- Fixed Income Securities
- Policy Risk
- Social Entrepreneurship
- Journal Articles
- Do short sellers exploit industry information?, with Huszar, Zsuzsa Reka and Tan, Seow Kuan, Ruth (2017), Journal of Empirical Finance , 41, 118-139, Forthcoming.
- The Information Value of Stock Lending Fees: Are Lenders Price Takers? , with Duong Truong, Huszar, Zsuzsa Reka and Tan, Seow Kuan, Ruth (2016), Review of Finance, forthcoming
- The CDS-Bond Basis Arbitrage and the Cross Section of Corporate Bond Returns, with Gi Hyun Kim and Haitao Li (2016), Journal of Futures Markets, forthcoming, Tremblant RMC McGill University 2010; FDIC-Cornell-University of Houston 20th RMC 2010; CICF 2010; SICF Junior Faculty Workshop 2010, Western Finance Association Conference 2012
- CDS-Bond Basis and Bond Return Predictability, with Kim G. H. and Li H. (2016), Journal of Empirical Finance , 38, 307-337.
- The Moderating Effect of Bureaucratic Quality on the Pricing of Policy Instability, with Swee-Sum Lam (2015), China Finance Review International, vol 5(3), 303-334
- The Mispricing of Socially Ambiguous Grey Stocks, with Swee-Sum Lam and Gabriel Jacob (2015), Finance Research Letters, Vol 13 (5), 81-89
- Return Predictability in Corporate Bond Market along the Supply Chain, with Chen Long and Zhang Gaiyan (2016), Journal of Financial Markets, 29(1), 66-86
- The Information Value of Credit Rating Action Reports: A Textual Analysis, with Agarwal, Sumit and Chen, Vincent Yu Shen (2015), Management Science, 2016, Vol 62 (8), 2218-2240.
- The Helping Hand of the State in Chinese Real Estate Firms: Anti-corruption and Liberalization, with G.Z. Fan and Zsuzsa Huszar (2015), International Real Estate Review, 19 (1), 51-97
- The Relationships between Real Estate Price and Expected Financial Asset Risk and Return: Theory and Empirical Evidence, with Zsuzsa R. Huszar and Gangzhi Fan (2013), Journal of Real Estate Finance and Economics, Vol 46, Issue 4, 568-595
- The Norm Theory of Capital Structure: International Evidence, with LAM SWEE SUM and Reginald R. C. Lee (2013), International Review of Finance, 13(1), 111-135
- Portfolio Value-at-Risk Optimization For Asymmetrically Distributed Asset Returns, with Joel Goh, Melvyn Sim and Kian Guan Lim (2012), European Journal of Operational Research, 221, 397-406
- Efficiency of Regulated and Unregulated FOREX Markets: An Analysis of Onshore and Offshore Renminbi Forward Markets, with Huszar, Zsuzsa Reka and Tan, Seow Kuan, Ruth (2015), The Political Economy of Chinese Finance, Emerald Group Publishing Limited
- Financial Management, second edition, with Ng Kean Kok, Maran Marimuthu and Sandeep Bhattacharya (2013), Oxford University Press
- Financial Management, with Ng Kean Kok, Maran Marimuthu and Sandeep Bhattacharya (2010), Oxford University Press
- Working Papers
- On the Dynamics of Corporate Bond Ownership, with Massimo Massa and Hong Zhang (2015), Asian Finance Association Annual Meeting
- Does Policy Uncertainty Matter for International Equity Markets?, with Swee-Sum Lam , Revise & Resubmit, 2014, 9th INFINITI Conference on International Finance 2011 (accepted), CICF 2012
- Unveil the Rationale of Policy Experimentation: the China Experience, with Swee-Sum Lam and Tao Li , Revise & Resubmit at Pacific-Basin Finance, 2015, CICF 2013
- Are Sovereign Credit Rating Reports Valuable?, with Sumit Agarwal, Vincent Chen and Geoffrey Sim , ABFER 2015, FMA 2015, JIAR 2015
- Academic award, E. Sun Bank, Taiwan - 2016
- Best Paper Award from Asia-Pacific Association of Derivatives - 2016
- Best Paper Award (2nd Prize) at Global Chinese Real Estate Congress - 2009
- Letter of Commendation for good teaching - 2008
- NUS Overseas Graduate Scholarship, 2001-2006 - 2001
- Service Star Award, Chase Manhattan - 2000
- Monetary Authority of Singapore Book Prize, NUS, 1998/9 - 1998
- Leslie Wong Memorial Medal, NUS - 1998
- Lee Kuan Yew Gold Medal, NUS - 1998
- Tan Siak Kew Gold Medal, NUS, 1996/7 - 1996
- Singapore Institute of Management Book Prize - 1996
- Undergraduate Study Scholarship, The Ministry of Education of Singapore Scholarship - 1994
- Ph.D., Finance, Kellogg School of Management, Northwestern University, USA, 2006
- M.Sc., Finance, Kellogg School of Management, Northwestern University, USA, 2004
- BBA (with First Class Honors), Finance, National University of Singapore, Singapore, 1999
- Senior Lecturer, Dept of Finance, NUS Business School, 2017 - current
- Research Director, ACSEP, NUS Business School, 2014 - current
- Visiting Senior Fellow, Dept of Finance, NUS Business School, 2014 - 2016
- Assistant Professor, National University of Singapore, 2007 - 2014
- Senior Tutor, National University of Singapore, 2000 - 2006
- Research Associate, International Fixed Income, Chase Manhattan, 1999 - 2000
- Financial Engineer, The Huntington National Bank, OH, USA
- FIN3101, Corporate Finance
- FIN3102, Investment Analysis and Portfolio Management
- FIN4111, Research Methods in Finance
- FIN3115, International Financial Management
- Public Lecture (English), Risk and Return for Different Asset Classes
- Public Lecture (Chinese), Risk and Return for Different Asset Classes
- Member, American Finance Association, European Finance Association, Western Finance Association, American Economic Association
- Ad-Hoc referee, Journal of Money, Credit and Banking, Finance Research letters, International Review of Finance, Review of Finance, Management Science, Journal of Banking and Finance etc.
- Discussants, China International Conference in Finance (2009, 2010, 2011, 2013, 2014), Singapore International Conference on Finance (2009), Annual Risk Management Conference by NUS RMI (2009, 2010, 2012, 2016), SMU Finance Summer Camp 2016
- Public Lecture, Risk and Return for Different Asset Classes (December 2008 organized by NUS RMI)
- Conference Reviewer, NUS RMI Annual Risk Management Conference 2009, 2010, 2011, 2012 & 2013; Singapore International Conference on Finance 2009, 2010 & 2011; FMA 2010 & 2011 & 2012; SFS Cavalcade 2012; WFA 2012, 2013, 2014, 2015, 2016; EFA 2013, 2014, 2015, 2016; MFA 2015, 2016, 2017; WFC 2016. Financial Institutions, Regulation & Corporate Governance Conference 2017
- Conference Program Committee, Western Finance Association 2012, 2013, 2014, 2015, 2016, 2017 Annual Meeting, European Finance Association Annual Meeting 2013, 2014, 2015, 2016. Middle East Finance Conference 2015, 2016, 2017. World Finance Conference 2016, Financial Institutions, Regulation & Corporate Governance Conference 2017
- External Reviewer, Research Grants Council, Hong Kong China
- Affliated Researcher, NUS Risk Management Institute, NUS Institute of Real Estate Studies
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Media (TV, newspapers, magazines)*
- 6 Financial Planning Tips for Women, Straits Times, 12 March 2017
Useful tips for women to manage their financial health better.
- More giving to community, arts, heritage, health causes: NUS study, Business Times, 17 December 2016
The charity sector has been growing steadily in numbers and total receipts from 2007 to 2013.
- Consumers of social enterprises are more demanding, Lianhe Zaobao, 26 October 2016
The social enterprises need to work harder on improving the intrinsic value offered in their products and services to attract more customers.
- Survey on social enterprise shows stubborn group of non-buyers, Today, 26 October 2016
The public perception survey 2016 shows that the public awareness and understanding of social enterprises are at rise. There is also more buying from social enterprises in 2016 compared to six years ago.
- Stock lending: A Relatively Untapped Market in Asia, Business Times, 17 October 2014
Introduction to securities lending for Asian investors
- Gold Prices are Likely to Stay High for Now, Straits Times, 19 March 2011
Comments about three critical price determinants of gold for retail investors.
- A Golden Investment But Not Without Risks, Straits Times, 24 June 2010
Comments about gold as an investment option for retail investors.