Staff Profile

Dr. Shum Wai Cheong Ryan 岑偉昌博士

BBA (Hons) HKBU, PhD HKBU

Head of Accounting and Finance
Associate Professor
Lee Shau Kee School of Business and Administration

Biography

Dr. Shum is currently the Head of Accounting and Finance at the Lee Shau Kee School of Business and Administration. He also serves as the SOLmate at School of Opening Learning. Dr. Shum obtained his BBA (Hons) and PhD from Hong Kong Baptist University. His research interests are primarily in the areas of asset pricing, investment management and portfolio management.

Teaching Areas & Research Interests

Asset Pricing
Investment Management
Portfolio Management

Selected Publications

Journal Articles

Shum, W.C., Kan, C.N.A. and Chen, T. (2014) Does Warrant Trading Matter in Tracking Errors of China-focused Exchange-traded Funds?. The Chinese Economy, 47:53-66.
Wong, K.H.Y. and Shum, W.C. (2010) Exchange-traded Funds in Bullish and Bearish Markets. Applied Economics Letters, 17:1615-1624.
Shum, W.C. and Tang, G.Y.N. (2010) Risk-Return Characteristics: Comparison of China's Stock Market and Three Other Emerging Markets. The Chinese Economy, 43:15-31.
Shum, W.C. and Wong, K.H.Y. (2009) The Predictability of REITs Returns - Evidence from Japan. Journal of Asia Business Studies, 4:33-38.
Tang, G.Y.N. and Shum, W.C. (2008) The International Risk-Return Relationships During Up and Down Markets: A Re-Assessment. International Journal of Society Systems Science, 1:100-111.
Tang, G.Y.N. and Shum, W.C. (2007) The Risk-Return Relations: Evidence from the Korean and Taiwan Stock Markets. Applied Economics, 39:1905-1919.
Tang, G.Y.N. and Shum, W.C. (2006) Risk-Return Relationships in the Hong Kong Stock Market: Revisit. Applied Financial Economics, 16:1047-1058.
Shum, W.C. and Tang, G.Y.N. (2005) Common Risk Factors in Returns in Asian Emerging Stock Markets. International Business Review, 14:695-717.
Tang, G.Y.N. and Shum, W.C. (2004) The Risk-Return Relations in the Singapore Stock Market. Pacific-Basin Finance Journal, 12:179-195.
Tang, G.Y.N. and Shum, W.C. (2003) The Relationships Between Unsystematic Risk, Skewness and Stock Returns During Up and Down Markets. International Business Review, 12:523-541.
Tang, G.Y.N. and Shum, W.C. (2003) The Conditional Relationship Between Beta and Returns: Recent Evidence from International Stock Markets. International Business Review, 12:109-126.

Modified Date: 02 Sep, 2023
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