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Details about David Ng

E-mail:
Homepage:http://www.aem.cornell.edu/faculty_sites/dtn4/
Workplace:Charles H. Dyson School of Applied Economics and Management, Cornell University, (more information at EDIRC)

Access statistics for papers by David Ng.

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

Short-id: png43


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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 Downloads View citations (2)

2013

  1. The Coming Wave
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (3)

2012

  1. How Important are Foreign Ownership Linkages for International Stock Returns?
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (10)
  2. The International CAPM When Expected Returns Are Time-Varying
    Working Papers, Cornell University, Department of Applied Economics and Management Downloads
    See also Journal Article in Journal of International Money and Finance (2004)

2009

  1. Is Unlevered Firm Volatility Asymmetric?
    Working Papers, Cornell University, Department of Applied Economics and Management Downloads
    See also Journal Article in Journal of Empirical Finance (2011)

2006

  1. Corruption and International Valuation: Does Virtue Pay?
    MPRA Paper, University Library of Munich, Germany Downloads View citations (9)
    Also in Working Papers, Cornell University, Department of Applied Economics and Management (2002) Downloads

2005

  1. Capital Market Governance: How Do Security Laws Affect Market Performance?
    Working Papers, Cornell University, Department of Applied Economics and Management Downloads View citations (1)
    See also Journal Article in Journal of Corporate Finance (2006)

2003

  1. Does Corruption Increase Emerging Market Bond Spreads?
    Working Papers, Cornell University, Department of Applied Economics and Management Downloads View citations (39)
    See also Journal Article in Journal of Economics and Business (2003)

2002

  1. The Sovereign Ceiling and Emerging Market Corporate Bond Spreads
    Working Papers, Cornell University, Department of Applied Economics and Management Downloads
    See also Journal Article in Journal of International Money and Finance (2005)

1999

  1. An International Dynamic Asset Pricing Model
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (14)
    See also Journal Article in International Tax and Public Finance (1999)
  2. Uncovering country risk in emerging market bond prices
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads 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 Downloads View citations (17)
  2. Behavioral biases of mutual fund investors
    Journal of Financial Economics, 2011, 102, (1), 1-27 Downloads View citations (39)
  3. Is unlevered firm volatility asymmetric?
    Journal of Empirical Finance, 2011, 18, (4), 634-651 Downloads View citations (5)
    See also Working Paper (2009)

2009

  1. Testing International Asset Pricing Models Using Implied Costs of Capital
    Journal of Financial and Quantitative Analysis, 2009, 44, (02), 307-335 Downloads View citations (29)

2008

  1. Foreign Investments of U.S. Individual Investors: Causes and Consequences
    Management Science, 2008, 54, (3), 443-459 Downloads View citations (17)

2006

  1. Capital market governance: How do security laws affect market performance?
    Journal of Corporate Finance, 2006, 12, (3), 560-593 Downloads View citations (38)
    See also Working Paper (2005)

2005

  1. The sovereign ceiling and emerging market corporate bond spreads
    Journal of International Money and Finance, 2005, 24, (4), 631-649 Downloads View citations (69)
    See also Working Paper (2002)

2004

  1. The international CAPM when expected returns are time-varying
    Journal of International Money and Finance, 2004, 23, (2), 189-230 Downloads View citations (12)
    See also Working Paper (2012)

2003

  1. Does corruption increase emerging market bond spreads?
    Journal of Economics and Business, 2003, 55, (5-6), 503-528 Downloads View citations (34)
    See also Working Paper (2003)

1999

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