Skip to the content

Menu
Dr Timothy K. CHUE
  • Associate Professor
BSc, PhD
PhD, Economics
Harvard University

aftchue@polyu.edu.hk
2766 4995
2330 9845
M1035
http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=302996
Research Area:
Finance & Financial Services

Consulting, Research and Teaching Interests:
  • Asset pricing
  • International finance



Dr. Chue is an Associate Professor at the School of Accounting & Finance of the Hong Kong Polytechnic University. His research examines different areas in asset pricing and international finance, and the link between accounting information and asset prices.

Dr. Chue has published in the Journal of Business, Contemporary Accounting Research, the Financial Analysts Journal, Journal of Applied Econometrics, Journal of Banking and Finance, Journal of International Money and Finance, and the Pacific-Basin Finance Journal. Dr. Chue received a Graham and Dodd Award of Excellence from the CFA Institute in 2016, for his Financial Analysts Journal article on the crash risks of style investing. Dr. Chue is also principal investigator of six GRF grants funded by the Research Grants Council of Hong Kong.

Dr. Chue served on the faculty of HKUST prior to joining PolyU. He received his Ph.D. in Economics from Harvard University, and B.Sc. (High Distinction) in Economics and Physics, with minor in Computer Science, from the University of Toronto.

At PolyU, Dr. Chue has been nominated by the School of Accounting & Finance to receive the President's Award for Excellent Performance in Teaching. At HKUST, he was awarded the Franklin Teaching Prize by the School of Business & Management.

“Understanding Cross-Country Differences in Valuation Ratios: A Variance Decomposition Approach,” Contemporary Accounting Research 32, 2015, 1617-1640.

“The Crash Risks of Style Investing: Can They Be Internationally Diversified?” with Yong Wang and Jin Xu, Financial Analysts Journal 71, 2015, 34-46. (Recipient of the Graham and Dodd Award of Excellence)

“Emerging Market Exchange-Rate Exposure,” with David Cook, Journal of Banking and Finance 32, 2008, 1349-1362.

“Subsampling Hypothesis Tests for Nonstationary Panels with Applications to Exchange Rates and Stock Prices,” with In Choi, Journal of Applied Econometrics 22, 2007, 233-264. (lead article)

“Conditional Market Co-Movements, Welfare, and Contagions: The Role of Time-Varying Risk Aversion,” Journal of Business 78, 2005, 949-967.

 “Time-Varying Risk Preferences and Emerging Market Co-Movements,” Journal of International Money and Finance 21, 2002, 1053-72.