Assistant Professor in Business Intelligence and Analytics
  • Ph.D. in Economics and Finance, RMIT (Royal Melbourne Institute of Technology) University, Australia
  • MA in Quantitative Analysis for Business, City University of Hong Kong, Hong Kong
  • Higher Certificate in Statistics with Distinction, the Royal Statistical Society, UK
  • MBA, University of Macau, Macao
  • BBA, University of Macau, Macao
  • Assistant Professor in Decision Sciences, FBA, University of Macau
  • Lecturer in Quantitative Methods, FBA, University of Macau
  • Teaching Assistant, Quantitative Methods, FBA, University of Macau
  • High School Teacher, Macau Pui Ching Middle School
  • FBA Teaching Award 2018 – Best of FBA
  • Outstanding Teaching Award 2016 of FBA
  • Teaching Award in FBA 2004
  • Undergraduate Courses
    • Statistics and Data Analysis (ISOM2002 / QMDS200)
    • Probability and Statistics (QMDS201)
    • Data Analysis and Modeling (QMDS202)
    • Econometrics I (BECO200 / ECIF311)
    • Business Mathematics (QMDS100 / MSOR100)
    • Mathematics for Business and Economics (MSOR101)
    • Survey Calculus (MSOR103)
    • Statistics I (MSOR210)
    • Statistics II (MSOR211)
  • Graduate Courses
    • Statistical Analysis and Applications (ISOM7012)
    • Statistics (ISOM7001 / QMDS701)
  • Determinants of Tracking Errors in Japan-listed ETFs, funded by the Research Committee of University of Macau, 2017-2018, Principal Investigator
  • Student Attitudes Toward Statistics (SATS)
  • Accounting Model Building
  • Analysis of Tracking Error of Exchange Traded Funds (ETFs)
  • Price Linkages between Mutual Funds and Stock Markets
  • Mutual Fund Risk-Adjusted Performance Analysis
  • Market Timing Ability of Mutual Fund Managers
  • Mutual Fund Performance Persistence
  • Chaotic and Nonlinear Behavior in Stock Markets
  1. Chu P.K.K., Li S. (2022), Firms’ corporate social responsibility behavior to stakeholders and its effect on financial performance indices: A case study of Ctrip, Journal of Accounting and Taxation, 14(3): 229 – 243 (ABS1)
  2. Chu P.K.K., Xiong A.Y. (2021), Study on the Monitoring Role of Institutional Investors in Deterring Accounting Fraud, Journal of Accounting and Taxation, 13(4): 317 – 328 (ABS1)
  3. Chu P.K.K., Leong M.W.I. (2021), Related Party Transactions and their Association with Earnings Management – Evidence of Hong Kong Listed Companies, Journal of Accounting and Taxation, 13(3), 205 – 216 (ABS1)
  4. Chu P.K.K., Xu D. (2021), Tracking Errors and Their Determinants Evidence from Japan-listed exchange-traded funds, Journal of Prediction Markets , 15(1), 67 – 96 (ABS1)
  5. Chu P.K.K. (2020), Study on the nonlinear and chaotic behavior of exchange traded funds listed in Hong Kong Stock Exchanges, Journal of Prediction Markets , 13(2), 45 – 62 (ABS1)
  6. Chu P.K.K. (2017), Analysis and Forecast of Tracking Performance of Hong Kong Exchange-Traded Funds: Evidence from Tracker Fund and X iShares A50, Review of Pacific Basin Financial Markets and Policies, 19, 22-47
  7. Qiao Z., Chu P.K.K. (2014), Does Fine Wine Price Contain Useful Information to Forecast GDP? Evidence from Major Developed Countries, Economic Modelling, 38, 75 – 79 (ABS2)
  8. Chu P.K.K. (2014), Study on the Diversification Ability of Fine Wine Investment, Journal of Investing, 23, 123 – 139
  9. 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 (MPFs), Journal of International Financial Markets, Institutions & Money, 21, 792-810 (ABS3)
  10. Chu P.K.K. (2010), Study on the Tracking Errors and their Determinants: Evidence from Hong Kong Exchange Traded Funds (ETFs), Applied Financial Economics, 21, 309-315 (ABS2)
  11. 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 (ABS3)
  12. Chu P.K.K., McKenzie M. (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
  13. Chu P.K.K. (2003), Study on Non-random and Chaotic Behavior of Chinese Equities Markets, Review of Pacific Basin Financial Markets and Policies, 6, 199-222.
  14. Chu P.K.K. (2001), Study on Chaos and Nonlinear Dynamics in Chinese Stock Markets, Euro Asia Journal of Management, 22, 5-28
  15. Chu P. K.K., Chu T., Siu P.L., Un M.W., Young I.M. (2000), The Study of Role of Chinese Women in Managing Companies in Macao, Euro Asia Journal of Management, 19, 47-63
  1. 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.
  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.
  • Master Students
    • Winnie LIN Weiting
    • Celia CAI Xiaoting
    • Siky LI Siqi
    • Amy XIONG Yujie
    • Edward WANG Baitao
  • Member, Beta Gamma Sigma (City University of Hong Kong Chapter), The International Business Honor Society
  • Fellow, The Royal Statistical Society
  • Member, The Japan Statistical Society
  • Member, International Statistical Institute
  • Member, International Association of Statistical Education
  • Member, The Hong Kong Statistical Society
  • Member, Accounting and Finance Association of Australia and New Zealand