Dr. CHU, Kuok Kun, Patrick Assistant Professor of Decision Science Faculty of Business Administration University of Macau Avenida Padre Tomás Pereira, Taipa, Macau, China.	Room: L216 Telephone: (853) 8397-4166 Fax: (853) 28838320 E-mail: PatrickC@umac.mo
Academic Qualifications · Ph.D. in Economics and Finance, RMIT (Royal Melbourne Institute of Technology) University, Australia, 2007 · Certificate (with distinction) in Statistical Theory, The University of Hong Kong SPACE, Hong Kong, 2004 · Higher Certificate Examination (Distinction) in Statistics, The Royal Statistical Society, The United Kingdom, 2001 · MBA, in Banking and Finance, University of Macau, Macau, 2000 · BBA, in Accounting, University of Macau, Macau, 1997
Related Working Experience · Assistant Professor, FBA, University of Macau (May 2008 - present) · Lecturer, FBA, University of Macau (Jan 2001 - April 2008) · Teaching Assistant, FBA, University of Macau (Nov. 1997 - Dec. 2000) · High School Teacher, Pui Ching Middle School (Sep. 1996 - June 1997)
Teaching Undergraduate Courses · Econometrics I (BECO 200 ) · Probability and Statistics (QMDS 201) · Statistics and Data Analysis (QMDS 200)
Research Interests · Applied Econometrics, Cointegration Analysis and Causality Analysis in Time Series · Mutual Fund Performance Analysis · Tracking Errors in Exchange Traded Funds (ETF) · Wine Investment
Publications Journals, Books and Book Chapters 1. Chu, P.K.K. (2011) Relationship between Macroeconomic Variables and Net Asset Values (NAV) of Equity Funds: Cointegration Evidence and Vector Error Correction Model of the Hong Kong Mandatory Provident Funds (MPF), forthcoming in Journal of International Financial Markets, Institutions & Money 2. Chu,P.K.K. (2011) Study on the Tracking Errors and their Determinants: Evidence from Hong Kong Exchange Traded Funds (ETFs), Applied Financial Economics, 21, 309-315. 3. Chu, P.K.K. (2010) The Price Linkages between the Equity Fund Price Levels and the Stock Markets: Evidences from Cointegration Approach and Causality Analysis of Hong Kong Mandatory Provident Fund (MPF), International Review of Financial Analysis, 19: 281-288. 4. Chu, P.K.K., M. McKenzie (2008) A Study on Stock-selection and Market-timing Performance: Evidence from Hong Kong Mandatory Provident Fund, Review of Pacific Basin Financial Markets and Policies, 11: 617-650 5. Chu, P.K.K. (2007) Performance Persistence of Pension Fund Managers: Hong Kong Mandatory Provident Funds (MPF) Evidences, International Finance Review Asia-Pacific Financial Markets: Integration, Innovation and Challenges, 8: 393-424. Conference Papers 1. Chu, P.K.K. (2007) A Study on Stock-selection and Market-timing Performance: Evidence from Hong Kong Mandatory Provident Funds (MPF). Proceedings of the 20th Australasian Finance and Banking Conference in Sydney, Australia. 2. Chu, P.K.K. (2007) University Students' Conceptions of Probability. Proceedings of the 56th International Statistical Institute Conference in Lisbon, Portugal. 3. Chu, P.K.K. (2006) Performance Persistence of Pension Fund Managers:Hong Kong Mandatory Provident Funds (MPF) Evidences. Proceedings of the 19th Australasian Finance and Banking Conference in Sydney, Australia. 4. Chu, P.K.K. (2006) Performance Evaluation Using Conditional Alpha: Hong Kong Mandatory Provident Fund Evidences. Proceedings of the 6th Hawaii International Conference on Business in Honolulu, Hawaii, USA. 5. Chu, P.K.K. (2003) An Empirical Study on GARCH Filters by the BDS Test: Study on Chinese Stock Markets. Proceedings of the 54th International Statistical Institute Conference in Berlin, Germany. 6. Chu, P.K.K. (2001) Using BDS Statistics to Detect Nonlinearity in Time Series. Proceedings of the 53rd International Statistical Institute Conference in Seoul, Korea.
Professional Society Memberships · Member of Hong Kong Statistical Society · Member of International Association of Statistical Education · Member of The Royal Statistical Society
Faculty of Business Administration University of Macau