Details about David Ng

Access statistics for papers by David Ng.

Last updated 2013-09-21. Update your information in the RePEc Author Service.

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Working Papers

2015

1. The Coming Wave: Where Do Emerging Market Investors Put Their Money?
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)

2013

2. The Coming Wave
   Working Papers, Hong Kong Institute for Monetary Research View citations (5)

2012

3. How Important are Foreign Ownership Linkages for International Stock Returns?
   Working Papers, Hong Kong Institute for Monetary Research View citations (16)
4. The International CAPM When Expected Returns Are Time-Varying
   Working Papers, Cornell University, Department of Applied Economics and Management
   See also Journal Article The international CAPM when expected returns are time-varying, Journal of International Money and Finance, Elsevier (2004) View citations (14) (2004)

2009

5. Is Unlevered Firm Volatility Asymmetric?
   Working Papers, Cornell University, Department of Applied Economics and Management
   See also Journal Article Is unlevered firm volatility asymmetric?, Journal of Empirical Finance, Elsevier (2011) View citations (6) (2011)

2006

6. Corruption and International Valuation: Does Virtue Pay?
   MPRA Paper, University Library of Munich, Germany View citations (12)
   Also in Working Papers, Cornell University, Department of Applied Economics and Management (2002) View citations (3)

2005

7. Capital Market Governance: How Do Security Laws Affect Market Performance?
   Working Papers, Cornell University, Department of Applied Economics and Management View citations (2)
   See also Journal Article Capital market governance: How do security laws affect market performance?, Journal of Corporate Finance, Elsevier (2006) View citations (50) (2006)

2003

8. Does Corruption Increase Emerging Market Bond Spreads?
   Working Papers, Cornell University, Department of Applied Economics and Management View citations (64)
   See also Journal Article Does corruption increase emerging market bond spreads?, Journal of Economics and Business, Elsevier (2003) View citations (63) (2003)

2002

9. The Sovereign Ceiling and Emerging Market Corporate Bond Spreads
   Working Papers, Cornell University, Department of Applied Economics and Management
   See also Journal Article The sovereign ceiling and emerging market corporate bond spreads, Journal of International Money and Finance, Elsevier (2005) View citations (101) (2005)

1999

10. An International Dynamic Asset Pricing Model
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (21)
    See also Journal Article An International Dynamic Asset Pricing Model, International Tax and Public Finance, Springer (1999) View citations (18) (1999)
11. Uncovering country risk in emerging market bond prices
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (7)

Journal Articles

2011

1. A tale of two yield curves: Modeling the joint term structure of dollar and euro interest rates
   Journal of Econometrics, 2011, 162, (1), 55-70 View citations (21)
2. Behavioral biases of mutual fund investors
   Journal of Financial Economics, 2011, 102, (1), 1-27 View citations (114)
3. Is unlevered firm volatility asymmetric?
   Journal of Empirical Finance, 2011, 18, (4), 634-651 View citations (6)
   See also Working Paper Is Unlevered Firm Volatility Asymmetric?, Working Papers (2009) (2009)

2009

4. Testing International Asset Pricing Models Using Implied Costs of Capital
   Journal of Financial and Quantitative Analysis, 2009, 44, (2), 307-335 View citations (56)

2008

5. Foreign Investments of U.S. Individual Investors: Causes and Consequences
   Management Science, 2008, 54, (3), 443-459 View citations (26)

2006

6. Capital market governance: How do security laws affect market performance?
   Journal of Corporate Finance, 2006, 12, (3), 560-593 View citations (50)
   See also Working Paper Capital Market Governance: How Do Security Laws Affect Market Performance?, Working Papers (2005) View citations (2) (2005)

2005

7. The sovereign ceiling and emerging market corporate bond spreads
   Journal of International Money and Finance, 2005, 24, (4), 631-649 View citations (101)
   See also Working Paper The Sovereign Ceiling and Emerging Market Corporate Bond Spreads, Working Papers (2002) (2002)

2004

8. The international CAPM when expected returns are time-varying
   Journal of International Money and Finance, 2004, 23, (2), 189-230 View citations (14)
   See also Working Paper The International CAPM When Expected Returns Are Time-Varying, Working Papers (2012) (2012)

2003

9. Does corruption increase emerging market bond spreads?
   Journal of Economics and Business, 2003, 55, (5-6), 503-528 View citations (63)
   See also Working Paper Does Corruption Increase Emerging Market Bond Spreads?, Working Papers (2003) View citations (64) (2003)

1999

10. An International Dynamic Asset Pricing Model
    International Tax and Public Finance, 1999, 6, (4), 597-620 View citations (18)
    See also Working Paper An International Dynamic Asset Pricing Model, NBER Working Papers (1999) View citations (21) (1999)