14
H index
20
i10 index
627
Citations
Terence Tai Leung CHONG : Citation Profile
Chinese University of Hong Kong | RESEARCH PRODUCTION: 101 Articles 87 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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24 years (1995 - 2019). 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 | 52 |
Recent works citing Terence Tai Leung CHONG (2019 and 2018)
| Year | Title of citing document | |
|---|---|---|
| 2018 | The 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. Full description at Econpapers || Download paper | |
| 2018 | Panel Models with Two Threshold Variables: The Case of Financial Constraints. (2018). RamÃrez-Rondán, N.R. ; Ramirez-Rondan, N R ; Lamadrid-Contreras, Arturo. In: Working Papers. RePEc:apc:wpaper:128. Full description at Econpapers || Download paper | |
| 2019 | Hong 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. Full description at Econpapers || Download paper | |
| 2019 | 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 | 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 | |
| 2019 | Estimation of Structural Break Point in Linear Regression Models. (2018). Baek, Yae In . In: Papers. RePEc:arx:papers:1811.03720. Full description at Econpapers || Download paper | |
| 2019 | A changepoint approach for the identification of financial extreme regimes. (2019). Leonelli, Manuele ; Lattanzi, Chiara. In: Papers. RePEc:arx:papers:1902.09205. Full description at Econpapers || Download paper | |
| 2019 | BERT-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. Full description at Econpapers || Download paper | |
| 2018 | ‘Déjà vol’ revisited: Survey forecasts of macroeconomic variables predict volatility in the cross-section of industry portfolios. (2018). Conrad, Christian ; Glas, Alexander. In: Working Papers. RePEc:awi:wpaper:0655. Full description at Econpapers || Download paper | |
| 2019 | A new approach to dating the reference cycle. (2019). Gomezloscos, Ana ; Gadea, Maria Dolores ; Camacho, Maximo. In: Working Papers. RePEc:bde:wpaper:1914. Full description at Econpapers || Download paper | |
| 2018 | Twenty 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. Full description at Econpapers || Download paper | |
| 2019 | REAL 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. 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 | |
| 2018 | Does lending relationship help or alleviate the transmission of liquidity shocks? Evidence from a liquidity crunch in China. (2018). Bai, Yiyi ; Lu, Liping ; He, Qing ; Tri, VI. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_013. Full description at Econpapers || Download paper | |
| 2019 | Chinas monetary policy and the loan market : How strong is the credit channel in China?. (2019). Breitenlechner, Max ; Nuutilainen, Riikka. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2019_015. Full description at Econpapers || Download paper | |
| 2019 | Chinas Monetary Policy and the Loan Market: How Strong is the Credit Channel in China?. (2019). Breitenlechner, Max ; Nuutilainen, Riikka. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2019_027. 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 | |
| 2019 | Herding 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. Full description at Econpapers || Download paper | |
| 2018 | Politicians 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. Full description at Econpapers || Download paper | |
| 2019 | Global 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. Full description at Econpapers || Download paper | |
| 2018 | Impacts 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. Full description at Econpapers || Download paper | |
| 2018 | Monetary 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. Full description at Econpapers || Download paper | |
| 2019 | Bayesian 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. Full description at Econpapers || Download paper | |
| 2018 | Time-varying arbitrage and dynamic price discovery. (2018). Frijns, Bart. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:485-502. Full description at Econpapers || Download paper | |
| 2018 | Housing 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. 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). Sun, Rongrong ; Klingelhöfer, Jan ; 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 | |
| 2019 | Firm-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. Full description at Econpapers || Download paper | |
| 2019 | Board 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. Full description at Econpapers || Download paper | |
| 2019 | Averaging 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. Full description at Econpapers || Download paper | |
| 2019 | Random 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. 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 | |
| 2018 | Interconnectedness and systemic risk of Chinas financial institutions. (2018). Wang, Gang-Jin ; Stanley, Eugene H ; Xie, Chi ; Lin, Min ; Jiang, Zhi-Qiang. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:1-18. Full description at Econpapers || Download paper | |
| 2019 | One 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. Full description at Econpapers || Download paper | |
| 2019 | Herding 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. Full description at Econpapers || Download paper | |
| 2018 | Trading 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. Full description at Econpapers || Download paper | |
| 2018 | Valuing 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. 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 | |
| 2018 | Volatility 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. Full description at Econpapers || Download paper | |
| 2019 | The 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. Full description at Econpapers || Download paper | |
| 2019 | Politicians’ 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. Full description at Econpapers || Download paper | |
| 2018 | Who 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. Full description at Econpapers || Download paper | |
| 2019 | Is 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. Full description at Econpapers || Download paper | |
| 2018 | Monetary 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 | |
| 2019 | Diversification 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. 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 | |
| 2018 | The pricing effect of the common pattern in firm-level idiosyncratic volatility: Evidence from A-Share stocks of China. (2018). Yin, Libo ; Su, Zhi ; Shu, Tengjia. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:497:y:2018:i:c:p:218-235. Full description at Econpapers || Download paper | |
| 2018 | Univariate dependence among sectors in Chinese stock market and systemic risk implication. (2018). Hao, Jing ; He, Feng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:355-364. Full description at Econpapers || Download paper | |
| 2018 | Improving performance of exchange rate momentum strategy using volatility information. (2018). Zhuang, Chunjuan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:741-753. Full description at Econpapers || Download paper | |
| 2018 | Multifractal analysis of the Chinese stock, bond and fund markets. (2018). Wang, Hong-Yong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:280-292. Full description at Econpapers || Download paper | |
| 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 | |
| 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 | Macroeconomic 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. 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 | |
| 2019 | 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 | |
| 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:112499. Full description at Econpapers || Download paper | |
| 2019 | Causality in Quantiles and Dynamic Relations in Energy Markets. (2019). Kyritsis, Evangelos ; Andersson, Jonas . In: Working Papers. RePEc:fer:wpaper:116. Full description at Econpapers || Download paper | |
| 2019 | Influence of Macroeconomic Factors on the Return of Russian Stock Exchange Indices. (2019). Anufrieva, Elizaveta V. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:190406:p:75-87. Full description at Econpapers || Download paper | |
| 2018 | Structural Break Tests Robust to Regression Misspecification. (2018). Boldea, Otilia ; Andreou, Elena ; Morshed, Alaa Abi. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:27-:d:148392. Full description at Econpapers || Download paper | |
| 2018 | Big 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. Full description at Econpapers || Download paper | |
| 2018 | Take 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. Full description at Econpapers || Download paper | |
| 2018 | Stock 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. Full description at Econpapers || Download paper | |
| 2018 | Financial Infrastructure and Access to Finance for European SMEs. (2018). Andrieș, Alin Marius ; Tofan, Mihaela ; Oprea, Florin ; Marcu, Nicu. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:10:p:3400-:d:171764. Full description at Econpapers || Download paper | |
| 2018 | Financial Structure and Financing Constraints: Evidence on Small- and Medium-Sized Enterprises in China. (2018). Luo, Sumei ; Zhou, Guangyou ; Zhang, Yuxi. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:6:p:1774-:d:149471. Full description at Econpapers || Download paper | |
| 2018 | Measurement 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. Full description at Econpapers || Download paper | |
| 2019 | Social 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. 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 | |
| 2018 | Catching-up process in the transition countries. (2018). Lee, Chien-Chiang ; Elmi, Zahra Mila ; Chang, Tsangyao ; Ranjbar, Omid. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:51:y:2018:i:3:d:10.1007_s10644-017-9214-5. Full description at Econpapers || Download paper | |
| 2019 | Bank 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. Full description at Econpapers || Download paper | |
| 2019 | Bank 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. Full description at Econpapers || Download paper | |
| 2018 | Assessing the Competitiveness of the Portuguese Chemical Sector. (2018). Marques, Ana Rita ; Silva, Catia. In: GEE Papers. RePEc:mde:wpaper:0110. Full description at Econpapers || Download paper | |
| 2018 | Evidence of Investor Sentiment Contagion across Asset Markets. (2018). Pan, Wei-Fong. In: MPRA Paper. RePEc:pra:mprapa:88561. Full description at Econpapers || Download paper | |
| 2018 | Price momentum and the 1719-20 bubbles: A method to compare and interpret booms and crashes in asset markets. (2018). Condorelli, Stefano. In: MPRA Paper. RePEc:pra:mprapa:89888. Full description at Econpapers || Download paper | |
| 2019 | What 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. Full description at Econpapers || Download paper | |
| 2018 | The 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. Full description at Econpapers || Download paper | |
| 2019 | Adaptive Analytical Approach to Lean and Green Operations. (2019). Leong, Wei Dong ; Ponnambalam, S G ; Tan, Chee Pin ; Ngan, Sue Lin ; How, Bing Shen ; Teng, Sin Yong. In: MPRA Paper. RePEc:pra:mprapa:95449. Full description at Econpapers || Download paper | |
| 2018 | Structural Change and Aggregate Employment Fluctuations in China and the US. (2018). Yao, Wen ; Zhu, Xiaodong. In: 2018 Meeting Papers. RePEc:red:sed018:720. Full description at Econpapers || Download paper | |
| 2018 | Social Networks and Informal Financial Inclusion in the People’s Republic of China. (2018). Chen, Yang ; Ye, Dezhu ; Huang, Bihong ; Chai, Shijun. In: ADBI Working Papers. RePEc:ris:adbiwp:0802. Full description at Econpapers || Download paper | |
| 2018 | Does Bank Concentration Affect Debt Maturity?. (2018). Liu, Peisen ; Huang, Shoujun. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2018:i:3:p:73-87. Full description at Econpapers || Download paper | |
| 2018 | Do 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. 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 | |
| 2018 | The 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. Full description at Econpapers || Download paper | |
| 2018 | Are diamonds a safe haven?. (2018). Decclesia, Rita Laura ; Jotanovic, Vera. In: Review of Managerial Science. RePEc:spr:rvmgts:v:12:y:2018:i:4:d:10.1007_s11846-017-0234-3. Full description at Econpapers || Download paper | |
| 2018 | Relation 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. Full description at Econpapers || Download paper | |
| 2018 | Predicting hospitality financial distress with ensemble models: the case of US hotels, restaurants, and amusement and recreation. (2018). Kim, Soo Young . In: Service Business. RePEc:spr:svcbiz:v:12:y:2018:i:3:d:10.1007_s11628-018-0365-x. Full description at Econpapers || Download paper | |
| 2019 | Structural 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. Full description at Econpapers || Download paper | |
| 2018 | Controllable superstition and its relationship with enduring and behavioural involvement in gambling. (2018). Nang, Lawrence Hoc ; Ka, Davis ; Lam, Desmond . In: International Gambling Studies. RePEc:taf:intgms:v:18:y:2018:i:1:p:92-110. Full description at Econpapers || Download paper | |
| 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 | Structural Change and Aggregate Employment Fluctuations in China and the US. (2018). Zhu, Xiaodong ; Yao, Wen. In: Working Papers. RePEc:tor:tecipa:tecipa-600. Full description at Econpapers || Download paper | |
| 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 | |
| More than 100 citations found, this list is not complete... |
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 | |
| 2019 | Comments on The rise of benchmark bonds in emerging Asia In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2010 | A Competing Risks Analysis of Corporate Survival In: Financial Management. [Citation analysis] | article | 8 |
| 2011 | Are Chinese Stock Market Cycles Duration Independent? In: The Financial Review. [Citation analysis] | article | 5 |
| 2019 | Institutional Ownership and Private Equity Placements: Evidence from Chinese Listed Firms In: International Review of Finance. [Full Text][Citation analysis] | article | 0 |
| 2008 | HEDONIC PRICING MODELS FOR VEHICLE REGISTRATION MARKS In: Pacific Economic Review. [Full Text][Citation analysis] | article | 2 |
| 2018 | Can Poverty be Alleviated in China? In: Review of Income and Wealth. [Full Text][Citation analysis] | article | 1 |
| 2015 | Can Poverty be Alleviated in China?.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 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 | |
| 2018 | Estimation and inference of threshold regression models with measurement errors In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2015 | Estimation and Inference of Threshold Regression Models with Measurement Errors.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 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 | 27 |
| 2001 | STRUCTURAL CHANGE IN AR(1) MODELS.(2001) In: Econometric Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | 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 | 14 |
| 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: 14 | 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 | 7 |
| 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: 7 | 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 | 13 |
| 2010 | The value of superstitions.(2010) In: Journal of Economic Psychology. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | article | |
| 2009 | The Value of Superstitions.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2016 | Does monetary policy matter for trade? In: International Economics. [Full Text][Citation analysis] | article | 1 |
| 2016 | Does monetary policy matter for trade?.(2016) In: International Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2015 | Does Monetary Policy Matter For Trade?.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2018 | Forecasting currency crises with threshold models In: International Economics. [Full Text][Citation analysis] | article | 1 |
| 2018 | Forecasting currency crises with threshold models.(2018) In: International Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2018 | STRUCTURAL CHANGE IN NONSTATIONARY AR(1) MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
| 2017 | Structural change in non-stationary AR(1) models.(2017) 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 | 1 |
| 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 | 13 |
| 2006 | The polynomial aggregated AR(1) model In: Econometrics Journal. [Full Text][Citation analysis] | article | 7 |
| 2009 | What accounts for Chinese Business Cycle? In: China Economic Review. [Full Text][Citation analysis] | article | 18 |
| 2012 | Is the Chinese stock market really inefficient? In: China Economic Review. [Full Text][Citation analysis] | article | 22 |
| 2011 | Is the Chinese Stock Market Really Efficient.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
| 2013 | Factor-augmented VAR analysis of the monetary policy in China In: China Economic Review. [Full Text][Citation analysis] | article | 27 |
| 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 | |
| 2019 | Price rigidity in China: Empirical results at home and abroad In: China Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2016 | The stock–bond comovements and cross-market trading In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 6 |
| 2016 | The Stock-Bond Comovements and Cross-Market Trading.(2016) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2012 | Testing for a unit root in the presence of stochastic volatility and leverage effect In: Economic Modelling. [Full Text][Citation analysis] | article | 3 |
| 2008 | Time series test of nonlinear convergence and transitional dynamics In: Economics Letters. [Full Text][Citation analysis] | article | 27 |
| 2012 | Long-range dependence in the international diamond market In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2014 | Nonlinear dependence between stock and real estate markets in China In: Economics Letters. [Full Text][Citation analysis] | article | 10 |
| 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: 10 | 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 | 1 |
| 2018 | Co-integrated or not? After the Shanghai-Hong Kong and Shenzhen-Hong Kong Stock Connection Schemes.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 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 | 77 |
| 2004 | Are Asian Real Exchange Rates Stationary?.(2004) In: International Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 77 | 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 | 60 |
| 2007 | Determining the contributions to price discovery for Chinese cross-listed stocks In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 29 |
| 2017 | Housing prices and business cycle in China: A DSGE analysis In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 1 |
| 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: 1 | 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 | 9 |
| 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: 9 | paper | |
| 2017 | Predictive models for disaggregate stock market volatility In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 1 |
| 2015 | Predictive Models for Disaggregate Stock Market Volatility.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | 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 |
| 2017 | Political Turnover and the Stock Performance of SOEs in China In: Chinese Economy. [Full Text][Citation analysis] | article | 0 |
| 2015 | Political Turnover and the Stock Performance of SOEs in China.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | A New Approach to Modeling Sector Stock Returns in China In: Chinese Economy. [Full Text][Citation analysis] | article | 1 |
| 2016 | A New Approach to Modelling Sector Stock Returns in China.(2016) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2014 | Price Limits and Stock Market Volatility in China In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
| 2013 | A Principal Component Approach to Measuring Investor Sentiment in China In: MPRA Paper. [Full Text][Citation analysis] | paper | 5 |
| 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: 5 | article | |
| 2012 | Theory and Applications of TAR Model with Two Threshold Variables In: MPRA Paper. [Full Text][Citation analysis] | paper | 10 |
| 2012 | Theory and Applications of TAR Model with Two Threshold Variables.(2012) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
| 2014 | Estimating and Testing Threshold Regression Models with Multiple Threshold Variables In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
| 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 | 4 |
| 2014 | Dirichlet Process Hidden Markov Multiple Change-point Model In: MPRA Paper. [Full Text][Citation analysis] | paper | 4 |
| 2014 | From Fixed to Float: A Competing Risks Analysis In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 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: 1 | 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 |
| 2019 | ARE PRICES STICKY IN LARGE DEVELOPING ECONOMIES? AN EMPIRICAL COMPARISON OF CHINA AND INDIA.(2019) In: The Singapore Economic Review (SER). [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 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 | 1 |
| 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: 1 | 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 |
| 2016 | What Explains Herd Behavior in the Chinese Stock Market? In: MPRA Paper. [Full Text][Citation analysis] | paper | 4 |
| 2014 | A Tale of Two Regimes: Classifying and Revisiting the Monetary Policy Regimes 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 | 1 |
| 2016 | Long Range Dependence and Structural Breaks in the Gold Markets 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 | 1 |
| 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 |
| 2019 | Do speculative bubbles migrate in the Chinese stock market?.(2019) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2018 | Price Rigidity in China: Empirical Results at Home and Abroad In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Market Reaction to iPhone Rumors In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Institutional Ownership and Private Equity Placements: Evidence from Chinese Listed Firms In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Frequentist model averaging for threshold models In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Frequentist model averaging for threshold models.(2019) In: Annals of the Institute of Statistical Mathematics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2018 | The Effects of Trading Suspensions in China In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Does studying in Hong Kong affect the ideological preferences of Chinese mainland undergraduates? In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Estimating Multiple Breaks in Nonstationary Autoregressive Models In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Threshold Effect of Scale and Skill in Active Mutual Fund Management In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2018 | The Underpricing of Venture Capital Backed IPOs in China In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2018 | The Unusual Trading Volume and Earnings Surprises in China’s Market In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2019 | The Impact of Shanghai-Hong Kong Stock Connect on the Effectiveness of Price Limits 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 | 13 |
| 2007 | Profitability of intraday and interday momentum strategies In: Applied Economics Letters. [Full Text][Citation analysis] | article | 15 |
| 2007 | A comparison of MA and RSI returns with exchange rate intervention In: Applied Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 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 | 19 |
| 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 | 1 |
| 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 | 10 |
| 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 | 39 |
| 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 | 14 |
| 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 | 1 |
| 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 | 6 |
| 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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