Timothy K. CHUE
- Associate Professor
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, Journal of Banking and Finance, Journal of International Money and Finance, Journal of Applied Econometrics, Financial Analysts Journal, and the Pacific-Basin Finance Journal, and is an Associate Editor of the Pacific Economic Review. Dr. Chue has received a Graham and Dodd Award of Excellence from the CFA Institute for his Financial Analysts Journal article on the crash risks of style investing. A number of Dr. Chue's research projects were supported by the General Research Fund of 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.
“Aggregate Investor Sentiment and Stock Return Synchronicity,” with Ferdinand Gul and Mujtaba Mian, Journal of Banking and Finance 108, 2019, 15628.
“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 (Karen) 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.