Professor at Hong Kong Metropolitan University, Hong Kong
Professor Joseph Fung is a distinguished Professor of Finance at the Hong Kong Metropolitan University, renowned for his expertise in derivatives markets, financial regulation, and green finance. Ranked among the top five most prolific authors in the Journal of Futures Markets, he has held fellowships at institutions including the US Federal Reserve and the Hong Kong Monetary Authority. His research spans market microstructure, arbitrage, and machine learning applications in finance. He has served as an advisor to key financial institutions and contributed significantly to licensing and regulatory frameworks. Professor Fung also holds editorial roles and has led numerous international research collaborations.
đź“šProfessional Profile
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🎓Academic Background
Professor Joseph Fung holds a Ph.D. and M.A. in Finance from the University of Alabama and an Honors Diploma from the Hong Kong Baptist College. His academic journey laid a strong foundation for a distinguished career in financial research and education. With deep expertise in derivatives markets, market regulations, and algorithmic trading, he has contributed significantly to both academia and industry. His education equipped him to engage in high-level consulting for regulatory authorities and lead impactful research in green finance and machine learning. Professor Fung’s educational background reflects a solid blend of theoretical knowledge and practical financial applications.
đź’ĽProfessional Experience
Professor Joseph Fung has over three decades of academic and professional experience in finance. He served as Professor of Finance at Hong Kong Baptist University and is currently a Professor at Hong Kong Metropolitan University. His expertise includes derivatives markets, financial regulation, and algorithmic trading. He has held research fellowships at institutions such as the US Federal Reserve and the Hong Kong Institute for Monetary and Financial Research. Professor Fung has also consulted for major financial bodies including the Securities and Futures Commission and Hong Kong Exchanges and Clearing Limited, contributing to licensing exams and risk management systems.
🏆Awards and Honors
Professor Joseph Fung has received numerous awards and honors recognizing his outstanding contributions to finance and research. He was the first recipient of the Institute for Financial Markets Award, supported by the Chicago Mercantile Exchange. He is ranked among the top five most prolific authors in the Journal of Futures Markets and recognized globally for his scholarly impact. He has served on the Council of Advisors for the Hong Kong Institute for Monetary and Financial Research since 2009. His work has been instrumental in advancing financial market research, policy, and education, earning him a respected position in the academic community.
🔬Research Focus
Professor Joseph Fung’s research focuses on financial markets, with special emphasis on derivatives, arbitrage, market microstructure, and price dynamics. His work explores the integration of the China-Hong Kong markets, forecasting models, and the impact of monetary policy on capital flows. He has also examined algorithmic trading, market segmentation, and exchange rate systems. In recent years, his interests have expanded to include ESG investing, green finance, and the application of deep learning in financial analysis. His research aims to bridge academic theory with practical financial applications, contributing valuable insights to both regulatory bodies and financial institutions worldwide.
đź“‹Publication Top Notes
What Determines the Intraday Correlation and Lead-Lag Relationship Between an Index Future and a Single Stock?
Year: 2015
The Impact of Sampling Frequency on Intraday Correlation and Lead-Lag Relationships Between Index Futures and Individual Stocks
Year: 2014
Stochastic Dominance Relationships Between Stock and Stock Index Futures Markets: International Evidence
Year: 2013 | Cited by: 94
Are Derivative Warrants Overpriced?
Year: 2012 | Cited by: 35
The Information Content of Model-Free Implied Volatility
Year: 2012 | Cited by: 42
Clearing and OTC Traded Derivatives: A Survey
Year: 2012 | Cited by: 30
The Performance of Alternative Futures Buy-Write Strategies
Year: 2011 | Cited by: 33
🏷️Conclusion
Professor Joseph Fung stands out as an exceptional candidate for the Best Researcher Award, with a globally recognized research record in derivatives markets, financial regulation, and green finance. Ranked among the top contributors in the Journal of Futures Markets, his work integrates advanced concepts such as algorithmic trading, ESG, and machine learning. With decades of teaching experience and leadership roles across prestigious institutions worldwide, he has made significant contributions to academia, policy, and industry. His advisory roles with major financial authorities and editorial responsibilities further highlight his influence. Professor Fung’s career exemplifies research excellence, innovation, and global impact in the field of finance.