Cheng Joseph W. W.
Assistant professor
Dept of Finance
Asia-Pacific Institute of Business, The (APIB)
China
Biography
Professor Joseph W Cheng received a PhD in finance from the University of Maryland in 1993. He joined the Chinese University of Hong Kong in the same year and is currently the Chairman of the Department of Finance. He has won numerous teaching awards including the Faculty of Business Administration Teaching Award and the Outstanding Teacher Award.
Research Interest
Portfolio Theory; Dividend Policy; Asset Pricing; Options & Futures; Market Microstructure
Publications
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"An Alternative Test of the After-Tax CAPM", (with Son-Nan Chen), 2005. Advances in Financial Planning and Forecasting 1: 37-64.
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"The Factor Structure of Time-Varying Conditional Volume", (with Eric Chang and Michael Pinegar), 2008. Journal of Empirical Finance 15: 251-264.
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"Short-Sale Constraints: Reduction in Costs of Capital or Overvaluation? Evidence from Hong Kong", (with Eric Chang, Michael Pinegar and Yinghui Yu), 2012. Pacific-Basin Finance Journal 20: 506-520.
