張偉光,男,現任澳門城市大學金融學院院長、教授。香港科技大學金融學博士學位,曾任科廷大學金融與銀行系系主任以及弗林德斯大學商業、政治與法學院商業研究組別主管(相當於副院長(學術方向)),北京大學和香港科技大學的訪問學者。張偉光教授曾獲得包括中國國家自然科學基金會,澳中未來對話基金會和AFAANZ研究資助。張偉光教授曾在國際上期刊上發表論文,其中包括:公司金融期刊, 銀行與金融期刊,商業道德期刊,澳大利亞管理,會計與金融期刊,當代會計與經濟學期刊,商業研究期刊,經濟模型,能源經濟學,套用經濟學和亞洲經濟學雜誌等。
基本介紹
人物經歷
人物榮譽
研究方向
出版論文精選
- Lin, L., Cheung, A. (2023) "Pricing cloud stocks: Evidence from China" (accepted) Accounting and Finance (SSCI; Q1; ABDC: A)
- Khoo, J., Cheung, A. (2023) “Hidden cost of organization capital: evidence from trade credit” (accepted) British Accounting Review (SSCI; Q1; ABDC: A*)
- Khoo, J., Cheung, A. (2023) “Vintage capital and trade credit” (accepted) Accounting and Finance (SSCI; Q1; ABDC: A)
- Qu, Y., Cheung, A. (2023) “Organization Capital and Green Innovation: Evidence from China”Corporate Social Responsibility and Environmental Management (SSCI; Q1) http://doi.org/10.1002/csr.2536
- Song, S., Cheung, A., Jun, A., Ma, S. (2023) “Mandatory CSR disclosure and CEO pay performance sensitivity: evidence from a quasi-natural experiment in China International Journal of Managerial Finance (ABDC: A) https://doi.org/10.1108/IJMF-04-2022-0181
- Hasan, M. and Cheung, A. (2023) “Organization Capital and Firm Risks” China Accounting and Finance Review (ABDC: A) https://doi.org/10.1108/CAFR-05-2022-0044
- Zheng, C., Cheung, A., Zhang, A., and Haider, I. (2023) “Corporate social responsibility and bank liquidity creation” Journal of Financial Research (SSCI; ABDC: A; ABS: 3) https://doi.org/10.1111/jfir.12322
- Omura, A., Cheung, A., Su, J. (2023) “Does natural gas volatility affect Bitcoin volatility? Evidence from the HAR-RV model” Applied Economics (SSCI, ABDC: A) https://doi.org/10.1080/00036846.2023.2168608
- Khoo, J. and Cheung, A. (2022) “Skilled labour risk and trade credit”Financial Review (ABDC: A; ABS:3) https://doi.org/10.1111/fire.12332
- Yan, W., and Cheung, A. (2022) “The Dynamic Spillover Effects of Climate Policy Uncertainty and Coal Price on Carbon Price: Evidence from China”Finance Research Letters (SSCI; Q1; ABDC: A) https://doi.org/10.1016/j.frl.2022.103400
- Zheng, C., Cheung, A., Cronje, T., (2022) “Social capital and bank liquidity hoarding” (accepted) Journal of International Financial Markets, Institutions & Money (SSCI; Q1: ABDC: A) https://doi.org/10.1016/j.intfin.2022.101653
- Chu, C. C., Su, X.F., Lin Y E., Omura A., Li B., Cheung, A. (2022) “Love thy neighbor: Evidence from capital structure decisions” Accounting and Finance (SSCI; Q1; ABDC: A) https://doi.org/10.1111/acfi.12995
- Jing, X.M., Mai Y., and Cheung, A. (2022) “Corporate Financialization and Fixed Investment Rate: Evidence from China” Finance Research Letters (SSCI; Q1; ABDC: A) https://doi.org/10.1016/j.frl.2022.102898
- Hasan, M., Cheung, A. and Marwick, T. (2022) “Corporate sexual orientation equality policies and the cost of equity capital” Journal of Behavioral and Experimental Finance (SSCI: Q1; ABDC: A) https://doi.org/10.1016/j.jbef.2022.100664
- Zheng, C., Cheung, A., Cronje, T. (2022) “The Impact of TARP Capital Infusion on Bank Liquidity Creation: Does Bank Size Matter?”, International Journal of Central Banking 18(2): 283-347 (SSCI; ABDC: A) https://www.ijcb.org/journal/ijcb22q2a7.pdf
- Lin, L. and Cheung, A. (2022) “The cloud economy and its relationship to the economy in China – a capital market-based approach” Financial Innovation 8:50 (SSCI; Q1) https://doi.org/10.1186/s40854-022-00350-9
- Khoo, J. and Cheung, A. (2022) “Managerial ability and debt maturity” Journal Contemporary Accounting and Economics 18(1) 100295 (SSCI; ABDC: A) https://doi.org/10.1016/j.jcae.2021.100295
- Khoo, J. and Cheung, A. (2021) “Managerial ability and trade credit” Financial Review (ESCI; ABDC: A; ABS:3) https://doi.org/10.1111/fire.12289
- Cheng, L. Cheung, A., (2021) “Is there a dark side of managerial ability? Evidence from the use of derivatives and firm risk in China”, Journal of Contemporary Accounting and Economics (accepted) (SSCI; ABDC: A) https://doi.org/10.1016/j.jcae.2021.100258.
- Hasan, M., Cheung, A., Tunas, L. and Kot, H. (2021) “Firm life cycle and trade credit”, Financial Review 56(4):743-771 (ESCI; ABDC: A; ABS:3) https://doi.org/10.1111/fire.12264
- Cheung, A., Hasan, M. and Khoo, J. (2021) “Distracted institutional investors and corporate cash holdings” International Review of Economics and Finance 71: 453-466. (SSCI; ABDC: A) https://doi.org/10.1016/j.iref.2020.08.018
- Lu, R., Cheung, A., Vu, T., and Islam, S. (2021) "Which measure of systematic risk should we use? An empirical study on systematical risk and Treynor measure using the economic index of riskiness and operational measure of riskiness", International Journal of Finance & Economics 26(2): 1739-1744 (SSCI; ABDC: B; ABS: 3) https://doi.org/10.1002/ijfe.1875
- Khoo, J. and Cheung, A. (2021) “Does geopolitical uncertainty affect corporate financing? Evidence from MIDAS regression” Global Finance Journal 47: 100519 (ESCI; ABDC: A) https://doi.org/10.1016/j.gfj.2020.100519
- Wong, M., Cheung, A., and Wei, H. (2021) “When Two Anomalies Meet: Volume & Timing Effects on Earnings Announcements”, Financial Review 56(2): 355-380, (ESCI; ABDC: A; ABS:3) https://doi.org/10.1111/fire.12255
- Hasan, M., Cheung, A., and Taylor, G. (2020) “Financial statement comparability and bank risk-taking” Journal of Contemporary Accounting and Economics 16(3): 100206 (SSCI; ABDC: A) https://doi.org/10.1016/j.jcae.2020.100206.
- Cheung, A., Kot, H., Lam, E., & Leung, H. (2020) “Toward understanding short-selling activity: Demand and supply” Accounting and Finance 60: 2203-2230 (SSCI; ABDC: A) https://doi.org/10.1111/acfi.12430
- Shi, Q., Li, B., Chung, R., and Cheung, A. (2020) “Investigating linear multi-factor models in asset pricing: considerable supplemental evidence”, Asia-Pacific Journal of Accounting & Economics 27: 242-260 (SSCI; ABDC: B) https://doi.org/10.1080/16081625.2017.1419878.
- Chen, Z., Cheung, A., and Cronje T., (2019) “The moderating role of capital on the relationship between bank liquidity creation and failure risk” Journal of Banking and Finance 108: 105651 (SSCI; ABDC: A*, Scimago: Q1) https://doi.org/10.1016/j.jbankfin.2019.105651.
- Cheung, A., and Pok, W. (2019) “Corporate social responsibility and provision of trade credit” Journal of Contemporary Accounting and Economics 15(3): 100159 (SSCI; ABDC: A) https://doi.org/10.1016/j.jcae.2019.100159
- Kot, H., Chen, M., Cheung, A., Huang, H. (2019) “Understanding short selling activity in the hospitality industry” International Journal of Hospitality Management 82: 136-148 (SSCI; ABDC: A*, Scimago: Q1). https://doi.org/10.1016/j.ijhm.2019.03.029
- Cheung, A., and Hu, W. (2019) "Information disclosure quality: correlation vs precision", Accounting and Finance 59: 1033–1053 (SSCI; ABDC: A) https://doi.org/10.1111/acfi.12282
- Zhou, D., Zhao, Y., Li, B., Lin, T., and Cheung, A. (2019) “Can Microblogging Information Disclosure Reduce Stock Price Synchronicity? Evidence from China”, Australian Journal of Management 44(2) 282–305. (SSCI; ABDC: A; Schimago: Q1) https://doi.org/10.1177/0312896218796884
- Cheung, A., Hu, M., and Schwiebert, J. (2018) "Corporate Social Responsibility and Dividend Policy", Accounting and Finance 58: 787-816 (SSCI; ABDC: A) https://doi.org/10.1111/acfi.12238
- Hasan, M., and Cheung, A. (2018) “Organization capital and firm life cycle”, Journal of Corporate Finance 48: 556–578 (SSCI; ABDC: A*) https://doi.org/10.1016/j.jcorpfin.2017.12.003
- Wang, Y., Xiang, E., Cheung, A., Ruan, W., Hu, W. (2017) "International oil price uncertainty and corporate investment: Evidence from China's emerging and transition economy", Energy Economics 61: 330-339. (SSCI; ABDC: A*) https://doi.org/10.1016/j.eneco.2016.11.024
- Shi, Q., Cheung, A., Li, B., and Chung, R. (2017) "Augmenting the intertemporal CAPM with inflation: Some further evidence from alternative models", Australian Journal of Management, 42(4) (SSCI; ABDC: A) https://doi.org/10.1177/0312896216686153
- Su J.J., Cheung, A.W., and Roca E. (2017) “Quantile Serial Dependence in Crude Oil Markets: Evidence from Improved Quantilogram Analysis with Quantile Wild Bootstrapping” Applied Economics 49(29), 2817–2828 (SSCI; ABDC: A) https://doi.org/10.1080/00036846.2016.1248356
- Cheung, A. (2016) “Corporate social responsibility and corporate cash holdings” Journal of Corporate Finance 37, 412-430. (SSCI; ABDC: A*) https://doi.org/10.1016/j.jcorpfin.2016.01.008
- Cheung, A.W., Su J.J. and Roca E. (2015) “Crypto-Currency Bubbles - An application of the Phillips-Shi–Yu (2013) methodology on Mt. Gox bitcoin prices” Applied Economics 47:23, 2348- 2358. (SSCI; ABDC: A) https://doi.org/10.1080/00036846.2015.1005827
- Hasan, M., M. Hossain, A. Habib, A. Cheung (2015), “Corporate Life Cycle and Cost of Equity Capital” Journal of Contemporary Accounting and Economics 11: 46–60. (SSCI; ABDC: A) https://doi.org/10.1016/j.jcae.2014.12.002
- Jin, Y, E. Roca, B. Li. V. Wong and A.W. Cheung (2014) “Sprinkle your investment portfolio with water!” International Journal of Water Vol. 9, No. 1, 43-59. (ERA 2010: B). https://doi.org/10.1504/IJW.2015.067445
- Su, J., A. W. Cheung, and E. Roca (2014) "Does Purchasing Power Parity hold? New evidence from wild-bootstrapped nonlinear unit root tests in the presence of heteroskedasticity" Economic Modelling 36:161–171. (SSCI; ABDC: A) https://doi.org/10.1016/j.econmod.2013.09.029.
- Cheung, A. W., and E. Roca. (2013) “The effect on price, liquidity and risk when stocks are added to and deleted from a sustainability index: Evidence from the Asia Pacific Context.” Journal of Asian Economics 24: 51-65. (SSCI; ERA 2010: A; ABDC: B) https://doi.org/10.1016/j.asieco.2012.08.002
- Su, J., A. W. Cheung, and E. Roca. (2013) “Lag selection of the Augmented Kapetanios-Shin-Snell Nonlinear Unit Root Test.” Journal of Mathematics and Statistics 9 (2): 102-111. (ERA 2010: B) https://doi.org/10.3844/jmssp.2013.102.111
- Su, J., A. W. Cheung, and E. Roca. (2012) “Are securitised real estate markets efficient? New international evidence based on an improved automatic Portmanteau test.” Economic Modelling 29: 684-690. (SSCI; ABDC: A) https://doi.org/10.1016/j.econmod.2012.01.015
- Cheung, A. W., J. Su, and A. K. Choo. (2012) “Are exchange rates serially correlated? New evidence from the Euro FX markets.” Review of Financial Economics 21 (1): 14-20. (SSCI; ABDC: B) https://doi.org/10.1016/j.rfe.2011.12.001
- Cheung, A. W. (2011) “Do stock investors value corporate sustainability? Evidence from an event study.” Journal of Business Ethics 99: 145-165. (SSCI; ABDC: A) https://doi.org/10.1007/s10551-010-0646-3
- Cheung, A. W. (2010) “Managerial Ownership and Performance: A Commentary Essay.” Journal of Business Research 63: 292-293. (SSCI; ABDC: A) https://doi.org/10.1016/j.jbusres.2009.04.002
- Li, J., A. Cheung, and E. Roca. (2010) "Yes, Indeed, Idiosyncratic Risk Matters for Socially Responsible Investments!" International Research Journal of Finance and Economics 54: 64-74. (ABDC: C) https://doi.org/10.2139/ssrn.1703750
- Li, J., A. Cheung, and E. Roca. (2010) "Socially Responsible Investment in Good and Bad Times" International Research Journal of Finance and Economics 54: 152-165. (ABDC: C) https://doi.org/10.2139/ssrn.1703750
- Su, J., A. W. Cheung, and A. K. Choo. (2010) "On the power of modified Kapetanios-Snell-Shin (KSS) tests" Economics Bulletin 30: 2028-2036. (ABDC: C) http://hdl.handle.net/10072/34286
- Awirothananon, T. and A. W. Cheung. (2009) "On joint determination of the number of states and the number of variables in Markov-switching models: A Monte Carlo study" Communications in Statistics – Simulation and Computation 38: 1757-1788. (SCI_Expanded; ERA 2010: B; ABDC 2010: B) https://doi.org/10.1080/03610910903121982
- Cheung, A. W., and K. J. Wei. (2006) “Insider Ownership and Corporate Performance: Evidence from the Adjustment Cost Approach.” Journal of Corporate Finance 12 (5): 906-925. (SSCI; ABDC: A*) https://doi.org/10.1016/j.jcorpfin.2006.02.002