Terence Tai Leung CHONG : Citation Profile


Are you Terence Tai Leung CHONG?

Chinese University of Hong Kong

14

H index

20

i10 index

622

Citations

RESEARCH PRODUCTION:

101

Articles

87

Papers

1

Chapters

RESEARCH ACTIVITY:

   24 years (1995 - 2019). See details.
   Cites by year: 25
   Journals where Terence Tai Leung CHONG has often published
   Relations with other researchers
   Recent citing documents: 103.    Total self citations: 53 (7.85 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch395
   Updated: 2019-08-24    RAS profile: 2019-07-27    
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Relations with other researchers


Works with:

Chan, Wing (7)

Wong, Kin Ming (5)

HE, QING (4)

Qian, Zongxin (3)

Wong, Wing-Keung (2)

Park, Sung Y. (2)

Chen, Haiqiang (2)

Wong, Tsz-Nga (2)

Li, Yong (2)

Liew, Venus (2)

Hooy, Chee-Wooi (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 (38)

McAleer, Michael (35)

Liew, Venus (34)

Lim, Kian-Ping (17)

Chang, Chia-Lin (14)

Leung, Charles (10)

HE, QING (10)

Bahmani-Oskooee, Mohsen (9)

Baharumshah, Ahmad Zubaidi (9)

Chen, Nan-Kuang (7)

Phillips, Peter (6)

Cites to:

Fama, Eugene (23)

Hansen, Bruce (20)

Mankiw, N. Gregory (19)

Rose, Andrew (19)

Wong, Wing-Keung (17)

Bai, Jushan (15)

French, Kenneth (13)

HE, QING (13)

Stein, Jeremy (12)

Chen, Haiqiang (12)

Demirguc-Kunt, Asli (12)

Main data


Where Terence Tai Leung CHONG has published?


Journals with more than one article published# docs
Economics Bulletin15
Economics Letters8
Applied Economics Letters7
China Economic Review5
Chinese Economy5
Studies in Nonlinear Dynamics & Econometrics4
The Singapore Economic Review (SER)4
Quantitative Finance4
Annals of Financial Economics (AFE)3
Journal of Risk and Financial Management3
Econometrics Journal3
International Economics2
Econometric Theory2
Applied Economics2
International Economics2
Pacific-Basin Finance Journal2
Applied Financial Economics Letters2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany52

Recent works citing Terence Tai Leung CHONG (2019 and 2018)


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

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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.

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2019Hong Kong - Shanghai Connect / Hong Kong - Beijing Disconnect (?), Scaling the Great Wall of Chinese Securities Trading Costs. (2016). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1603.01341.

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2019Predicting Auction Price of Vehicle License Plate with Deep Recurrent Neural Network. (2017). Chow, Vinci . In: Papers. RePEc:arx:papers:1701.08711.

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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.

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2019Estimation of Structural Break Point in Linear Regression Models. (2018). Baek, Yae In . In: Papers. RePEc:arx:papers:1811.03720.

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2019A changepoint approach for the identification of financial extreme regimes. (2019). Leonelli, Manuele ; Lattanzi, Chiara. In: Papers. RePEc:arx:papers:1902.09205.

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2019BERT-based Financial Sentiment Index and LSTM-based Stock Return Predictability. (2019). Xu, Yabo ; Wu, QI ; Li, Duan ; Mou, Hao ; Huang, Xin ; Git, Joshua Zoen. In: Papers. RePEc:arx:papers:1906.09024.

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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.

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2019A new approach to dating the reference cycle. (2019). Gomezloscos, Ana ; Gadea, Maria Dolores ; Camacho, Maximo. In: Working Papers. RePEc:bde:wpaper:1914.

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2018Twenty Years of Accounting and Finance Research on the Chinese Capital Market. (2018). Han, Jianlei ; Shi, Jing ; Pan, Zheyao ; He, Jing. In: Abacus. RePEc:bla:abacus:v:54:y:2018:i:4:p:576-599.

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2019REAL EXCHANGE RATE, MONETARY POLICY, AND THE U.S. ECONOMY: EVIDENCE FROM A FAVAR MODEL. (2019). Sun, Wei ; De, Kuhelika. In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:1:p:552-568.

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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.

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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.

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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.

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2019Herding behaviour in an emerging market: Evidence from the Moscow Exchange. (2019). Indars, Edgars Rihards ; Lubloy, agnes ; Savin, Aliaksei. In: Corvinus Economics Working Papers (CEWP). RePEc:cvh:coecwp:2019/01.

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2018Politicians Promotion Incentives and Bank Risk Exposure. (2018). Schröder, Michael ; Xu, Xian ; Schroder, Michael ; Menkhoff, Lukas ; Wang, LI. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1771.

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2019Global Contagion of Investor Sentiment during the US Subprime Crisis: The Case of the USA and the Region of Latin America. (2019). ben Halima, Amel ; Talbi, Mariem. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-03-15.

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2018Impacts of a medium voltage direct current link on the performance of electrical distribution networks. (2018). Qi, QI ; Yu, James ; Wu, Jianzhong ; Long, Chao. In: Applied Energy. RePEc:eee:appene:v:230:y:2018:i:c:p:175-188.

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2018Monetary policy transmission in systemically important economies and China’s impact. (2018). Siklos, Pierre ; Xie, Xiangyou ; Lombardi, Domenico. In: Journal of Asian Economics. RePEc:eee:asieco:v:59:y:2018:i:c:p:61-79.

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2019Bayesian loss-based approach to change point analysis. (2019). Hinoveanu, Laurentiu C ; Villa, Cristiano ; Leisen, Fabrizio. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:129:y:2019:i:c:p:61-78.

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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.

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2018Housing prices and real effective exchange rates in 18 OECD countries: A bootstrap multivariate panel Granger causality. (2018). Bahmani-Oskooee, Mohsen ; Wu, Tsung-Pao. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:60:y:2018:i:c:p:119-126.

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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.

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

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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.

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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.

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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.

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2019Firm-specific investor sentiment and the stock market response to earnings news. (2019). Ryu, Doojin ; Cho, Hoon ; Ik, Sang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:221-240.

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2019Board structure, considerable capital, and stock price overreaction informativeness in terms of technical indicators. (2019). Chen, Yuhsin ; Huang, Paoyu ; Ni, Yensen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:514-528.

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2019Averaging estimators for discrete choice by M-fold cross-validation. (2019). Zhao, Shangwei ; Yang, Guangren ; Zhou, Jianhong . In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:65-69.

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2019Random coefficient continuous systems: Testing for extreme sample path behavior. (2019). Yu, Jun ; Tao, Yubo. In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:2:p:208-237.

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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.

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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.

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2019One country, two systems? The heavy-tailedness of Chinese A- and H- share markets. (2019). Ibragimov, Rustam ; Chen, Zhimin. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:115-141.

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2019Herding behaviour in an emerging market: Evidence from the Moscow Exchange. (2019). Lubloy, agnes ; Savin, Aliaksei ; Indrs, Edgars Rihards. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:468-487.

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2018Trading places: Price leadership and the competition for order flow. (2018). Ibikunle, Gbenga. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:178-200.

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2018Valuing executive stock options under correlated employment shocks. (2018). Wang, Xingchun. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:38-45.

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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.

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2018Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more?. (2018). Wang, Gang-Jin ; Jiang, Zhi-Qiang ; Zhao, Longfeng ; Xie, Chi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:57:y:2018:i:c:p:205-230.

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2019The evolving nature of Japanese corporate governance: Guaranteed bonds vs. rated bonds. (2019). Shin, Yoon S ; Pagano, Michael S ; Han, Seung Hun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:162-183.

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2019Politicians’ promotion incentives and bank risk exposure in China. (2019). Menkhoff, Lukas ; Xu, Xian ; Schroder, Michael ; Wang, LI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:99:y:2019:i:c:p:63-94.

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2018Who benefit from government-led microfinance projects? Evidence from rural China. (2018). Ding, Haoyuan ; Shi, Kang ; Qin, Cong. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:46:y:2018:i:4:p:1253-1272.

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2019Is financial inclusion good for bank stability? International evidence. (2019). Mallick, Sushanta K ; Ahamed, Mostak M. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:157:y:2019:i:c:p:403-427.

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2018Monetary policy with asymmetries in the asset markets participation, counter-cyclical fiscal policy and «non-atomistic» wage setters. (2018). Arize, Augustine C ; Magazzino, Cosimo ; Vidra, Aristea ; Ghosh, Dilip K ; Brady, Gordon L ; Sidiropoulos, Moise ; Christofidou, Georgia ; Kumar, Abhishek ; Papadamou, Stephanos ; Madlener, Reinhard ; Goyal, Ashima ; Kostakis, Hara ; Dergiades, Theologos ; Stavrakoudis, Athanassios ; Pavlatos, Odysseas ; Tabak, Benjamin M ; Panagiotou, Dimitrios ; Karadam, Duygu Yolcu ; Pragidis, Ioannis ; Chrysanthopoulou, Xakousti ; Ghodsi, Seyed Hesam ; Xanthopoulos, Michail ; Gogas, Periklis ; Gupta, Rangan ; Bahmani-Oskooee, Mohsen ; Chortareas, Georgios ; Karfaki, Eftychia ; Demirer, Riza ; Tsounis, Nicholas ; Asimakopoulos, Grigorios ; Karfakis, Costas ; Balcilar
2019Diversification role of currency momentum for carry trade: Evidence from financial crises. (2019). Yamani, Ehab. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:49:y:2019:i:c:p:1-19.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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2018Macroeconomic policies and housing market in Taiwan. (2018). Chu, Shiou-Yen. In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:404-421.

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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.

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2019Local Crowding Out in China. (2017). Panizza, Ugo ; Pagano, Marco ; U G O Panizza, ; Huang, YI. In: EIEF Working Papers Series. RePEc:eie:wpaper:1707.

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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.

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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.

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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:112499.

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2019Causality in Quantiles and Dynamic Relations in Energy Markets. (2019). Kyritsis, Evangelos ; Andersson, Jonas . In: Working Papers. RePEc:fer:wpaper:116.

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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.

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2018Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:1:p:15-:d:137130.

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2018Take Profit and Stop Loss Trading Strategies Comparison in Combination with an MACD Trading System. (2018). Vezeris, Dimitrios ; Schinas, Christos ; Kyrgos, Themistoklis. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:56-:d:170764.

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2018Stock Market Volatility and Trading Volume: A Special Case in Hong Kong With Stock Connect Turnover. (2018). Fan, Brian Sing ; Ka, Alfred ; Hin, Andy Cheuk. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:76-:d:179490.

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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.

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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.

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2018Measurement of Investor Sentiment and Its Bi-Directional Contemporaneous and Lead–Lag Relationship with Returns: Evidence from Pakistan. (2018). Khan, Mehwish Aziz ; Ahmad, Eatzaz. In: Sustainability. RePEc:gam:jsusta:v:11:y:2018:i:1:p:94-:d:192967.

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2019Social networks and informal financial inclusion in China. (2019). Ye, Dezhu ; Huang, Bihong ; Chen, Yang ; Chai, Shijun. In: Asia Pacific Journal of Management. RePEc:kap:asiapa:v:36:y:2019:i:2:d:10.1007_s10490-017-9557-5.

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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.

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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.

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2019Bank Competition and Access to Finance: Evidence from African Countries. (2019). Xianzhi, Zhang ; Ayalew, Misraku Molla. In: Journal of Industry, Competition and Trade. RePEc:kap:jincot:v:19:y:2019:i:1:d:10.1007_s10842-018-0283-6.

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2019Bank market power and the intensity of borrower discouragement: analysis of SMEs across developed and developing European countries. (2019). Koeter-Kant, Johanna ; Hernandez-Canovas, Gines ; Mol-Gomez, Ana. In: Small Business Economics. RePEc:kap:sbusec:v:53:y:2019:i:1:d:10.1007_s11187-018-0056-y.

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

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

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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.

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2019What do we know about Housing Supply? The case of Hong Kong. (2019). Ho, Edward Chi ; Yiu, Joe Cho ; Ka, Charles. In: MPRA Paper. RePEc:pra:mprapa:93510.

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2018The momentum effect in the Chinese market and its relationship with the simultaneous and the lagged investor sentiment. (2018). Meng, Jiayin ; Hou, Yang. In: MPRA Paper. RePEc:pra:mprapa:94838.

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

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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.

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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.

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2018Do price limits help control stock price volatility?. (2018). Daniolu, Seza ; Guner, Nuray Z. In: Annals of Operations Research. RePEc:spr:annopr:v:260:y:2018:i:1:d:10.1007_s10479-016-2317-y.

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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.

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

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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.

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2018Relation of early career performance and recognition to the probability of winning the Nobel Prize in economics. (2018). Ho F. Chan, ; Torgler, Benno ; Mixon, Franklin G. In: Scientometrics. RePEc:spr:scient:v:114:y:2018:i:3:d:10.1007_s11192-017-2614-5.

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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.

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2019Structural changes in the banking industry and the Generation of small and medium enterprises: An empirical study based on China’s 1998-2013 industrial enterprise data. (2019). Shang, Xueling ; Cao, Sen ; Sun, Suyu ; Chen, Zhiwei. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:9:y:2019:i:4:f:9_4_5.

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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.

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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.

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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.

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

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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.

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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.

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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.

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2019Circuit breakers as market stability levers: A survey of research, praxis, and challenges. (2019). Mohamad, Azhar ; Sifat, Imtiaz Mohammad. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:24:y:2019:i:3:p:1130-1169.

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More than 100 citations found, this list is not complete...

Works by Terence Tai Leung CHONG:


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2013Minimum Wage and Shareholder Wealth: Evidence from Hong Kong In: Applied Economics Quarterly (formerly: Konjunkturpolitik).
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2019Comments on The rise of benchmark bonds in emerging Asia In: BIS Papers chapters.
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2010A Competing Risks Analysis of Corporate Survival In: Financial Management.
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2011Are Chinese Stock Market Cycles Duration Independent? In: The Financial Review.
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2019Institutional Ownership and Private Equity Placements: Evidence from Chinese Listed Firms In: International Review of Finance.
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2008HEDONIC PRICING MODELS FOR VEHICLE REGISTRATION MARKS In: Pacific Economic Review.
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2018Can Poverty be Alleviated in China? In: Review of Income and Wealth.
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2015Can Poverty be Alleviated in China?.(2015) In: MPRA Paper.
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2001STRUCTURAL CHANGE IN AR(1) MODELS.(2001) In: Econometric Theory.
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2000Estimating the differencing parameter via the partial autocorrelation function.(2000) In: Journal of Econometrics.
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1998Estimating the Fractionally Integrated Process in the Presence of Measurement Errors In: Departmental Working Papers.
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1999Estimating the fractionally integrated process in the presence of measurement errors.(1999) In: Economics Letters.
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2003Modelling Smooth Transitional Economic Behavior In: Departmental Working Papers.
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2004An Omnibus Test for the Fractionally Intergrated Model In: Departmental Working Papers.
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2005Threshold Autoregressive Model with Multiple Threshold Variables In: Departmental Working Papers.
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2006Do Momentum-based Strategies Work in Emerging Currency Markets? In: Departmental Working Papers.
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2009Do momentum-based strategies work in emerging currency markets?.(2009) In: Pacific-Basin Finance Journal.
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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.
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2007The Political Economy of Issuing a Typhoon Signal In: Departmental Working Papers.
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2007A Competing Risk Analysis of Delistings In: Departmental Working Papers.
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2017Structural change in non-stationary AR(1) models.(2017) In: MPRA Paper.
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2005Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors In: Economics Bulletin.
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2006Two-sided Matching, Who Marries Whom? And what Happens upon Divorce? In: Economics Bulletin.
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2007Identification and Estimation of Structural-Change Models with Misclassification In: Economics Bulletin.
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2007Estimating the Fractionally Integrated Model with a Break in the Differencing Parameter In: Economics Bulletin.
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2008Structural Change in the Stock Market Efficiency after the Millennium: The MACD Approach In: Economics Bulletin.
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2009Is the Convergence of Accounting Standards Good for Stock Markets? In: Economics Bulletin.
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2009Hedonic pricing models for metropolitan bus services In: Economics Bulletin.
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2009Who will win the Nobel Prize? In: Economics Bulletin.
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2009Profitability of the On-Balance Volume Indicator In: Economics Bulletin.
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2013Do Technical Analysts Outperform Novice Traders: Experimental Evidence In: Economics Bulletin.
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2017Extreme Risk Value and Dependence Structure of the China Securities Index 300 In: Economics Bulletin.
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2014The Nexus between Labour Wages and Property Rents in the Greater China Area.(2014) In: MPRA Paper.
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2016The stock–bond comovements and cross-market trading In: Journal of Economic Dynamics and Control.
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2016The Stock-Bond Comovements and Cross-Market Trading.(2016) In: MPRA Paper.
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2012Long-range dependence in the international diamond market In: Economics Letters.
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2014Nonlinear dependence between stock and real estate markets in China In: Economics Letters.
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2014Nonlinear Dependence between Stock and Real Estate Markets in China.(2014) In: MPRA Paper.
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2018Co-integrated or not? After the Shanghai–Hong Kong and Shenzhen–Hong Kong Stock Connection Schemes In: Economics Letters.
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2018Co-integrated or not? After the Shanghai-Hong Kong and Shenzhen-Hong Kong Stock Connection Schemes.(2018) In: MPRA Paper.
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2008International linkages of the Japanese stock market In: Japan and the World Economy.
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2013Does banking competition alleviate or worsen credit constraints faced by small- and medium-sized enterprises? Evidence from China In: Journal of Banking & Finance.
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2007Determining the contributions to price discovery for Chinese cross-listed stocks In: Pacific-Basin Finance Journal.
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2017Housing prices and business cycle in China: A DSGE analysis In: International Review of Economics & Finance.
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2016Housing Prices and Business Cycle in China: A DSGE Analysis.(2016) In: MPRA Paper.
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1999Asymptotic distribution of the sup-Wald statistic under specification errors In: Structural Change and Economic Dynamics.
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2009The Nexus between Analyst Forecast Dispersion and Expected Returns Surrounding Stock Market Crashes In: Journal of Risk and Financial Management.
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2014Revisiting the Performance of MACD and RSI Oscillators In: Journal of Risk and Financial Management.
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2014Revisiting the Performance of MACD and RSI Oscillators.(2014) In: MPRA Paper.
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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.
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2014PRICE LIMIT AND STOCK VOLATILITY IN CHINA DURING FINANCIAL CRISES In: LCERPA Working Papers.
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2003Effects of STAR and TAR types nonlinearities on order selection criteria In: Econometrics.
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2009ARE NONLINEAR TRADING RULES PROFITABLE IN THE CHINESE STOCK MARKET? In: Annals of Financial Economics (AFE).
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2011THAI FIRMS HISTORIES AND THEIR CAPITAL STRUCTURE In: Annals of Financial Economics (AFE).
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2013A THRESHOLD MODEL APPROACH TO ESTIMATING THE ABNORMAL STOCK RETURNS In: Annals of Financial Economics (AFE).
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2010An Examination of the Underpricing of H-Share IPOs in Hong Kong In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
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2007THE IMPACT OF THE 1997 HANDOVER ON THE EFFICIENCY OF THE HONG KONG STOCK MARKET In: The Singapore Economic Review (SER).
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2012LONG-TERM ADJUSTMENT OF CAPITAL STRUCTURE: EVIDENCE FROM SINGAPORE, HONG KONG AND TAIWAN In: The Singapore Economic Review (SER).
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2013HOW TO MAKE A PROFITABLE TRADING STRATEGY MORE PROFITABLE? In: The Singapore Economic Review (SER).
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