19
H index
29
i10 index
1126
Citations
Chinese University of Hong Kong | 19 H index 29 i10 index 1126 Citations RESEARCH PRODUCTION: 129 Articles 96 Papers 1 Chapters RESEARCH ACTIVITY: 29 years (1995 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pch395 |
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: |
Working Papers Series with more than one paper published | # docs |
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MPRA Paper / University Library of Munich, Germany | 60 |
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2023 | A Technical Indicator for a Short-term Trading Decision in the NASDAQ Market. (2023). Khalaf, Oshamah Ibrahim ; Bouasabah, Mohammed. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:27:y:2023:i:3:p:1-13. 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 | Boosting Stock Price Prediction with Anticipated Macro Policy Changes. (2023). Amin, Md Shahedul ; Haque, Md Sabbirul ; Ahmed, Ashiqul Haque ; Cao, Duc Minh ; Miah, Jonayet. In: Papers. RePEc:arx:papers:2311.06278. 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 | 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 | |
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 | Political turnover and firm innovation in China: The moderating role of innovation and entrepreneurship environment. (2023). Wu, Yanrui ; Zhang, YA ; Shi, Xing. In: Journal of Asian Economics. RePEc:eee:asieco:v:88:y:2023:i:c:s1049007823000714. 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 | Fintech development, firm digitalization, and bank loan pricing. (2023). Zhang, Tonghui ; Wu, Weili ; Chen, Wen. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000527. Full description at Econpapers || Download paper | |
2024 | Sensitivity of Chinese stock markets to individual investor sentiment: An analysis of Sina Weibo mood related to COVID-19. (2024). Ahn, Hee-Joon ; Li, Jiaqi. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000746. Full description at Econpapers || Download paper | |
2024 | Price clustering on cryptocurrency order books at a US-based exchange. (2024). Han, Seungoh. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s221463502400008x. 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 | |
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 | |
2023 | Positive and negative price bubbles of Chinese agricultural commodity futures. (2023). Chang, Chiu-Lan ; Lin, Yizhou ; Fang, Ming. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:456-471. Full description at Econpapers || Download paper | |
2023 | High-speed rail, technological improvement, and PM2.5: Evidence from China. (2023). Xie, Chengxuan ; Su, Weijian. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:1349-1362. Full description at Econpapers || Download paper | |
2023 | The impact of regulation on cryptocurrency market volatility in the context of the COVID-19 pandemic — evidence from China. (2023). Qi, Jiayin ; Xu, Kunpeng ; Zhang, Pengcheng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:222-246. Full description at Econpapers || Download paper | |
2023 | Bank competition and zombie company: Empirical evidence from China. (2023). Zhao, Jingmei ; Ren, Meixu ; Shen, YU. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:297-318. Full description at Econpapers || Download paper | |
2024 | Will the establishment of city commercial banks improve resource allocation efficiency?–Concurrently on bank risk-taking channels of monetary policy in China. (2024). Luo, XI ; Yu, Jintao ; Gong, Xingyu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1513-1526. 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 | |
2023 | Central bank lending facility and investment efficiency of non-SOEs: evidence from China. (2023). Si, Deng-Kui ; Ding, Hui ; Xie, Pinyi ; Li, Xiao-Lin. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s026499932300233x. Full description at Econpapers || Download paper | |
2023 | ESG rating confusion and bond spreads. (2023). Yan, Jingzhou ; Zou, Jin ; Deng, Guoying. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s026499932300367x. 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 | |
2024 | Do fund managers’ performance rely on gender and team size? Evidence from India. (2024). Chandra, Abhijeet ; Mishra, Ajay Kumar ; Majumdar, Sudipta. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000184. 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 | |
2023 | Penetrating sporadic return predictability. (2023). Xie, Xinling ; Tu, Yundong. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:1:s0304407623002257. Full description at Econpapers || Download paper | |
2023 | Optimal model averaging based on forward-validation. (2023). Zhang, Xiaomeng. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s030440762200094x. Full description at Econpapers || Download paper | |
2023 | Bayesian Analysis of ARCH-M model with a dynamic latent variable. (2023). Li, Yuan ; Song, Xinyuan. In: Econometrics and Statistics. RePEc:eee:ecosta:v:28:y:2023:i:c:p:47-62. Full description at Econpapers || Download paper | |
2024 | Does population aging coexist with income inequality in the long run? Evidence from selected Asia-Pacific countries. (2024). Law, Chee Hong ; Wong, Koi Nyen ; Goh, Soo Khoon ; Shaik, Muhammad Raees. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s0939362523000882. 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 | |
2023 | Financial statement fraud, recidivism and punishment. (2023). Jaafar, Aziz ; Ashton, John K ; Wang, Yang. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000389. Full description at Econpapers || Download paper | |
2024 | The effects of banking market structure on corporate cash holdings and the value of cash. (2024). Mi, Biao ; Han, Liang ; Li, Shengfeng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001275. Full description at Econpapers || Download paper | |
2023 | The role of public environmental concern on corporate social responsibility: Evidence from search index of web users. (2023). Wu, Haitao ; Wang, Dianjie ; Tao, Yunqing ; Zhang, Yao ; Ye, Yongwei. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s014098832300539x. Full description at Econpapers || Download paper | |
2024 | Geopolitical risk: An opportunity or a threat to the green bond market?. (2024). Norena-Chavez, Diego ; Stefea, Petru ; Qin, Meng ; Liu, Fangying. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000999. 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 | |
2023 | Bank connections, corporate social responsibility and low-carbon innovation. (2023). Chen, Wen. In: Energy Policy. RePEc:eee:enepol:v:183:y:2023:i:c:s0301421523004251. 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 | |
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 | |
2023 | The destabilizing effect of mutual fund herding: Evidence from China. (2023). Hu, YU ; He, Zhongzhi ; Xue, Wenjun. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001278. Full description at Econpapers || Download paper | |
2023 | Can bank branch establishment help SMEs survive? Evidence from China. (2023). Zhang, Bing ; Zhou, Nan ; Sun, Ruohan. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002107. Full description at Econpapers || Download paper | |
2024 | Bank price competition and enterprise innovation——Based on empirical evidence of Chinese A-share listed companies. (2024). Peng, Wei ; Li, YI. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005203. Full description at Econpapers || Download paper | |
2024 | Responses of financial stress and monetary policy to global warming: Evidence from China. (2024). Lin, Boqiang ; Zhang, Zuopeng ; Wu, Nan. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000243. Full description at Econpapers || Download paper | |
2024 | Currency overvaluation and export product quality: Evidence from China. (2024). Xiong, Mengxu ; Shi, Zheng ; Kong, Dongmin. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000826. Full description at Econpapers || Download paper | |
2024 | Coping with the storm: The role of fintech in SME survival. (2024). Sun, Ruohan ; Zhou, Nan. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000899. Full description at Econpapers || Download paper | |
2024 | Numerological superstitions and market-wide herding: Evidence from China. (2024). Gebka, Bartosz ; Gavriilidis, Konstantinos ; Cui, Yueting ; Kallinterakis, Vasileios. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001315. Full description at Econpapers || Download paper | |
2024 | Banking competition, credit financing and the efficiency of corporate technology innovation. (2024). Zhao, Qiuhan ; Liu, Xiaohua. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001807. Full description at Econpapers || Download paper | |
2024 | Risking or de-risking? The effect of banking competition on large state-owned banks and small and medium-sized enterprise lending: Evidence from China. (2024). Zhao, Shaoyang ; Zhou, BO ; Liang, Yunjia. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s105752192400190x. Full description at Econpapers || Download paper | |
2024 | Bank competition and household informal credit. (2024). Kong, Dongmin ; Bai, Yiyi ; Lei, Jie. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001911. Full description at Econpapers || Download paper | |
2024 | Does Fintech affect shadow banking of non-financial firms? Evidence from the entrusted loans. (2024). Ni, Juan ; Cao, Yue ; Feng, Yongqi. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s105752192400200x. Full description at Econpapers || Download paper | |
2024 | Green bond credit spreads and bank loans in China. (2024). Zaremba, Adam ; Long, Huaigang ; Wang, Chong ; Zhou, Wenyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002321. 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 | |
2023 | Does the Antimonopoly Law improve companies’ cash-holding management efficiency? Empirical evidence from Chinese listed companies. (2023). Zhao, Yiyun. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003252. Full description at Econpapers || Download paper | |
2023 | Who received interest-free loans during the COVID-19 pandemic?. (2023). Wu, Peng ; Li, Kainan ; Yang, Liuyong. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323006852. Full description at Econpapers || Download paper | |
2023 | On the relationship between sentiment gap and A-share premium in China. (2023). Hua, Wei ; Fu, Hsiao-Peng. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323007080. Full description at Econpapers || Download paper | |
2023 | “Conniving” or “controlling”: How does banking competition impact private enterprise violations?. (2023). Fang, Zhengshuai ; Song, Tonghu ; Zhang, Yue ; Chen, XI. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009339. Full description at Econpapers || Download paper | |
2024 | The impact of bank credit corruption on firms carbon emission reduction innovations: Empirical evidence from China. (2024). Xu, Fangyuan ; Sun, Wenyan ; Rui, Linlin. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012564. Full description at Econpapers || Download paper | |
2024 | Banking competition and digital transformation. (2024). Hu, Haifeng ; Ban, Yuanhao ; Bai, Zonghang. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000989. Full description at Econpapers || Download paper | |
2023 | Banking competition and the use of shadow credit: Evidence from lending marketplaces. (2023). Anwar, Sajid ; Xu, Lei ; Ma, Qianli ; Lu, Zenghua. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000790. Full description at Econpapers || Download paper | |
2023 | Banking sector competition and firms’ financial constraints: Firm-Level evidence from developing economies. (2023). Kutan, Ali ; Khan, Habib Hussain. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001166. Full description at Econpapers || Download paper | |
2024 | International trade network and stock market connectedness: Evidence from eleven major economies. (2024). Mishra, Tapas ; Patra, Ramakanta ; Raju, V L ; You, Kefei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000052. Full description at Econpapers || Download paper | |
2023 | Bank competition and corporate employment: Evidence from the geographic distribution of bank branches in China. (2023). Anderson, Hamish D ; Wang, Qing Sophie ; Chen, Lihan ; Lai, Shaojie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001620. Full description at Econpapers || Download paper | |
2024 | Exploring barriers to secondhand luxury consumption among Chinese consumers and changes during the COVID-19 pandemic. (2024). Park, Seong-Yeon ; Luo, Hong. In: Journal of Business Research. RePEc:eee:jbrese:v:174:y:2024:i:c:s0148296324000018. 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 | |
2024 | Climate impacts on the loan quality of Chinese regional commercial banks. (2024). Zhang, Dayong ; Wu, Yalin ; Lucey, Brian ; Guo, Kun ; Ji, Qiang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001766. Full description at Econpapers || Download paper | |
2024 | Chinese monetary policy spillovers on its international portfolio investment flows. (2024). Liu, Zixi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:141:y:2024:i:c:s0261560623002085. 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 | |
2023 | What role financial inclusion, green trade and natural resources utilization play in ASEAN economic growth: Evidence from post COVID era. (2023). Tran, Trung Kien ; Huy, Pham Quang ; Ha, Tran Thai ; Sadiq, Muhammad ; Ou, Jenho Peter ; van Kien, Pham. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723005950. Full description at Econpapers || Download paper | |
2023 | Research on the effect of firm-specific investor sentiment on the idiosyncratic volatility anomaly: Evidence from the Chinese market. (2023). Zhang, Yue ; Chen, Haozhi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:81:y:2023:i:c:s0927538x23001853. Full description at Econpapers || Download paper | |
2023 | Momentum effect and contrarian effect in Chinas A-share market, under registration-based system. (2023). Xu, Yueling ; Zhang, Hong ; Hu, Yue ; Yu, Chenkang ; Zhou, Fengbo ; Huang, Wenli. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:81:y:2023:i:c:s0927538x2300197x. Full description at Econpapers || Download paper | |
2023 | Banking deregulation and export product quality. (2023). Hu, Debao ; Si, Deng-Kui ; Qiu, Guojing ; Li, Xinqi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002378. 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 | |
2024 | Dual effects of investor sentiment and uncertainty in financial markets. (2024). Ryu, Doojin ; Cho, Hoon ; Seok, Sangik. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:300-315. 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 | |
2024 | Multiscale extreme risk spillovers among the Chinese mainland, Hong Kong, and London stock markets: Comparing the impacts of three Stock Connect programs. (2024). Chen, Wei ; Li, Jingyu ; Yao, Yinhong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1217-1233. Full description at Econpapers || Download paper | |
2024 | Monetary policy in China: A Factor Augmented VAR approach. (2024). Tang, Biyan ; Kitenge, Erick ; Yemba, Boniface ; Gaekwad, Neepa B. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:975-1008. Full description at Econpapers || Download paper | |
2024 | Banking competition and the effectiveness of environmental regulations: Evidence from China. (2024). Zhou, Mohan ; Wei, XU ; Kong, Junhao ; Luo, Deming. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:579-596. 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 | |
2024 | Bank competition and firm asset- debt maturity mismatch: Evidence from the SMEs in China. (2024). Tian, Guangning ; Cheng, Yue ; Li, BO. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000321. Full description at Econpapers || Download paper | |
2023 | On the least squares estimation of multiple-threshold-variable autoregressive models. (2023). Li, Dong ; Zhang, Xinyu ; Tong, Howell. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:118377. 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 | |
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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 | |
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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 | |
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2007 | Profitability of intraday and interday momentum strategies In: Applied Economics Letters. [Full Text][Citation analysis] | article | 19 |
2007 | A comparison of MA and RSI returns with exchange rate intervention In: Applied Economics Letters. [Full Text][Citation analysis] | article | 10 |
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 | 49 |
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 | 6 |
2015 | Economies of scale in the demand for money by firms in China In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
2007 | On the convergence of the Chinese and Hong Kong stock markets: a cointegration analysis of the A and H shares In: Applied Financial Economics. [Full Text][Citation analysis] | article | 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 nother 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 | 38 |
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 | 42 |
2010 | Predictability of nonlinear trading rules in the U.S. stock market In: Quantitative Finance. [Full Text][Citation analysis] | article | 3 |
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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 |
2023 | Understanding the digital economy in China: Characteristics, challenges, and prospects 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 | 6 |
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 | 2 |
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 nother 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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