Dr. Sherman Cheung
Professor
Finance & Business Economics
CONTACT INFORMATION
BIO
Professor Cheung specializes in investments and financial markets. His research has been published in the Journal of Finance, Journal of Banking and Finance, Decision Sciences, Financial Analysts Journal, and other journals. He is a member of several professional organizations and is involved in pension issues.
JOURNAL PUBLICATIONS
March 2015
Home Ownership Decision In Personal Finance: Some Empirical Evidence
JOURNAL : FINANCIAL SERVICES REVIEW
CONTRIBUTORS: Peter Miu, Chun-sang-sherman Cheung
January 2011
Correlation Behavior Of Emerging Markets
CONTRIBUTORS: Chun-sang-sherman Cheung, Peter Miu
December 2010
Diversification Benefits Of Commodity Futures
JOURNAL : JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS AND MONEY
CONTRIBUTORS: Chun-sang-sherman Cheung, Peter Miu
June 2009
On The Nature Of Mean-variance Spanning
JOURNAL : FINANCE RESEARCH LETTERS
CONTRIBUTORS: Chun-sang-sherman Cheung, Clarence c y Kwan,
January 2008
Correlation Behavior Of Emerging Markets
CONTRIBUTORS: Chun-sang-sherman Cheung, Peter Miu
2008
A Mean-gini Approach To Asset Allocation Involving Hedge Funds
JOURNAL : RESEARCH IN FINANCE
CONTRIBUTORS: Chun-sang-sherman Cheung, Clarence c y Kwan, Peter Miu
December 1995
The Pricing Of Exchange Rate Risk And Stock Market Segmentation: The Canadian Case
JOURNAL : REVIEW OF QUANTITATIVE FINANCE AND ACCOUNTING
CONTRIBUTORS: Chun-sang-sherman Cheung, Clarence c y Kwan, Jason Lee
June 1995
Tests Of The Value Line Ranking System: Some International Evidence
JOURNAL : JOURNAL OF BUSINESS FINANCE & ACCOUNTING
CONTRIBUTORS: Trevor william Chamberlain, Chun-sang-sherman Cheung, Clarence c y Kwan
May 1995
Disclosure Environment And Listing On Foreign Stock Exchanges
JOURNAL : JOURNAL OF BANKING & FINANCE
CONTRIBUTORS: Chun-sang-sherman Cheung, Jason Lee
July 1994
Information Asymmetry And The Underpricing Of Initial Public Offerings: Further Empirical Evidence
JOURNAL : JOURNAL OF BUSINESS FINANCE & ACCOUNTING
CONTRIBUTORS: Chun-sang-sherman Cheung, Itzhak Krinsky
September 1993
Options Listing, Market Liquidity And Stock Behaviour: Some Canadian Evidence
JOURNAL : JOURNAL OF BUSINESS FINANCE & ACCOUNTING
CONTRIBUTORS: Trevor william Chamberlain, Chun-sang-sherman Cheung, Clarence c y Kwan
April 1993
An Empirical Investigation Of The Random Character Of Annual Earnings
JOURNAL : JOURNAL OF ACCOUNTING AUDITING & FINANCE
CONTRIBUTORS: Jeffrey l Callen, Chun-sang-sherman Cheung, Clarence c y Kwan,
January 1993
Integration Vs Segmentation In The Korean Stock Market
JOURNAL : JOURNAL OF BUSINESS FINANCE & ACCOUNTING
CONTRIBUTORS: Chun-sang-sherman Cheung, Jason Lee
August 1992
A Note On The Transmission Of Public Informtion Across Inetrnational Stock Markets
JOURNAL : JOURNAL OF BANKING & FINANCE
CONTRIBUTORS: Chun-sang-sherman Cheung, Clarence c y Kwan
1991
Volume-price Change Relations And The Costly Short Sales Hypothesis: Some Empirical Tests
JOURNAL : CANADIAN JOURNAL OF ADMINISTRATIVE SCIENCES / REVUE CANADIENNE DES SCIENCES DE L'ADMINISTRATION
CONTRIBUTORS: Trevor william Chamberlain, Chun-sang-sherman Cheung, Clarence c y Kwan
September 1990
Optimal Portfolio Selection Using The General Multi?index Model: A Stable Paretian Framework*
JOURNAL : DECISION SCIENCES
CONTRIBUTORS: Trevor william Chamberlain, Chun-sang-sherman Cheung, Clarence c y Kwan
June 1990
Performance Of Value Line's Recommendations: The Canadian Case
JOURNAL : JOURNAL OF INTERNATIONAL FINANCIAL MANAGEMENT AND ACCOUNTING
CONTRIBUTORS: Chun-sang-sherman Cheung
May 1990
International Investment And Currency Risk
JOURNAL : JOURNAL OF ECONOMICS AND BUSINESS
CONTRIBUTORS: Trevor william Chamberlain, Chun-sang-sherman Cheung, Clarence c y Kwan
February 1990
The Hedging Effectiveness Of Options And Futures: A Mean?gini Approach
JOURNAL : JOURNAL OF FUTURES MARKETS
CONTRIBUTORS: Chun-sang-sherman Cheung, Clarence c y Kwan,
September 1989
Expiration-day Effects Of Index Futures And Options: Some Canadian Evidence
JOURNAL : FINANCIAL ANALYSTS JOURNAL
CONTRIBUTORS: Trevor william Chamberlain, Chun-sang-sherman Cheung, Clarence c y Kwan
September 1989
Controlling Opportunistic Behavior In Corporate Governance - The Role Of Disproportionate Voting Shares And Coattail Provisions
JOURNAL : JOURNAL OF INSTITUTIONAL AND THEORETICAL ECONOMICS-ZEITSCHRIFT FUR DIE GESAMTE STAATSWISSENSCHAFT
CONTRIBUTORS: Chun-sang-sherman Cheung, Jc Gaa
June 1989
On The Derivation Of Reinsurance Premiums
JOURNAL : INSURANCE MATHEMATICS AND ECONOMICS
CONTRIBUTORS: Jack sk Chang, Chun-sang-sherman Cheung, I Krinsky
March 1988
Optimal Portfolio Selection Of Bonds And Stocks*
JOURNAL : DECISION SCIENCES
CONTRIBUTORS: Chun-sang-sherman Cheung, Clarence c y Kwan
March 1988
A Note On Simple Criteria For Optimal Portfolio Selection
JOURNAL : THE JOURNAL OF FINANCE
CONTRIBUTORS: Chun-sang-sherman Cheung, Clarence c y Kwan
1988
Day Of The Week Patterns In Stock Returns: The Canadian Evidence
JOURNAL : CANADIAN JOURNAL OF ADMINISTRATIVE SCIENCES / REVUE CANADIENNE DES SCIENCES DE L'ADMINISTRATION
CONTRIBUTORS: Trevor william Chamberlain, Chun-sang-sherman Cheung, Clarence c y Kwan
1987
Optimal Mix Of Investment And Insurance Activities Of Property-liability Insurance Companies
JOURNAL : CANADIAN JOURNAL OF ADMINISTRATIVE SCIENCES / REVUE CANADIENNE DES SCIENCES DE L'ADMINISTRATION
CONTRIBUTORS: Chun-sang-sherman Cheung, Itzhak Krinsky, Clarence c y Kwan
October 1985
A Note On Optimal Portfolio Selection Under Stable Paretian Distributions*
JOURNAL : DECISION SCIENCES
CONTRIBUTORS: Chun-sang-sherman Cheung, Clarence c y Kwan,
June 1984
The Capital Asset Pricing Model, Option Pricing, And The Value Of Limited Liability Protection
JOURNAL : FINANCIAL REVIEW
CONTRIBUTORS: Sk Chang, Jc Bosch, Chun-sang-sherman CheungOTHER PUBLICATIONS
January 2016
Bond Laddering And Bond Indexing: An Empirical Comparison
CONTRIBUTORS: Chun-sang-sherman Cheung, Peter Miu
June 2014
The Uneasy Case For Real Estate Investments
CONTRIBUTORS: Chun-sang-sherman Cheung, Peter Miu
March 2005
Secondary Equity Offerings: The Case Of Installments Receipts
CONTRIBUTORS: Narat Charupat, Chun-sang-sherman Cheung
January 1992