Electron acceleration by Alfvén waves in the magnetosphere CH Hui, CE Seyler Journal of Geophysical Research: Space Physics 97 (A4), 3953-3963, 1992 | 139 | 1992 |
Crash risk of the euro in the sovereign debt crisis of 2009–2010 CH Hui, TK Chung Journal of Banking & Finance 35 (11), 2945-2955, 2011 | 113 | 2011 |
A simple approach for pricing barrier options with time-dependent parameters CF Lo, HC Lee, CH Hui Quantitative finance 3 (2), 98, 2003 | 100 | 2003 |
Constant elasticity of variance option pricing model with time-dependent parameters CF Lo, PH Yuen, CH Hui International Journal of Theoretical and Applied Finance 3 (04), 661-674, 2000 | 95 | 2000 |
Funding liquidity risk and deviations from interest‐rate parity during the financial crisis of 2007–2009 CH Hui, H Genberg, TK Chung International Journal of Finance & Economics 16 (4), 307-323, 2011 | 71 | 2011 |
A liquidity risk stress-testing framework with interaction between market and credit risks TC Wong, CH Hui Available at SSRN 1370826, 2009 | 69 | 2009 |
Time dependent barrier option values CH Hui Journal of Futures Markets 17 (6), 667-688, 1997 | 66 | 1997 |
Valuation of financial derivatives with time-dependent parameters: Lie-algebraic approach CF Lo, CH Hui Taylor & Francis Group 1 (1), 73-78, 2001 | 62 | 2001 |
One-touch double barrier binary option values CH Hui Applied Financial Economics 6 (4), 343-346, 1996 | 60 | 1996 |
Pricing corporate bonds with dynamic default barriers CH Hui, CF Lo, SW Tsang Journal of Risk 5 (3), 17-37, 2003 | 55 | 2003 |
Explaining share price disparity with parameter uncertainty: Evidence from Chinese A-and H-shares TK Chung, CH Hui, KF Li Journal of Banking & Finance 37 (3), 1073-1083, 2013 | 52 | 2013 |
Renminbi central parity: an empirical investigation YW Cheung, CH Hui, A Tsang Pacific Economic Review 23 (2), 164-183, 2018 | 34 | 2018 |
The link between FX swaps and currency strength during the credit crisis of 2007–2008 H Genberg, CH Hui, A Wong, TK Chung The Evolving Role of Asia in Global Finance 9, 83-94, 2011 | 34 | 2011 |
Price cointegration between sovereign CDS and currency option markets in the financial crises of 2007–2013 CH Hui, TPW Fong International Review of Economics & Finance 40, 174-190, 2015 | 33 | 2015 |
Pricing vulnerable Black-Scholes options with dynamic default barriers CH Hui, CF Lo, HC Lee Journal of Derivatives 10 (4), 62-69, 2003 | 31 | 2003 |
Comment on ‘Pricing double barrier options using Laplace transforms’ by Antoon Pelsser CH Hui, CF Lo, PH Yuen Finance and Stochastics 4, 105-107, 2000 | 31 | 2000 |
Pricing barrier options with square root process CF Lo, PH Yuen, CH Hui International Journal of Theoretical and Applied Finance 4 (05), 805-818, 2001 | 29 | 2001 |
Are corporates' target leverage ratios time-dependent? CH Hui, CF Lo, MX Huang International Review of Financial Analysis 15 (3), 220-236, 2006 | 28 | 2006 |
Computing the first passage time density of a time-dependent Ornstein–Uhlenbeck process to a moving boundary CF Lo, CH Hui Applied mathematics letters 19 (12), 1399-1405, 2006 | 27 | 2006 |
Currency barrier option pricing with mean reversion C Hui, CF Lo Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2006 | 26 | 2006 |