Get started
Author

C. Sherman Cheung

Observed names: C. S. Cheung, C. SHERMAN CHEUNG, C.S. Cheung, C.Sherman Cheung
Institution: McMaster University
OpenAlex ID: A5111751778
Diversification benefits of commodity futures
2010 · C. Sherman Cheung, Peter Miu · Journal of International Financial Markets Institutions and Money · 109
Expiration-Day Effects of Index Futures and Options: Some Canadian Evidence
1989 · Trevor W. Chamberlain, C. Sherman Cheung, et al. · Financial Analysts Journal · 69
The hedging effectiveness of options and futures: A mean‐gini approach
1990 · C. Sherman Cheung, Clarence C. Y. Kwan, et al. · Journal of Futures Markets · 67
Disclosure environment and listing on foreign stock exchanges
1995 · C. Sherman Cheung, Jason Lee · Journal of Banking & Finance · 55
Information Asymmetry and the Underpricing of Initial Public Offerings: Further Empirical Evidence
1994 · C. Sherman Cheung, Itzhak Krinsky · Journal of Business Finance &amp Accounting · 33
Options Listing, Market Liquidity and Stock Behaviour: Some Canadian Evidence
1993 · Trevor W. Chamberlain, C. Sherman Cheung, et al. · Journal of Business Finance &amp Accounting · 26
Mean-Gini Portfolio Analysis: A Pedagogic Illustration
2007 · C. Sherman Cheung, Clarence C. Kwan, et al. · 13
A note on the transmission of public informtion across inetrnational stock markets
1992 · C.Sherman Cheung, Clarence C.Y. Kwan · Journal of Banking & Finance · 12
INTEGRATION vs SEGMENTATION IN THE KOREAN STOCK MARKET
1993 · C. SHERMAN CHEUNG, JASON LEE · Journal of Business Finance &amp Accounting · 11
Optimal Portfolio Selection Using the General Multi‐Index Model: A Stable Paretian Framework*
1990 · Trevor W. Chamberlain, C. Sherman Cheung, et al. · Decision Sciences · 11
On the derivation of reinsurance premiums
1989 · Jack S.K. Chang, C.S. Cheung, et al. · Insurance Mathematics and Economics · 11
An Empirical Investigation of the Random Character of Annual Earnings
1993 · Jeffrey L. Callen, C. Sherman Cheung, et al. · Journal of Accounting Auditing & Finance · 10
A Note on Simple Criteria for Optimal Portfolio Selection
1988 · C. SHERMAN CHEUNG, CLARENCE C. Y. KWAN · The Journal of Finance · 10
On the nature of mean-variance spanning
2008 · C. Sherman Cheung, Clarence C.Y. Kwan, et al. · Finance research letters · 8
Home ownership decision in personal finance: some empirical evidence
2015 · Peter Miu, C. Sherman Cheung · Financial Services Review · 5
PDF
A mean-Gini approach to asset allocation involving hedge funds
2009 · C. Sherman Cheung, Clarence C.Y. Kwan, et al. · Research in finance · 5
Volume‐Price Change Relations and the Costly Short Sales Hypothesis: Some Empirical Tests
1991 · Trevor W. Chamberlain, C. Sherman Cheung, et al. · Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l Administration · 5
Performance of Value Line's Recommendations: The Canadian Case
1990 · C. Sherman Cheung · Journal of International Financial Management and Accounting · 5
Day of the Week Patterns in Stock Returns: the Canadian Evidence
1988 · Trevor W. Chamberlain, C. Sherman Cheung, et al. · Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l Administration · 5
Bond Portfolio Laddering: A Mean-Variance Perspective
2010 · C. Sherman Cheung, Clarence C. Y. Kwan, et al. · Journal of applied finance · 4
The pricing of exchange rate risk and stock market segmentation: The Canadian case
1995 · C. Sherman Cheung, Clarence C. Y. Kwan, et al. · Review of Quantitative Finance and Accounting · 4
Tests of the Value Line Ranking System: Some International Evidence
1995 · Trevor W. Chamberlain, C. Sherman Cheung, et al. · Journal of Business Finance &amp Accounting · 4
Correlation Behavior of Emerging Markets
2011 · C. Sherman Cheung, Peter C. Miu · Research in finance · 3
A Note on Optimal Portfolio Selection Under Stable Paretian Distributions*
1985 · C. Sherman Cheung, Clarence C. Y. Kwan, et al. · Decision Sciences · 3
International investment and currency risk
1990 · Trevor W. Chamberlain, C.Sherman Cheung, et al. · Journal of Economics and Business · 2
Works count: 36
Citation count: 494
H-index: 11
I10-index: 13
Year
Topic
Type