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Globalisation and the role of effective international institutions

Moshirian, Fariborz - In: Journal of banking & finance 31 (2007) 6, pp. 1579-1593

Persistent link: https://www.econbiz.de/10003483259

An international dynamic asset pricing model

Hodrick, Robert J.; Ng, David Tat-chee; Sengmueller, Paul - In: International tax and public finance 6 (1999) 4, pp. 597-620

Persistent link: https://www.econbiz.de/10001498560

Uncovering country risk in emerging market bond prices

Durbin, Erik; Ng, David Tat-chee - 1999

Persistent link: https://www.econbiz.de/10001387635

The international CAPM when expected returns are time-varying

Ng, David Tat-chee - In: Journal of international money and finance 23 (2004) 2, pp. 189-230

Persistent link: https://www.econbiz.de/10001956994

Is Unlevered Firm Volatility Asymmetric?

Daouk, Hazem - 2012

Asymmetric volatility refers to the stylized fact that stock volatility is negatively correlated to stock returns. Traditionally, this phenomenon has been explained by the financial leverage effect. This explanation has recently been challenged in favor of a risk premium based explanation. We...

Persistent link: https://www.econbiz.de/10013112876

Corruption and international valuation : does virtue pay?

Lee, Charles M. C.; Ng, David Tat-chee - In: The journal of investing 18 (2009) 4, pp. 23-41

Persistent link: https://www.econbiz.de/10003927337

Warranted multiples and future research

An, Jiyoun; Bhojraj, Sanjeev; Ng, David Tat-chee - In: Journal of accounting, auditing & finance 25 (2010) 2, pp. 143-169

Persistent link: https://www.econbiz.de/10003991376

A tale of two yield curves : modeling the joint term structure of dollar and euro interest rates

Egorov, Alexej V.; Li, Haitao; Ng, David Tat-chee - In: Journal of econometrics 162 (2011) 1, pp. 55-70

Persistent link: https://www.econbiz.de/10009270706

Loss aversion asset pricing model performance: Empirical evidence from five Pacific-Basin countries

Ng, David; Sadeghi, Mehdi - In: Asia Pacific financial markets in comparative …, (pp. 235-271). 2005

Persistent link: https://www.econbiz.de/10003283690

A risk- and complexity-rating framework for investment products

Koh, Benedict S. K.; Koh, Francis; Lee, David Kuo Chuen; … - In: Financial analysts' journal : FAJ 71 (2015) 6, pp. 10-28

Persistent link: https://www.econbiz.de/10011687987