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.
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.
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.
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., 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.
