12
H index
16
i10 index
490
Citations
Terence Tai Leung CHONG : Citation Profile
Chinese University of Hong Kong | RESEARCH PRODUCTION: 88 Articles 75 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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23 years (1995 - 2018). Relations with other researchers
Works with:
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:
| Cites to:
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Main data
Where Terence Tai Leung CHONG has published?
| Working Papers Series with more than one paper published | # docs |
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| MPRA Paper / University Library of Munich, Germany | 40 |
Recent works citing Terence Tai Leung CHONG (2018 and 2017)
| Year | Title of citing document |
|---|---|
| 2017 | The 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 |
| 2017 | Predicting 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 |
| 2017 | Second order stochastic differential models for financial markets. (2017). Zung, Nguyen Tien . In: Papers. RePEc:arx:papers:1707.05419. Full description at Econpapers || Download paper |
| 2017 | Profitability 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 |
| 2017 | Vulnerabilities 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 |
| 2017 | Transmission 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 |
| 2017 | Monetary 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 |
| 2018 | From 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 |
| 2017 | Credit from the Monopoly Bank. (2017). Rishabh, Kumar ; Lengwiler, Yvan . In: Working papers. RePEc:bsl:wpaper:2017/15. Full description at Econpapers || Download paper |
| 2017 | Revisiting 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 |
| 2018 | Bank 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 |
| 2017 | The 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 |
| 2017 | Nonlinear 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 |
| 2017 | Return and volatility spillovers effects: Evaluating the impact of Shanghai-Hong Kong Stock Connect. (2017). Ahmed, Abdullahi D ; Huo, Rui . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:260-272. Full description at Econpapers || Download paper |
| 2017 | Understanding Chinese provincial real estate investment: A Global VAR perspective. (2017). Chen, Y ; Rudkin, S. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:248-260. Full description at Econpapers || Download paper |
| 2018 | U.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 |
| 2018 | Chinas regime-switching monetary policy. (2018). Klingelhöfer, Jan ; Sun, Rongrong ; Klingelhofer, Jan. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:32-40. Full description at Econpapers || Download paper |
| 2018 | Do 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 |
| 2018 | Connecting 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 |
| 2018 | Switches 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 |
| 2018 | Development 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 |
| 2017 | Can 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 |
| 2017 | Time-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 |
| 2017 | The 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 |
| 2018 | Multi-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 |
| 2017 | Nonparametric 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 |
| 2017 | Incorporating 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 |
| 2017 | Dependence 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 |
| 2017 | Can 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 |
| 2018 | Do 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 |
| 2018 | Lucky 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 |
| 2017 | A 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 |
| 2018 | The pricing effect of the common pattern in firm-level idiosyncratic volatility: Evidence from A-Share stocks of China. (2018). Su, Zhi ; Yin, Libo ; 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 |
| 2017 | An 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 |
| 2017 | A 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 |
| 2018 | Stock 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 |
| 2017 | Convergence 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 |
| 2018 | Does 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 |
| 2018 | Kirilgan 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 |
| 2017 | Local 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 |
| 2018 | Big 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 |
| 2018 | Decision 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 |
| 2017 | Consistency 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 |
| 2017 | Building 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 |
| 2017 | Wind 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 |
| 2017 | Oil 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 |
| 2018 | Profitability 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 |
| 2017 | Do 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 |
| 2017 | Dependence 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 |
| 2017 | Credit 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 |
| 2017 | Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour. (2017). Yu, Jun ; Tao, Yubo. In: Economics and Statistics Working Papers. RePEc:ris:smuesw:2017_018. Full description at Econpapers || Download paper |
| 2017 | Is 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 |
| 2018 | Banking 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 |
| 2017 | Heterogeneous 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 |
| 2017 | Cumulative 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 |
| 2017 | How 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 |
| 2017 | The 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 |
| 2018 | Big 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 |
| 2018 | Decision 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 |
| 2018 | Big 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 |
| 2017 | Do 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 |
| 2017 | SINGLE 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 |
| 2017 | Credit guarantee schemes for SME lending in Western Europe. (2017). Torfs, Wouter ; Gereben, Ãron ; Lang, Frank ; Chatzouz, Moustafa . In: EIB Working Papers. RePEc:zbw:eibwps:201702. Full description at Econpapers || Download paper |
| 2017 | Financing 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 |
| 2017 | Credit Guarantee Schemes for SME lending in Western Europe. (2017). Chatzouz, Moustafa ; Torfs, Wouter ; Lang, Frank ; Gereben, Aron . In: EIF Working Paper Series. RePEc:zbw:eifwps:201742. Full description at Econpapers || Download paper |
| 2017 | European 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:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2013 | Minimum Wage and Shareholder Wealth: Evidence from Hong Kong In: Applied Economics Quarterly (formerly: Konjunkturpolitik). [Full Text][Citation analysis] | article | 0 |
| 2005 | Do 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] | article | 7 |
| 2005 | Do 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 | |
| 2005 | Do 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 | |
| 2010 | A Competing Risks Analysis of Corporate Survival In: Financial Management. [Citation analysis] | article | 4 |
| 2011 | Are Chinese Stock Market Cycles Duration Independent? In: The Financial Review. [Citation analysis] | article | 4 |
| 2008 | HEDONIC PRICING MODELS FOR VEHICLE REGISTRATION MARKS In: Pacific Economic Review. [Full Text][Citation analysis] | article | 2 |
| 2007 | A Class Test for Fractional Integration In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2008 | The Nonlinear Dynamics of Foreign Reserves and Currency Crises In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2017 | A new recognition algorithm for “head-and-shoulders” price patterns In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2014 | A 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 | |
| 1996 | Estimation of and Testing for Structural Break in the Presence of Measurement Errors In: Departmental Working Papers. [Citation analysis] | paper | 0 |
| 1996 | Seemingly Unexplosive Nonstationary Random Coefficient Autoregressive Processes, A Note In: Departmental Working Papers. [Citation analysis] | paper | 0 |
| 1996 | Estimating the Unit Root Process in the Presence of Measurement Errors In: Departmental Working Papers. [Citation analysis] | paper | 1 |
| 1996 | Estimating the Location of Break in Restricted Structural Change Models In: Departmental Working Papers. [Citation analysis] | paper | 0 |
| 1997 | Structural Change in AR(1) Models In: Departmental Working Papers. [Citation analysis] | paper | 22 |
| 2001 | STRUCTURAL CHANGE IN AR(1) MODELS.(2001) In: Econometric Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | article | |
| 1998 | A Simple Test for Fractionally Integrated Processes In: Departmental Working Papers. [Citation analysis] | paper | 0 |
| 1998 | Estimating the Differencing Parameter Via the Partial Autocorrelation Function In: Departmental Working Papers. [Citation analysis] | paper | 7 |
| 2000 | Estimating 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 | |
| 1998 | Estimating the Fractionally Integrated Process in the Presence of Measurement Errors In: Departmental Working Papers. [Citation analysis] | paper | 4 |
| 1999 | Estimating 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 | |
| 2000 | Time Series Properties of Aggregated AR(2) Processes In: Departmental Working Papers. [Citation analysis] | paper | 0 |
| 2001 | Time series properties of aggregated AR(2) processes.(2001) In: Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2000 | Estimation, 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] | paper | 0 |
| 2001 | Extracting From the Dow Jones Index In: Departmental Working Papers. [Citation analysis] | paper | 0 |
| 2002 | Testing for Structural Break of the U.S. Stock Market in the 911 Attacks In: Departmental Working Papers. [Citation analysis] | paper | 0 |
| 2003 | A Profitability Comparison of Modal Point and Closing Price In: Departmental Working Papers. [Citation analysis] | paper | 0 |
| 2003 | On the Profitability of Momentum Strategies and Relative Strength Index in the International Equity Markets In: Departmental Working Papers. [Citation analysis] | paper | 0 |
| 2003 | Effects of ARCH Errors on Autoregressive Lag Length Selection Criteria In: Departmental Working Papers. [Citation analysis] | paper | 0 |
| 2003 | Modelling Smooth Transitional Economic Behavior In: Departmental Working Papers. [Citation analysis] | paper | 0 |
| 2004 | An Omnibus Test for the Fractionally Intergrated Model In: Departmental Working Papers. [Citation analysis] | paper | 0 |
| 2004 | Generic Consistency of the Break-Point Estimators under Specification Errors in a Multiple-Break Model In: Departmental Working Papers. [Citation analysis] | paper | 13 |
| 2008 | Generic 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: 13 | article | |
| 2004 | Do 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] | paper | 0 |
| 2004 | Value Creation and Long Term Performance of Hong Kong Spinoffs In: Departmental Working Papers. [Citation analysis] | paper | 0 |
| 2005 | Determining the Contributions to the Price Discovery for Chinese Cross-listed Stocks In: Departmental Working Papers. [Citation analysis] | paper | 0 |
| 2005 | What Cause(s) the Underpricing of H-Share IPO? In: Departmental Working Papers. [Citation analysis] | paper | 0 |
| 2005 | Threshold Autoregressive Model with Multiple Threshold Variables In: Departmental Working Papers. [Citation analysis] | paper | 4 |
| 2006 | Do Momentum-based Strategies Work in Emerging Currency Markets? In: Departmental Working Papers. [Citation analysis] | paper | 5 |
| 2009 | Do 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: 5 | article | |
| 2006 | Market 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] | paper | 0 |
| 2006 | Predicting Currency Crises in Emerging Asian Countries: A Dynamic Threshold Approach In: Departmental Working Papers. [Citation analysis] | paper | 0 |
| 2007 | The Political Economy of Issuing a Typhoon Signal In: Departmental Working Papers. [Citation analysis] | paper | 0 |
| 2007 | A Competing Risk Analysis of Delistings In: Departmental Working Papers. [Citation analysis] | paper | 1 |
| 2009 | The Value of Superstitions In: Departmental Working Papers. [Citation analysis] | paper | 10 |
| 2010 | The value of superstitions.(2010) In: Journal of Economic Psychology. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
| 2009 | The Value of Superstitions.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2016 | Does monetary policy matter for trade? In: International Economics. [Full Text][Citation analysis] | article | 0 |
| 2016 | Does monetary policy matter for trade?.(2016) In: International Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2015 | Does Monetary Policy Matter For Trade?.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2005 | Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors In: Economics Bulletin. [Full Text][Citation analysis] | article | 2 |
| 2006 | Estimation of the Autoregressive Order in the Presence of Measurement Errors In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2006 | Two-sided Matching, Who Marries Whom? And what Happens upon Divorce? In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2007 | Identification and Estimation of Structural-Change Models with Misclassification In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2007 | Estimating the Fractionally Integrated Model with a Break in the Differencing Parameter In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2008 | Structural Change in the Efficiency of the Japanese Stock Market after the Millennium In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2008 | Structural Change in the Stock Market Efficiency after the Millennium: The MACD Approach In: Economics Bulletin. [Full Text][Citation analysis] | article | 1 |
| 2009 | Is the Convergence of Accounting Standards Good for Stock Markets? In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2009 | Hedonic pricing models for metropolitan bus services In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2009 | Who will win the Nobel Prize? In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2009 | Profitability of the On-Balance Volume Indicator In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2011 | Structural Changes and Regional Disparity in Chinas Inflation In: Economics Bulletin. [Full Text][Citation analysis] | article | 1 |
| 2013 | Can analyst predict stock market crashes? In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2013 | Do Technical Analysts Outperform Novice Traders: Experimental Evidence In: Economics Bulletin. [Full Text][Citation analysis] | article | 1 |
| 2017 | Extreme Risk Value and Dependence Structure of the China Securities Index 300 In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2017 | Extreme 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 | |
| 2003 | Generic consistency of the break-point estimator under specification errors In: Econometrics Journal. [Full Text][Citation analysis] | article | 11 |
| 2006 | The polynomial aggregated AR(1) model In: Econometrics Journal. [Full Text][Citation analysis] | article | 6 |
| 2009 | What accounts for Chinese Business Cycle? In: China Economic Review. [Full Text][Citation analysis] | article | 14 |
| 2012 | Is the Chinese stock market really inefficient? In: China Economic Review. [Full Text][Citation analysis] | article | 19 |
| 2011 | Is the Chinese Stock Market Really Efficient.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2013 | Factor-augmented VAR analysis of the monetary policy in China In: China Economic Review. [Full Text][Citation analysis] | article | 21 |
| 2014 | The nexus between labor wages and property rents in the Greater China area In: China Economic Review. [Full Text][Citation analysis] | article | 1 |
| 2014 | The 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 | |
| 2016 | The stock–bond comovements and cross-market trading In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 3 |
| 2016 | The Stock-Bond Comovements and Cross-Market Trading.(2016) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2012 | Testing for a unit root in the presence of stochastic volatility and leverage effect In: Economic Modelling. [Full Text][Citation analysis] | article | 1 |
| 2008 | Time series test of nonlinear convergence and transitional dynamics In: Economics Letters. [Full Text][Citation analysis] | article | 25 |
| 2012 | Long-range dependence in the international diamond market In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2014 | Nonlinear dependence between stock and real estate markets in China In: Economics Letters. [Full Text][Citation analysis] | article | 5 |
| 2014 | Nonlinear Dependence between Stock and Real Estate Markets in China.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2018 | Co-integrated or not? After the Shanghai–Hong Kong and Shenzhen–Hong Kong Stock Connection Schemes In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1995 | Partial parameter consistency in a misspecified structural change model In: Economics Letters. [Full Text][Citation analysis] | article | 20 |
| 2004 | Are Asian real exchange rates stationary? In: Economics Letters. [Full Text][Citation analysis] | article | 71 |
| 2004 | Are Asian Real Exchange Rates Stationary?.(2004) In: International Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 71 | paper | |
| 2008 | International linkages of the Japanese stock market In: Japan and the World Economy. [Full Text][Citation analysis] | article | 1 |
| 2013 | Does 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] | article | 45 |
| 2007 | Determining the contributions to price discovery for Chinese cross-listed stocks In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 27 |
| 2017 | Housing prices and business cycle in China: A DSGE analysis In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 0 |
| 2016 | Housing 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 | |
| 1999 | Asymptotic distribution of the sup-Wald statistic under specification errors In: Structural Change and Economic Dynamics. [Full Text][Citation analysis] | article | 0 |
| 2009 | The Nexus between Analyst Forecast Dispersion and Expected Returns Surrounding Stock Market Crashes In: Journal of Risk and Financial Management. [Full Text][Citation analysis] | article | 0 |
| 2014 | Revisiting the Performance of MACD and RSI Oscillators In: Journal of Risk and Financial Management. [Full Text][Citation analysis] | article | 1 |
| 2014 | Revisiting the Performance of MACD and RSI Oscillators.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2016 | The Nexus between Social Capital and Bank Risk Taking In: Journal of Risk and Financial Management. [Full Text][Citation analysis] | article | 0 |
| 2016 | The 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 | |
| 2017 | A Principal Component Approach to Measuring Investor Sentiment in Hong Kong In: Journal of Management Sciences. [Full Text][Citation analysis] | article | 5 |
| 2017 | A 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: 5 | paper | |
| 2017 | Predictive models for disaggregate stock market volatility In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 0 |
| 2015 | Predictive Models for Disaggregate Stock Market Volatility.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2006 | On the Comovement of A and H Shares In: Chinese Economy. [Full Text][Citation analysis] | article | 5 |
| 2007 | The Revaluation and Future Adjustment of the Renminbi In: Chinese Economy. [Full Text][Citation analysis] | article | 0 |
| 2008 | Testing for Structural Change in the Nontradable Share Reform of the Chinese Stock Market In: Chinese Economy. [Full Text][Citation analysis] | article | 2 |
| 2014 | Price Limits and Stock Market Volatility in China In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2013 | A Principal Component Approach to Measuring Investor Sentiment in China In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
| 2014 | A 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 | |
| 2012 | Theory and Applications of TAR Model with Two Threshold Variables In: MPRA Paper. [Full Text][Citation analysis] | paper | 8 |
| 2014 | Estimating and Testing Threshold Regression Models with Multiple Threshold Variables In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Asymptotic Inferences for an AR(1) Model with a Change Point: Stationary and Nearly Non-stationary Cases In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Dirichlet Process Hidden Markov Multiple Change-point Model In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2014 | From Fixed to Float: A Competing Risks Analysis In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2016 | From 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 | |
| 2013 | Are Prices Sticky in Large Developing Economies? An Empirical Comparison of China and India In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Entrepreneurial Activities and Institutional Environment in China In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Executive Stock Option Pricing in China under Stochastic Volatility In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Executive 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 | |
| 2015 | What Should Central Banks Target? Evidence on the Impact of Monetary Policy Regimes on Economic Growth In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Estimation and Inference of Threshold Regression Models with Measurement Errors In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Can Poverty be Alleviated in China? In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Political Turnover and the Stock Performance of SOEs in China In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2016 | What Explains Herd Behavior in the Chinese Stock Market? In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2014 | A Tale of Two Regimes: Classifying and Revisiting the Monetary Policy Regimes In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Structural change in non-stationary AR(1) models In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2017 | The Nexus between Visitor Arrivals and Residential Property Rents in Hong Kong In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Long Range Dependence and Structural Breaks in the Gold Markets In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2016 | A New Approach to Modelling Sector Stock Returns in China In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Factor Pricing in Commodity Futures and the Role of Liquidity In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Factor 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 | |
| 2016 | An Empirical Comparison of Fast and Slow Stochastics In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2016 | The Debt-Equity Choice of Japanese Firms In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Profitability of CAPM Momentum Strategies in the US Stock Market In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2016 | The Roadmap of Interest Rate Liberalization in China In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2017 | The Sources of Country and Industry Variations in ASEAN Stock Returns In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Do Speculative Bubbles Migrate in the Chinese Stock Market? In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Shipping the Good Horses Out In: Southern Economic Journal. [Full Text][Citation analysis] | article | 2 |
| 2001 | Estimating the locations and number of change points by the sample-splitting method In: Statistical Papers. [Full Text][Citation analysis] | article | 3 |
| 2003 | An empirical comparison of moving average envelopes and Bollinger Bands In: Applied Economics Letters. [Full Text][Citation analysis] | article | 10 |
| 2007 | Profitability of intraday and interday momentum strategies In: Applied Economics Letters. [Full Text][Citation analysis] | article | 12 |
| 2007 | A comparison of MA and RSI returns with exchange rate intervention In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2008 | Technical analysis and the London stock exchange: testing the MACD and RSI rules using the FT30 In: Applied Economics Letters. [Full Text][Citation analysis] | article | 14 |
| 2010 | Does the Dogs of the Dow strategy work better in blue chips? In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2011 | A gravity analysis of international stock market linkages In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2015 | Economies of scale in the demand for money by firms in China In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2007 | The risk-adjusted trading rule profits in currency spot cross-rates In: Applied Financial Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2008 | A threshold model for the Hong Kong warrant prices In: Applied Financial Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2007 | On 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] | article | 9 |
| 2013 | What determines the price of a racing horse? In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2003 | The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies In: Applied Economics. [Full Text][Citation analysis] | article | 33 |
| 2010 | An investigation of duration dependence in the American stock market cycle In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 3 |
| 2018 | The sources of country and industry variations in ASEAN In: Macroeconomics and Finance in Emerging Market Economies. [Full Text][Citation analysis] | article | 0 |
| 2010 | A principal-component approach to measuring investor sentiment In: Quantitative Finance. [Full Text][Citation analysis] | article | 7 |
| 2010 | Predictability of nonlinear trading rules in the U.S. stock market In: Quantitative Finance. [Full Text][Citation analysis] | article | 1 |
| 2012 | Does 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] | paper | 1 |
| 2014 | PRICE LIMIT AND STOCK VOLATILITY IN CHINA DURING FINANCIAL CRISES In: LCERPA Working Papers. [Citation analysis] | paper | 0 |
| 2003 | Effects of STAR and TAR types nonlinearities on order selection criteria In: Econometrics. [Full Text][Citation analysis] | paper | 0 |
| 2009 | ARE NONLINEAR TRADING RULES PROFITABLE IN THE CHINESE STOCK MARKET? In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] | article | 0 |
| 2011 | THAI FIRMS HISTORIES AND THEIR CAPITAL STRUCTURE In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] | article | 0 |
| 2013 | A THRESHOLD MODEL APPROACH TO ESTIMATING THE ABNORMAL STOCK RETURNS In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] | article | 0 |
| 2010 | An 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] | article | 0 |
| 2007 | THE IMPACT OF THE 1997 HANDOVER ON THE EFFICIENCY OF THE HONG KONG STOCK MARKET In: The Singapore Economic Review (SER). [Full Text][Citation analysis] | article | 1 |
| 2012 | LONG-TERM ADJUSTMENT OF CAPITAL STRUCTURE: EVIDENCE FROM SINGAPORE, HONG KONG AND TAIWAN In: The Singapore Economic Review (SER). [Full Text][Citation analysis] | article | 0 |
| 2013 | HOW TO MAKE A PROFITABLE TRADING STRATEGY MORE PROFITABLE? In: The Singapore Economic Review (SER). [Full Text][Citation analysis] | article | 0 |
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