18
H index
28
i10 index
1037
Citations
Terence Tai Leung CHONG : Citation Profile
Chinese University of Hong Kong | RESEARCH PRODUCTION: 127 Articles 92 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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27 years (1995 - 2022). 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:
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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 | 56 |
Recent works citing Terence Tai Leung CHONG (2023 and 2022)
| Year | Title of citing document | |
|---|---|---|
| 2022 | 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 | |
| 2022 | On the asymptotic behavior of bubble date estimators. (2021). Skrobotov, Anton ; Kurozumi, Eiji. In: Papers. RePEc:arx:papers:2110.04500. Full description at Econpapers || Download paper | |
| 2022 | The Impact of the Coronavirus Pandemic on New York City Real Estate: First Evidence. (2021). Lautier, Jackson P ; Friedt, Felix L ; Cohen, Jeffrey P. In: Papers. RePEc:arx:papers:2110.12050. Full description at Econpapers || Download paper | |
| 2022 | Exploring Classic Quantitative Strategies. (2022). Lu, Jun. In: Papers. RePEc:arx:papers:2202.11309. Full description at Econpapers || Download paper | |
| 2022 | Balancing Profit, Risk, and Sustainability for Portfolio Management. (2022). Omlin, Christian W ; Maree, Charl. In: Papers. RePEc:arx:papers:2207.02134. Full description at Econpapers || Download paper | |
| 2022 | DDPG based on multi-scale strokes for financial time series trading strategy. (2022). Cai, Zhi ; Duan, Li-Juan ; Chen, Cong-Xiao. In: Papers. RePEc:arx:papers:2207.10071. Full description at Econpapers || Download paper | |
| 2022 | Deep Reinforcement Learning Approach for Trading Automation in The Stock Market. (2022). Duman, Ekrem ; Kabbani, Taylan. In: Papers. RePEc:arx:papers:2208.07165. Full description at Econpapers || Download paper | |
| 2022 | Asymptotic Properties of the Synthetic Control Method. (2022). Zhang, Xinyu ; Wang, Wendun. In: Papers. RePEc:arx:papers:2211.12095. Full description at Econpapers || Download paper | |
| 2023 | A Novel Deep Reinforcement Learning Based Automated Stock Trading System Using Cascaded LSTM Networks. (2022). Liu, Sixue ; Wang, Baohua ; Lou, Jiashu ; Zou, Jie. In: Papers. RePEc:arx:papers:2212.02721. Full description at Econpapers || Download paper | |
| 2023 | Long-Term Modeling of Financial Machine Learning for Active Portfolio Management. (2023). Suzuki, Tomoya ; Amagai, Kazuki. In: Papers. RePEc:arx:papers:2301.12346. Full description at Econpapers || Download paper | |
| 2023 | Improving the accuracy of bubble date estimators under time-varying volatility. (2023). Skrobotov, Anton ; Kurozumi, Eiji. In: Papers. RePEc:arx:papers:2306.02977. Full description at Econpapers || Download paper | |
| 2023 | Break-Point Date Estimation for Nonstationary Autoregressive and Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.13915. Full description at Econpapers || Download paper | |
| 2023 | Bank Market Power and Interest Rate Setting: Why Consolidated Banking Data Matte. (2023). Nicolas, Theo. In: Débats économiques et financiers. RePEc:bfr:decfin:40. Full description at Econpapers || Download paper | |
| 2023 | Forecasting models for the Chinese macroeconomy in a data?rich environment: Evidence from large dimensional approximate factor models with mixed?frequency data. (2023). Xu, Hao ; Ni, HE ; Zhang, Qin. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:719-767. Full description at Econpapers || Download paper | |
| 2023 | Earnings communication conferences and post?earnings?announcement drift: Evidence from China. (2023). Su, Yunpeng ; Liu, Yifang ; Yang, Baochen. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2145-2185. Full description at Econpapers || Download paper | |
| 2022 | Does Bank Competition Promote Corporate Green Innovation? Evidence from the Location of Bank Branches. (2022). Liu, Peisen ; Xia, Yufeng. In: China & World Economy. RePEc:bla:chinae:v:30:y:2022:i:2:p:84-116. Full description at Econpapers || Download paper | |
| 2023 | House price volatility in China: Demand versus supply. (2023). Germaschewski, Yin. In: Economic Inquiry. RePEc:bla:ecinqu:v:61:y:2023:i:1:p:199-220. Full description at Econpapers || Download paper | |
| 2023 | On the asymptotic behavior of bubble date estimators. (2023). Skrobotov, Anton ; Kurozumi, Eiji. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:44:y:2023:i:4:p:359-373. Full description at Econpapers || Download paper | |
| 2022 | Return predictability between industries and the stock market in China. (2022). Zhang, Gaiyan ; Tse, Yiuman. In: Pacific Economic Review. RePEc:bla:pacecr:v:27:y:2022:i:2:p:194-220. Full description at Econpapers || Download paper | |
| 2022 | Targeted Poverty Alleviation and Children’s Academic Performance in China. (2022). Zhu, Rong ; Zhang, Qing ; Nong, Huifu. In: Review of Income and Wealth. RePEc:bla:revinw:v:68:y:2022:i:4:p:951-969. Full description at Econpapers || Download paper | |
| 2022 | U.S.–China trade war and corporate reallocation: Evidence from Chinese listed companies. (2022). Ding, Haoyuan ; Shen, Yanqing ; Qi, Tong ; Koedijk, Kees G. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:12:p:3907-3932. Full description at Econpapers || Download paper | |
| 2022 | Export Decision and Credit Constraints under Institution Obstacles. (2022). Hong, Hai Thi ; Stachuletz, Rainer ; Phan, Trang Hoai. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:132783. Full description at Econpapers || Download paper | |
| 2023 | Propagation of Economic Shocks from the United States, China, the European Union, and Japan to Selected Asian Economies: Does the Global Value Chain Matters?. (2023). Setyorani, Bekti ; Esquivias, Miguel Angel ; Heriqbaldi, Unggul ; Hendrati, Ignatia Martha ; Jayanti, Ari Dwi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-13. Full description at Econpapers || Download paper | |
| 2023 | Is sentiment the solution to the risk–return puzzle? A (cautionary) note. (2023). Gebka, Bartosz ; Ung, Sze Nie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000011. Full description at Econpapers || Download paper | |
| 2023 | Market reactions to a cross-border carbon policy: Evidence from listed Chinese companies. (2023). Huang, Nan ; Luo, LE ; Yang, Qing ; Shen, Hongtao. In: The British Accounting Review. RePEc:eee:bracre:v:55:y:2023:i:1:s0890838922000452. Full description at Econpapers || Download paper | |
| 2022 | The driving forces of Chinas business cycles: Evidence from an estimated DSGE model with housing and banking. (2022). Liu, Yan ; Ge, Xinyu. In: China Economic Review. RePEc:eee:chieco:v:72:y:2022:i:c:s1043951x22000116. Full description at Econpapers || Download paper | |
| 2023 | Predicting the unpredictable: New experimental evidence on forecasting random walks. (2023). Corgnet, Brice ; Bao, Te ; Riyanto, Yohanes E ; Hanaki, Nobuyuki ; Zhu, Jiahua. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002743. Full description at Econpapers || Download paper | |
| 2022 | Money, debt, and the effects of fiscal stimulus. (2022). Lv, Lin ; Ma, Yong. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:152-178. Full description at Econpapers || Download paper | |
| 2022 | COVID-19 and regional solutions for mitigating the risk of SME finance in selected ASEAN member states. (2022). TAGHIZADEH-HESARY, Farhad ; Rasoulinezhad, Ehsan ; Phoumin, Han. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:506-525. Full description at Econpapers || Download paper | |
| 2022 | Does FinTech improve the investment efficiency of enterprises? Evidence from China’s small and medium-sized enterprises. (2022). Huang, Shuo. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:571-586. Full description at Econpapers || Download paper | |
| 2022 | Herding behaviour heterogeneity under economic and political risks: Evidence from GCC. (2022). Molyneux, Philip ; Albaity, Mohamed ; Mallek, Ray Saadaoui. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:345-361. Full description at Econpapers || Download paper | |
| 2022 | Six types of government policies and housing prices in China. (2022). Hu, Zhining. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999322000104. Full description at Econpapers || Download paper | |
| 2022 | Demand shocks and price stickiness in housing market dynamics. (2022). Fan, Ying. In: Economic Modelling. RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000669. Full description at Econpapers || Download paper | |
| 2022 | The existence of flight-to-quality under extreme conditions: Evidence from a nonlinear perspective in Chinese stocks and bonds sectors. (2022). Peng, Cheng ; Wang, Gangjin ; Su, Xiaojian ; Deng, Chao. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001419. Full description at Econpapers || Download paper | |
| 2022 | Fostering firm productivity through green finance: Evidence from a quasi-natural experiment in China. (2022). Wang, Yanan ; Kong, Gaowen. In: Economic Modelling. RePEc:eee:ecmode:v:115:y:2022:i:c:s0264999322002255. Full description at Econpapers || Download paper | |
| 2023 | Are pro-SME credit policies effective? Evidence from shadow banking in China. (2023). Ouyang, Alice Y ; Lin, Guiting ; Guo, Shen. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003522. Full description at Econpapers || Download paper | |
| 2023 | Sequential Bayesian analysis for semiparametric stochastic volatility model with applications. (2023). Lou, Zhusheng ; Wang, Nianling. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000998. Full description at Econpapers || Download paper | |
| 2023 | The role of uncertainty in forecasting volatility comovements across stock markets. (2023). Palomba, Giulio ; Rossi, Eduardo ; Bucci, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001219. Full description at Econpapers || Download paper | |
| 2022 | Scheduled macroeconomic news announcements and intraday market sentiment. (2022). Ryu, Doojin ; Cho, Hoon ; Seok, Sangik. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000882. Full description at Econpapers || Download paper | |
| 2023 | Digital finance and misallocation of resources among firms: Evidence from China. (2023). Cao, Kairui ; Jiang, Weijie ; Dai, Jiaying ; Jin, Laiqun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000347. Full description at Econpapers || Download paper | |
| 2023 | Cross-industry asset allocation with the spatial interaction on multiple risk transmission channels. (2023). Jin, Xiu ; Chen, NA. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s106294082300058x. Full description at Econpapers || Download paper | |
| 2023 | Model averaging prediction by K-fold cross-validation. (2023). Liu, Chu-An ; Zhang, Xinyu. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:280-301. Full description at Econpapers || Download paper | |
| 2022 | Business norm versus norm-nudge as a contract-enforcing mechanism: Evidence from a real marketplace. (2022). Dugar, Subhasish ; Bhattacharya, Haimanti. In: European Economic Review. RePEc:eee:eecrev:v:144:y:2022:i:c:s0014292122000277. Full description at Econpapers || Download paper | |
| 2022 | Low liquidity beta anomaly in China. (2022). Li, Youwei ; Vigne, Samuel A ; Han, Xing ; Frommel, Michael. In: Emerging Markets Review. RePEc:eee:ememar:v:50:y:2022:i:c:s1566014121000406. Full description at Econpapers || Download paper | |
| 2023 | The spillover effects of Chinas monetary policy shock: Evidence from B&R countries. (2023). Zhuang, Ziguan ; Liu, Dingming ; Chen, Yong. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000693. Full description at Econpapers || Download paper | |
| 2022 | Capital market opening and green innovation——Evidence from Shanghai-Hong Kong stock connect and the Shenzhen-Hong Kong stock connect. (2022). Sha, Yezhou ; Zhang, Ping ; Wang, Yiru ; Xu, Yifan. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s014098832200216x. Full description at Econpapers || Download paper | |
| 2022 | Financial development, technological innovation and energy security: Evidence from Chinese provincial experience. (2022). Wang, Chang-Song ; Lee, Chien-Chiang. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322003152. Full description at Econpapers || Download paper | |
| 2023 | The impact and channel effects of banking competition and government intervention on carbon emissions: Evidence from China. (2023). Bi, Yunxiao ; Cui, Haotian ; Xiang, Yitian. In: Energy Policy. RePEc:eee:enepol:v:175:y:2023:i:c:s0301421523000617. Full description at Econpapers || Download paper | |
| 2022 | A hybrid method for power demand prediction of electric vehicles based on SARIMA and deep learning with integration of periodic features. (2022). Zhai, Yuan ; Li, Chengdong ; Zhang, Guiqing ; Tian, Chenlu ; Ren, Fei. In: Energy. RePEc:eee:energy:v:250:y:2022:i:c:s0360544222006417. Full description at Econpapers || Download paper | |
| 2023 | Do clean energy indices outperform using contrarian strategies based on contrarian trading rules?. (2023). Ni, Yensen ; Day, Min-Yuh. In: Energy. RePEc:eee:energy:v:272:y:2023:i:c:s0360544223005078. Full description at Econpapers || Download paper | |
| 2022 | Whether dimensionality reduction techniques can improve the ability of sentiment proxies to predict stock market returns. (2022). Wang, Jianqiong ; Xu, Yongan ; Yang, MO ; Liang, Chao. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001338. Full description at Econpapers || Download paper | |
| 2022 | Investor sentiment indices based on k-step PLS algorithm: A group of powerful predictors of stock market returns. (2022). Yu, Changrui ; Song, Ziyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002733. Full description at Econpapers || Download paper | |
| 2022 | Bank competition and corporate financial asset holdings. (2022). Cheng, Yue ; Li, BO ; Tian, Guangning. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003416. Full description at Econpapers || Download paper | |
| 2023 | Risk spillovers from Chinas and the US stock markets during high-volatility periods: Evidence from East Asianstock markets. (2023). Xiao, Yang ; Wang, BO. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000546. Full description at Econpapers || Download paper | |
| 2022 | Crash probability anomaly in the Chinese stock market. (2022). Tong, Xiangda ; Niu, Hui ; Fang, YI. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001434. Full description at Econpapers || Download paper | |
| 2022 | The unintended consequence of local government debt: evidence from stock price crash risk. (2022). Huang, Shuo. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004792. Full description at Econpapers || Download paper | |
| 2023 | Financial stabilization policy, market sentiment, and stock market returns. (2023). Yang, Jianlei. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005566. Full description at Econpapers || Download paper | |
| 2022 | Internet finance and corporate investment: Evidence from China. (2022). Zhou, Mengling ; Rughoo, Aarti ; Chen, Zhongfei ; Jiang, Kangqi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000269. Full description at Econpapers || Download paper | |
| 2022 | Forecast combination for VARs in large N and T panels. (2022). Greenaway-McGrevy, Ryan. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:142-164. Full description at Econpapers || Download paper | |
| 2022 | Information disclosure ratings and continuing overreaction: Evidence from the Chinese capital market. (2022). Yang, Lu ; Luo, Sijia ; Ho, Kung-Cheng. In: Journal of Business Research. RePEc:eee:jbrese:v:140:y:2022:i:c:p:638-656. Full description at Econpapers || Download paper | |
| 2022 | Search engine optimization: The long-term strategy of keyword choice. (2022). Ponzoa, Jose M ; Arilla, Ramon ; Erdmann, Anett. In: Journal of Business Research. RePEc:eee:jbrese:v:144:y:2022:i:c:p:650-662. Full description at Econpapers || Download paper | |
| 2023 | Green lending and stock price crash risk: Evidence from the green credit reform in China. (2023). Wang, Peipei ; Lu, Meiting ; Ou, Fenghao ; Liu, Xinghe ; Chen, Jing. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001735. Full description at Econpapers || Download paper | |
| 2023 | Price comovement and market segmentation of Chinese A- and H-shares: Evidence from a panel latent-factor model. (2023). Tse, Yiu-Kuen ; Huang, Wenxin ; Dong, Yingjie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001978. Full description at Econpapers || Download paper | |
| 2023 | The scope and methodology of economic and financial asymmetries. (2023). Stengos, Thanasis ; Malliaris, Anastasios ; Alogoskoufis, George. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000099. Full description at Econpapers || Download paper | |
| 2022 | Anchoring effects in repeated auctions of homogeneous objects: Evidence from Macao. (2022). , Lewis ; Ren, Jinjuan ; Nang, Lawrence Hoc ; PEter, . In: Journal of Economic Psychology. RePEc:eee:joepsy:v:90:y:2022:i:c:s0167487022000319. Full description at Econpapers || Download paper | |
| 2022 | The threshold effect of HDI on the relationship between financial development and oil revenues. (2022). Ajori, Amir Abbas ; Koshalshahi, Zeinab Shabani ; Naji, Ali Akbar ; Salari, Taghi Ebrahimi. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420721005444. Full description at Econpapers || Download paper | |
| 2022 | Does natural resources matter for sustainable energy development in China: The role of technological progress. (2022). Lee, Chien-Chiang ; Wang, Chang-Song. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005207. Full description at Econpapers || Download paper | |
| 2022 | The effect of local government debt on green innovation: Evidence from Chinese listed companies. (2022). Yang, Yang ; He, Zehui ; Zhu, Yufeng ; Chen, Wen. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000555. Full description at Econpapers || Download paper | |
| 2022 | Distance, information and bank lending in China. (2022). Wang, Xiaoming ; Zou, Yang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:74:y:2022:i:c:s0927538x22000889. Full description at Econpapers || Download paper | |
| 2022 | Measuring news media sentiment using big data for Chinese stock markets. (2022). Gao, DA ; Shuai, Yulin ; Xia, LE ; Shen, Shulin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:74:y:2022:i:c:s0927538x22001056. Full description at Econpapers || Download paper | |
| 2022 | Domestic liquidity of cross-listed stocks: Evidence from the ADR market. (2022). Hassan, Kabir M ; Azmat, Saad ; Ghaffar, Hamza. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:75:y:2022:i:c:s0927538x2200138x. Full description at Econpapers || Download paper | |
| 2023 | Democracy favors access to credit of firms. (2023). Osei-Tutu, Francis ; Weill, Laurent. In: European Journal of Political Economy. RePEc:eee:poleco:v:77:y:2023:i:c:s017626802200115x. Full description at Econpapers || Download paper | |
| 2022 | Measuring the effects of monetary and fiscal policy shocks on domestic investment in China. (2022). Wang, Xiong ; Wen, Fenghua ; Min, Feng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:77:y:2022:i:c:p:395-412. Full description at Econpapers || Download paper | |
| 2022 | Financial wealth, investment, and confidence in a DSGE model for China. (2022). Zheng, Xin ; Kwok, Simon ; Jin, Tao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:79:y:2022:i:c:p:114-134. Full description at Econpapers || Download paper | |
| 2022 | Economic policy uncertainty, financial development, and financial constraints: Evidence from China. (2022). Hao, Dapeng ; Ma, Huanyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:79:y:2022:i:c:p:368-386. Full description at Econpapers || Download paper | |
| 2022 | Bank competition and the price of credit: Evidence using Mexican loan-level data. (2022). Guerrero, Rodolfo ; Cortes, Edgar ; Caon, Carlos. In: International Review of Economics & Finance. RePEc:eee:reveco:v:79:y:2022:i:c:p:56-74. Full description at Econpapers || Download paper | |
| 2022 | Measuring financial cycles: Empirical evidence for Germany, United Kingdom and United States of America. (2022). , Joo ; Dias, Jose Carlos ; Dutra, Tiago Mota. In: International Review of Economics & Finance. RePEc:eee:reveco:v:79:y:2022:i:c:p:599-630. Full description at Econpapers || Download paper | |
| 2023 | Investor sentiment based on scaled PCA method: A powerful predictor of realized volatility in the Chinese stock market. (2023). Yu, Changrui ; Zhang, Cheng ; Gong, Xiaomin ; Song, Ziyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:528-545. Full description at Econpapers || Download paper | |
| 2023 | Interest margins, lending rates and bank productivity among Chinese provinces. (2023). Menna, Lorenzo ; Zhang, Lin ; Jiang, Lunan ; Dia, Enzo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:104-127. Full description at Econpapers || Download paper | |
| 2023 | COVID-19 and stock returns: Evidence from the Markov switching dependence approach. (2023). Abedin, Mohammad Zoynul ; Sharif, Taimur ; Bouteska, Ahmed. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000089. Full description at Econpapers || Download paper | |
| 2022 | Predictive power of investor sentiment for Bitcoin returns: Evidence from COVID-19 pandemic. (2022). Dang, Trung ; Mefteh-Wali, Salma ; Bouteska, Ahmed. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:184:y:2022:i:c:s0040162522005200. Full description at Econpapers || Download paper | |
| 2022 | Changing the impact of banking concentration on corporate innovation: The moderating effect of digital transformation. (2022). ya, DU ; Du, Zhuo-Ya ; Wang, Qian. In: Technology in Society. RePEc:eee:teinso:v:71:y:2022:i:c:s0160791x22002652. Full description at Econpapers || Download paper | |
| 2023 | Threshold of the CAPB That Can Be Attributed to Fiscal Consolidation Episodes in South Africa. (2023). Nyatanga, Phocenah ; Buthelezi, Eugene Msizi. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:6:p:152-:d:1153855. Full description at Econpapers || Download paper | |
| 2022 | Do Investment Strategies Matter for Trading Global Clean Energy and Global Energy ETFs?. (2022). Hsu, Chinning ; Ni, Yensen ; Day, Min-Yuh ; Huang, Paoyu. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:9:p:3328-:d:807894. Full description at Econpapers || Download paper | |
| 2022 | . Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2022 | How Do Banking Characteristics Influence Companies’ Debt Features and Performance during COVID-19? A Study of Portuguese Firms. (2022). Soares, Antonio Pedro ; Nogueira, Pedro Manuel. In: IJFS. RePEc:gam:jijfss:v:10:y:2022:i:4:p:98-:d:947554. Full description at Econpapers || Download paper | |
| 2022 | Measures of Volatility, Crises, Sentiment and the Role of U.S. ‘Fear’ Index (VIX) on Herding in BRICS (2007–2021). (2022). giouvris, evangelos ; Zhang, Hang. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:3:p:134-:d:769142. Full description at Econpapers || Download paper | |
| 2022 | Spatial Analysis and Modeling of the Housing Value Changes in the U.S. during the COVID-19 Pandemic. (2022). Kao, Chihwa ; Li, Xinba. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:3:p:139-:d:771721. Full description at Econpapers || Download paper | |
| 2023 | Does Competition Affect Financial Distress of Non-Financial Firms in India: A Comparison Using the Lerner Index and Boone Indicator. (2023). Bhimavarapu, Venkata Mrudula ; Abraham, Rebecca ; Rastogi, Shailesh ; Kanoujiya, Jagjeevan. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:7:p:340-:d:1198592. Full description at Econpapers || Download paper | |
| 2022 | . Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2023 | Asymmetric Wealth Effect between US Stock Markets and US Housing Market and European Stock Markets: Evidences from TAR and MTAR. (2023). Ramos, Patricia ; Gomes, Luis ; Coelho, Pedro. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:7:p:124-:d:1190209. Full description at Econpapers || Download paper | |
| 2022 | Has the Newly Imposed Property Tax Controlled Housing Prices? An Analysis of China’s 2009–2020 Interprovincial Panel Data. (2022). Wang, Jiaying ; Zhu, Degui ; Hou, Shangfa. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:22:p:14872-:d:969203. Full description at Econpapers || Download paper | |
| 2022 | Does Fintech Development Reduce Corporate Earnings Management? Evidence from China. (2022). Jing, Hao ; Zhan, Weiwei. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:24:p:16647-:d:1001284. Full description at Econpapers || Download paper | |
| 2022 | Export Decision and Credit Constraints under Institution Obstacles. (2022). Hong, Hai Thi ; Stachuletz, Rainer ; Phan, Trang Hoai. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:9:p:5638-:d:810420. Full description at Econpapers || Download paper | |
| 2023 | FinTech and Green Credit Development—Evidence from China. (2023). You, Yiheng ; Liu, Qian. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:7:p:5903-:d:1110070. Full description at Econpapers || Download paper | |
| 2022 | In-fill asymptotic distribution of the change point estimator when estimating breaks one at a time. (2022). 黒住, 英司, ; Kurozumi, Eiji ; Tayanagi, Toshikazu ; 田柳, 俊和, . In: Discussion Papers. RePEc:hit:econdp:2022-03. Full description at Econpapers || Download paper | |
| 2023 | Do bankers want their umbrellas back when it rains? Evidence from typhoons in China. (2023). ROMOCEA TURCU, Camelia ; Levieuge, Gregory ; Avril, Pauline. In: Working Papers. RePEc:inf:wpaper:2023.08. 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 | |
| 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 | 17 |
| 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 | 1 |
| 2017 | Institutional Ownership and Private Equity Placements: Evidence from Chinese Listed Firms.(2017) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2008 | HEDONIC PRICING MODELS FOR VEHICLE REGISTRATION MARKS In: Pacific Economic Review. [Full Text][Citation analysis] | article | 4 |
| 2019 | Nexus between visitor arrivals and residential property rents in Hong Kong In: Pacific Economic Review. [Full Text][Citation analysis] | article | 3 |
| 2017 | The Nexus between Visitor Arrivals and Residential Property Rents in Hong Kong.(2017) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2018 | Can Poverty be Alleviated in China? In: Review of Income and Wealth. [Full Text][Citation analysis] | article | 4 |
| 2015 | Can Poverty be Alleviated in China?.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2007 | A Class Test for Fractional Integration In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2008 | The Nonlinear Dynamics of Foreign Reserves and Currency Crises In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 2 |
| 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 | 3 |
| 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: 3 | 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 | 34 |
| 2001 | STRUCTURAL CHANGE IN AR(1) MODELS.(2001) In: Econometric Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | 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 | 9 |
| 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: 9 | 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 | 18 |
| 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: 18 | 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 | 37 |
| 2007 | Determining the contributions to price discovery for Chinese cross-listed stocks.(2007) In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | article | |
| 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 | 9 |
| 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: 9 | 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 | 23 |
| 2010 | The value of superstitions.(2010) In: Journal of Economic Psychology. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | article | |
| 2009 | The Value of Superstitions.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
| 2016 | Does monetary policy matter for trade? In: International Economics. [Full Text][Citation analysis] | article | 3 |
| 2016 | Does monetary policy matter for trade?.(2016) In: International Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2015 | Does Monetary Policy Matter For Trade?.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2018 | Forecasting currency crises with threshold models In: International Economics. [Full Text][Citation analysis] | article | 2 |
| 2018 | Forecasting currency crises with threshold models.(2018) In: International Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2018 | STRUCTURAL CHANGE IN NONSTATIONARY AR(1) MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 2 |
| 2017 | Structural change in non-stationary AR(1) models.(2017) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2005 | Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors In: Economics Bulletin. [Full Text][Citation analysis] | article | 4 |
| 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 | 2 |
| 2008 | Structural Change in the Stock Market Efficiency after the Millennium: The MACD Approach In: Economics Bulletin. [Full Text][Citation analysis] | article | 2 |
| 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 | 3 |
| 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 | 1 |
| 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: 1 | paper | |
| 2003 | Generic consistency of the break-point estimator under specification errors In: Econometrics Journal. [Full Text][Citation analysis] | article | 15 |
| 2006 | The polynomial aggregated AR(1) model In: Econometrics Journal. [Full Text][Citation analysis] | article | 8 |
| 2009 | What accounts for Chinese Business Cycle? In: China Economic Review. [Full Text][Citation analysis] | article | 28 |
| 2012 | Is the Chinese stock market really inefficient? In: China Economic Review. [Full Text][Citation analysis] | article | 32 |
| 2011 | Is the Chinese Stock Market Really Efficient.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
| 2013 | Factor-augmented VAR analysis of the monetary policy in China In: China Economic Review. [Full Text][Citation analysis] | article | 51 |
| 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 |
| 2018 | Price Rigidity in China: Empirical Results at Home and Abroad.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | The stock–bond comovements and cross-market trading In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 11 |
| 2016 | The Stock-Bond Comovements and Cross-Market Trading.(2016) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2012 | Testing for a unit root in the presence of stochastic volatility and leverage effect In: Economic Modelling. [Full Text][Citation analysis] | article | 5 |
| 2019 | The effects of trading suspensions in China In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 2 |
| 2018 | The Effects of Trading Suspensions in China.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2020 | Threshold effect of scale and skill in active mutual fund management In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 2018 | Threshold Effect of Scale and Skill in Active Mutual Fund Management.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2021 | Factor pricing of cryptocurrencies In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 2008 | Time series test of nonlinear convergence and transitional dynamics In: Economics Letters. [Full Text][Citation analysis] | article | 32 |
| 2012 | Long-range dependence in the international diamond market In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2014 | Nonlinear dependence between stock and real estate markets in China In: Economics Letters. [Full Text][Citation analysis] | article | 26 |
| 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: 26 | 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 | 10 |
| 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: 10 | paper | |
| 1995 | Partial parameter consistency in a misspecified structural change model In: Economics Letters. [Full Text][Citation analysis] | article | 25 |
| 2004 | Are Asian real exchange rates stationary? In: Economics Letters. [Full Text][Citation analysis] | article | 79 |
| 2004 | Are Asian Real Exchange Rates Stationary?.(2004) In: International Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 79 | paper | |
| 2021 | Estimating multiple breaks in nonstationary autoregressive models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 4 |
| 2018 | Estimating Multiple Breaks in Nonstationary Autoregressive Models.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2008 | International linkages of the Japanese stock market In: Japan and the World Economy. [Full Text][Citation analysis] | article | 3 |
| 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 | 122 |
| 2017 | Housing prices and business cycle in China: A DSGE analysis In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 16 |
| 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: 16 | paper | |
| 1999 | Asymptotic distribution of the sup-Wald statistic under specification errors In: Structural Change and Economic Dynamics. [Full Text][Citation analysis] | article | 0 |
| 2021 | Will stock rise on Valentine’s Day? In: Review of Behavioral Finance. [Full Text][Citation analysis] | article | 0 |
| 2020 | Will Stock Rise on Valentine’s Day?.(2020) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2020 | The Unusual Trading Volume and Earnings Surprises in China’s Market In: JRFM. [Full Text][Citation analysis] | article | 0 |
| 2018 | The Unusual Trading Volume and Earnings Surprises in China’s Market.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2009 | The Nexus between Analyst Forecast Dispersion and Expected Returns Surrounding Stock Market Crashes In: JRFM. [Full Text][Citation analysis] | article | 0 |
| 2014 | Revisiting the Performance of MACD and RSI Oscillators In: JRFM. [Full Text][Citation analysis] | article | 11 |
| 2014 | Revisiting the Performance of MACD and RSI Oscillators.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2016 | The Nexus between Social Capital and Bank Risk Taking In: JRFM. [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 | 12 |
| 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: 12 | paper | |
| 2017 | Predictive models for disaggregate stock market volatility In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 2 |
| 2015 | Predictive Models for Disaggregate Stock Market Volatility.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2019 | Regional differences in self-employment in China In: Small Business Economics. [Full Text][Citation analysis] | article | 1 |
| 2006 | On the Comovement of A and H Shares In: Chinese Economy. [Full Text][Citation analysis] | article | 6 |
| 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 | 1 |
| 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: 1 | 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 | |
| 2019 | Monetary policy regimes and growth revisited: evidence from a de facto classification In: Oxford Economic Papers. [Full Text][Citation analysis] | article | 1 |
| 2020 | How does the COVID-19 pandemic affect housing prices in China? In: MPRA Paper. [Full Text][Citation analysis] | paper | 4 |
| 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 | 26 |
| 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: 26 | article | |
| 2012 | Theory and Applications of TAR Model with Two Threshold Variables In: MPRA Paper. [Full Text][Citation analysis] | paper | 18 |
| 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: 18 | article | |
| 2014 | Estimating and Testing Threshold Regression Models with Multiple Threshold Variables In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
| 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 | 3 |
| 2014 | From Fixed to Float: A Competing Risks Analysis In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
| 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: 2 | article | |
| 2013 | Are Prices Sticky in Large Developing Economies? An Empirical Comparison of China and India In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 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: 1 | article | |
| 2016 | Entrepreneurial Activities and Institutional Environment in China In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Entrepreneurial activities and institutional environment in China.(2017) In: Economic and Political Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2015 | Executive Stock Option Pricing in China under Stochastic Volatility In: MPRA Paper. [Full Text][Citation analysis] | paper | 4 |
| 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: 4 | 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 | 14 |
| 2017 | What Explains Herd Behavior in the Chinese Stock Market?.(2017) In: Journal of Behavioral Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
| 2014 | A Tale of Two Regimes: Classifying and Revisiting the Monetary Policy Regimes In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Long Range Dependence and Structural Breaks in the Gold Markets In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2020 | LONG RANGE DEPENDENCE AND STRUCTURAL BREAKS IN THE GOLD MARKETS.(2020) In: The Singapore Economic Review (SER). [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2017 | Factor Pricing in Commodity Futures and the Role of Liquidity In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
| 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: 2 | 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 | 1 |
| 2017 | The roadmap of interest rate liberalisation in China.(2017) In: Economic and Political Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2017 | The Sources of Country and Industry Variations in ASEAN Stock Returns In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Do Speculative Bubbles Migrate in the Chinese Stock Market? In: MPRA Paper. [Full Text][Citation analysis] | paper | 4 |
| 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: 4 | article | |
| 2019 | Market Reaction to iPhone Rumors In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Frequentist model averaging for threshold models In: MPRA Paper. [Full Text][Citation analysis] | paper | 5 |
| 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: 5 | article | |
| 2018 | Does studying in Hong Kong affect the ideological preferences of Chinese mainland undergraduates? In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Does studying in Hong Kong affect the ideological preferences of Chinese mainland undergraduates?.(2018) In: Economic and Political Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2018 | The Underpricing of Venture Capital Backed IPOs in China 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 | 1 |
| 2020 | Search of Attention in Financial Market In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Forecasting Income Inequality with Demographic Projections In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Does the macroeconomy matter to market volatility? Evidence from US industries In: Empirical Economics. [Full Text][Citation analysis] | article | 1 |
| 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 | 21 |
| 2007 | Profitability of intraday and interday momentum strategies In: Applied Economics Letters. [Full Text][Citation analysis] | article | 17 |
| 2007 | A comparison of MA and RSI returns with exchange rate intervention In: Applied Economics Letters. [Full Text][Citation analysis] | article | 9 |
| 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 | 41 |
| 2010 | Does the Dogs of the Dow strategy work better in blue chips? In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2011 | A gravity analysis of international stock market linkages In: Applied Economics Letters. [Full Text][Citation analysis] | article | 5 |
| 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 | 12 |
| 2013 | What determines the price of a racing horse? In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
| 2013 | What determines the price of a racing horse?.(2013) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 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 | 5 |
| 2021 | Non identification of structural change in non stationary AR(1) models In: Communications in Statistics - Theory and Methods. [Full Text][Citation analysis] | article | 0 |
| 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 | 34 |
| 2010 | Predictability of nonlinear trading rules in the U.S. stock market In: Quantitative Finance. [Full Text][Citation analysis] | article | 3 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2022 | Economic implications of the sixth plenary session of the 19th CPC Central Committee for China’s Hong Kong In: Economic and Political Studies. [Full Text][Citation analysis] | article | 0 |
| 2014 | The Private Benefits of Corporate Control: Evidence from China In: Economic and Political Studies. [Full Text][Citation analysis] | article | 0 |
| 2019 | Editorial In: Economic and Political Studies. [Full Text][Citation analysis] | article | 0 |
| 2019 | Understanding the China–US trade war: causes, economic impact, and the worst-case scenario In: Economic and Political Studies. [Full Text][Citation analysis] | article | 5 |
| 2020 | Editorial In: Economic and Political Studies. [Full Text][Citation analysis] | article | 0 |
| 2020 | An instrumental variable approach to unveiling the determinants of flatted factory rent in Hong Kong In: Economic and Political Studies. [Full Text][Citation analysis] | article | 0 |
| 2020 | The development of Hong Kong housing market: past, present and future In: Economic and Political Studies. [Full Text][Citation analysis] | article | 1 |
| 2021 | The impact of COVID-19 on ASEAN In: Economic and Political Studies. [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 | 4 |
| 2012 | Does Banking Competition Alleviate or Worsen Credit Constraints Faced by Small and Medium Enterprises? Evidence from China (Replaces CentER DP 2011-006).(2012) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2012 | Does Banking Competition Alleviate or Worsen Credit Constraints Faced by Small and Medium Enterprises? Evidence from China (Replaces EBC DP 2011-001) In: Other publications TiSEM. [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 |
| 2013 | Shipping the Good Horses Out In: Southern Economic Journal. [Full Text][Citation analysis] | article | 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 | 7 |
| 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 | 1 |
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