 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.<\/p>\n
\u3010Journal Articles\u3011<\/p>\n
Cheung, W., Guo, L.,\u00a0Zahirovic-Herbert, V.,\u00a0Kawaguchi, Y.,\u00a0Unger, S., 2022\u00a0Effects of Ordered Position on Stock Liquidity: New Non-Linear Evidence from Japanese REITs,\u00a0Journal of Real Estate Research, accepted<\/p>\n
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.<\/p>\n
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.<\/p>\n
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<\/p>\n
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.<\/p>\n
Cheung, W.M., Chou, R.K. and Lei, A.C., 2015. Exchange\u2010Traded Barrier Option and VPIN: Evidence from Hong Kong. Journal of Futures Markets, 35(6), pp.561-581.<\/p>\n<\/div>\n
Risk Management<\/p>\n
Derivatives, Exotic Options and Insurance<\/p>\n
Seminar (MSc in Finance)<\/p>\n
Seminar (IMBA)<\/p>\n