"Volatility, Global Information, and Market Conditions: A Study in International Futures Markets," (with Gary Patterson), Journal of Futures Market, forthcoming 2000.

"Segmentation of the A- and B-Share Chinese Equity Markets," (with Wai Lee and Wai K. Leung) Journal of Financial Research, forthcoming 2000.

"A Multivariate Analysis of the Determinants of Bank Financial Strength Ratings," (with Winnie Poon and Michael Firth), Journal of International Financial Markets, Institutions and Money, August 1999, Volume 9, Number 3, 267-283

"Ethical Across Cultures: Managing the Differing Perspectives of China and the USA," (with Dennis Pita and Steve Isberg), Journal of Consumer Marketing, 1999, Volume 16, Number 3, 240-256.

"Volatility Linkage Among Currency Futures Markets During US Trading and Non-trading Periods," (with Gary Patterson), Journal of Multinational Financial Management, March 1999, Volume 9, Number 2, 129-153.

"The Dynamic Relationship of Volatility, Volume and Market Depth in Currency Futures Markets," (with Gary Patterson), Journal of International Financial Markets, Institutions and Money, 1999, Volume 9, Number 1, 33-59.

"Underwriting Cycles in Property and Liability Insurance: An Empirical Analysis of Industry and By-line Data," (with Gene C. Lai, Gary Patterson, and Robert C. Witt) Journal of Risk and Insurance, December 1998, Volume 65, No. 4, 539-562.

"The Relationship among Volatility, Volume, Bid-Ask Spread and Number of Brokers: Evidence from Intra-Day on the Hong Kong Stock Market," (with Chuan-Yang Hwang and Wai-Kin Leung), Review of Pacific Basin Financial Markets and Policies, September 1998, Volume 1, Number 3, 303-320.

"Asset Pricing in Segmented Capital Markets: Preliminary Evidence from China-Domiciled Companies," (with Winnie Poon and Michael Firth) Pacific-Basin Finance Journal, August 1998, Vol 6, Number 3-4, 307-319.

"The Spillover Effect of the Trade Suspension of the Treasury Bond Futures Market in China," (with Winnie Poon and Michael Firth), Journal of International Financial Markets, Institutions and Money, 1998, Vol 8, 205-218.

"Factors Affecting Foreign Investor Choice in Types of U.S. Real Estate," (with Deborah Ford and Dan Gerlowski) Journal of Real Estate Research, 1998. Vol 16, Number 1, 99-111.

"Information Flows between the Eurodollar Spot and Futures Markets," (with Yin-Wong Cheung), Multinational Finance Journal, 1997, Vol 1, number 4, 255-271.

"International Interest Rate Transmission and Volatility Spillover," (with Hoyoon Jang and Wai Lee) International Review of Economics and Finance, 1997, volume 6, 67-75.

"International Interest Rate Linkage: Evidence from the Money Markets in the United Kingdom," (with Wai Lee, and Ming-Shiun Pan) Journal of Multinational Financial Management, 1996, Volume 6 (4), 59-71.

"Do We Expect More Latent Variables in a Structurally Different Market: the Case of Hong Kong," (with Wai Lee and Wai-Chung Lo) Research in International Business and Finance, Larry Lang and John Doukas (eds), JAI press, 1996, 313-328.

"International Transmission of Stock Price Volatility: Evidence from the U.S. and Six Pacific Basin Markets," (with Angela Y. Liu and Ming-Shiun Pan) Journal of Multinational Financial Management, 1996, Volume 6 (2/3), 81-94 .

"A Note on 'State Characteristics and the Location of Foreign Direct Investment Within the United States'," (with Joseph Friedman,, Daniel A Gerlowski and Jonathan Silberman) Review of Economics and Statistics, May 1996, 367-368.

"A Note on Euroyen and Japanese Domestic Interest Rates," (with Wai-Chung Lo and Joel N. Morse) Journal of Banking and Finance, October 1995, 19, 1309-1321.

"Evidence on the Dynamic Relationship between International Trade and the Stock Market: the Four Asian Tigers," (with Wai-Chung Lo, Wai K. Leung) Journal of International Trade and Economic Development, July 1995, 4(2), 171-183.

"Examining the Long-Range Dependency in Exchange Rates," (with Wai-Chung Lo) Journal of International Financial Markets, Institutions and Money, 1995, Vol 5, No. 1, 19-29.

"Purchasing Power Parity Under the European Monetary System," (with Yin-Wong Cheung, Kon S. Lai and Wai-Chung Lo) Journal of International Money and Finance, Volume 14, No. 2, February 1995, 179-189.

"An Examination of the Ex Ante International Interest Rate Transmission," (with Wai-Chung Lo) Financial Review, February, 1995, 175-192.

(A summary of the article appears in the Certified Financial Analyst (CFA) Digest, summer 1995, 10-11).

"Exports, Imports and Industrial Production: Evidence from Advanced and Newly Industrializing Countries," (with Bansi Sawhney, Wai-Chung Lo, and Pinggui Xing) International Economic Journal, Vol 8, No. 4, Winter 1994, 87-98.

"The Location of Foreign Direct Investment in U.S. Real Estate: An Empirical Analysis," (with Dan Gerlowski and Deborah Ford) Land Economics, August 1994, 70(3), 286-293.

"Examining the Dependency in Intra-day Stock Index Futures," (with Wai-Chung Lo, and John E. Peterson) Journal of Futures Markets, June 1994, Vol 14, No. 14, 405-419.

"Empirical Investigation of Purchasing Power Parity," (with Wai K. Leung, Bansi Sawhney and Eden Yu) Indian Economic Journal, January 1994, 120-128.

"Dependency in Pacific Basin Stock Returns," (with Wai-Chung Lo, Shaw Chen, and Gene Lai) International Review of Financial Analysis, Vol 2, No. 3, 1993, 199-210.

"Memory in Interest Rate Futures," (with Wai-Chung Lo) Journal of Futures Markets, December 1993, 865-872.

"The Choice of Implied Volatility for Valuing Options on Stock Index Futures," (with Hung-Gay Fung) Midwestern Journal of Business and Economics, Spring 1993, 29-35.

"Optimal Financial Leverage and Managerial Productivity," (with Dileep R. Mehta) in Advances in Quantitative Analysis of Finance and Accounting, edited by Cheng F. Lee, JAI press Inc., Volume 2, 1993, 1-18.

"The Pricing Relationship of Eurodollar Futures and Eurodollar Deposit Rates," (with Wai K. Leung), Journal of Futures Markets, April 1993, 115-126.

"Forecasting Foreign Exchange Rates: Which Model?" (with Bansi Sawhney) Indian Journal of Quantitative Economics, Vol VIII, no 1 & 2, 1992, 1-6.

"Deviations from Purchasing Power Parity," (with Wai-Chung Lo) Financial Review, November 1992, 553-570.

"A Cointegration Analysis of the Asian Dollar and Eurodollar Interest Rate Transmission Mechanism," (with Steven Isberg and Wai K. Leung) Asia Pacific Journal of Management, 2, October 1992, 167-177.

"The International Transmission of Eurodollar and U.S. Interest Rates: A Cointegration Analysis,"(with Steven Isberg) Journal of Banking and Finance, August 1992, 757-769.

"An Initial Assessment of the Locational Preferences of Foreign Investors in U.S. Real Estate: 1980-1988," (with Daniel Gerloswki and Fereidoon Shahrokh) Southern and Business Economic Journal, April 1992, 129-146.

"Re-examining the Behavior of Real Exchange Rates," (with Geoffrey Booth and Wai K. Leung) Journal of International Financial Markets, Institutions and Money, Vol 1, no 4, 1991, 1-11.

"The Growth of Currency Futures Markets," (with Gene C. Lai and Spiros Martzoukos) International Journal of Finance, Autumn 1991, 75-91.

"A Pricing of Foreign Currency Investments," (with Wai K. Leung) Global Finance Journal, Vol 2, no (1/2), Spring/Summer 1991, 99-118.

"The Use of Forward Contracts for Hedging Currency Risk," (with Wai K. Leung) Journal of International Financial Management and Accounting, Spring 1991, 78-92.

"Forward Market and International Trade," (with Gene C. Lai) Southern Economic Journal, April 1991, 982-992.

"Currency Warrants on the American Stock Exchange," (with Clifford F. Thies and Joel Morse) Journal of International Financial Markets, Institutions and Money, Vol 1, no.2, 1991, 85-95.

"Put-Call Parity and Arbitrage Bounds for Options on Grain Futures," (with William W. Wilson) American Journal of Agricultural Economics, February 1991, 55-65.

"The Forecasting Performance of Implied Standard Deviation in Currency Options," (with Chin-Jen Lie and Abel Moreno) Managerial Finance, Vol 16, no 3, 1990, 24-29.

"Tests of Unbiased Forecast in Stock Index Futures Markets," (with Jeffrey E. Jarrett and Wai K. Leung) Managerial Finance Vol 16, no 3, 1990, 19-23.

"Stock Market and Economic Activities: A Causal Analysis," (with Chin-Jen Lie) Research on Pacific-Basin Capital Markets, edited by G. Rhee and R. Chang, North-Holland, 1990.

"Information Content of Volatilities Implied by Option Premiums in Grain Futures Markets," (with William W. Wilson) Journal of Futures Markets, February 1990, 13-27.

"Option Price Behavior in Grain Futures Markets," (with William W. Wilson and Michael Ricks) Journal of Futures Markets, February, 1988, 47-65.

"Monte Carlo Studies on the Effectiveness of the Bootstrap Bias Reduction Method on TSLS Estimates," (with Yu-Sheng Hsu, Kin-Nam Lau, and Edwin F. Ulveling) Economics Letters, 20, 1986, 233-239.

"Inflation, Cost of Capital and Capital Budgeting Procedures," (with Dileep R Mehta and Michael Curley) Financial Management, Winter 1984, 48-54.

"Asian Financial Crisis: A Credit Perspective," The Credit and Financial Management Review, 1998, Vol 4, Number 3, Third Quarter, 22-27.

"On Differentiation and Price Trend of China Capital Market According to B-Share Issue,"(in Chinese) (with Winnie Poon), Journal of Zhejiang Institute of Finance and Economics, 1998, Number 5, 49-53.

"Steering Clear of Derivatives Risk," (with Ronald, K. Chung) Treasury Management Association Journal, September/October 1995, 15(15), 10-13.

"The Internal and External Effects of Bench-marking in the Credit Function," (with Steven C. Isberg and Ronald K. Chung) Credit Research Digest, April 1994 Issue.

"Evaluating A Micro Credit Bank in a Goal Programming Framework," (with Dileep R. Mehta, Michael D. Curley, and James G. Tompkins), Global Finance Conference Yearbook, April-May, 1998, 24-26.

"Index Futures and Its Underlying Constituent Stocks Volatility: the Case of Hong Kong - Commentary," CBOT Research Symposium Proceedings, Winter 1995, 81-83.

"Determinants of Country Risk: An Option Pricing Framework," (with S.B. Thapa) Proceeding of Decision Science Institute, 1991, 106-107.

"A Cointegration Analysis of the Asia Dollar and Eurodollar Interest Rate Transmission Mechanism," (with S. Isberg and W.K. Leung), Proceeding of International Conference on Asia Pacific Financial Markets, 1991, 156-165.

"Dividend Policy and Surplus Policy in the Stock Life Insurance Industry," Proceedings of International Insurance Society, July 1989, 112-118.

"Exchange Rate Risk, Foreign Exchange Hedging and International Trade," (with C. J. Lie) Managing in Global Economy, Proceeding of the third International Conference by Eastern Academy of Management, June 1989, 116-120.

"Red chips or H-Shares: Which China-backed Securities process Information the Fastest ?" (with Winnie Poon).

"The Relationship among Bank Size, International Trade and Industrial Production: Evidence from Developing and Advanced Countries," (with Wai-Chung Lo)

"Financial Structure and Liberalization in China" (with Wai Kin Leung)

"The Permanent and Transitory Components in the Real Exchange Rate and Interest Rate," (with Bong-Soo Lee and Daniel Cheung)

"Trading Strategies in Insurance Industry," (with Gene Lai and Wai K. Leung)

"An Empirical Time-series Examination of Underwriting Cycles in Property-Liability Insurance," (Gene C. Lai, Wai-Chung Lo, and Robert C Witt).

"Business Conditions, Expected Returns and Volatility of Bonds," (Wai Lee and Dileep Mehta).

"Stock Valuation Models with Multiple Growth Rates," (with Sanjay K. Nawalkha and Sudhir Nanda).

"Resource Allocation of Donor Agency to Micro Credit Banks: A Programming Approach," (with Dileep R. Mehta, Mike D. Curley and James G. Tomkins).