Research
Publications 2004
HMO performance and consumer complaints: An empirical study of
frustrating HMO activities, Hospital Topics, 82, 1, 2-10 (P. Born, and W.T. Query).
The wealth and information effects of insurers' open market stock repurchase announcements, Risk Management and Insurance Review, 7, 1, 25-40 (P. Born, C. Giaccotto, and T. Ritsatos).
Market value added as an investment selection tool: A portfolio separation test, Investment Management and Financial Innovations, 1, 1, 114-118 (D. Cary, J. Chong, M. Her, and G.M. Phillips).
Creating a government financing program for SMEs in China: Theory and practice, China and World Economy, 12, 4, 50-65 (W. Bradford, and C. Chen).
Corporate control, restructuring, and firm performance in China, The Chinese Economy, 37, 3, 67-86 (X. Cai, and C. Chen).
A robust test on the multifactor pricing model, Investment Management and Financial Innovations, 1, 2, 42-51 (C. Chen, and Y. Jin).
Value at risk from econometric models and implied from currency options, Journal of Forecasting, 23, 603-620 (J. Chong).
Options trading profits from correlation forecasts, Applied Financial Economics, 14, 15, 1075-1085 (J. Chong).
The information content of econometric and implied forecasting models, Journal of Interdisciplinary Economics, 15, 2, 193-216 (J. Chong).
The statistical performance of econometric and implied forecasting models, Journal of Interdisciplinary Economics, 15, 1, 83-98 (J. Chong).
The Japan premium and the floating rate Yen euromarket, Journal of the Asia Pacific Economy, 9, 3, 288-300 (J. Batten, and V. Covrig).
The contribution of a satellite market to price discovery: Evidence from the Singapore exchange, Journal of Futures Markets, 24, 10, 981-1004 (V. Covrig, D.K. Ding, and B.S. Low).
A Yen is not a Yen: TIBOR/LIBOR and the determinants of the Japan premium, Journal of Financial and Quantitative Analysis, 39, 1, 193-208 (V. Covrig, B.S. Low, and M. Melvin).
Volume autocorrelation, information, and investor trading, Journal of Banking and Finance, 28, 9, 2155-2174 (V. Covrig, and L. Ng).
An empirical study of the effectiveness of publicly-funded 'structured on-site training': Implications for policy and practice, Journal of Vocational Education and Training, 56, 3, 387-408 (P. Gorman, R. Moore, D. Blake, and G.M. Phillips).