RESEARCH

 

Published and Forthcoming Papers:

 

Choong Tze Chua, Sandy Lai and Yangru Wu, “Effective Fair Pricing of International Mutual Funds” Forthcoming, Journal of Banking and Finance.

 
Choong Tze Chua, Dean Foster, Krishna Ramaswamy and Robert Stine, “A Dynamic Model for the Forward Curve” The Review of Financial Studies, 2008, 21, 265-310.

 

Choong Tze Chua, Cheol Eun and Sandy Lai, “Corporate Valuation around the World: The Effects of Governance, Growth and Openness” Journal of Banking and Finance, 2007, 31, 35-56.

 

Choong Tze Chua and Winston Koh, “Measuring Investment Skills of Fund Managers” Applied Financial Economics, 2007, 17, 1359-1368.

 

Choong Tze Chua, Winston Koh and Krishna Ramaswamy, “Profiting from Mean-Reverting Yield Curve Trading Strategies” The Journal of Fixed Income, 2006, 15 (4), 20-33. Summarized in The CFA Digest, November 2006.

 

Choong Tze Chua, Winston Koh, Krishna Ramaswamy, “Comparing Returns of US Treasuries versus Equities: Implications for Market and Portfolio Efficiency” Applied Financial Economics, 2005, 15, 1213-1218.

 

 

 

Working Papers:

 

Choong Tze Chua, Jeremy Goh and Joe Zhang, “Expected Volatility, Unexpected Volatility, and the Cross-section of Stock Returns” Under review, Journal of Financial Markets.

 

Gary Caton, Chiraphol New Chiyachantana, Choong Tze Chua and Jeremy Goh, “Earnings Management and Seasoned Bond Offerings: Do Managers Mislead the Bond Market?”

 

Choong Tze Chua, Michael Brandt, Krishna Ramaswamy and Amir Yaron, “A Two-Step Recursive Parameter Estimation Technique Using Cross-Sectional and Time-Series Data”

 

Choong Tze Chua and Winston Koh, “Division of Labor and Specialized Expertise in Organizational Decision-Making”

 

 

 

Work in Progress:

 

Choong Tze Chua, Krishna Ramaswamy and Robert Stine “Predicting Short-term Eurodollar Futures”

 

Choong Tze Chua, Krishna Ramaswamy and Robert Stine “Forecasting Convenience Yields”

 

Sojung Park, Choong Tze Chua, Jean Lemaire, “Asian Bonus-Malus Systems as a Measure of Insurance Maturity”

 

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