Terence Tai Leung CHONG : Citation Profile


Are you Terence Tai Leung CHONG?

Chinese University of Hong Kong

18

H index

28

i10 index

1037

Citations

RESEARCH PRODUCTION:

127

Articles

92

Papers

1

Chapters

RESEARCH ACTIVITY:

   27 years (1995 - 2022). See details.
   Cites by year: 38
   Journals where Terence Tai Leung CHONG has often published
   Relations with other researchers
   Recent citing documents: 137.    Total self citations: 58 (5.3 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pch395
   Updated: 2023-11-04    RAS profile: 2023-07-17    
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Relations with other researchers


Works with:

HE, QING (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Terence Tai Leung CHONG.

Is cited by:

Wong, Wing-Keung (40)

Liew, Venus (36)

Lim, Kian-Ping (18)

HE, QING (15)

Chang, Chia-Lin (14)

Bahmani-Oskooee, Mohsen (13)

Leung, Charles (12)

Baharumshah, Ahmad Zubaidi (9)

Boldea, Otilia (8)

Chen, Nan-Kuang (7)

Yu, Jun (6)

Cites to:

Fama, Eugene (29)

Rose, Andrew (28)

Hansen, Bruce (22)

French, Kenneth (21)

Demirguc-Kunt, Asli (18)

Wong, Wing-Keung (17)

Bai, Jushan (16)

HE, QING (15)

Frankel, Jeffrey (14)

Mankiw, N. Gregory (13)

Chen, Haiqiang (13)

Main data


Where Terence Tai Leung CHONG has published?


Journals with more than one article published# docs
Economics Bulletin15
Economic and Political Studies11
Economics Letters8
Applied Economics Letters7
The Singapore Economic Review (SER)5
Chinese Economy5
China Economic Review5
Quantitative Finance4
Studies in Nonlinear Dynamics & Econometrics4
JRFM4
Annals of Financial Economics (AFE)3
The North American Journal of Economics and Finance3
Econometrics Journal3
Applied Economics3
Pacific-Basin Finance Journal2
International Economics2
Pacific Economic Review2
Journal of Econometrics2
Econometric Theory2
Empirical Economics2
International Economics2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany56

Recent works citing Terence Tai Leung CHONG (2023 and 2022)


YearTitle of citing document
2022BERT-based Financial Sentiment Index and LSTM-based Stock Return Predictability. (2019). Xu, Yabo ; Wu, QI ; Li, Duan ; Mou, Hao ; Huang, Xin ; Git, Joshua Zoen. In: Papers. RePEc:arx:papers:1906.09024.

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2022On the asymptotic behavior of bubble date estimators. (2021). Skrobotov, Anton ; Kurozumi, Eiji. In: Papers. RePEc:arx:papers:2110.04500.

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2022The 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.

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2022Exploring Classic Quantitative Strategies. (2022). Lu, Jun. In: Papers. RePEc:arx:papers:2202.11309.

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2022Balancing Profit, Risk, and Sustainability for Portfolio Management. (2022). Omlin, Christian W ; Maree, Charl. In: Papers. RePEc:arx:papers:2207.02134.

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2022DDPG 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.

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2022Deep Reinforcement Learning Approach for Trading Automation in The Stock Market. (2022). Duman, Ekrem ; Kabbani, Taylan. In: Papers. RePEc:arx:papers:2208.07165.

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2022Asymptotic Properties of the Synthetic Control Method. (2022). Zhang, Xinyu ; Wang, Wendun. In: Papers. RePEc:arx:papers:2211.12095.

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2023A 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.

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2023Long-Term Modeling of Financial Machine Learning for Active Portfolio Management. (2023). Suzuki, Tomoya ; Amagai, Kazuki. In: Papers. RePEc:arx:papers:2301.12346.

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2023Improving the accuracy of bubble date estimators under time-varying volatility. (2023). Skrobotov, Anton ; Kurozumi, Eiji. In: Papers. RePEc:arx:papers:2306.02977.

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2023Break-Point Date Estimation for Nonstationary Autoregressive and Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.13915.

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2023Bank Market Power and Interest Rate Setting: Why Consolidated Banking Data Matte. (2023). Nicolas, Theo. In: Débats économiques et financiers. RePEc:bfr:decfin:40.

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2023Forecasting 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.

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2023Earnings 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.

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2022Does 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.

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2023House 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.

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2023On 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.

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2022Return 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.

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2022Targeted 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.

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2022U.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.

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2022Export 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.

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2023Propagation 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.

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2023Is 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.

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2023Market 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.

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2022The 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.

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2023Predicting 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.

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2022Money, 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.

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2022COVID-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.

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2022Does 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.

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2022Herding 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.

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2022Six 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.

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2022Demand shocks and price stickiness in housing market dynamics. (2022). Fan, Ying. In: Economic Modelling. RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000669.

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2022The 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.

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2022Fostering 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.

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2023Are 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.

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2023Sequential 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.

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2023The 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.

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2022Scheduled 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.

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2023Digital 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.

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2023Cross-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.

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2023Model 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.

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2022Business 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.

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2022Low 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.

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2023The 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.

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2022Capital 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.

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2022Financial 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.

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2023The 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.

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2022A 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.

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2023Do 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.

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2022Whether 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.

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2022Investor 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.

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2022Bank 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.

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2023Risk 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.

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2022Crash 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.

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2022The 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.

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2023Financial 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.

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2022Internet 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.

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2022Forecast 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.

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2022Information 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.

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2022Search 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.

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2023Green 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.

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2023Price 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.

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2023The 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.

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2022Anchoring 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.

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2022The 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.

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2022Does 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.

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2022The 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.

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2022Distance, 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.

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2022Measuring 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.

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2022Domestic 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.

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2023Democracy 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.

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2022Measuring 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.

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2022Financial 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.

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2022Economic 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.

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2022Bank 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.

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2022Measuring 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.

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2023Investor 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.

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2023Interest 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.

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2023COVID-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.

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2022Predictive 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.

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2022Changing 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.

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2023Threshold 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.

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2022Do 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.

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2022.

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2022How 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.

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2022Measures 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.

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2022Spatial 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.

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2023Does 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.

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2023Asymmetric 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.

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2022Has 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.

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2022Does 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.

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2022Export 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.

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2023FinTech 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.

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2022In-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.

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2023Do 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.

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

Works by Terence Tai Leung CHONG:


YearTitleTypeCited
2013Minimum Wage and Shareholder Wealth: Evidence from Hong Kong In: Applied Economics Quarterly (formerly: Konjunkturpolitik).
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2019Comments on The rise of benchmark bonds in emerging Asia In: BIS Papers chapters.
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2010A Competing Risks Analysis of Corporate Survival In: Financial Management.
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2011Are Chinese Stock Market Cycles Duration Independent? In: The Financial Review.
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2019Institutional Ownership and Private Equity Placements: Evidence from Chinese Listed Firms In: International Review of Finance.
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2019Nexus between visitor arrivals and residential property rents in Hong Kong In: Pacific Economic Review.
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2007A Class Test for Fractional Integration In: Studies in Nonlinear Dynamics & Econometrics.
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2017A new recognition algorithm for “head-and-shoulders” price patterns In: Studies in Nonlinear Dynamics & Econometrics.
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2015Estimation and Inference of Threshold Regression Models with Measurement Errors.(2015) In: MPRA Paper.
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1996Estimation of and Testing for Structural Break in the Presence of Measurement Errors In: Departmental Working Papers.
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1996Seemingly Unexplosive Nonstationary Random Coefficient Autoregressive Processes, A Note In: Departmental Working Papers.
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1996Estimating the Unit Root Process in the Presence of Measurement Errors In: Departmental Working Papers.
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1997Structural Change in AR(1) Models In: Departmental Working Papers.
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2001STRUCTURAL CHANGE IN AR(1) MODELS.(2001) In: Econometric Theory.
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1998A Simple Test for Fractionally Integrated Processes In: Departmental Working Papers.
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2000Estimating the differencing parameter via the partial autocorrelation function.(2000) In: Journal of Econometrics.
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1998Estimating the Fractionally Integrated Process in the Presence of Measurement Errors In: Departmental Working Papers.
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1999Estimating the fractionally integrated process in the presence of measurement errors.(1999) In: Economics Letters.
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2000Time Series Properties of Aggregated AR(2) Processes In: Departmental Working Papers.
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2007Determining the contributions to price discovery for Chinese cross-listed stocks.(2007) In: Pacific-Basin Finance Journal.
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2017Structural change in non-stationary AR(1) models.(2017) In: MPRA Paper.
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2005Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors In: Economics Bulletin.
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2007Estimating the Fractionally Integrated Model with a Break in the Differencing Parameter In: Economics Bulletin.
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2008Structural Change in the Efficiency of the Japanese Stock Market after the Millennium In: Economics Bulletin.
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2008Structural Change in the Stock Market Efficiency after the Millennium: The MACD Approach In: Economics Bulletin.
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2009Is the Convergence of Accounting Standards Good for Stock Markets? In: Economics Bulletin.
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2009Hedonic pricing models for metropolitan bus services In: Economics Bulletin.
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2009Who will win the Nobel Prize? In: Economics Bulletin.
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2009Profitability of the On-Balance Volume Indicator In: Economics Bulletin.
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2011Structural Changes and Regional Disparity in Chinas Inflation In: Economics Bulletin.
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2013Can analyst predict stock market crashes? In: Economics Bulletin.
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2017Extreme Risk Value and Dependence Structure of the China Securities Index 300 In: Economics Bulletin.
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2017Extreme Risk Value and Dependence Structure of the China Securities Index 300.(2017) In: MPRA Paper.
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2009What accounts for Chinese Business Cycle? In: China Economic Review.
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2012Is the Chinese stock market really inefficient? In: China Economic Review.
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2011Is the Chinese Stock Market Really Efficient.(2011) In: MPRA Paper.
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2013Factor-augmented VAR analysis of the monetary policy in China In: China Economic Review.
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2014The nexus between labor wages and property rents in the Greater China area In: China Economic Review.
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2019Price rigidity in China: Empirical results at home and abroad In: China Economic Review.
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2018Price Rigidity in China: Empirical Results at Home and Abroad.(2018) In: MPRA Paper.
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2016The stock–bond comovements and cross-market trading In: Journal of Economic Dynamics and Control.
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2016The Stock-Bond Comovements and Cross-Market Trading.(2016) In: MPRA Paper.
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2012Testing for a unit root in the presence of stochastic volatility and leverage effect In: Economic Modelling.
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2019The effects of trading suspensions in China In: The North American Journal of Economics and Finance.
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2018The Effects of Trading Suspensions in China.(2018) In: MPRA Paper.
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2020Threshold effect of scale and skill in active mutual fund management In: The North American Journal of Economics and Finance.
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2021Factor pricing of cryptocurrencies In: The North American Journal of Economics and Finance.
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2008Time series test of nonlinear convergence and transitional dynamics In: Economics Letters.
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2012Long-range dependence in the international diamond market In: Economics Letters.
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2014Nonlinear dependence between stock and real estate markets in China In: Economics Letters.
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2014Nonlinear Dependence between Stock and Real Estate Markets in China.(2014) In: MPRA Paper.
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2018Co-integrated or not? After the Shanghai–Hong Kong and Shenzhen–Hong Kong Stock Connection Schemes In: Economics Letters.
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2018Co-integrated or not? After the Shanghai-Hong Kong and Shenzhen-Hong Kong Stock Connection Schemes.(2018) In: MPRA Paper.
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2004Are Asian Real Exchange Rates Stationary?.(2004) In: International Finance.
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2008International linkages of the Japanese stock market In: Japan and the World Economy.
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2013Does banking competition alleviate or worsen credit constraints faced by small- and medium-sized enterprises? Evidence from China In: Journal of Banking & Finance.
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2017Housing prices and business cycle in China: A DSGE analysis In: International Review of Economics & Finance.
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2016Housing Prices and Business Cycle in China: A DSGE Analysis.(2016) In: MPRA Paper.
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2006On the Comovement of A and H Shares In: Chinese Economy.
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2008Testing for Structural Change in the Nontradable Share Reform of the Chinese Stock Market In: Chinese Economy.
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2017Political Turnover and the Stock Performance of SOEs in China In: Chinese Economy.
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