Teaching Areas & Research Interests
- Investments and Asset Pricing
- Emerging Markets
- Corporate Governance
- Tang, G.Y.N. and Shum, W.C. (2003) The Conditional Relationship Between Beta and Returns: Recent Evidence from International Stock Markets. International Business Review, 12:109-126.
- Tang, G.Y.N. and Shum, W.C. (2003) The Relationships Between Unsystematic Risk, Skewness and Stock Returns During Up and Down Markets. International Business Review, 12:523-541.
- Tang, G.Y.N. and Shum, W.C. (2004) The Risk-Return Relations in the Singapore Stock Market. Pacific-Basin Finance Journal, 12:179-195.
- Shum, W.C. and Tang, G.Y.N. (2005) Common Risk Factors in Returns in Asian Emerging Stock Markets. International Business Review, 14:695-717.
- Tang, G.Y.N. and Shum, W.C. (2006) Risk-Return Relationships in the Hong Kong Stock Market: Revisit. Applied Financial Economics, 16:1047-1058.
- Tang, G.Y.N. and Shum, W.C. (2007) The Risk-Return Relations: Evidence from the Korean and Taiwan Stock Markets. Applied Economics, 39:1905-1919.
- Tang, G.Y.N. and Shum, W.C. (2008) The International Risk-Return Relationships During Up and Down Markets: A Re-Assessment. International Journal of Society Systems Science, 1:100-111.
- Shum, W.C. and Wong, K.H.Y. (2009) The Predictability of REITs Returns - Evidence from Japan. Journal of Asia Business Studies, 4:33-38.
- Shum, W.C. and Tang, G.Y.N. (2010) Risk-Return Characteristics: Comparison of China’s Stock Market and Three Other Emerging Markets. The Chinese Economy, 43:15-31.
- Wong, K.H.Y. and Shum, W.C. (2010) Exchange-traded Funds in Bullish and Bearish Markets. Applied Economics Letters, 17:1615-1624.
- Shum, W.C., Kan, C.N.A. and Chen, T. (2014) Does Warrant Trading Matter in Tracking Errors of China-focused Exchange-traded Funds?. The Chinese Economy, 47:53-66.
Selected Professional & Community Services
- Academic Assessor, School of Professional and Continuing Education, The University of Hong Kong.
- External Examiner, Community College of City University, City University of Hong Kong.
- Ad Hoc Reviewer, Global Finance Journal
Link to Google Scholar page
Modified Date: Nov 30, 2019