Publication - 澳門城市大學金融學院

Selected Publications of Academic Staffs of FOF in Recent Years 近年學術論文（金融學院學術人員）

Date Published 發表日期	Author 作者	Article Title 文章題目	Publication Title 出版物
Third Round Review	Di Li, Zhige Wu, Yixuan Tang	Do climate risks affect dirty–clean energy stock price dynamic correlations?	Energy Economics (Third Round Review) - 2024.01.26
即將發表	薛力菲、劉璐、婁世艷、陳洋、A. Cheung	澳門社會保障基金指數測算與比較研究	澳門研究
即將發表	婁世艷、張俊彬、朱文翰	澳門高等教育和經濟的互動性研究	澳門研究
即將發表	婁世艶	澳門居民就業問題應對與人才政策	北京：社會科學文獻出版社
2024.03	Khoo, J., and Cheung, A. and Wang, E.	Distracted Institutional Shareholders and Debt Maturity	Journal of Financial Research (accepted)
2024.03	Lin, L., Cheung, A., and Yan, W.	Volatility Spillovers of Cloud Stocks: Evidence from China Using the Dynamic Connectedness Approach	Accounting and Finance (accepted)
2024.03	Wu, J., Pangarkar, N., Shi, X., Liu, Z., and Wu, Z.	Managing open innovation with science-based vs. market-based partners: board of directors as a contingency	Asian Business & Management
2024.01	Liang Dong, Bo Yu, Zhenjiang Qin, Keith S.K. Lam	Liquidity risk and expected returns in China’s stock market: A multidimensional liquidity approach,	Research in International Business and Finance, 69, 102247
2023.12	Lamont Bo Yu, Wang-Sheng Lee, Trang My Tran	Bridging the gap: Assessing the effects of railway infrastructure investments in Northwest China	China Economic Review, 82, 102076
2023.11	Wang-Sheng Lee, Trang My Tran, Bo Yu	Green infrastructure and air pollution: Evidence from highways connecting two megacities in China	Journal of Environmental Economics and Management 122, 102884
2023.09	Ling Y., Satchell, S., and Yao J.	Decreasing returns to scale and skill in hedge funds	Journal of Banking and Finance
2023.09	Siting Dai, Deqin Lin, Zhichen Liu.	Electricity market margin determination method considering the integrity of electricity assets	Energy Reports, Volume 9, 2023, 1259-1267, https://doi.org/10.1016/j.egyr.2023.04.243.

2023.08	Lin, L. and Cheung A.	Pricing cloud stocks: Evidence from China	Accounting & Finance
2023.08	Jiaqiang Yan & Yonghong Zhou	Ancestral Relatedness and Visits between National Leaders: Evidence from China	Pacific Economic Review
2023.08	王應貴、婁世艶、劉芷辰	銀行監管、過度金融化與美國銀行業震蕩	新金融
2023.07	Khoo, J. and Cheung, A.	Vintage capital and trade credit	Accounting & Finance
2023.07	Khoo, J. and Cheung, A.	The hidden cost of organisation capital: Evidence from trade credit	The British Accounting Review
2023.07	Lin D, Zhao Y.	The Impact of Environmental Regulations on Enterprises’ Green Innovation: The Mediating Effect of Managers’ Environmental Awareness	Sustainability. 2023; 15(14):10906. https://doi.org/10.3390/su151410906.
2023.06	Yonghong Zhou	Influence of political movement on fields of study: Evidence from Hong Kong	European Journal of Political Economy
2023.06	Lin, Y., Jiang, X., Yu, B. and Lan, K.	Compensation peer crash risks and corporate own investments: New evidences from U.S. stock markets	International Review of Financial Analysis
2023.06	Yu Jiang and Adrian C.H. Lei	Security Analysts' Site Visits and Stock Price Synchronicity	Financial Markets, Institutions & Instruments
2023.05	Qu, Y., & Cheung, A.	Organization capital and green innovation: Evidence from China	Corporate Social Responsibility and Environmental Management
2023.05	Song, S., Cheung, A., Jun, A. and Ma, S.	Mandatory CSR disclosure and CEO pay performance sensitivity in China: evidence from a quasi-natural experiment	International Journal of Managerial Finance
2023.05	Xiao H, Lin D, Li S.	Novel Method for Estimating Time-Varying COVID-19 Transmission Rate	Mathematics. 2023; 11(10):2383. https://doi.org/10.3390/math11102383.
2023.04	鄺婉樺、陳國雄	粵港澳大灣區金融科技人才現狀與發展策略研究	上海商業
2023.04	Lou, S. and Liu, H.	Awareness, use, and need of smart care for older adults: A comparative study based on a survey in Macao, China.	Public Health. Volume 11 - 2023 . doi: 10.3389/fpubh.2023.1135164. (SSCI一區, 第一及通訊作者)
2023.03	劉思宇、劉宗、王應貴	人民幣外匯市場、增長趨勢與競爭策略	中國貨幣市場
2023.03	Hasan, M. and Cheung, A.	Organization capital and firm risks	China Accounting and Finance Review
2023.02	陳國雄、鄺婉樺	推動澳門金融科技生態發展的路徑研究	城市情報
2023.02	王寧寧、崔丹妮、吳澤福	基於CiteSpace的我國綠色金融研究熱點與前沿	投資與創業
2023.02	劉珺蓓、周泳宏	貧富差距歧視與主觀幸福感	產業經濟評論
2023.02	Zheng, C., Cheung, A., Zhang, A., and Haider, I.	Corporate social responsibility and bank liquidity creation	Journal of Financial Research
2023.02	Zhao Y, Lin D.	Prediction of Micro- and Small-Sized Enterprise Default Risk Based on a Logistic Model: Evidence from a Bank of China	Sustainability. 2023; 15(5):4097. https://doi.org/10.3390/su15054097.
2023.01	Omura A., Cheung, A., Jen Je Su	Does natural gas volatility affect Bitcoin volatility? Evidence from the HAR-RV model	Applied Economics
2023.01	Zuobin Ying, Wusong Lan, Chen Deng, Lu Liu and Ximeng Liu	DVIT—A Decentralized Virtual Items Trading Forum with Reputation System	Mathematics
2023.01	王應貴、劉芷辰	日本政府養老投資基金資產配置和投資收益分析	現代日本經濟
2022.12	Khoo, J. and Cheung, A.	Does skilled labor risk matter to suppliers? Evidence from trade credit	Financial Review
2022,12	余玲錚、婁世艶	生産綫上的“性別紅利”：自動化升級與雇傭合同期限	廣東社會科學
2022.12	王應貴、劉思宇、劉宗	人工智能、機器學習與銀行業資管業務	新金融
2022.01	Wan-Lin Yan, Adrian (Wai Kong) Cheung	The dynamic spillover effects of climate policy uncertainty and coal price on carbon price: Evidence from China	Finance Research Letters
2022.01	Yonghong Zhou, Xian Zheng, Ziqing Yuan	Trade Liberalization and Wages: Evidence from the Closer Economic Partnership Arrangement between Mainland China and Hong Kong	Research in International Business and Financ
2022.09	Zheng, C., Cheung, A., Cronje, T.	Social capital and bank liquidity hoarding	Journal of International Financial Markets, Institutions & Money
2022.09	婁世艷、劉紅	澳門智慧養老服務：必要性、實踐特點及發展方向	行政

2022.08	Chu, C. C., Su, X.F., Lin Y E., Omura A., Li B., Cheung, A.	Love thy neighbor: Evidence from capital structure decisions	Accounting and Finance
2022.08	Jing, X.M., Mai Y., and Cheung, A.	Corporate Financialization and Fixed Investment Rate: Evidence from China	Finance Research Letters
2022.06	Hasan, M., Cheung, A. and Marwick, T.	Corporate sexual orientation equality policies and the cost of equity capital	Journal of Behavioral and Experimental Finance
2022.06	Zheng, C., Cheung, A., Cronje, T.	The Impact of TARP Capital Infusion on Bank Liquidity Creation: Does Bank Size Matter?	International Journal of Central Banking
2022.05	Dayuan Xie & Yonghong Zhou	Religion Effects on Fertility Preference: Evidence from China	Journal of Population Research
2022.04	Lin, L. and Cheung, A.	The cloud economy and its relationship to the economy in China – a capital market-based approach	Financial Innovation
2022.04	Khoo, J. and Cheung, A.	Managerial ability and debt maturity	Journal Contemporary Accounting and Economics
2022.03	劉潔、林德欽	家族信托在中國的發展現狀、問題和對策研究——基于法律視角	商業經濟
2022.01	徐東鵬、林德欽	跨國証券交易所合併對証券市場效率影響研究	中國市場
2021.11	賈曉斐、鄺婉樺、林立超	金融科技與影子銀行業務關係——基於委托貸款的經驗數據研究	技術經濟與管理研究
2021.01	徐東鵬、林德欽	我國内地與香港股市風險預測研究	合作經濟與科技
2021.01	Khoo, J. and Cheung, A.	Managerial ability and trade credit	Financial Review
2021.01	Shaiban, M. S., Li, D., & Hasanov, A. S.	Energy and Bank Equity Interactions	Frontiers in Energy Research
2020, 12	王應貴、王圓圓、余珂	從頁巖技術開路先鋒到資金黑洞——切薩皮克的興衰之路	國際石油經濟
2020, 12	Hasan, M., Cheung, A., and Taylor, G.	Financial statement comparability and bank risk-taking	Journal of Contemporary Accounting and Economics
2020, 11	林曉曼、林德欽	澳門特區新興產業發展的現狀、障礙及對策研究	經濟論壇
2020, 10	Wong, M., Cheung, A., and Wei, H.	When Two Anomalies Meet: Volume & Timing Effects on Earnings Announcements	Financial Review
2020, 10	Shen, Yajing; Shiyan Lou; Xiujuan Zhao; Kuai Peng Ip; Hui Xu; Jingwen Zhang	Factors Impacting Risk Perception under Typhoon Disaster in Macao SAR	Int. J. Environ. Res. Public Health
2020, 10	Xu Dongpeng, Lin Deqin	A Comparative Analysis of the Differences in People's Livelihood Satisfaction in Guangdong, Hong Kong and Macao	Academic Journal of Business & Management
2020, 09	王應貴、劉浩博、婁世艷	數字金融、業務轉型與未來銀行探討	新金融

2020, 07	王應貴、婁世艷	日本都市銀行三巨頭的國際經營效益及啟示	現代日本經濟
2020, 07	Lu, R., Cheung, A., Vu, T., and Islam, S.	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
2020, 06	林曉曼、林德欽	投資者情緒與上證綜指收益率及波動率關係實證研究	吉林工商學院學報
2020, 04	王應貴	中美第一階段經貿協議目標、現實挑戰與未來展望	亞太經濟
2020, 04	Zhao, X.; Du, P.; Chen, J.; Yu, D.; Xu, W.; Lou, S.; Yuan, H.; Ip, K.P.	A Typhoon Shelter Selection and Evacuee Allocation Model: A Case Study of Macao (SAR), China	Sustainability
2020, 01	婁世艷、蘆嘉迪	社會階層評價指標研究的演進、成就與困境	貴州財經大學學報
2019, 12	Cheung, A., and Pok, W.	Corporate social responsibility and provision of trade credit	Journal of Contemporary Accounting and Economics
2019, 12	王應貴、婁世艷	境內外人民幣外匯市場發展、地域擴散及遠景分析	中國貨幣市場
2019, 12	林德欽、梁松聲	澳門構建金融中心的基本要素分析	澳門公共行政雜誌
2019, 11	Chen, Z., Cheung, A., and Cronje T.	The moderating role of capital on the relationship between bank liquidity creation and failure risk	Journal of Banking and Finance
2019, 10	王應貴、婁世艷	大數據分析在銀行業的應用研究	新金融
2019, 09	Kot, H., Chen, M., Cheung, A., Huang, H.	Understanding short selling activity in the hospitality industry	International Journal of Hospitality Management
2019, 08	Zhao, Xiujuan, Jianguo Chen, Wei Xu , Shiyan Lou , Peng Du , Hongyong Yuan and Kuai Peng Ip	A Three-Stage Hierarchical Model for An Earthquake Shelter Location-Allocation Problem: Case Study of Chaoyang District, Beijing, China	Sustainability
2019, 08	張旭、鄺婉樺、林德欽	橫琴與澳門旅遊產業協同發展研究	中國市場

Selected Publications of Students of FOF in Recent Years 近年學術論文（金融學院學生）

Date Published 發表日期	Author 作者	Article Title 文章題目	Publication Title 出版物
2024, 03	Li, W., Wang, S., Cheung, A., & Xu, C.	Shadow banking, investment and interest rate transmission: Evidence from macroprudential policy in China	Economic Analysis and Policy
2023, 07	Lilong Huang, Dongdong Dong, Xueqin Dong	Natural resources extraction, financial expansion and remittances: South Asian economies perspective of sustainable development	Resources Policy
2023, 05	Yan, W. L., Cheung, Adrian	The dynamic spillover effects of climate policy uncertainty and coal price on carbon price: Evidence from China	Finance Research Letters
2023, 05	Xiao, H., Lin, D., & Li, S.	Novel Method for Estimating Time-Varying COVID-19 Transmission Rate	Mathematics
2023, 05	Zhang, P. Y., Zhang, J. B. & Huang, J. S.	Current Status and Promotion of the Circulation of RMB: Taking the Belt and Road Initiative as an Example	Journal of Economics, Finance and Accounting Studies
2023, 05	Qu, Y., & Cheung, A. (W.)	Organization capital and green innovation: Evidence from China	Corporate Social Responsibility and Environmental Management
2023, 05	Huang, J. S., Zhang, P. Y. & Zhang, J. B.	Understanding momentum and reversal investing strategies. Journal of Economics	Finance and Accounting Studies
2023, 03	劉思宇、劉宗、王應貴	人民幣外匯市場、增長趨勢與競爭策略	中國貨幣市場
2023, 02	胡倩、劉坤原、崔若婕	哈佛分析框架下的財務報表分析——以美國華特迪士尼公司為例	Advances in Social Sciences
2023, 02	胡倩、劉坤原、崔若婕	科達制造基於 EVA 的企業價值評估	Modern Management
2023, 02	劉宗	關於商業銀行大數據應用的思考和探析	商業觀察
2023, 02	包夢蛟、趙安然、王大鵬	優化科技金融與科技創新協同機理的策略及建議	產業創新研究
2023, 02	趙安然、包夢蛟、蔡佳良、沈慧玲	互聯網金融發展的中國模式與金融創新思考	今日財富
2023, 01	Yan, W.L.	Stock index futures price prediction using feature selection and deep learning	The North American Journal of Economics and Finance

2022, 12	王應貴、劉思宇、劉宗	人工智慧、機器學習與銀行業資管業務	新金融
2022, 11	劉瑾、張欣、黃摯歡、喬智	股市資產和住房資產對居民消費的影響——來自41個國家和地區的經驗證據	鄭州大學學報（哲學社會科學版）
2022, 10	劉文博	集中化銀行業結構與企業金融化——融資約束與金融投資收益的視角	技術經濟與管理研究
2022, 09	Dong X, Zhong Y, Liu M, Xiao W and Qin C	Research on the impacts of dual environmental regulation on regional carbon emissions under the goal of carbon neutrality-the intermediary role of green technology innovation	Frontiers in Environmental Science
2022, 09	Sohail MT, Chen S.	A PLS-SEM Analysis to Check Public Willingness to Use Water from Filtration Plants Installed by Public Own Organizations; a Study of Psychological Behavior Toward Sustainable Development	Psychology Research and Behavior Management
2022, 09	Zou, X.	The Impact of Sci-Tech Finance on Technology Entrepreneurship: Empirical Evidence from China. Journal of Economics	Finance and Accounting Studies
2022, 09	趙新成	戰略性新興企業發展的金融支持效率研究——基於廣東省上市公司股權、債權融資數據的分析	價格理論與實踐
2022, 09	趙新成、王宇	金融支持戰略性新興產業發展研究——基於創業板上市公司資料的實證	技術經濟與管理研究
2022, 09	席慕雯	人民幣匯率對房地產市場的影響	合作經濟與科技
2022, 08	張沛瑩	“一帶一路”背景下“中國-東盟”金融合作路徑分析	財務與金融
2022, 07	張朋	基於區塊鏈技術的中小企業融資模式應用研究	環渤海經濟瞭望
2022, 05	張俊彬	區塊鏈技術在國內資產證券化的應用研究	中國市場
2022, 05	Yan, Y., & Zhu, W.	A Study on the Correlation of Systematic Risk of China’s Listed Banks. Journal of Economics	Finance and Accounting Studies
2022, 04	豐瓊英	管理層能力與企業金融化關系研究	韶關學院學報
2022, 04	Lichao, L., & Cheung, A.	Cloud economy and its relationship with China’s economy—a capital market-based approach	Financial Innovation
2022, 03	Wang, H., Guo, W., & Zou, X	Herfindahl Index Methods and Special Analysis for Regional Competitiveness Inequality Evaluation	Journal of Finance Accounting
2022, 03	左川, 王宇, & 李振	深度學習在股票投資中的應用	鄭州大學學報（哲學社會科學版）
2022, 03	劉潔、林德欽	家族信托在中國的發展現狀、問題和對策研究——基于法律視角	商業經濟
2022, 02	鄒震田、陳靖	中國金融資產管理公司拓展另類投資基金業務的若干問題研究	環球市場
2022, 02	周游	“一帶一路”倡議下中國陶瓷出口貿易研究	現代營銷
2022, 02	劉夢珂、徐如一	淺談人民幣國際化進程對我國經濟的影響	商展經濟
2022, 02	沈哲鑫	基于區塊鏈的碳抵消研究綜述與展望	中國商論
2022, 01	Cheng, D., Liu, K., Qian, Z., Chen, Z., & Mao, H.	Study on Survival and Sustainable Development of Small-and Medium-Sized Tourism and Hospitality Enterprises in Macao Based on Regional Soft Environment and Competitive Advantage	Frontiers in Psychology
2022, 01	徐東鵬	區塊鏈技術在証券交易所中的運用與挑戰	中國集體經濟
2022, 01	徐東鵬、林德欽	跨國証券交易所合併對証券市場效率影響研究	中國市場
2022, 01	徐如一、劉夢珂	挪威政府全球養老基金投資及風險管理研究	商展經濟
2022, 01	劉垚、賈曉斐	全球價值鏈嵌入對國內貿易市場分割的影響——基于空間溢出視角	商業經濟研究
2022, 01	周游、蘇史煜	信用制度變遷視角下的潮汕僑批業組織形態演變研究	產業創新研究

2021, 11	賈曉斐、鄺婉樺、林立超	金融科技與影子銀行業務關係——基於委托貸款的經驗數據研究	技術經濟與管理研究
2021, 11	Liu, Y., & Zhang, M.	Research on Financial Management of Guangdong-Hong Kong-Macao Greater Bay Area Based on LS-SVM Algorithm and Multi-Model Fusion	Annals of Operations Research
2021, 10	徐東鵬、林德欽	我國內地與香港股市風險預測研究	合作經濟與科技
2021, 10	張俊彬	“區塊鏈+供應鏈金融”解決中小企企業融資難問題	現代商業
2021, 10	趙寧寧、陳靖	天津市金融支持實體經濟發展效率研究	山西農經
2021, 09	豐瓊英	夫妻公司人格否認制度	中國市場
2021, 07	鄒雪瑩	金融科技對收入差距的影響——基於省級數字普惠金融指數實証分析	科技經濟市場
2021, 07	Xu, D., Lin, D., & Zhang, D.	An Empirical Research of Impact of the Merger of Pan-European and Oslo Stock Exchanges on the Efficiency of Tobacco Securities Market	Tobacco Regulatory Science
2021, 06	Zhang Xiaheng, Xu Dongpeng & Xiao Lin	Intelligent Perception System of Big Data Decision in Cross-Border e-Commerce Based on Data Fusion	Journal of Sensors
2021, 06	劉潔	ARMA模型在股票價格預測中的應用——以格力電器為例	中國管理信息化
2021, 06	王應貴、余珂、劉浩博	跨境支付、分布式記賬、數字貨幣與人民幣國際化	新金融
2021, 06	賈賀麟	海南自貿港實現“零關稅”目標的優化路徑研究	價格理論與實踐
2021, 03	Jia, H.	Deep learning algorithm-based financial prediction models	Complexity
2021, 02	Zhu,W.H., & Yan,Y.	Research on the volatility of RMB exchange rate based on GARCH model	Solid State Technology
2021, 02	王曉峰、林立超	國際鐵礦石期貨價格傳導比較研究——兼析加快我國鐵礦石期貨市場國際化建設	價格理論與實踐
2021, 02	林立超、黃子玲、豐瓊英	全球13個主要經濟體外商直接投資影響因素的實證研究——基于2018年經濟數據分析	廣東石油化工學院學報
2021, 02	黃子玲、豐瓊英	淺析商業銀行信貸風險與供應鏈金融革命——以中國農業銀行為例	時代金融

2020, 12	王應貴、王圓圓、余珂	從頁巖技術開路先鋒到資金黑洞——切薩皮克的興衰之路	國際石油經濟
2020, 11	趙新成	基於心理帳戶和多目標決策的最優投資策略	運籌與管理
2020, 11	劉潔	中美日家庭金融資產結構的對比分析及啟示	理論月刊
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