Terence Tai Leung CHONG : Citation Profile


Are you Terence Tai Leung CHONG?

Chinese University of Hong Kong

13

H index

17

i10 index

545

Citations

RESEARCH PRODUCTION:

93

Articles

75

Papers

RESEARCH ACTIVITY:

   23 years (1995 - 2018). See details.
   Cites by year: 23
   Journals where Terence Tai Leung CHONG has often published
   Relations with other researchers
   Recent citing documents: 93.    Total self citations: 48 (8.09 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch395
   Updated: 2018-12-15    RAS profile: 2018-12-10    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

HE, QING (5)

Wong, Kin Ming (5)

Chan, Wing (4)

Chen, Haiqiang (3)

Qian, Zongxin (2)

Ng, Travis (2)

Hooy, Chee-Wooi (2)

Wong, Wing-Keung (2)

Park, Sung Y. (2)

Li, Yong (2)

Liew, Venus (2)

Wong, Tsz-Nga (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Terence Tai Leung CHONG.

Is cited by:

Wong, Wing-Keung (36)

Liew, Venus (34)

McAleer, Michael (33)

Lim, Kian-Ping (17)

Chang, Chia-Lin (12)

HE, QING (11)

Leung, Charles (9)

Baharumshah, Ahmad Zubaidi (9)

Bahmani-Oskooee, Mohsen (7)

Chen, Nan-Kuang (7)

Boldea, Otilia (6)

Cites to:

Rose, Andrew (19)

Fama, Eugene (18)

Wong, Wing-Keung (17)

Chen, Haiqiang (12)

Demirguc-Kunt, Asli (12)

Hansen, Bruce (12)

Reinhart, Carmen (11)

Bai, Jushan (10)

HE, QING (10)

Lebaron, Blake (10)

Frankel, Jeffrey (10)

Main data


Where Terence Tai Leung CHONG has published?


Journals with more than one article published# docs
Economics Bulletin15
Economics Letters8
Applied Economics Letters7
Chinese Economy5
Quantitative Finance4
China Economic Review4
Studies in Nonlinear Dynamics & Econometrics4
Econometrics Journal3
Annals of Financial Economics (AFE)3
Journal of Risk and Financial Management3
The Singapore Economic Review (SER)3
Econometric Theory2
Pacific-Basin Finance Journal2
Applied Economics2
Applied Financial Economics Letters2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany40

Recent works citing Terence Tai Leung CHONG (2018 and 2017)


YearTitle of citing document
2018The effects of business cycle indicators on stock market indices of food industry in Iran. (2018). Mohammadi, H ; Shabanian, F ; Shahnoushi, N ; Abolhasani, L. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277425.

Full description at Econpapers || Download paper

2017The Impact of Monetary Policy on Agricultural Price Index in China: A FAVAR Approach. (2017). Paudel, Krishna ; Tan, Ying ; Sha, Wenbiao . In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252676.

Full description at Econpapers || Download paper

2018Panel Models with Two Threshold Variables: The Case of Financial Constraints. (2018). Ramírez-Rondán, N.R. ; Ramirez-Rondan, N R ; Lamadrid-Contreras, Arturo. In: Working Papers. RePEc:apc:wpaper:128.

Full description at Econpapers || Download paper

2017Predicting Auction Price of Vehicle License Plate with Deep Recurrent Neural Network. (2017). Chow, Vinci . In: Papers. RePEc:arx:papers:1701.08711.

Full description at Econpapers || Download paper

2017Second order stochastic differential models for financial markets. (2017). Zung, Nguyen Tien . In: Papers. RePEc:arx:papers:1707.05419.

Full description at Econpapers || Download paper

2017Profitability of simple stationary technical trading rules with high-frequency data of Chinese Index Futures. (2017). Chen, Jing-Chao ; Wang, XI ; Zhou, YU. In: Papers. RePEc:arx:papers:1710.07470.

Full description at Econpapers || Download paper

2018‘Déjà vol’ revisited: Survey forecasts of macroeconomic variables predict volatility in the cross-section of industry portfolios. (2018). Conrad, Christian ; Glas, Alexander. In: Working Papers. RePEc:awi:wpaper:0655.

Full description at Econpapers || Download paper

2017Vulnerabilities to housing bubbles: Evidence from linkages between housing prices and income fundamentals. (2017). Huang, Meichi. In: International Finance. RePEc:bla:intfin:v:20:y:2017:i:1:p:64-91.

Full description at Econpapers || Download paper

2017Transmission of Chinas Shocks to the BRIS Countries. (2017). Kabundi, Alain ; Çakır, Mustafa ; Akir, Mustafa . In: South African Journal of Economics. RePEc:bla:sajeco:v:85:y:2017:i:3:p:430-454.

Full description at Econpapers || Download paper

2017Monetary policy transmission with two exchange rates and a single currency : The Chinese experience. (2017). Qian, Zongxin ; Korhonen, Iikka ; HE, QING ; Zongxin, Qian ; Qing, HE. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_014.

Full description at Econpapers || Download paper

2018From window guidance to interbank rates : Tracing the transition of monetary policy in Japan and China. (2018). Angrick, Stefan ; Naoyuki, YOSHINO . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_004.

Full description at Econpapers || Download paper

2018Does lending relationship help or alleviate the transmission of liquidity shocks? Evidence from a liquidity crunch in China. (2018). Bai, Yiyi ; Lu, Liping ; He, Qing ; Tri, VI. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_013.

Full description at Econpapers || Download paper

2017Credit from the Monopoly Bank. (2017). Rishabh, Kumar ; Lengwiler, Yvan . In: Working papers. RePEc:bsl:wpaper:2017/15.

Full description at Econpapers || Download paper

2017Revisiting Crude Oil Price and Chinas Stock Market. (2017). Ding, Haoyuan ; Xie, Wenjing ; Wang, Huanhuan ; Fan, Haichao. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2017:v:18:i:1:dingfan.

Full description at Econpapers || Download paper

2018Bank Concentration and Firms Debt Structure: Evidence from China. (2018). Liu, Peisen ; Huang, Shoujun. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2018:v:19:i:1:liu:huang:li.

Full description at Econpapers || Download paper

2017The Gap Effect on the Brazilian Exchange. (2017). Ceretta, Paulo Sergio ; Da costa, Alexandre Silva . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00734.

Full description at Econpapers || Download paper

2017Nonlinear dependence in exchange rate returns: How do emerging Asian currencies compare with major currencies?. (2017). Wali, Muammer ; Manzur, Meher ; Chan, Felix. In: Journal of Asian Economics. RePEc:eee:asieco:v:50:y:2017:i:c:p:62-72.

Full description at Econpapers || Download paper

2018Time-varying arbitrage and dynamic price discovery. (2018). Frijns, Bart. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:485-502.

Full description at Econpapers || Download paper

2017Return and volatility spillovers effects: Evaluating the impact of Shanghai-Hong Kong Stock Connect. (2017). Ahmed, Abdullahi ; Huo, Rui . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:260-272.

Full description at Econpapers || Download paper

2017Understanding Chinese provincial real estate investment: A Global VAR perspective. (2017). Rudkin, Simon ; Chen, Yang. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:248-260.

Full description at Econpapers || Download paper

2018U.S. wage growth and nonlinearities: The roles of inflation and unemployment. (2018). Donayre, Luiggi ; Panovska, Irina . In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:273-292.

Full description at Econpapers || Download paper

2018Chinas regime-switching monetary policy. (2018). Klingelhöfer, Jan ; Klingelhofer, Jan ; Sun, Rongrong. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:32-40.

Full description at Econpapers || Download paper

2018Do international investors cause stock market spillovers? Comparing responses of cross-listed stocks between accessible and inaccessible markets. (2018). Tsutsui, Yoshiro ; Hirayama, Kenjiro ; Nishimura, Yusaku. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:237-248.

Full description at Econpapers || Download paper

2018Connecting the markets? Recent evidence on China’s capital account liberalization. (2018). Chan, Marc ; Kwok, Simon. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:417-428.

Full description at Econpapers || Download paper

2018Switches in price discovery: Are U.S. traders more qualified in making valuations?. (2018). Qadan, Mahmoud. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:221-234.

Full description at Econpapers || Download paper

2018Development and implementation of a real time statistical control method to identify the start and end of the winter surge in demand for paediatric intensive careAuthor-Name: Pagel, Christina. (2018). Ray, Samiran ; Peters, Mark J ; Ramnarayan, Padmanabhan. In: European Journal of Operational Research. RePEc:eee:ejores:v:264:y:2018:i:3:p:847-858.

Full description at Econpapers || Download paper

2018Interconnectedness and systemic risk of Chinas financial institutions. (2018). Wang, Gang-Jin ; Stanley, Eugene H ; Xie, Chi ; Lin, Min ; Jiang, Zhi-Qiang. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:1-18.

Full description at Econpapers || Download paper

2017Can investor sentiment be a momentum time-series predictor? Evidence from China. (2017). Li, Youwei ; Han, Xing . In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:212-239.

Full description at Econpapers || Download paper

2017Time-varying causality between stock and housing markets in China. (2017). Shi, Guangping ; Zhang, XU ; Liu, Xiaoxing. In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:227-232.

Full description at Econpapers || Download paper

2017The world price of sentiment risk. (2017). Keiber, Karl Ludwig ; Samyschew, Helene . In: Global Finance Journal. RePEc:eee:glofin:v:32:y:2017:i:c:p:62-82.

Full description at Econpapers || Download paper

2018Multi-market trading and liquidity: Evidence from cross-listed companies. (2018). Atanasova, Christina ; Li, Mingxin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:53:y:2018:i:c:p:117-138.

Full description at Econpapers || Download paper

2017Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data. (2017). Philippe, Anne ; Surgailis, Donatas ; Leipus, Remigijus ; Pilipauskait, Vytaut . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:153:y:2017:i:c:p:121-135.

Full description at Econpapers || Download paper

2017Incorporating driving range variability in network design for refueling facilities. (2017). de Vries, Harwin ; Duijzer, Evelot . In: Omega. RePEc:eee:jomega:v:69:y:2017:i:c:p:102-114.

Full description at Econpapers || Download paper

2017Dependence of stock markets with gold and bonds under bullish and bearish market states. (2017). Shahbaz, Muhammad ; Ali, Azwadi ; Raza, Naveed ; Hussain, Syed Jawad. In: Resources Policy. RePEc:eee:jrpoli:v:52:y:2017:i:c:p:308-319.

Full description at Econpapers || Download paper

2017Can economic policy uncertainty and investors sentiment predict commodities returns and volatility?. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Balcilar, Mehmet ; Hussain, Syed Jawad ; Raza, Naveed ; Ali, Sajid. In: Resources Policy. RePEc:eee:jrpoli:v:53:y:2017:i:c:p:208-218.

Full description at Econpapers || Download paper

2018Do Chinese mutual funds time the market?. (2018). Yi, LI ; Gan, Shunli ; Qin, Zilong ; He, Lei ; Liu, Zilan . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:47:y:2018:i:c:p:1-19.

Full description at Econpapers || Download paper

2018Lucky issuance: The role of numerological superstitions in irrational return premiums. (2018). Weng, Pei-Shih. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:47:y:2018:i:c:p:79-91.

Full description at Econpapers || Download paper

2017A comparison of DEA and SFA using micro- and macro-level perspectives: Efficiency of Chinese local banks. (2017). Tabak, Benjamin ; Silva, Thiago ; Cajueiro, Daniel ; Boas, Marina Villas . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:469:y:2017:i:c:p:216-223.

Full description at Econpapers || Download paper

2018The pricing effect of the common pattern in firm-level idiosyncratic volatility: Evidence from A-Share stocks of China. (2018). Yin, Libo ; Su, Zhi ; Shu, Tengjia. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:497:y:2018:i:c:p:218-235.

Full description at Econpapers || Download paper

2018Univariate dependence among sectors in Chinese stock market and systemic risk implication. (2018). Hao, Jing ; He, Feng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:355-364.

Full description at Econpapers || Download paper

2018Improving performance of exchange rate momentum strategy using volatility information. (2018). Zhuang, Chunjuan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:741-753.

Full description at Econpapers || Download paper

2018Multifractal analysis of the Chinese stock, bond and fund markets. (2018). Wang, Hong-Yong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:280-292.

Full description at Econpapers || Download paper

2017An early alarm system for housing bubbles. (2017). Huang, Meichi ; Chiang, Hsiu-Hsuan . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:63:y:2017:i:c:p:34-49.

Full description at Econpapers || Download paper

2017A literature review of technical analysis on stock markets. (2017). Kimura, Herbert ; Sobreiro, Vinicius Amorim ; Lima, Jessica ; Farias, Rodolfo Toribio . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:115-126.

Full description at Econpapers || Download paper

2018Stock return predictability and model instability: Evidence from mainland China and Hong Kong. (2018). Hong, Hui ; Ryan, James ; Obrien, Fergal ; Chen, Naiwei. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:132-142.

Full description at Econpapers || Download paper

2017Convergence of per capita CO2 emissions across the globe: Insights via wavelet analysis. (2017). Khan, Atif ; Zakaria, Muhammad ; Bibi, Salma ; Ahmed, Mumtaz . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:75:y:2017:i:c:p:86-97.

Full description at Econpapers || Download paper

2018Does the predictive power of variable moving average rules vanish over time and can we explain such tendencies?. (2018). Strobel, Marcus ; Auer, Benjamin R. In: International Review of Economics & Finance. RePEc:eee:reveco:v:53:y:2018:i:c:p:168-184.

Full description at Econpapers || Download paper

2018Kirilgan Beslide Cari Aciklarin Surdurulebilirligi: Dogrusal Olmayan Birim Kok Testleri Ile Kanitlar. (2018). CEYLAN, Resat . In: Ege Academic Review. RePEc:ege:journl:v:18:y:2018:i:1:p:121-134.

Full description at Econpapers || Download paper

2017Local Crowding Out in China. (2017). Panizza, Ugo ; Pagano, Marco ; U G O Panizza, ; Huang, YI. In: EIEF Working Papers Series. RePEc:eie:wpaper:1707.

Full description at Econpapers || Download paper

2018Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin ; Wong, W.-K., ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:104260.

Full description at Econpapers || Download paper

2018Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin ; Wong, W.-K., ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:105878.

Full description at Econpapers || Download paper

2017Consistency of Trend Break Point Estimator with Underspecified Break Number. (2017). Yang, Jingjing. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:4-:d:86944.

Full description at Econpapers || Download paper

2018Structural Break Tests Robust to Regression Misspecification. (2018). Boldea, Otilia ; Andreou, Elena ; Morshed, Alaa Abi. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:27-:d:148392.

Full description at Econpapers || Download paper

2017Building Energy Consumption Prediction: An Extreme Deep Learning Approach. (2017). Li, Chengdong ; Zhang, Guiqing ; Yi, Jianqiang ; Zhao, Dongbin ; Ding, Zixiang. In: Energies. RePEc:gam:jeners:v:10:y:2017:i:10:p:1525-:d:114249.

Full description at Econpapers || Download paper

2017Wind Profiles and Wave Spectra for Potential Wind Farms in South China Sea. Part II: Wave Spectrum Model. (2017). Liu, Yichao ; Chen, Daoyi ; Yi, Qian . In: Energies. RePEc:gam:jeners:v:10:y:2017:i:1:p:127-:d:88336.

Full description at Econpapers || Download paper

2018Financial Infrastructure and Access to Finance for European SMEs. (2018). Andrieș, Alin Marius ; Tofan, Mihaela ; Oprea, Florin ; Marcu, Nicu . In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:10:p:3400-:d:171764.

Full description at Econpapers || Download paper

2018Financial Structure and Financing Constraints: Evidence on Small- and Medium-Sized Enterprises in China. (2018). Luo, Sumei ; Zhou, Guangyou ; Zhang, Yuxi. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:6:p:1774-:d:149471.

Full description at Econpapers || Download paper

2017Oil Price and Economic Resilience. Romania’s Case. (2017). Dudian, Monica ; Birova, Stefanija ; Mosora, Cosmin . In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:2:p:273-:d:90389.

Full description at Econpapers || Download paper

2018Profitability Edge by Dynamic Back Testing Optimal Period Selection for Technical Parameters Optimization, in Trading Systems with Forecasting. (2018). Th, D ; Papaschinopoulos, G ; Schinas, C J. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-016-9640-x.

Full description at Econpapers || Download paper

2018Catching-up process in the transition countries. (2018). Lee, Chien-Chiang ; Elmi, Zahra Mila ; Chang, Tsangyao ; Ranjbar, Omid. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:51:y:2018:i:3:d:10.1007_s10644-017-9214-5.

Full description at Econpapers || Download paper

2018Assessing the Competitiveness of the Portuguese Chemical Sector. (2018). Marques, Ana Rita ; Silva, Catia. In: GEE Papers. RePEc:mde:wpaper:0110.

Full description at Econpapers || Download paper

2017Do International Investors Cause Stock Market Comovements? Comparing Responses of Cross-Listed Stocks between Accessible and Inaccessible Markets. (2017). Tsutsui, Yoshiro ; Hirayama, Kenjiro ; Nishimura, Yusaku. In: Discussion Papers in Economics and Business. RePEc:osk:wpaper:1701.

Full description at Econpapers || Download paper

2017Dependence of Stock Markets with Gold and Bonds under Bullish and Bearish Market States. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Hussain, Syed Jawad ; Ali, Azwadi ; Raza, Naveed. In: MPRA Paper. RePEc:pra:mprapa:78595.

Full description at Econpapers || Download paper

2018Evidence of Investor Sentiment Contagion across Asset Markets. (2018). Pan, Wei-Fong. In: MPRA Paper. RePEc:pra:mprapa:88561.

Full description at Econpapers || Download paper

2018Price momentum and the 1719-20 bubbles: A method to compare and interpret booms and crashes in asset markets. (2018). Condorelli, Stefano. In: MPRA Paper. RePEc:pra:mprapa:89888.

Full description at Econpapers || Download paper

2018Structural Change and Aggregate Employment Fluctuations in China and the US. (2018). Yao, Wen ; Zhu, Xiaodong. In: 2018 Meeting Papers. RePEc:red:sed018:720.

Full description at Econpapers || Download paper

2017Credit Market Development and Firm Innovation: Evidence from the People’s Republic of China. (2017). Shang, Hua ; Wu, YU ; Song, Quanyun. In: ADBI Working Papers. RePEc:ris:adbiwp:0649.

Full description at Econpapers || Download paper

2018Social Networks and Informal Financial Inclusion in the People’s Republic of China. (2018). Chen, Yang ; Ye, Dezhu ; Huang, Bihong ; Chai, Shijun. In: ADBI Working Papers. RePEc:ris:adbiwp:0802.

Full description at Econpapers || Download paper

2017Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour. (2017). Yu, Jun ; Tao, Yubo ; Phillips, Peter. In: Economics and Statistics Working Papers. RePEc:ris:smuesw:2017_018.

Full description at Econpapers || Download paper

2018Does Bank Concentration Affect Debt Maturity?. (2018). Liu, Peisen ; Huang, Shoujun. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2018:i:3:p:73-87.

Full description at Econpapers || Download paper

2017Is Sub-Saharan Africa catching up?. (2017). Noguera-Santaella, Jose . In: Empirical Economics. RePEc:spr:empeco:v:52:y:2017:i:2:d:10.1007_s00181-016-1086-4.

Full description at Econpapers || Download paper

2018Banking market structure and industry growth in the Central-East Europe region. (2018). Bergantino, Angela S ; Capozza, Claudia. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:3:d:10.1007_s00181-017-1262-1.

Full description at Econpapers || Download paper

2018The ASEAN experience of the purchasing power parity theory. (2018). Woahid, S M ; Hossain, Mohammad Amzad. In: Financial Innovation. RePEc:spr:fininn:v:4:y:2018:i:1:d:10.1186_s40854-018-0113-1.

Full description at Econpapers || Download paper

2017Heterogeneous trading and complex price dynamics. (2017). Li, Mengling ; Zheng, Huanhuan. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:12:y:2017:i:2:d:10.1007_s11403-017-0196-1.

Full description at Econpapers || Download paper

2018Are diamonds a safe haven?. (2018). Decclesia, Rita Laura ; Jotanovic, Vera. In: Review of Managerial Science. RePEc:spr:rvmgts:v:12:y:2018:i:4:d:10.1007_s11846-017-0234-3.

Full description at Econpapers || Download paper

2017Cumulative sum estimator for change-point in panel data. (2017). Chen, Zhuoheng ; Hu, Yijun. In: Statistical Papers. RePEc:spr:stpapr:v:58:y:2017:i:3:d:10.1007_s00362-015-0722-y.

Full description at Econpapers || Download paper

2018Predicting hospitality financial distress with ensemble models: the case of US hotels, restaurants, and amusement and recreation. (2018). Kim, Soo Young . In: Service Business. RePEc:spr:svcbiz:v:12:y:2018:i:3:d:10.1007_s11628-018-0365-x.

Full description at Econpapers || Download paper

2018Controllable superstition and its relationship with enduring and behavioural involvement in gambling. (2018). Nang, Lawrence Hoc ; Ka, Davis ; Lam, Desmond . In: International Gambling Studies. RePEc:taf:intgms:v:18:y:2018:i:1:p:92-110.

Full description at Econpapers || Download paper

2017How investor sentiments spillover from developed countries to developing countries?. (2017). Ur, Muhammad Zia ; McMillan, David ; Baig, Sajjad Ahmad ; Abbas, Zaheer ; Rizwan, Faisal ; Ul, Zain. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1309096.

Full description at Econpapers || Download paper

2017The dynamics of price discovery for cross-listed stocks evidence from US and Chinese markets. (2017). Duppati, Geeta ; Hadsell, Lester ; Scrimgeour, Frank ; Hou, Yang. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1389675.

Full description at Econpapers || Download paper

2018Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180011.

Full description at Econpapers || Download paper

2018Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180024.

Full description at Econpapers || Download paper

2018Structural Change and Aggregate Employment Fluctuations in China and the US. (2018). Zhu, Xiaodong ; Yao, Wen. In: Working Papers. RePEc:tor:tecipa:tecipa-600.

Full description at Econpapers || Download paper

2018Big data, computational science, economics, finance, marketing, management, and psychology: connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1805.

Full description at Econpapers || Download paper

2018Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1809.

Full description at Econpapers || Download paper

2018Modelling the spreading process of extreme risks via a simple agent-based model: Evidence from the China stock market. (2018). Xu, Dinghai ; Wang, Donghua ; Ji, Jingru. In: Working Papers. RePEc:wat:wpaper:1806.

Full description at Econpapers || Download paper

2017Do market competition and development indicators matter for banks’ risk, capital, and efficiency relationship?. (2017). Zheng, Changjun ; Moudud-Ul, Syed ; Gupta, Anupam Das. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s242478631750027x.

Full description at Econpapers || Download paper

2017SINGLE VERSUS MULTIPLE BANKING RELATIONSHIPS-EVIDENCE FROM CHINESE LENDING MARKET. (2017). Matthews, Kent ; Yin, Wei. In: The Singapore Economic Review (SER). RePEc:wsi:serxxx:v:62:y:2017:i:01:n:s0217590816500247.

Full description at Econpapers || Download paper

2017Chinese Superstition and Real Estate Prices: Transaction-level Evidence from the US Housing Market. (2017). Humphreys, Brad ; Zhou, Yang ; Nowak, Adam. In: Working Papers. RePEc:wvu:wpaper:17-18.

Full description at Econpapers || Download paper

2017Credit guarantee schemes for SME lending in Western Europe. (2017). Torfs, Wouter ; Gereben, Áron ; Lang, Frank ; Chatzouz, Moustafa . In: EIB Working Papers. RePEc:zbw:eibwps:201702.

Full description at Econpapers || Download paper

2017Financing Patterns of European SMEs Revisited: An Updated Empirical Taxonomy and Determinants of SME Financing Clusters. (2017). Masiak, Christian ; Lang, Frank ; Moritz, Alexandra. In: EIF Working Paper Series. RePEc:zbw:eifwps:201740.

Full description at Econpapers || Download paper

2017Credit Guarantee Schemes for SME lending in Western Europe. (2017). Gereben, Áron ; Torfs, Wouter ; Lang, Frank ; Chatzouz, Moustafa . In: EIF Working Paper Series. RePEc:zbw:eifwps:201742.

Full description at Econpapers || Download paper

2017European Small Business Finance Outlook: June 2017. (2017). Kraemer-Eis, Helmut ; Gvetadze, Salome ; Torfs, Wouter ; Lang, Frank. In: EIF Working Paper Series. RePEc:zbw:eifwps:201743.

Full description at Econpapers || Download paper

Works by Terence Tai Leung CHONG:


YearTitleTypeCited
2013Minimum Wage and Shareholder Wealth: Evidence from Hong Kong In: Applied Economics Quarterly (formerly: Konjunkturpolitik).
[Full Text][Citation analysis]
article0
2005Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan In: Review of Applied Economics.
[Full Text][Citation analysis]
article7
2005Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan.(2005) In: Finance Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2005Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan.(2005) In: SCAPE Policy Research Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2010A Competing Risks Analysis of Corporate Survival In: Financial Management.
[Citation analysis]
article6
2011Are Chinese Stock Market Cycles Duration Independent? In: The Financial Review.
[Citation analysis]
article4
2008HEDONIC PRICING MODELS FOR VEHICLE REGISTRATION MARKS In: Pacific Economic Review.
[Full Text][Citation analysis]
article2
2007A Class Test for Fractional Integration In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article1
2008The Nonlinear Dynamics of Foreign Reserves and Currency Crises In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article1
2017A new recognition algorithm for “head-and-shoulders” price patterns In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article0
2014A New Recognition Algorithm for “Head-and-Shoulders” Price Patterns.(2014) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2018Estimation and inference of threshold regression models with measurement errors In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article0
2015Estimation and Inference of Threshold Regression Models with Measurement Errors.(2015) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
1996Estimation of and Testing for Structural Break in the Presence of Measurement Errors In: Departmental Working Papers.
[Citation analysis]
paper0
1996Seemingly Unexplosive Nonstationary Random Coefficient Autoregressive Processes, A Note In: Departmental Working Papers.
[Citation analysis]
paper0
1996Estimating the Unit Root Process in the Presence of Measurement Errors In: Departmental Working Papers.
[Citation analysis]
paper1
1996Estimating the Location of Break in Restricted Structural Change Models In: Departmental Working Papers.
[Citation analysis]
paper0
1997Structural Change in AR(1) Models In: Departmental Working Papers.
[Citation analysis]
paper22
2001STRUCTURAL CHANGE IN AR(1) MODELS.(2001) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
article
1998A Simple Test for Fractionally Integrated Processes In: Departmental Working Papers.
[Citation analysis]
paper0
1998Estimating the Differencing Parameter Via the Partial Autocorrelation Function In: Departmental Working Papers.
[Citation analysis]
paper7
2000Estimating the differencing parameter via the partial autocorrelation function.(2000) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article
1998Estimating the Fractionally Integrated Process in the Presence of Measurement Errors In: Departmental Working Papers.
[Citation analysis]
paper4
1999Estimating the fractionally integrated process in the presence of measurement errors.(1999) In: Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2000Time Series Properties of Aggregated AR(2) Processes In: Departmental Working Papers.
[Citation analysis]
paper0
2001Time series properties of aggregated AR(2) processes.(2001) In: Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2000Estimation, Inference, and the Long Memory Properties of Aggregated AR(1) Processes with Coefficients Drawn from a Polynomial Density Function In: Departmental Working Papers.
[Citation analysis]
paper0
2001Extracting From the Dow Jones Index In: Departmental Working Papers.
[Citation analysis]
paper0
2002Testing for Structural Break of the U.S. Stock Market in the 911 Attacks In: Departmental Working Papers.
[Citation analysis]
paper0
2003A Profitability Comparison of Modal Point and Closing Price In: Departmental Working Papers.
[Citation analysis]
paper0
2003On the Profitability of Momentum Strategies and Relative Strength Index in the International Equity Markets In: Departmental Working Papers.
[Citation analysis]
paper0
2003Effects of ARCH Errors on Autoregressive Lag Length Selection Criteria In: Departmental Working Papers.
[Citation analysis]
paper0
2003Modelling Smooth Transitional Economic Behavior In: Departmental Working Papers.
[Citation analysis]
paper0
2004An Omnibus Test for the Fractionally Intergrated Model In: Departmental Working Papers.
[Citation analysis]
paper0
2004Generic Consistency of the Break-Point Estimators under Specification Errors in a Multiple-Break Model In: Departmental Working Papers.
[Citation analysis]
paper14
2008Generic consistency of the break-point estimators under specification errors in a multiple-break model.(2008) In: Econometrics Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
article
2004Do the Chinese have a Preference for the Number 8: A Hedonic Pricing Model for the Vehicle Registration Marks in Hong Kong In: Departmental Working Papers.
[Citation analysis]
paper0
2004Value Creation and Long Term Performance of Hong Kong Spinoffs In: Departmental Working Papers.
[Citation analysis]
paper0
2005Determining the Contributions to the Price Discovery for Chinese Cross-listed Stocks In: Departmental Working Papers.
[Citation analysis]
paper0
2005What Cause(s) the Underpricing of H-Share IPO? In: Departmental Working Papers.
[Citation analysis]
paper0
2005Threshold Autoregressive Model with Multiple Threshold Variables In: Departmental Working Papers.
[Citation analysis]
paper4
2006Do Momentum-based Strategies Work in Emerging Currency Markets? In: Departmental Working Papers.
[Citation analysis]
paper6
2009Do momentum-based strategies work in emerging currency markets?.(2009) In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
article
2006Market Size, Book-to-Market Equity and the Cross-Section of Stock Returns: An Application of the Multiple-Variable Threshold Model In: Departmental Working Papers.
[Citation analysis]
paper0
2006Predicting Currency Crises in Emerging Asian Countries: A Dynamic Threshold Approach In: Departmental Working Papers.
[Citation analysis]
paper0
2007The Political Economy of Issuing a Typhoon Signal In: Departmental Working Papers.
[Citation analysis]
paper0
2007A Competing Risk Analysis of Delistings In: Departmental Working Papers.
[Citation analysis]
paper1
2009The Value of Superstitions In: Departmental Working Papers.
[Citation analysis]
paper13
2010The value of superstitions.(2010) In: Journal of Economic Psychology.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
article
2009The Value of Superstitions.(2009) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2016Does monetary policy matter for trade? In: International Economics.
[Full Text][Citation analysis]
article0
2016Does monetary policy matter for trade?.(2016) In: International Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2015Does Monetary Policy Matter For Trade?.(2015) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2018STRUCTURAL CHANGE IN NONSTATIONARY AR(1) MODELS In: Econometric Theory.
[Full Text][Citation analysis]
article0
2017Structural change in non-stationary AR(1) models.(2017) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2005Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors In: Economics Bulletin.
[Full Text][Citation analysis]
article2
2006Estimation of the Autoregressive Order in the Presence of Measurement Errors In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2006Two-sided Matching, Who Marries Whom? And what Happens upon Divorce? In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2007Identification and Estimation of Structural-Change Models with Misclassification In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2007Estimating the Fractionally Integrated Model with a Break in the Differencing Parameter In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2008Structural Change in the Efficiency of the Japanese Stock Market after the Millennium In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2008Structural Change in the Stock Market Efficiency after the Millennium: The MACD Approach In: Economics Bulletin.
[Full Text][Citation analysis]
article1
2009Is the Convergence of Accounting Standards Good for Stock Markets? In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2009Hedonic pricing models for metropolitan bus services In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2009Who will win the Nobel Prize? In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2009Profitability of the On-Balance Volume Indicator In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2011Structural Changes and Regional Disparity in Chinas Inflation In: Economics Bulletin.
[Full Text][Citation analysis]
article1
2013Can analyst predict stock market crashes? In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2013Do Technical Analysts Outperform Novice Traders: Experimental Evidence In: Economics Bulletin.
[Full Text][Citation analysis]
article1
2017Extreme Risk Value and Dependence Structure of the China Securities Index 300 In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2017Extreme Risk Value and Dependence Structure of the China Securities Index 300.(2017) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2003Generic consistency of the break-point estimator under specification errors In: Econometrics Journal.
[Full Text][Citation analysis]
article13
2006The polynomial aggregated AR(1) model In: Econometrics Journal.
[Full Text][Citation analysis]
article7
2009What accounts for Chinese Business Cycle? In: China Economic Review.
[Full Text][Citation analysis]
article17
2012Is the Chinese stock market really inefficient? In: China Economic Review.
[Full Text][Citation analysis]
article21
2011Is the Chinese Stock Market Really Efficient.(2011) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21
paper
2013Factor-augmented VAR analysis of the monetary policy in China In: China Economic Review.
[Full Text][Citation analysis]
article21
2014The nexus between labor wages and property rents in the Greater China area In: China Economic Review.
[Full Text][Citation analysis]
article1
2014The Nexus between Labour Wages and Property Rents in the Greater China Area.(2014) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2016The stock–bond comovements and cross-market trading In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article6
2016The Stock-Bond Comovements and Cross-Market Trading.(2016) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2012Testing for a unit root in the presence of stochastic volatility and leverage effect In: Economic Modelling.
[Full Text][Citation analysis]
article3
2008Time series test of nonlinear convergence and transitional dynamics In: Economics Letters.
[Full Text][Citation analysis]
article27
2012Long-range dependence in the international diamond market In: Economics Letters.
[Full Text][Citation analysis]
article2
2014Nonlinear dependence between stock and real estate markets in China In: Economics Letters.
[Full Text][Citation analysis]
article6
2014Nonlinear Dependence between Stock and Real Estate Markets in China.(2014) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2018Co-integrated or not? After the Shanghai–Hong Kong and Shenzhen–Hong Kong Stock Connection Schemes In: Economics Letters.
[Full Text][Citation analysis]
article0
1995Partial parameter consistency in a misspecified structural change model In: Economics Letters.
[Full Text][Citation analysis]
article20
2004Are Asian real exchange rates stationary? In: Economics Letters.
[Full Text][Citation analysis]
article77
2004Are Asian Real Exchange Rates Stationary?.(2004) In: International Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 77
paper
2008International linkages of the Japanese stock market In: Japan and the World Economy.
[Full Text][Citation analysis]
article1
2013Does banking competition alleviate or worsen credit constraints faced by small- and medium-sized enterprises? Evidence from China In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article50
2007Determining the contributions to price discovery for Chinese cross-listed stocks In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article27
2017Housing prices and business cycle in China: A DSGE analysis In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article0
2016Housing Prices and Business Cycle in China: A DSGE Analysis.(2016) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
1999Asymptotic distribution of the sup-Wald statistic under specification errors In: Structural Change and Economic Dynamics.
[Full Text][Citation analysis]
article0
2009The Nexus between Analyst Forecast Dispersion and Expected Returns Surrounding Stock Market Crashes In: Journal of Risk and Financial Management.
[Full Text][Citation analysis]
article0
2014Revisiting the Performance of MACD and RSI Oscillators In: Journal of Risk and Financial Management.
[Full Text][Citation analysis]
article1
2014Revisiting the Performance of MACD and RSI Oscillators.(2014) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2016The Nexus between Social Capital and Bank Risk Taking In: Journal of Risk and Financial Management.
[Full Text][Citation analysis]
article0
2016The Nexus Between Social Capital and Bank Risk Taking.(2016) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2017A Principal Component Approach to Measuring Investor Sentiment in Hong Kong In: Journal of Management Sciences.
[Full Text][Citation analysis]
article7
2017A Principal Component Approach to Measuring Investor Sentiment in Hong Kong.(2017) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2017Predictive models for disaggregate stock market volatility In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]
article1
2015Predictive Models for Disaggregate Stock Market Volatility.(2015) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2006On the Comovement of A and H Shares In: Chinese Economy.
[Full Text][Citation analysis]
article5
2007The Revaluation and Future Adjustment of the Renminbi In: Chinese Economy.
[Full Text][Citation analysis]
article0
2008Testing for Structural Change in the Nontradable Share Reform of the Chinese Stock Market In: Chinese Economy.
[Full Text][Citation analysis]
article2
2017Political Turnover and the Stock Performance of SOEs in China In: Chinese Economy.
[Full Text][Citation analysis]
article0
2015Political Turnover and the Stock Performance of SOEs in China.(2015) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2017A New Approach to Modeling Sector Stock Returns in China In: Chinese Economy.
[Full Text][Citation analysis]
article0
2016A New Approach to Modelling Sector Stock Returns in China.(2016) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2014Price Limits and Stock Market Volatility in China In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2013A Principal Component Approach to Measuring Investor Sentiment in China In: MPRA Paper.
[Full Text][Citation analysis]
paper3
2014A principal component approach to measuring investor sentiment in China.(2014) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2012Theory and Applications of TAR Model with Two Threshold Variables In: MPRA Paper.
[Full Text][Citation analysis]
paper9
2012Theory and Applications of TAR Model with Two Threshold Variables.(2012) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
article
2014Estimating and Testing Threshold Regression Models with Multiple Threshold Variables In: MPRA Paper.
[Full Text][Citation analysis]
paper1
2013Asymptotic Inferences for an AR(1) Model with a Change Point: Stationary and Nearly Non-stationary Cases In: MPRA Paper.
[Full Text][Citation analysis]
paper1
2014Dirichlet Process Hidden Markov Multiple Change-point Model In: MPRA Paper.
[Full Text][Citation analysis]
paper1
2014From Fixed to Float: A Competing Risks Analysis In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2016From Fixed to Float: A Competing Risks Analysis.(2016) In: International Economic Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2013Are Prices Sticky in Large Developing Economies? An Empirical Comparison of China and India In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2016Entrepreneurial Activities and Institutional Environment in China In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2015Executive Stock Option Pricing in China under Stochastic Volatility In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2015Executive Stock Option Pricing in China Under Stochastic Volatility.(2015) In: Journal of Futures Markets.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2015What Should Central Banks Target? Evidence on the Impact of Monetary Policy Regimes on Economic Growth In: MPRA Paper.
[Full Text][Citation analysis]
paper1
2015Can Poverty be Alleviated in China? In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2016What Explains Herd Behavior in the Chinese Stock Market? In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2014A Tale of Two Regimes: Classifying and Revisiting the Monetary Policy Regimes In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2017The Nexus between Visitor Arrivals and Residential Property Rents in Hong Kong In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2016Long Range Dependence and Structural Breaks in the Gold Markets In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2017Factor Pricing in Commodity Futures and the Role of Liquidity In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2017Factor pricing in commodity futures and the role of liquidity.(2017) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2016An Empirical Comparison of Fast and Slow Stochastics In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2016The Debt-Equity Choice of Japanese Firms In: MPRA Paper.
[Full Text][Citation analysis]
paper1
2017Profitability of CAPM Momentum Strategies in the US Stock Market In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2016The Roadmap of Interest Rate Liberalization in China In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2017The Sources of Country and Industry Variations in ASEAN Stock Returns In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2016Do Speculative Bubbles Migrate in the Chinese Stock Market? In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2013Shipping the Good Horses Out In: Southern Economic Journal.
[Full Text][Citation analysis]
article2
2001Estimating the locations and number of change points by the sample-splitting method In: Statistical Papers.
[Full Text][Citation analysis]
article3
2003An empirical comparison of moving average envelopes and Bollinger Bands In: Applied Economics Letters.
[Full Text][Citation analysis]
article12
2007Profitability of intraday and interday momentum strategies In: Applied Economics Letters.
[Full Text][Citation analysis]
article13
2007A comparison of MA and RSI returns with exchange rate intervention In: Applied Economics Letters.
[Full Text][Citation analysis]
article3
2008Technical analysis and the London stock exchange: testing the MACD and RSI rules using the FT30 In: Applied Economics Letters.
[Full Text][Citation analysis]
article15
2010Does the Dogs of the Dow strategy work better in blue chips? In: Applied Economics Letters.
[Full Text][Citation analysis]
article0
2011A gravity analysis of international stock market linkages In: Applied Economics Letters.
[Full Text][Citation analysis]
article1
2015Economies of scale in the demand for money by firms in China In: Applied Economics Letters.
[Full Text][Citation analysis]
article0
2007The risk-adjusted trading rule profits in currency spot cross-rates In: Applied Financial Economics Letters.
[Full Text][Citation analysis]
article0
2008A threshold model for the Hong Kong warrant prices In: Applied Financial Economics Letters.
[Full Text][Citation analysis]
article1
2007On the convergence of the Chinese and Hong Kong stock markets: a cointegration analysis of the A and H shares In: Applied Financial Economics.
[Full Text][Citation analysis]
article9
2013What determines the price of a racing horse? In: Applied Economics.
[Full Text][Citation analysis]
article1
2003The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies In: Applied Economics.
[Full Text][Citation analysis]
article39
2010An investigation of duration dependence in the American stock market cycle In: Journal of Applied Statistics.
[Full Text][Citation analysis]
article3
2018The sources of country and industry variations in ASEAN In: Macroeconomics and Finance in Emerging Market Economies.
[Full Text][Citation analysis]
article0
2010A principal-component approach to measuring investor sentiment In: Quantitative Finance.
[Full Text][Citation analysis]
article10
2010Predictability of nonlinear trading rules in the U.S. stock market In: Quantitative Finance.
[Full Text][Citation analysis]
article1
2012Does Banking Competition Alleviate or Worsen Credit Constraints Faced by Small and Medium Enterprises? Evidence from China (Replaces CentER DP 2011-006) In: Discussion Paper.
[Full Text][Citation analysis]
paper1
2014PRICE LIMIT AND STOCK VOLATILITY IN CHINA DURING FINANCIAL CRISES In: LCERPA Working Papers.
[Citation analysis]
paper0
2003Effects of STAR and TAR types nonlinearities on order selection criteria In: Econometrics.
[Full Text][Citation analysis]
paper0
2009ARE NONLINEAR TRADING RULES PROFITABLE IN THE CHINESE STOCK MARKET? In: Annals of Financial Economics (AFE).
[Full Text][Citation analysis]
article0
2011THAI FIRMS HISTORIES AND THEIR CAPITAL STRUCTURE In: Annals of Financial Economics (AFE).
[Full Text][Citation analysis]
article0
2013A THRESHOLD MODEL APPROACH TO ESTIMATING THE ABNORMAL STOCK RETURNS In: Annals of Financial Economics (AFE).
[Full Text][Citation analysis]
article0
2010An Examination of the Underpricing of H-Share IPOs in Hong Kong In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
[Full Text][Citation analysis]
article0
2007THE IMPACT OF THE 1997 HANDOVER ON THE EFFICIENCY OF THE HONG KONG STOCK MARKET In: The Singapore Economic Review (SER).
[Full Text][Citation analysis]
article1
2012LONG-TERM ADJUSTMENT OF CAPITAL STRUCTURE: EVIDENCE FROM SINGAPORE, HONG KONG AND TAIWAN In: The Singapore Economic Review (SER).
[Full Text][Citation analysis]
article0
2013HOW TO MAKE A PROFITABLE TRADING STRATEGY MORE PROFITABLE? In: The Singapore Economic Review (SER).
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 2th 2018. Contact: CitEc Team