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  • Dr. Shum Wai Cheong Ryan 岑偉昌博士

    BBA (Hons) HKBU
    PhD HKBU
    Head of Accounting and Finance cum Associate Professor
    Lee Shau Kee School of Business and Administration
    Tel: 27686917

    Biography

    Dr. Shum obtained his BBA (Hons) and PhD from Hong Kong Baptist University.  He teaches Financial Management and Investment Management. His research interests are primarily in the areas of investments and asset pricing and portfolio management.

    Teaching Areas & Research Interests

    • Financial Management
    • Investments and Asset Pricing
    • Portfolio Management

    Selected Publications

    Journal Articles

    • 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.

    Modified Date: Sep 01, 2020
    Edit Profile

    Home > People > Dr. Shum Wai Cheong Ryan 岑偉昌博士

    Dr. Shum Wai Cheong Ryan 岑偉昌博士

    BBA (Hons) HKBU
    PhD HKBU

    Head of Accounting and Finance cum Associate Professor
    Lee Shau Kee School of Business and Administration

    Email: rshum@ouhk.edu.hk
    Tel: 27686917

    Biography

    Dr. Shum obtained his BBA (Hons) and PhD from Hong Kong Baptist University.  He teaches Financial Management and Investment Management. His research interests are primarily in the areas of investments and asset pricing and portfolio management.

    Teaching Areas & Research Interests

    • Financial Management
    • Investments and Asset Pricing
    • Portfolio Management

    Selected Publications

    Journal Articles

    • 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.

    Modified Date: Sep 01, 2020
    Edit Profile

     
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