Department of Economics & Finance
AACSB International EQUIS - European Quality Improvement System

EF Research Projects

 

Award year Principal Investigator Scheme Project Title
2026/27 DAI Min  RGC Senior Research Fellow Scheme  Multi Dimensional Free Boundary Problems in Finance: Theory and Algorithms
2026/27 Gavin Feng HKIMR Open-bid Applied Research Programme Award An LLM-Derived Framework for Bilingual Information Asymmetry and Liquidity Spillovers in Hong Kong
2026/27 Gavin Feng, Liyuan Cui INQUIRE Europe Research Grant Award Breaks and Trends in Factor Premia
2026/27 HAN Xu GRF Factor-Augmented Lasso Model Averaging (FALMA) in High-Dimensional Factor Models: Theory and Application
2026/27 HSHIEH Shenje GRF Strategic Licensing and Market Power in Intangible Capital Markets
2026/27 LI Weikai  Hong Kong Institute for Monetary and Financial Research (HKIMR) Open-bid Applied Research Programme Deepseeking Investment Value through Analyst Reports
2026/27 LI Yingxiang ECS The Impact of Patient Investors: Evidence from Venture Capital
2026/27 LI Yunan GRF Delayed Information Acquisition
2026/27 XIA Shixiang ECS The Real Efficiency of Passive Investing
2026/27 ZHOU Jin GRF New Era of Quantifying Dynamic Complementarity
2025/26 DAI Min  GRF Continuous-Time Reinforcement Learning for Singular Control in Portfolio Optimization
2025/26 HAN Xu GRF Factor-Based Forecasting for High-Dimensional Models with Structural Breaks
2025/26 HU Audrey Xianhua GRF Discrete-Time Strategic Experimentation
2025/26 HU Guanliang GRF Comovement of Global Stock Market: The Role of Production and Fund Flow Networks in the Propagation of U.S. Monetary Policy
2025/26 LIU Jinge GRF Security Design Under Alternating Bargaining Power
2025/26 YANG Yilin David ECS Big Data With Agents Using Statistical Inferences: Implications for Dynamic Equilibrium Asset Returns
2025/26 Yaxuan QI NSFC  The Impact Of Global Geopolitical Risks on Firms' International Supply Chains and Technological Collaboration
2025/26 ZHOU Jin GRF Understanding Early Childhood Learning through the Urban Early Childhood Intervention in China
2024/25 DAI Min  GRF A Principal-Agent Approach to Pricing Variable Annuities with Guaranteed Minimum Benefits
2024/25 Gavin Feng GRF Time-Varying Coefficient Modeling for Factor Selection in Asset Pricing
2024/25 HAN Xu GRF High-Dimensional Factor Models with An Incomplete Set of Covariates: An Improved Estimator for Factor Analysis
2024/25 HU Audrey Xianhua GRF Power Prospects: A New Look at Bureaucratic Corruptions
2024/25 HUANG Qianqian GRF The Clash between "E" and "S": Evidence from Chinese firms
2024/25 MA Yue GRF To Follow or not to Follow? An Analysis of Competitive Peer Pressure, Information Free-Riding Incentives, and Cross-Listing Strategic Decisions
2024/25 ZHOU Jin ECS Measuring Skills and Understanding the Mechanism for Boosting Skill Development through Early Childhood Intervention
2024/25 ZHOU Ying GRF Consumer Search over the Product Life Cycle: Evidence and Implications
2023/24 DAI Min  GRF Closed-Loop Equilibria in Option Exercise Games with Singular Controls
2023/24 HAN Xu GRF Estimation and Testing of Structural Changes in Possibly Misspecified High-Dimensional Factor Models: A Singularity Approach
2023/24 HU Audrey Xianhua GRF Post Pandemic Social Division and Conflict: Theory and Experiments
2023/24 HU Guanliang ECS Impact of China-U.S. Trade Tensions on China's Exports and Employment
2023/24 LI Weikai Ministry of Education (MOE) AcRF Tier 3 Grant Type C (MOET32022-0006) Climate Transformation Programme
2023/24 LI Weikai  Hong Kong Institute for Monetary and Financial Research (HKIMR) Regular Research Programme The Effect of Carbon Pricing on Firm Performance: Worldwide Evidence
2023/24 LI Weikai  ASEAN Business Research Initiative (LKCSB-CKGSB) Research Grant Carbon Pricing and Firm Performance: Global Evidence
2023/24 LI Weikai  Institute for Quantitative Investment (INQUIRE Europe) Research Grant The Effect of Carbon Pricing on Firm Performance: Worldwide Evidence
2023/24 LIU Jinge ECS Bringing Context to Financial Content Analysis
2023/24 LIU Qing ECS Designing Incentives for Teams
2023/24 QI Yaxuan GRF Does Automation Make the Workplace Safer?
2023/24 QIU Zhesheng GRF Fighting the Inflation Caused by Foreign Price Shocks
2023/24 WU Di GRF A new measure of crisis risk and its pricing in the time series and cross-section of stock returns
2023/24 WU Xueping GRF A Comprehensive Analysis of the Externalities of Corporate Political Connections: Evidence from Close Elections
2023/24 SUN Stephen Teng GRF Product Market Implications of Corporate Accounting Fraud: Evidence from Scanner Data
2023/24 ZHOU Ying ECS Workforce Aging and Structural Shift
2022/23 DU Jintao GRF The Portfolio Choice of Mutual Funds
2022/23 Gavin Feng GRF Textual Analysis of Corporate Bond Market
2022/23 Gavin Feng NSFC Youth Science Fund Capital Market Opening and Risk Management: Evidence from Mainland-Hong Kong Stock Connect (2023–2025)
2022/23 Gavin Feng HKIMR Open-bid Applied Research Programme Award Price Impact on Hong Kong Stock Market through Stock Connect
2022/23 Gavin Feng, Jingyu He INQUIRE Europe Research Grant Award Growing the Efficient Frontier on Panel Trees
2022/23 HAN Xu GRF Path-dependent preferences and polarized public response to pandemic
2022/23 HSHIEH Shenje GRF Startup Survival on Digital Platforms: An Examination of Amazon's Influence over E-Commerce Entrepreneurs
2022/23 HUANG Hanwei GRF Trade costs and E-commerce in China: the Role of Logistics Firms
2022/23 LI Yunan GRF On dynamic contracts without transfers
2022/23 LIU Will Shuo GRF Climate Risk Management of U.S. P&C Insurers
2022/23 LUO Ding GRF Investment Shocks, Unemployment, and Asset Prices
2022/23 O'DONOVAN James Patrick GRF Can variable annuity hedging explain the excess implied volatility puzzle?
2022/23 QI Yaxuan GRF Political Relations and Global Supply Chains
2022/23 SUN Stephen Teng GRF Auditor Labor Market Mobility Constraints and Audit Outcomes: Evidence from Enforceability of Non-Compete Covenants
2022/23 XU Wenji GRF Optimal Two-Sided Information Provision by Market Intermediaries and its Consequences
2022/23 ZHANG Lei GRF Political Partisanship, Mutual Fund Voting, and Corporate Governance
2021/22 DU Jintao ECS Does Money Really Talk: Heterogeneous Beliefs, Endogenous Wealth Distribution and Asset Pricing
2021/22 HAN Xu GRF Shrinkage Estimation, Model Selection and Uniform Inference in Possibly Nonstationary SVARs with External Instruments
2021/22 HSHIEH Shenje GRF Long-Term R&D Impact of Human Capital Investments: An Examination of the Pharmaceutical Industry
2021/22 HUANG Hanwei GRF Trade, Migration, and Pandemics: the Effect of COVID-19 Containment Policies
2021/22 Kalok CHAN RIF Market Microstructure of Hong Kong Securities Market – Strengthening Market Quality and Price Stability
2021/22 LI Weikai  Hong Kong Institute for Monetary and Financial Research (HKIMR) Open-bid Applied Research Programme Lead Market Maker-Level Comovement in ETF Premium
2021/22 LI Weikai  ASEAN Business Research Initiative (LKCSB-CKGSB) Research Grant Do Investors Extrapolate Earnings Growth? Evidence from China
2021/22 LI Yunan GRF The optimal selling mechanism in the takeover market
2021/22 LIU Will Shuo ECS Borrower Flexibility vs. Lender Protection: The Shadow Price of "Covenant-light"
2021/22 ROY Nilanjan GRF Dynamic Interactions, Information Transmission, and Asset Prices: Experiments
2021/22 WU Di GRF Inferring Expectation of Return in the Crash State with Option Data
2021/22 XU Wenji ECS Social Learning, Misperception, and Imperfect Information
2021/22 XU Zhengyang ECS Learning from Experience in the Foreign Exchange Market
       
Notes: Funding Scheme    
GRF General Research Fund    
ECS Early Career Scheme    
NSFC National Natural Science Foundation of China  
NSSFC National Social Science Fund of China  
RFS RGC Research Fellow Scheme (RGC Research Fellow / Senior Research Fellow Scheme, RGC Junior Research Fellow Scheme, Overseas Research Fellowship Scheme, Humanities and Social Sciences Prestigious Fellowship Scheme)
CRF Collaborative Research Fund    
TRS Theme-based Research Scheme    
AoE Areas of Excellence Scheme    
RIF Research Impact Fund    
STG Strategic Topics Grant    
ITF Innovation and Technology Fund