Professor of Teaching, Department of Operations and Risk Management, Lingnan University
Research and Industry-Relevant Experience
Research focus: Corporate finance and risk management
Recent research topics: corporate capital structure and investment decisions under uncertainty
Research Outputs (Selected Publications and Conference Output)
WANG, S.; CHENG, H. C.; WANG, J.; YICK, H. Y. (Feb 2025). The performance of ESG portfolios: Evidence from the Chinese market under COVID-19. Economic Modelling, 143, 106958.
WANG, H.; QIU, S.; WANG, J.; YICK, H. Y. (Feb 2024). An ARDL approach to study the cointegration relations between the Shanghai crude oil futures and global markets. Applied Economics, 56(10), 1208–1219.
LU, H.; GAO, Q.; YICK, H. Y. (Dec 2023). Economic policy uncertainty and its mediating effect on leverage on the adjustment speed of corporate investment – evidence from China. Applied Economics Letters, 30(20), 2934–2946.
WANG, H.; QIU, S.; YICK, H. Y.; DAI, Y. (16 May 2022). A Study on the Oil Price Cointegration Dynamic Process: Evidence From the Shanghai Crude Oil Futures. Frontiers in Environmental Science, 10, 901236.
WANG, J.; SU, Y.; LI, J.; YICK, H. Y. (Jul 2022). Demand for insurance with nonadditive probabilistic beliefs. Bulletin of Economic Research, 74(3), 854–862.
WANG, J.; QIU, S.; YICK, H. Y. (15 Apr 2022). The influence of the Shanghai crude oil futures on the global and domestic oil markets. Energy, 245, 123271.
LU, H.; ZHU, X.; WANG, J.; YICK, H. Y. (Nov 2021). Share Pledge Transactions as an Investor Sentiment Indicator: Evidence from China. Quarterly Review of Economics and Finance, 82, 230–238.
LEI, A. C. H.; MA, X.; YICK, M. H. Y. (1 Nov 2020). Callable bull/bear contracts, call auction sessions, and price manipulations: Evidence from Hong Kong. Journal of Futures Markets, 40(11), 1731–1750.
WANG, J.; WANG, H.; YICK, H. Y. (1 Sept 2019). How do changes in risk and risk aversion affect self-protection with Selden/Kreps–Porteus preferences? Insurance: Mathematics and Economics, 88, 1–6.
LI, J.; WANG, J.; YICK, H. Y. M. (17 Sept 2018). Capacity Aversion. Conference paper (peer-reviewed).
WANG, H.; WANG, J.; YICK, H. Y. M. (1 Jul 2018). Willingness to pay for stochastic improvements of future risk under different risk aversion. Economics Letters, 168, 52–55.
FIRTH, M.; WONG, S.; XIN, Q.; YICK, H. Y. (Apr 2016). Regulatory sanctions on independent directors and their consequences to the director labor market: Evidence from China. Journal of Business Ethics, 134(4), 693–708.
LEI, A. C. H.; YICK, M. H. Y.; LAM, K. S. K. (2014). The effects of tax convexity on default and investment decisions. Applied Economics, 46(11), 1267–1278.
LEI, A. C. H.; YICK, M. H. Y.; LAM, K. S. K. (Jul 2013). Does tax convexity matters for risk? A dynamic study of tax asymmetry and equity beta. Review of Quantitative Finance and Accounting, 41(1), 131–147.
WONG, K. P.; YICK, H. Y. (Oct 2004). Currency options and export-flexible firms. Bulletin of Economic Research, 56(4), 379–394.
Research Projects (Grants)
A Theoretical Study on Hedging, Trading and Production Decisions under Asymmetric Information YICK, H. Y. M. (PI) — LU Research Committee — 01/03/2017 to 28/02/2018 — Grant Research
Why Firms Repeatedly Commit Fraud: Evidence from China (為什麼公司會重複財務欺詐：來自中國的實證結果) FIRTH, M. A. (PI); WONG, M. L. S. (CoI); YICK, H. Y. M. (CoI) — Research Grants Council (Hong Kong, China) — 01/01/2014 to 31/12/2015 — Grant Research
A Dynamic Study on the Real Estate Investment Intensity in Portfolio Management YICK, H. Y. M. (PI) — LU Research Committee — 01/03/2013 to 30/09/2014 — Grant Research
The Interactions of the Liquidation and Investment Triggers under Tax Asymmetry YICK, H. Y. M. (PI) — LU Research Committee — 01/03/2012 to 30/04/2013 — Grant Research