Research Output for Michael Chng
Note: The 2012, 2013 publications have not been audited.
Jump to: Publications | Grants and Consultancies | HDR completions
Publications
2012 School of Accounting, Economics and Finance
Chng, Michael T. and Foster, Grant* (2012) The implied convenience yield of precious metals : safe haven versus industrial usage, Review of futures markets, vol. 20, no. 4, pp. 349-394, Institute for Financial Markets, Washington, D. C. [C1]
ERA journal ID: Not matching ERA journal listDRO entry for this publication
2010 School of Accounting, Economics and Finance
Chng, Michael T. (2010) Comparing different economic linkages among commodity futures, Journal of business finance & accounting, vol. 37, no. 9-10, pp. 1348-1389, Blackwell Publishing, Oxford, England [C1]
ERA journal ID: 19531 – Scopus EID: 2-s2.0-786504350982009 School of Accounting, Economics and Finance
Chng, Michael (2009) There is something about pairs trading, Corporate finance review, vol. 13, no. 5, pp. 27-35, W G & L Financial Reporting & Management Research, New York, N.Y. [C1]
ERA journal ID: 19538 – Scopus EID: Not taggedChng, Michael T. (2009) Common industry exposure in seemingly unrelated commodities, Review of futures markets, vol. 18, no. 1, pp. 7-38, Kent State University, Kent, Ohio [C1]
ERA journal ID: 35606 – Scopus EID: Not taggedChng, Michael (2009) Economic linkages across commodity futures : hedging and trading implications, Journal of banking and finance, vol. 33, no. 5, pp. 958-970, Elsevier B.V., Amsterdam, The Netherlands [C1]
ERA journal ID: 19530 – Scopus EID: 2-s2.0-60749089620
Citation counts:Scopus - 7,
Thomson - 7
2005 External
Chng, Michael T.* (2005) Measuring the summary informativeness of orders and trades, Review of futures markets, vol. 14, no. 2, pp. 245-281, Kent State University, Kent, Ohio [C1.1]
ERA journal ID: 35606 – Scopus EID: Not taggedChng, Michael T.* (2005) Floor trading and screen trading : distinctions for practitioners, Corporate finance review, vol. 9, no. 6, pp. 5-18, W G & L Financial Reporting & Management Research, New York, N.Y. [C1.1]
ERA journal ID: 19538 – Scopus EID: Not tagged2004 External
Chng, Michael T.* (2004) A model of price discovery and market design : theory and empirical evidence, Journal of futures markets, vol. 24, no. 12, pp. 1107-1146, John Wiley & Sons, Hoboken, N.J. [C1.1]
ERA journal ID: 19575 – Scopus EID: Not tagged
Citation counts:Chng, Michael T.* (2004) The trading dynamics of close-substitute futures markets : evidence of margin policy spillover effects, Journal of multinational financial management, vol. 14, no. 4-5, pp. 463-483, Elservier B.V., Amsterdam, Netherlands [C1.1]
ERA journal ID: 19580 – Scopus EID: Not tagged
Citation counts:2003 External
Chng, Michael* and Gannon, Gerard (2003) Contemporaneous intra-day volume, option, and futures volatility transmissions across parallel markets, International review of financial analysis, vol. 12, no. 1, pp. 49-68, Elsevier Science Ltd, New York, N.Y. [C1.1]
ERA journal ID: 19556 – Scopus EID: 2-s2.0-0037240135
Citation counts:
Grants and Consultancies
No grants and/or consultancies found or audited – the 2012 HERDC financial return has not been completed or loaded as yet.
Higher Degree by Research Completions supervised by Michael Chng
No completions found or audited.
- Legend:
- * Not a member of Deakin University at time of output.
DRO to publications collection last synchronised: Sunday 19th May 2013 10:04pm
