Journal Articles
Chen, P, Miao, X,
Tee, K-H (2023)
Do gold prices respond more to uncertainty shocks at the zero lower bound?,
Resources Policy, 86(Part A), 104057, ISSN: 0301-4207. DOI:
10.1016/j.resourpol.2023.104057.
Lamb, JD and
Tee, K-H (2023)
Using stochastic frontier analysis instead of data envelopment analysis in modelling investment performance,
Annals of Operations Research, 332(1-3), ISSN: 0254-5330. DOI:
10.1007/s10479-023-05428-w.
Ma, T,
Tee, K-H, Li, B (2022)
On hedge fund inceptions in a competitive market,
The European Journal of Finance, 29(17), pp.1975-2000, ISSN: 1351-847X. DOI:
10.1080/1351847X.2022.2157299.
Ma, T, Li, B,
Tee, K-H (2022)
Mispricing chasing and hedge fund returns,
Journal of Empirical Finance, 68, pp.34-49, ISSN: 0927-5398. DOI:
10.1016/j.jempfin.2022.05.002.
Ma, T,
Tee, K-H, Li, B (2022)
Timing the volatility risk of beta anomaly: Evidence from hedge fund strategies,
International Review of Financial Analysis, 81, 102095, ISSN: 1057-5219. DOI:
10.1016/j.irfa.2022.102095.
Li, C, Li, B,
Tee, K-H (2020)
Measuring liquidity commonality in financial markets,
Quantitative Finance, 20(9), pp.1553-1566, ISSN: 1469-7688. DOI:
10.1080/14697688.2020.1744698.
Li, C, Li, B,
Tee, K-H (2019)
Are hedge funds active market liquidity timers?,
International Review of Financial Analysis, 67, 101415, ISSN: 1057-5219. DOI:
10.1016/j.irfa.2019.101415.
Lamb, JD, Monville, ME,
Tee, K-H (2019)
Making Cornish–Fisher fit for risk measurement,
Journal of Risk, ISSN: 1465-1211. DOI:
10.21314/JOR.2019.408.
Lu, I-C,
Tee, K-H, Li, B (2019)
Asset allocation with multiple analysts’ views: a robust approach,
Journal of Asset Management, 20(3), pp.215-228, ISSN: 1470-8272. DOI:
10.1057/s41260-019-00115-7.
Luo, J,
Tee, K-H, Li, B (2017)
Timing the liquidity in the Foreign Exchange Market: Did the Hedge Funds do it?,
Journal of Multinational Financial Management, ISSN: 1873-1309. DOI:
10.1016/j.mulfin.2017.04.001.
Tee, K (2016)
On Optimising Risk Exposures with Trend-Following Strategies in
Currency Overlay Portfolios,
Journal of investment Strategies, 6(1), pp.47-68, ISSN: 2047-1238. DOI:
10.21314/JOIS.2016.078.
Li, B, Luo, J,
Tee, K-H (2016)
The market liquidity timing skills of debt-oriented hedge funds,
European Financial Management, 23(1), pp.32-54, ISSN: 1354-7798. DOI:
10.1111/eufm.12090.
Chevapatrakul, T and
Tee, K-H (2014)
The effects of news events on market contagion: Evidence from the 2007–2009 financial crisis,
Research in International Business and Finance, 32, pp.83-105, ISSN: 0275-5319. DOI:
10.1016/j.ribaf.2014.03.003.
Lamb, JD and
Tee, KH (2012)
Resampling DEA estimates of investment fund performance,
European Journal of Operational Research, 223(3), pp.834-841, ISSN: 0377-2217. DOI:
10.1016/j.ejor.2012.07.015.
Lamb, JD and
Tee, K (2012)
Data Envelopment Analysis Models of Investment funds,
European Journal of Operational Research, 216(3), pp.687-696, DOI:
10.1016/j.ejor.2011.08.019.
Tee, K (2009)
The Effect of Downside Risk Reduction on UK Equity Portfolios Included with Managed Futures Funds,
International Review of Financial Analysis, 18(5), pp.303-310, DOI:
10.1016/j.irfa.2009.09.007.
Tee, K (2009) Is Active Currency Management Effective for Equity Portfolios Involving Managed Futures and Hedged Funds?
Journal of Derivatives and Hedge Funds, 15(2), pp.137-148.
Fraser, I, Tarbert, H,
Tee, K (2009) Do the Financial Statements of Intangible-Intensive Companies hold less Information Content for Investors?
Applied Financial Economics, 19(17), pp.1433-1438.
Tarbert, H,
Tee, K, Watson, R (2008)
The Legitimacy of Pay and Performance Comparisons: An Analysis of UK University Vice Chancellors Pay Awards,
British Journal of Industrial Relations, 46(4), pp.673-707, ISSN: 0007-1080. DOI:
10.1111/j.1467-8543.2008.00689.x.
Fraser, I, Tarbert, H,
Tee, K (2005) An Empirical Study of the Impact of Financial Reporting Disclosures on UK Investment Trusts,
Applied Financial Economics, 15(11), pp.803-807.
