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1994 …2022

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Personal profile

Biography

Prof. Joseph Fung is a Professor of Finance at the Hong Kong Metropolitan University Lee Shau Kee School of Business and Administration. Professor Fung’s research and consulting experiences have been focused on Hong Kong’s securities and money markets. Professor Fung has conducted extensive research on derivatives markets. He is ranked 5th worldwide on the list of the "20 Most Prolific Journal of Futures Markets Authors between 1981 and 2020 and ranked 6th in the Closeness Centrality column among “The Most Important Authors, Institutions, and Countries across Different Centrality Measures”, and one of his articles is mentioned in the discussion of one of the 7 topical clusters that the authors examine. Professor Fung has been serving since 2009 as a member of the Council of Advisors for the Hong Kong Institute for Monetary and Financial Research under the edifice of the Hong Kong Academy of Finance. He is a member of the Editorial Board of the Journal of Futures Markets and an Editor of the Investment Analyst Journal. Professor Fung has conducted many high-level consultancy projects for government and business entities including the Securities and Futures Commission of Hong Kong (SFC), the Hong Kong Mercantile Exchange, proprietary securities trading houses, etc. Among the notable ones, he was commissioned by the Hong Kong Exchanges and Clearing Limited to review the Clearing House’s overall risk management system. He was the author of all practical (Finance) papers of the SFC Licensing Examinations. He served as a member of the Competitive Research Funding Schemes for Local Self-financing Degree Sector, Research Grants Council. He served as a core member of the organizing and scientific committee of the highly acclaimed Asia Pacific Futures Research Symposium (APFRS) until its conclusion and was the first recipient of the Institute for Financial Markets (funded by the Chicago Mercantile Exchange). He was one of the original organizers of the first annual Asia Pacific Association of Derivatives (APAD) conference in 2004. Professor Fung has held research fellowships at various major universities, the US Federal Reserve, and the Academy of Finance. He has recently expanded his research interest into green finance and machine learning. He enjoys working with researchers from different academic and business backgrounds. 

Research interests

  • Derivatives markets
  • Arbitrage and price dynamics
  • Forecasting
  • Initial public offerings
  • China Hong Kong Market Integration
  • Market microstructure
  • Market segmentation
  • Market regulations
  • Hong Kong linked exchange rate system
  • Algorithmic trading
  • ESG and green financing
  • Deep learning

Qualifications

HonsDip [HKBC], MA [University of Alabama], PhD [University of Alabama]

Appointments

Academic Teaching Experience:

Professor Emeritus, since September 2021, Department of Finance and Decision Sciences, Hong Kong Baptist University.

Professor of Finance, since July 2005, Department of Finance and Decision Sciences, Hong Kong Baptist University

Associate Professor, since September 1999, Department of Finance and Decision Sciences, Hong Kong Baptist University.

Lecturer, Department of Finance and Decision Science, Hong Kong Baptist University, September 1993 – September 1999.

Assistant Professor, Department of Finance, Central Connecticut State University, August 1989 - September 1993.

  1. Thematic Research Fellow, Hong Kong Institute for Monetary and Financial , Academy of Finance (an independent affiliated company of the Hong Kong Monetary Authority), September 2021.
  2. Thematic Research Fellow, Hong Kong Institute for Monetary and Financial , Academy of Finance (an independent affiliated company of the Hong Kong Monetary Authority) on the project “The Impact of Monetary Policy Change on Carry Trade and Liquidity in the Foreign Exchange Markets”, June 2019.
  3. Research Fellow, Hong Kong Institute for Monetary Research (an independent affiliated company of the Hong Kong Monetary Authority) on the project “The Impact of Monetary Policy Change on Carry Trade and Liquidity in the Foreign Exchange Markets”, June 2011.
  4. Research Fellow, Hong Kong Institute for Monetary Research on “Do derivative markets Contain Useful Information for Signalling Hot Money Flows , 2010.
  5. Research Fellow, Hong Kong Institute for Monetary Research on “Monetary Policy Regime and Uncovered Interest Arbitrage”, July 14 – August 7, 2009.
  6. Research Fellow, Hong Kong Institute for Monetary Research (an independent affiliated company of the Hong Kong Monetary Authority), October, 2008 – September 30, 2009.
  7. Research Fellow, Hong Kong Institute for Monetary Research (an independent affiliated company of the Hong Kong Monetary Authority), February 1, 2008 – September 30, 2008.
  8. Research Fellow, Hong Kong Institute for Monetary Research on “Monetary Policy Regime and Uncovered Interest Arbitrage”, July 14 – August 7, 2009.
  9. Research Fellow, Hong Kong Institute for Monetary Research (an independent affiliated company of the Hong Kong Monetary Authority), September 1, 2006 – December 31, 2006.
  10. Research Fellow, Hong Kong Institute for Monetary Research, Hong Kong Monetary Authority, August 1, 2005 – August 31, 2006.
  11. Research Fellow, Hong Kong Institute for Monetary Research, Hong Kong Monetary Authority, March – December 2004.
  12. Visiting Scholar (Full Time), the Finance Team, Research Department, the Federal Reserve Bank of Atlanta, Atlanta (Georgia), U.S.A. December 2001.
  13. Student Research fellowship, the Finance Team, Research Department, Federal Reserve Bank of Atlanta, summer 1988.
  14. Student Research fellowship, the Finance Team, Research Department, Federal Reserve Bank of Atlanta, summer 1987.
  1. Visiting Chair Professor, Department of Finance, Kent State University. August 2010.
  2. Visiting Research Fellow, University of Wollongong in Dubai, Dubai. May 2010.
  3. Visiting Professor, International College of Economics and Finance (ICEF), Higher School of Economics, Moscow, Russia. April 2010.
  4. Visiting Professor, Department of Economics at the University of Aix-Marseille (France). July 2009.
  5. Visiting Professor, Exeter University (U.K.), August 11-17, 2008. Visiting Research Fellow, University of Wollongong in Dubai, Dubai. July 2-8, 2008.
  6. Visiting Firestone Chair Professor of Finance, Department of Finance, Kent State University, Ohio, USA. July 10-31, 2008.
  7. Visiting Exchange Professor, Department of Business Science, University of Tsukuba, Tokyo, Japan. March 3 – 18, 2008. Visiting Research Fellow, National University of Singapore, Singapore, Date 2001.
  8. Visiting Research Fellow, Curtin University, Perth (Australia), October 2001.
  9. Visiting Research Fellow, University of Edinburgh, Edinburgh (U.K.), September 2001.
  10. Visiting Research Fellow, Curtin University, Perth (Australia), September - October 2000.
  11. Visiting Research Fellow, University of Edinburgh, Edinburgh (U.K.), June 2000.
  12. Faculty Fellowship, Faculty Development in International Business Seminar, Memphis State University, April 1992.
  13. Student Research Fellow, Doctorate H.E.C., France, Winter 1988-Spring 1989.
  14. Visiting Research Fellow, Exeter University (U.K.), June 7-13, 2006.
  15. Visiting Research Fellow, Curtin University, Perth (Australia), Summer 2004.
  16. Visiting Research Fellow, Curtin University, Perth (Australia), summer (Aug 1-14) 2006.
  1. Consultant, in association with e-Brokers Co. Ltd. (H.K.) special project “Expanding HKMEx Gold Futures Market”, commissioned by the Hong Kong Mercantile Exchange, 2014.
  2. A case study for Karrie International: “A Typical Path for an Atypical Company”. 2010.
  3. Consultant, licensing examinations, the Hong Kong Securities institute, 1 August 2007 – 30 March 2008.
  4. External Expert on Option Pricing and Risk Management, Quantsmile (HK) Ltd's, June 2007.
  5. Consultant, of a special project commissioned by the Hong Kong Exchange and Clearing Ltd. June 2002 – October 2003.
  6. Consultant, Derivatives Trading and Risk Management, Grand Alliance Asset Management Ltd, Hong Kong. 1999.
  7. Consultant of a special project commissioned by the Securities and Futures Commission of Hong Kong, 1998.

Memberships

  • Member, Council of Advisors, Hong Kong Institute for Monetary and Financial research, Hong Kong Academy of Finance

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