University of Macau, Faculty of Business Administration
Dr. Simon Man Shing SO (蘇文成)2018-10-22T14:51:04+00:00

Dr. Simon Man Shing SO

Assistant Professor in Decision Sciences
Subject Convenor in Quantitative Methods

Faculty of Business Administration
University of Macau, E22
Avenida da Universidade, Taipa, Macau, China

Contact Information

Room: E22-3059
Telephone: (853) 8822-4659
E-mail: fbasms
  • PhD in Finance, University of South Australia, Australia
  • MBA in Strategic Management, University of Macau, Macau
  • BBA in Accounting and Finance, University of Macau, Macau
  • Assistant Professor, Faculty of Business Administration, University of Macau
  • Undergraduate Courses
    • Statistics and Data Analysis (ISOM2002)
    • Probability and Statistics (ISOM2003)
    • Data Analysis and Modeling (ISOM2004)
    • Forecasting Models in Business (ISOM3031)
  • Graduate Courses
    • Research Methods (BAGC7011)
  • Market Efficiency
  • Asset Pricing
  • Behavioral Finance
  • Investment Analysis and Portfolio Management
  • Corporate Governance
  • Applied Econometric and Forecasting Models

Internal Grants

  • Principal Investigator, “A Comparative Study Forecasting Models for Business Time Series”, funded by the Research Committee of University of Macau, MYRG003(Y1-L1)-FBA11-SMS.
  • Principal Investigator, “Neural Network Forecasts of Stock Returns Using Accounting Information – Case of Hang Seng Index Constituent Stocks”, funded by the Research Committee of University of Macau, MYRG015(Y1-L1)-FBA12-SS.
  • Principal Investigator, “Investor Sentiment and Market Performance – Evidence of Chinese Stock Markets (Shanghai, Shenzhen, and Hong Kong.)”, funded by the Research Committee of University of Macau, MYRG051(Y1-L2)-FBA12-SMS.
  1. So, Simon M. S. & Violet U. T. Lei (2016), “On the Relationship between Investor Sentiment, VIX and Trading Volume”, Risk Governance and Control, 4(1), pp.114-122.
  2. So, Simon M. S. & Gordon Y. N. Tang (2010), “An Examination of Conditional Effect on Cross-Sectional Returns: Singapore Evidence”, Applied Economics, 42(6), pp.777-795.
  3. Lam, Keith S. K., Frank K. Li & Simon M. S. So (2010), “On the Validity of the Augmented Fama and French’s (1993) Model: Evidence from the Hong Kong Stock Market”, Review of Quantitative Finance and Accounting, 35(1), pp.89-111.
  1. Noronha, C., Z. H. Zhao, J. Q. Guan & Simon M. S. So (2017). “The Relationships among Corporate Social Responsibility, Tax Aggressiveness and Firm Value in China”, Centre for Social and Environmental Accounting Research (CSEAR) North-Asia Hong Kong Conference, Hong Kong, December 2017.
  2. So, Simon M. S. & Maggie L. J. Zou, “Can Investor Sentiment Explain Some Selected Accounting Anomalies? Case of Chinese Market”, the 5th Biennial Conference of the World Accounting Frontiers Series (WAFS), Macau, China, May 2015.
  3. So, Simon M. S., Violet U. T. Lei & Maggie L. J. Zou, “Investor Sentiment, VIX and Trading Volume”, the 5th Annual International Conference on Finance, Accounting, Investment, Risk Management and Management Science (iFAIRS), Nanning, China, June 2013. [The Best Essay Award of Session]
  4. So, Simon M. S. & Keith S. K. Lam, “Can Book-to-Market, Size, and Momentum be Risk Factors in the Hong Kong Stock Market?”, the 21st Asian Finance Association (Asian FA) Conference, Bangkok, Thailand (relocated to Hong Kong), June/July 2010.
  5. So, Simon M. S. & Gordon Y. N. Tang, “Further Evidence on the Risk-Return Relations in Pacific-Basin Markets”, 2009 Accounting and Finance Association of Australia and New Zealand (AFAANZ) Conference, Adelaide, Australia, July 2009.
  6. Lam, Keith S. K., K. L. Li, & Simon M. S. So, “Are Fama-French and Momentum Factors Priced?”, the 50th Annual Meeting of the Academy of International Business (AIB), Milan, Italy, July 2008.
  7. So, Simon M. S. & Gordon Y. N. Tang, “Returns, Beta, Firm Size, B/M, and E/P: An Analysis of Conditional Relationships in Three Asian Stock Markets”, the 50th Annual Meeting of the Academy of International Business (AIB), Milan, Italy, July 2008.
  8. So, Simon M. S. & Gordon Y. N. Tang, “The Conditional Risk-Return Relations in Two Asian Emerging Stock Markets”, the 20th Australasian Finance and Banking Conference (AFBC), Sydney, Australia, December 2007.
  9. So, Simon M. S. & Gordon Y. N. Tang, “Conditional Relationships with Cross-Sectional Returns in Three Asian Stock Markets”, the 17th Asian Finance Association (Asian FA) Conference, Auckland, New Zealand, July 2006.
  10. So, Simon M. S. & Gordon Y. N. Tang, “An Examination of Conditional Effect on Cross-Sectional Returns: Singapore Evidence”, the 4th International Conference on Accounting and Finance in Transition (ICAFT), Adelaide, Australia, April 2006 and the 4th China International Conference in Finance (CICF), Xian, China, July 2006.
  11. So, Simon M. S., “Algorithmic Approach to Abacus”, the 4th Conference of Applications of Mathematics to Economics and Management, Lisbon, Portugal, March 1994.
  12. So, Simon M. S. & Leonor Brum, “The Roots of Abacus: Historical Approach”, the 4th Conference of Applications of Mathematics to Economics and Management, Lisbon, Portugal, March 1994.
  1. So, Simon M. S., Violet U. T. Lei & Maggie, L. J. Zou (2013), “Volatility Index and Trading Volume in the US Stock Market”, YMC Management Review, 6(2).
  2. So, Simon M. S., “Effectiveness of Diversifying with Commodities: Evidence from Asian Markets”, (Drafted and Revising).
  3. So, Simon M. S. with Trevor Y. L. Yeung, “Causality between Macroeconomic Variables and Tourism: Evidence from Macao”, (Drafted and Revising).
  4. So, Simon M. S., “Herding Behaviour in the Chinese Stock Markets”, (Drafting).
  5. So, Simon M. S., “Does the Weather Matter in the Mainland Chinese and Hong Kong Stock Markets?”, (Drafted and Revising).
  6. So, Simon M. S., “Revisit: The Determinants of Share Repurchases in Hong Kong”, (Drafted and Revising).
  7. So, Simon M. S. with D. A. Radwansky, “Forecasting the Performance of Hong Kong REITs: Artificial Neural Networks versus Regression Models”, (Drafted and Revising).
  8. So, Simon M. S. with Trevor Y. L. Yeung, “Long-Term Dynamic Relationship between Macroeconomic Variables and Property Stock Movement: Evidence from Shenzhen Stock”, (Drafting).
  • American Statistical Association (ASA)
  • Financial Management Association (FMA)
  • Asian Financial Association (AFA)
  • Academy of International Business (AIB)