Joseph Fung | Finance | Best Researcher Award

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Prof. Dr. Joseph Fung | Finance | Best Researcher Award

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.

šŸ“šProfessional Profile

Orcid

Scopus

šŸŽ“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 Fungā€™s educational background reflects a solid blend of theoretical knowledge and practical financial applications.

šŸ’¼Professional 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.

šŸ†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.

šŸ”¬Research Focus

Professor Joseph Fungā€™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.

šŸ“‹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

šŸ·ļø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 Fungā€™s career exemplifies research excellence, innovation, and global impact in the field of finance.

 

 

Yi Deng | ESG Rating | Best Researcher Award

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Mr. Yi Deng | ESG Rating | Best Researcher Award

Mr. Yi Deng at China School of Banking and Finance, University of International Business and Economics, China

Yi Deng is a Ph.D. candidate at the China School of Banking and Finance, University of International Business and Economics (UIBE), China. He holds a Bachelor’s degree in Information Management and a Master’s in Business Administration from UIBE. His research focuses on ESG, corporate governance, capital structure, and sustainable investment. He has recently published in the Pacific-Basin Finance Journal, examining the impact of ESG rating disagreement on dynamic capital structure adjustment. His findings highlight the financial implications of ESG inconsistency, contributing to the broader field of sustainable finance and informing both academic and policy-related discussions.

Professional Profile

Orcid

šŸŽ“Academic Background

Yi Deng holds a strong academic foundation in both management and finance. He earned his Bachelor’s degree in Management, majoring in Information Management and Information Systems, followed by a Master’s degree in Business Administration from the University of International Business and Economics (UIBE), China. Currently, he is pursuing a Ph.D. in Finance at the China School of Banking and Finance, UIBE. His educational journey reflects a deep engagement with interdisciplinary subjects, combining technical, managerial, and financial expertise. This diverse background supports his research interests in ESG, corporate governance, and sustainable investment, providing a solid base for impactful academic contributions.

šŸ’¼Professional Experience

Yi Deng is currently engaged in advanced academic research as a Ph.D. candidate at the China School of Banking and Finance, University of International Business and Economics (UIBE), China. His professional experience centers on conducting empirical research in the areas of ESG, capital structure, and sustainable finance. He has led and contributed to projects analyzing ESG rating disagreement and its effects on corporate financial behavior. His recent publication in the Pacific-Basin Finance Journal demonstrates his ability to produce high-impact research with practical relevance. Yi Dengā€™s work reflects a strong commitment to academic excellence and policy-oriented financial analysis.

šŸ†Awards and Honors

Yi Dengā€™s research excellence has been recognized through the successful publication of his work in the Pacific-Basin Finance Journal, a respected outlet in the field of finance and economics. This achievement reflects his scholarly contribution to the study of ESG and capital structure. While still in the early stages of his academic career, his work has already gained attention for its empirical depth and relevance to sustainable finance. His academic progress and research impact position him as a promising candidate for future academic and research awards in the fields of corporate finance, ESG analysis, and financial governance.

šŸ”¬Research Focus

Yi Deng’s research primarily explores the intersection of environmental, social, and governance (ESG) factors with corporate financial decision-making. His recent work investigates how ESG rating disagreement influences firmsā€™ capital structure adjustment, revealing that inconsistency in ESG evaluations can hinder timely financial responses, especially under high information asymmetry. His broader research interests include corporate finance, sustainable investment, and governance mechanisms. By integrating empirical analysis with pressing sustainability concerns, Yi Deng aims to contribute to the advancement of sustainable finance. His studies offer valuable insights for investors, policymakers, and scholars seeking to understand the financial impact of ESG-related uncertainties.

šŸ“‘Publication Top Notes

ESG Rating Disagreement and Dynamic Capital Structure Adjustment
šŸ“˜ Pacific-Basin Finance Journal | Year: 2025

šŸ·ļøConclusion

Yi Deng is a highly promising early-career researcher whose academic journey and research contributions make him a strong candidate for the Best Researcher Award. With a solid educational background from the University of International Business and Economics (UIBE), China, and a current Ph.D. pursuit in Finance, he demonstrates both depth and focus in his scholarly work. His research on ESG rating disagreement and its effect on corporate capital structure adjustment, published in the Pacific-Basin Finance Journal, reflects both empirical rigor and relevance to sustainable finance. Yi Dengā€™s work aligns with global priorities in corporate governance and sustainable investment, positioning him as an impactful emerging scholar.