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張偉光教授


發佈日期:2023/07/05
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張偉光  澳門城市大金融學院院長

聯絡方法:

  adriancheung@cityu.mo   85902984

教授及院長

金融學院院長

 

學歷

香港科技大學金融學博士

英國倫敦大學金融經濟學(傑出)碩士

蘇格蘭斯特靈大學工商管理(金融)學碩士

香港樹仁大學法律與工商管理文憑

 

 

 

簡介

張偉光博士現任澳門城市大學金融學院院長兼教授。他擁有香港科技大學的金融博士學位,曾在嶺南大學,格里菲斯大學,科廷大學和弗林德斯大學任教。在加入城市大學之前,他曾擔任科廷大學金融與銀行系系主任以及弗林德斯大學商業、政治與法學院商業研究组别主管(相當於副院長(學術方向))。 張偉光博士的研究興趣是與金融相關的實證問題。他長期的研究興趣是了解當代商業問題中的金融/財務機制。目前,他試圖從金融/財務角度了解諸如企業社會責任,無形資本,LGBT,社交媒體,比特幣和貿易信貸等問題。他曾獲得各種研究資助,包括中國國家自然科學基金會,澳中未來對話基金會和AFAANZ研究資助。他還是北京大學和香港科技大學的訪問學者。他的出版物曾在國際上期刊上發表,其中包括:公司金融期刊, 銀行與金融期刊,商業道德期刊,澳大利亞管理,會計與金融期刊,當代會計與經濟學期刊,商業研究期刊,經濟模型,能源經濟學,應用經濟學和亞洲經濟學雜誌等。

2022年10月10日,斯坦福大學發佈了「全球前2%頂尖科學家榜單(World’s Top 2% Scientists)」的最新排名。在「2021年度科學影響力排行榜」中, 張偉光博士上榜入選金融領域(Finance)的「年度科學影響力排行榜」。

 

教學科目

  • 公司財務
  • 商業金融
  • 國際金融

 

研究方向

  • 實證金融

 

學術工作經驗

2019- :澳門城市大學金融學教授兼院長

2018-2019:弗林德斯大學商業學教授兼研究部負責人

2015-2018:科廷大學金融與銀行學副教授

2011-2014:科廷大學金融與銀行高級講師

2004-2011:格里菲斯大學金融與經濟學講師

1991-2002:嶺南大學會計與金融學助理講師

 

出版論文精選

Qu, Y., Cheung, A. (2023) “Organization Capital and Green Innovation: Evidence from China”Corporate Social Responsibility and Environmental Management (SSCI; Q1) http://doi.org/10.1002/csr.2536

Song, S., Cheung, A., Jun, A., Ma, S. (2023) “Mandatory CSR disclosure and CEO pay performance sensitivity: evidence from a quasi-natural experiment in China" International Journal of Managerial Finance (ABDC: A)) https://doi.org/10.1108/IJMF-04-2022-0181

Hasan, M. and Cheung, A. (2023) “Organization Capital and Firm Risks” China Accounting and Finance Review (ABDC: A)) https://doi.org/10.1108/CAFR-05-2022-0044

Zheng, C., Cheung, A., Zhang, A., and Haider, I. (2023) “Corporate social responsibility and bank liquidity creation” Journal of Financial Research (SSCI; ABDC: A; ABS: 3) https://doi.org/10.1111/jfir.12322

Omura, A., Cheung, A., Su, J. (2023) “Does natural gas volatility affect Bitcoin volatility? Evidence from the HAR-RV model”  Applied Economics (SSCI, ABDC: A) https://doi.org/10.1080/00036846.2023.2168608

Khoo, J. and Cheung, A. (2022) “Skilled labour risk and trade credit”Financial Review (ABDC: A; ABS:3) https://doi.org/10.1111/fire.12332

Yan, W., and Cheung, A. (2022) “The Dynamic Spillover Effects of Climate Policy Uncertainty and Coal Price on Carbon Price: Evidence from China” (accepted) Finance Research Letters (SSCI; Q1; ABDC: A) https://doi.org/10.1016/j.frl.2022.103400

Zheng, C., Cheung, A., Cronje, T., (2022) “Social capital and bank liquidity hoarding” (accepted) Journal of International Financial Markets, Institutions & Money (SSCI; Q1: ABDC: A)) https://doi.org/10.1016/j.intfin.2022.101653

Chu, C. C., Su, X.F., Lin Y E., Omura A., Li B., Cheung, A. (2022) “Love thy neighbor: Evidence from capital structure decisions” Accounting and Finance (SSCI; Q1; ABDC: A) https://doi.org/10.1111/acfi.12995

Jing, X.M., Mai Y., and Cheung, A. (2022) “Corporate Financialization and Fixed Investment Rate: Evidence from China” Finance Research Letters (SSCI; Q1; ABDC: A) https://doi.org/10.1016/j.frl.2022.102898

Hasan, M., Cheung, A. and Marwick, T. (2022) “Corporate sexual orientation equality policies and the cost of equity capital” Journal of Behavioral and Experimental Finance (SSCI: Q1; ABDC: A) https://doi.org/10.1016/j.jbef.2022.100664

Zheng, C., Cheung, A., Cronje, T. (2022) “The Impact of TARP Capital Infusion on Bank Liquidity Creation: Does Bank Size Matter?”, International Journal of Central Banking 18(2): 283-347 (SSCI; ABDC: A) https://www.ijcb.org/journal/ijcb22q2a7.pdf

Lin, L. and Cheung, A. (2022) “The cloud economy and its relationship to the economy in China – a capital market-based approach” Financial Innovation 8:50 (SSCI; Q1) https://doi.org/10.1186/s40854-022-00350-9

Khoo, J.  and Cheung, A. (2022) “Managerial ability and debt maturity” Journal Contemporary Accounting and Economics 18(1) 100295 (SSCI; ABDC: A) https://doi.org/10.1016/j.jcae.2021.100295

Khoo, J.  and Cheung, A. (2021) “Managerial ability and trade credit” Financial Review (ESCI; ABDC: A; ABS:3) https://doi.org/10.1111/fire.12289

Cheng, L. Cheung, A., (2021) “Is there a dark side of managerial ability? Evidence from the use of derivatives and firm risk in China”, Journal of Contemporary Accounting and Economics (accepted) (SSCI; ABDC: A) https://doi.org/10.1016/j.jcae.2021.100258.

Hasan, M., Cheung, A., Tunas, L. and Kot, H. (2021) “Firm life cycle and trade credit”, Financial Review 56(4):743-771 (ESCI; ABDC: A; ABS:3) https://doi.org/10.1111/fire.12264

Cheung, A., Hasan, M. and Khoo, J. (2021) “Distracted institutional investors and corporate cash holdings” International Review of Economics and Finance 71: 453-466. (SSCI; ABDC: A) https://doi.org/10.1016/j.iref.2020.08.018

Lu, R., Cheung, A., Vu, T., and Islam, S. (2021) "Which measure of systematic risk should we use? An empirical study on systematical risk and Treynor measure using the economic index of riskiness and operational measure of riskiness", International Journal of Finance & Economics 26(2): 1739-1744 (SSCI; ABDC: B; ABS: 3) https://doi.org/10.1002/ijfe.1875

Khoo, J.  and Cheung, A. (2021) “Does geopolitical uncertainty affect corporate financing? Evidence from MIDAS regression” Global Finance Journal 47: 100519 (ESCI; ABDC: A) https://doi.org/10.1016/j.gfj.2020.100519

Wong, M., Cheung, A., and Wei, H. (2021) “When Two Anomalies Meet: Volume & Timing Effects on Earnings Announcements”, Financial Review 56(2): 355-380, (ESCI; ABDC: A; ABS:3) https://doi.org/10.1111/fire.12255

Hasan, M., Cheung, A., and Taylor, G. (2020) “Financial statement comparability and bank risk-taking” Journal of Contemporary Accounting and Economics 16(3): 100206 (SSCI; ABDC: A) https://doi.org/10.1016/j.jcae.2020.100206.

Cheung, A., Kot, H., Lam, E., & Leung, H. (2020) “Toward understanding short-selling activity: Demand and supply” Accounting and Finance 60: 2203-2230 (SSCI; ABDC: A) https://doi.org/10.1111/acfi.12430

Shi, Q., Li, B., Chung, R., and Cheung, A. (2020) “Investigating linear multi-factor models in asset pricing: considerable supplemental evidence”, Asia-Pacific Journal of Accounting & Economics 27: 242-260 (SSCI; ABDC: B) https://doi.org/10.1080/16081625.2017.1419878.

Chen, Z., Cheung, A., and Cronje T., (2019) “The moderating role of capital on the relationship between bank liquidity creation and failure risk” Journal of Banking and Finance 108: 105651 (SSCI; ABDC: A*, Scimago: Q1) https://doi.org/10.1016/j.jbankfin.2019.105651.

Cheung, A., and Pok, W. (2019) “Corporate social responsibility and provision of trade credit” Journal of Contemporary Accounting and Economics 15(3): 100159 (SSCI; ABDC: A) https://doi.org/10.1016/j.jcae.2019.100159

Kot, H., Chen, M., Cheung, A., Huang, H. (2019) “Understanding short selling activity in the hospitality industry” International Journal of Hospitality Management 82: 136-148 (SSCI; ABDC: A*, Scimago: Q1). https://doi.org/10.1016/j.ijhm.2019.03.029

Cheung, A., and Hu, W. (2019) "Information disclosure quality: correlation vs precision", Accounting and Finance 59: 1033–1053 (SSCI; ABDC: A) https://doi.org/10.1111/acfi.12282

Zhou, D., Zhao, Y., Li, B., Lin, T., and Cheung, A. (2019) “Can Microblogging Information Disclosure Reduce Stock Price Synchronicity? Evidence from China”, Australian Journal of Management 44(2) 282–305. (SSCI; ABDC: A; Schimago: Q1) https://doi.org/10.1177/0312896218796884

Cheung, A., Hu, M., and Schwiebert, J. (2018) "Corporate Social Responsibility and Dividend Policy", Accounting and Finance 58: 787-816 (SSCI; ABDC: A) https://doi.org/10.1111/acfi.12238

Hasan, M., and Cheung, A. (2018) “Organization capital and firm life cycle”, Journal of Corporate Finance 48: 556–578 (SSCI; ABDC: A*) https://doi.org/10.1016/j.jcorpfin.2017.12.003

Wang, Y., Xiang, E., Cheung, A., Ruan, W., Hu, W. (2017) "International oil price uncertainty and corporate investment: Evidence from China's emerging and transition economy", Energy Economics 61: 330-339. (SSCI; ABDC: A*) https://doi.org/10.1016/j.eneco.2016.11.024

Shi, Q., Cheung, A., Li, B., and Chung, R. (2017) "Augmenting the intertemporal CAPM with inflation: Some further evidence from alternative models", Australian Journal of Management, 42(4) (SSCI; ABDC: A) https://doi.org/10.1177/0312896216686153

Su J.J., Cheung, A.W., and Roca E. (2017) “Quantile Serial Dependence in Crude Oil Markets: Evidence from Improved Quantilogram Analysis with Quantile Wild Bootstrapping” Applied Economics 49(29), 2817–2828 (SSCI; ABDC: A) https://doi.org/10.1080/00036846.2016.1248356

Cheung, A. (2016) “Corporate social responsibility and corporate cash holdings” Journal of Corporate Finance 37, 412-430. (SSCI; ABDC: A*) https://doi.org/10.1016/j.jcorpfin.2016.01.008

Cheung, A.W., Su J.J. and Roca E. (2015) “Crypto-Currency Bubbles - An application of the Phillips-Shi–Yu (2013) methodology on Mt. Gox bitcoin prices” Applied Economics 47:23, 2348- 2358. (SSCI; ABDC: A) https://doi.org/10.1080/00036846.2015.1005827

Hasan, M., M. Hossain, A. Habib, A. Cheung (2015), “Corporate Life Cycle and Cost of Equity Capital” Journal of Contemporary Accounting and Economics 11: 46–60. (SSCI; ABDC: A) https://doi.org/10.1016/j.jcae.2014.12.002

Jin, Y, E. Roca, B. Li. V. Wong and A.W. Cheung (2014) “Sprinkle your investment portfolio with water!” International Journal of Water Vol. 9, No. 1, 43-59. (ERA 2010: B). https://doi.org/10.1504/IJW.2015.067445

Su, J., A. W. Cheung, and E. Roca (2014) "Does Purchasing Power Parity hold? New evidence from wild-bootstrapped nonlinear unit root tests in the presence of heteroskedasticity" Economic Modelling 36:161–171. (SSCI; ABDC: A) https://doi.org/10.1016/j.econmod.2013.09.029.

Cheung, A. W., and E. Roca. (2013) “The effect on price, liquidity and risk when stocks are added to and deleted from a sustainability index: Evidence from the Asia Pacific Context.” Journal of Asian Economics 24: 51-65. (SSCI; ERA 2010: A; ABDC: B) https://doi.org/10.1016/j.asieco.2012.08.002

Su, J., A. W. Cheung, and E. Roca. (2013) “Lag selection of the Augmented Kapetanios-Shin-Snell Nonlinear Unit Root Test.” Journal of Mathematics and Statistics 9 (2): 102-111. (ERA 2010: B) https://doi.org/10.3844/jmssp.2013.102.111

Su, J., A. W. Cheung, and E. Roca. (2012) “Are securitised real estate markets efficient? New international evidence based on an improved automatic Portmanteau test.” Economic Modelling 29: 684-690. (SSCI; ABDC: A) https://doi.org/10.1016/j.econmod.2012.01.015

Cheung, A. W., J. Su, and A. K. Choo. (2012) “Are exchange rates serially correlated? New evidence from the Euro FX markets.” Review of Financial Economics 21 (1): 14-20. (SSCI; ABDC: B) https://doi.org/10.1016/j.rfe.2011.12.001

Cheung, A. W. (2011) “Do stock investors value corporate sustainability? Evidence from an event study.” Journal of Business Ethics 99: 145-165. (SSCI; ABDC: A) https://doi.org/10.1007/s10551-010-0646-3

Cheung, A. W. (2010) “Managerial Ownership and Performance: A Commentary Essay.” Journal of Business Research 63: 292-293. (SSCI; ABDC: A) https://doi.org/10.1016/j.jbusres.2009.04.002

Li, J., A. Cheung, and E. Roca. (2010) "Yes, Indeed, Idiosyncratic Risk Matters for Socially Responsible Investments!" International Research Journal of Finance and Economics 54: 64-74. (ABDC: C) https://doi.org/10.2139/ssrn.1703750

Li, J., A. Cheung, and E. Roca. (2010) "Socially Responsible Investment in Good and Bad Times" International Research Journal of Finance and Economics 54: 152-165. (ABDC: C) https://doi.org/10.2139/ssrn.1703750

Su, J., A. W. Cheung, and A. K. Choo. (2010) "On the power of modified Kapetanios-Snell-Shin (KSS) tests" Economics Bulletin 30: 2028-2036. (ABDC: C) http://hdl.handle.net/10072/34286

Awirothananon, T. and A. W. Cheung. (2009) "On joint determination of the number of states and the number of variables in Markov-switching models: A Monte Carlo study" Communications in Statistics – Simulation and Computation 38: 1757-1788. (SCI_Expanded; ERA 2010: B; ABDC 2010: B) https://doi.org/10.1080/03610910903121982

Cheung, A. W., and K. J. Wei. (2006) “Insider Ownership and Corporate Performance: Evidence from the Adjustment Cost Approach.” Journal of Corporate Finance 12 (5): 906-925. (SSCI; ABDC: A*) https://doi.org/10.1016/j.jcorpfin.2006.02.002



 
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