Terence Tai Leung CHONG : Citation Profile


Are you Terence Tai Leung CHONG?

Chinese University of Hong Kong

12

H index

16

i10 index

490

Citations

RESEARCH PRODUCTION:

88

Articles

75

Papers

RESEARCH ACTIVITY:

   23 years (1995 - 2018). See details.
   Cites by year: 21
   Journals where Terence Tai Leung CHONG has often published
   Relations with other researchers
   Recent citing documents: 66.    Total self citations: 48 (8.92 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch395
   Updated: 2018-06-16    RAS profile: 2018-06-07    
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Relations with other researchers


Works with:

Wong, Kin Ming (5)

HE, QING (5)

Chan, Wing (4)

Chen, Haiqiang (3)

Park, Sung Y. (2)

Liew, Venus (2)

Wong, Wing-Keung (2)

Hooy, Chee-Wooi (2)

Li, Yong (2)

Ng, Travis (2)

Qian, Zongxin (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 (34)

McAleer, Michael (31)

Liew, Venus (30)

Lim, Kian-Ping (15)

HE, QING (11)

Chang, Chia-Lin (10)

Leung, Charles (9)

Baharumshah, Ahmad Zubaidi (8)

Chen, Nan-Kuang (7)

Bahmani-Oskooee, Mohsen (7)

Lau, Evan (5)

Cites to:

Fama, Eugene (19)

Rose, Andrew (19)

Bai, Jushan (17)

Wong, Wing-Keung (17)

Chen, Haiqiang (15)

Hansen, Bruce (14)

French, Kenneth (12)

Demirguc-Kunt, Asli (12)

HE, QING (11)

Reinhart, Carmen (11)

Mankiw, N. Gregory (11)

Main data


Where Terence Tai Leung CHONG has published?


Journals with more than one article published# docs
Economics Bulletin15
Economics Letters8
Applied Economics Letters7
Quantitative Finance4
China Economic Review4
Annals of Financial Economics (AFE)3
Chinese Economy3
Studies in Nonlinear Dynamics & Econometrics3
The Singapore Economic Review (SER)3
Journal of Risk and Financial Management3
Econometrics Journal3
Applied Financial Economics Letters2
Applied Economics2
Pacific-Basin Finance Journal2

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
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.

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

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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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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.

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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.

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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.

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

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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.

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

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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.

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2017Return 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.

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2017Understanding 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.

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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). Klingelhöfer, Jan ; Sun, Rongrong ; 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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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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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.

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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.

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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.

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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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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.

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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.

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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.

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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.

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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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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.

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2018The 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.

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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.

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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.

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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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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.

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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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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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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.

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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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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.

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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.

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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.

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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.

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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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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.

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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.

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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.

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2017Random 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.

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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.

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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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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.

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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.

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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.

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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.

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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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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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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.

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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.

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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.

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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.

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2017Credit 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.

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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.

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Works by Terence Tai Leung CHONG:


YearTitleTypeCited
2013Minimum Wage and Shareholder Wealth: Evidence from Hong Kong In: Applied Economics Quarterly (formerly: Konjunkturpolitik).
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article0
2005Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan In: Review of Applied Economics.
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article7
2005Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan.(2005) In: Finance Working Papers.
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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.
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2010A Competing Risks Analysis of Corporate Survival In: Financial Management.
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article4
2011Are Chinese Stock Market Cycles Duration Independent? In: The Financial Review.
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article4
2008HEDONIC PRICING MODELS FOR VEHICLE REGISTRATION MARKS In: Pacific Economic Review.
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article2
2007A Class Test for Fractional Integration In: Studies in Nonlinear Dynamics & Econometrics.
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article1
2008The Nonlinear Dynamics of Foreign Reserves and Currency Crises In: Studies in Nonlinear Dynamics & Econometrics.
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article1
2017A new recognition algorithm for “head-and-shoulders” price patterns In: Studies in Nonlinear Dynamics & Econometrics.
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article0
2014A New Recognition Algorithm for “Head-and-Shoulders” Price Patterns.(2014) In: MPRA Paper.
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1996Estimation of and Testing for Structural Break in the Presence of Measurement Errors In: Departmental Working Papers.
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1996Seemingly Unexplosive Nonstationary Random Coefficient Autoregressive Processes, A Note In: Departmental Working Papers.
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paper0
1996Estimating the Unit Root Process in the Presence of Measurement Errors In: Departmental Working Papers.
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paper1
1996Estimating the Location of Break in Restricted Structural Change Models In: Departmental Working Papers.
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1997Structural Change in AR(1) Models In: Departmental Working Papers.
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2001STRUCTURAL CHANGE IN AR(1) MODELS.(2001) In: Econometric Theory.
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1998A Simple Test for Fractionally Integrated Processes In: Departmental Working Papers.
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1998Estimating the Differencing Parameter Via the Partial Autocorrelation Function In: Departmental Working Papers.
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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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2000Time Series Properties of Aggregated AR(2) Processes In: Departmental Working Papers.
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2001Time series properties of aggregated AR(2) processes.(2001) In: Economics Letters.
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2000Estimation, Inference, and the Long Memory Properties of Aggregated AR(1) Processes with Coefficients Drawn from a Polynomial Density Function In: Departmental Working Papers.
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2001Extracting From the Dow Jones Index In: Departmental Working Papers.
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2002Testing for Structural Break of the U.S. Stock Market in the 911 Attacks In: Departmental Working Papers.
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2003A Profitability Comparison of Modal Point and Closing Price In: Departmental Working Papers.
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2003On the Profitability of Momentum Strategies and Relative Strength Index in the International Equity Markets In: Departmental Working Papers.
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2003Effects of ARCH Errors on Autoregressive Lag Length Selection Criteria In: Departmental Working Papers.
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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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2004Generic Consistency of the Break-Point Estimators under Specification Errors in a Multiple-Break Model In: Departmental Working Papers.
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paper13
2008Generic consistency of the break-point estimators under specification errors in a multiple-break model.(2008) In: Econometrics Journal.
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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.
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2004Value Creation and Long Term Performance of Hong Kong Spinoffs In: Departmental Working Papers.
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2005Determining the Contributions to the Price Discovery for Chinese Cross-listed Stocks In: Departmental Working Papers.
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2005What Cause(s) the Underpricing of H-Share IPO? 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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