Terence Tai Leung CHONG : Citation Profile


Are you Terence Tai Leung CHONG?

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.
   Cites by year: 38
   Journals where Terence Tai Leung CHONG has often published
   Relations with other researchers
   Recent citing documents: 128.    Total self citations: 58 (4.9 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch395
   Updated: 2024-11-04    RAS profile: 2024-09-06    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

HE, QING (3)

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 (46)

Liew, Venus (34)

Chang, Chia-Lin (16)

Lim, Kian-Ping (16)

HE, QING (15)

Bahmani-Oskooee, Mohsen (13)

Leung, Charles (12)

Baharumshah, Ahmad Zubaidi (9)

Boldea, Otilia (8)

Kutan, Ali (7)

Chen, Nan-Kuang (7)

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)

Reinhart, Carmen (14)

Frankel, Jeffrey (14)

Mankiw, N. Gregory (13)

Main data


Where Terence Tai Leung CHONG has published?


Journals with more than one article published# docs
Economics Bulletin15
Economic and Political Studies12
Economics Letters8
Applied Economics Letters7
China Economic Review5
The Singapore Economic Review (SER)5
Chinese Economy5
Studies in Nonlinear Dynamics & Econometrics4
Quantitative Finance4
JRFM4
The North American Journal of Economics and Finance3
Econometrics Journal3
Applied Economics3
Applied Financial Economics Letters3
Annals of Financial Economics (AFE)3
International Economics2
Empirical Economics2
Journal of Econometrics2
Pacific Economic Review2
Pacific-Basin Finance Journal2
International Economics2
Econometric Theory2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany60

Recent works citing Terence Tai Leung CHONG (2024 and 2023)


YearTitle of citing document
2023A 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

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.

Full description at Econpapers || Download paper

2023Long-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

2023Improving 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

2023Break-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

2023Boosting 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

2023Bank 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Political 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

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.

Full description at Econpapers || Download paper

2023Fintech 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

2024Sensitivity 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

2024Price 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Positive 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

2023High-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

2023The 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

2023Bank 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

2024Will 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Central 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

2023ESG 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Do 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

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.

Full description at Econpapers || Download paper

2023Penetrating 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

2023Optimal 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

2023Bayesian 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

2024Does 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

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.

Full description at Econpapers || Download paper

2023Financial 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

2024The 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

2023The 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

2024Geopolitical 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

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.

Full description at Econpapers || Download paper

2023Bank 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023The 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

2023Can 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

2024Bank 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

2024Responses 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

2024Currency 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

2024Coping 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

2024Numerological 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

2024Banking 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

2024Risking 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

2024Bank 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

2024Does 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

2024Green 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

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.

Full description at Econpapers || Download paper

2023Does 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

2023Who 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

2023On 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

2024The 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

2024Banking 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

2023Banking 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

2023Banking 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

2024International 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

2023Bank 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

2024Exploring 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Climate 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

2024Chinese 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

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.

Full description at Econpapers || Download paper

2023What 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

2023Research 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

2023Momentum 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

2023Banking 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

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.

Full description at Econpapers || Download paper

2024Dual 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Multiscale 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

2024Monetary 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

2024Banking 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

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.

Full description at Econpapers || Download paper

2024Bank 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

2023On 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

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.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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).
[Full Text][Citation analysis]
article0
2005Do 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]
article8
2005Do 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 nother version. Agregated cites: 8
paper
2019Comments on The rise of benchmark bonds in emerging Asia In: BIS Papers chapters.
[Full Text][Citation analysis]
chapter0
2010A Competing Risks Analysis of Corporate Survival In: Financial Management.
[Citation analysis]
article18
2011Are Chinese Stock Market Cycles Duration Independent? In: The Financial Review.
[Citation analysis]
article5
2019Institutional Ownership and Private Equity Placements: Evidence from Chinese Listed Firms In: International Review of Finance.
[Full Text][Citation analysis]
article2
2017Institutional Ownership and Private Equity Placements: Evidence from Chinese Listed Firms.(2017) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2008HEDONIC PRICING MODELS FOR VEHICLE REGISTRATION MARKS In: Pacific Economic Review.
[Full Text][Citation analysis]
article4
2019Nexus between visitor arrivals and residential property rents in Hong Kong In: Pacific Economic Review.
[Full Text][Citation analysis]
article3
2017The Nexus between Visitor Arrivals and Residential Property Rents in Hong Kong.(2017) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2018Can Poverty be Alleviated in China? In: Review of Income and Wealth.
[Full Text][Citation analysis]
article4
2015Can Poverty be Alleviated in China?.(2015) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2007A Class Test for Fractional Integration In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article2
2008The Nonlinear Dynamics of Foreign Reserves and Currency Crises In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article2
2017A new recognition algorithm for “head-and-shoulders” price patterns In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article0
2014A New Recognition Algorithm for “Head-and-Shoulders” Price Patterns.(2014) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2018Estimation and inference of threshold regression models with measurement errors In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article3
2015Estimation and Inference of Threshold Regression Models with Measurement Errors.(2015) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
1996Estimation of and Testing for Structural Break in the Presence of Measurement Errors In: Departmental Working Papers.
[Citation analysis]
paper0
1996Seemingly Unexplosive Nonstationary Random Coefficient Autoregressive Processes, A Note In: Departmental Working Papers.
[Citation analysis]
paper0
1996Estimating the Unit Root Process in the Presence of Measurement Errors In: Departmental Working Papers.
[Citation analysis]
paper1
1996Estimating the Location of Break in Restricted Structural Change Models In: Departmental Working Papers.
[Citation analysis]
paper0
1997Structural Change in AR(1) Models In: Departmental Working Papers.
[Citation analysis]
paper35
2001STRUCTURAL CHANGE IN AR(1) MODELS.(2001) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35
article
1998A Simple Test for Fractionally Integrated Processes In: Departmental Working Papers.
[Citation analysis]
paper0
1998Estimating the Differencing Parameter Via the Partial Autocorrelation Function In: Departmental Working Papers.
[Citation analysis]
paper9
2000Estimating the differencing parameter via the partial autocorrelation function.(2000) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9
article
1998Estimating the Fractionally Integrated Process in the Presence of Measurement Errors In: Departmental Working Papers.
[Citation analysis]
paper4
1999Estimating the fractionally integrated process in the presence of measurement errors.(1999) In: Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
article
2000Time Series Properties of Aggregated AR(2) Processes In: Departmental Working Papers.
[Citation analysis]
paper0
2001Time series properties of aggregated AR(2) processes.(2001) In: Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2000Estimation, 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]
paper0
2001Extracting From the Dow Jones Index In: Departmental Working Papers.
[Citation analysis]
paper0
2002Testing for Structural Break of the U.S. Stock Market in the 911 Attacks In: Departmental Working Papers.
[Citation analysis]
paper0
2003A Profitability Comparison of Modal Point and Closing Price In: Departmental Working Papers.
[Citation analysis]
paper0
2003On the Profitability of Momentum Strategies and Relative Strength Index in the International Equity Markets In: Departmental Working Papers.
[Citation analysis]
paper0
2003Effects of ARCH Errors on Autoregressive Lag Length Selection Criteria In: Departmental Working Papers.
[Citation analysis]
paper0
2003Modelling Smooth Transitional Economic Behavior In: Departmental Working Papers.
[Citation analysis]
paper0
2004An Omnibus Test for the Fractionally Intergrated Model In: Departmental Working Papers.
[Citation analysis]
paper0
2004Generic Consistency of the Break-Point Estimators under Specification Errors in a Multiple-Break Model In: Departmental Working Papers.
[Citation analysis]
paper19
2008Generic 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 nother version. Agregated cites: 19
article
2004Do the Chinese have a Preference for the Number 8: A Hedonic Pricing Model for the Vehicle Registration Marks in Hong Kong In: Departmental Working Papers.
[Citation analysis]
paper0
2004Value Creation and Long Term Performance of Hong Kong Spinoffs In: Departmental Working Papers.
[Citation analysis]
paper0
2005Determining the Contributions to the Price Discovery for Chinese Cross-listed Stocks In: Departmental Working Papers.
[Citation analysis]
paper36
2007Determining the contributions to price discovery for Chinese cross-listed stocks.(2007) In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36
article
2005What Cause(s) the Underpricing of H-Share IPO? In: Departmental Working Papers.
[Citation analysis]
paper0
2005Threshold Autoregressive Model with Multiple Threshold Variables In: Departmental Working Papers.
[Citation analysis]
paper4
2006Do Momentum-based Strategies Work in Emerging Currency Markets? In: Departmental Working Papers.
[Citation analysis]
paper9
2009Do momentum-based strategies work in emerging currency markets?.(2009) In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9
article
2006Market 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]
paper0
2006Predicting Currency Crises in Emerging Asian Countries: A Dynamic Threshold Approach In: Departmental Working Papers.
[Citation analysis]
paper0
2007The Political Economy of Issuing a Typhoon Signal In: Departmental Working Papers.
[Citation analysis]
paper0
2007A Competing Risk Analysis of Delistings In: Departmental Working Papers.
[Citation analysis]
paper1
2009The Value of Superstitions In: Departmental Working Papers.
[Citation analysis]
paper26
2010The value of superstitions.(2010) In: Journal of Economic Psychology.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26
article
2009The Value of Superstitions.(2009) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26
paper
2016Does monetary policy matter for trade? In: International Economics.
[Full Text][Citation analysis]
article3
2016Does monetary policy matter for trade?.(2016) In: International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
article
2015Does Monetary Policy Matter For Trade?.(2015) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2018Forecasting currency crises with threshold models In: International Economics.
[Full Text][Citation analysis]
article2
2018Forecasting currency crises with threshold models.(2018) In: International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
2018STRUCTURAL CHANGE IN NONSTATIONARY AR(1) MODELS In: Econometric Theory.
[Full Text][Citation analysis]
article3
2017Structural change in non-stationary AR(1) models.(2017) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2005Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors In: Economics Bulletin.
[Full Text][Citation analysis]
article4
2006Estimation of the Autoregressive Order in the Presence of Measurement Errors In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2006Two-sided Matching, Who Marries Whom? And what Happens upon Divorce? In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2007Identification and Estimation of Structural-Change Models with Misclassification In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2007Estimating the Fractionally Integrated Model with a Break in the Differencing Parameter In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2008Structural Change in the Efficiency of the Japanese Stock Market after the Millennium In: Economics Bulletin.
[Full Text][Citation analysis]
article2
2008Structural Change in the Stock Market Efficiency after the Millennium: The MACD Approach In: Economics Bulletin.
[Full Text][Citation analysis]
article2
2009Is the Convergence of Accounting Standards Good for Stock Markets? In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2009Hedonic pricing models for metropolitan bus services In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2009Who will win the Nobel Prize? In: Economics Bulletin.
[Full Text][Citation analysis]
article1
2009Profitability of the On-Balance Volume Indicator In: Economics Bulletin.
[Full Text][Citation analysis]
article3
2011Structural Changes and Regional Disparity in Chinas Inflation In: Economics Bulletin.
[Full Text][Citation analysis]
article1
2013Can analyst predict stock market crashes? In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2013Do Technical Analysts Outperform Novice Traders: Experimental Evidence In: Economics Bulletin.
[Full Text][Citation analysis]
article1
2017Extreme Risk Value and Dependence Structure of the China Securities Index 300 In: Economics Bulletin.
[Full Text][Citation analysis]
article1
2017Extreme Risk Value and Dependence Structure of the China Securities Index 300.(2017) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2003Generic consistency of the break-point estimator under specification errors In: Econometrics Journal.
[Full Text][Citation analysis]
article15
2006The polynomial aggregated AR(1) model In: Econometrics Journal.
[Full Text][Citation analysis]
article8
2009What accounts for Chinese Business Cycle? In: China Economic Review.
[Full Text][Citation analysis]
article28
2012Is the Chinese stock market really inefficient? In: China Economic Review.
[Full Text][Citation analysis]
article32
2011Is the Chinese Stock Market Really Efficient.(2011) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32
paper
2013Factor-augmented VAR analysis of the monetary policy in China In: China Economic Review.
[Full Text][Citation analysis]
article54
2014The nexus between labor wages and property rents in the Greater China area In: China Economic Review.
[Full Text][Citation analysis]
article1
2014The Nexus between Labour Wages and Property Rents in the Greater China Area.(2014) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2019Price rigidity in China: Empirical results at home and abroad In: China Economic Review.
[Full Text][Citation analysis]
article0
2018Price Rigidity in China: Empirical Results at Home and Abroad.(2018) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2016The stock–bond comovements and cross-market trading In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article11
2016The Stock-Bond Comovements and Cross-Market Trading.(2016) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2012Testing for a unit root in the presence of stochastic volatility and leverage effect In: Economic Modelling.
[Full Text][Citation analysis]
article5
2019The effects of trading suspensions in China In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article2
2018The Effects of Trading Suspensions in China.(2018) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2020Threshold effect of scale and skill in active mutual fund management In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article2
2018Threshold Effect of Scale and Skill in Active Mutual Fund Management.(2018) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2021Factor pricing of cryptocurrencies In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article1
2008Time series test of nonlinear convergence and transitional dynamics In: Economics Letters.
[Full Text][Citation analysis]
article34
2012Long-range dependence in the international diamond market In: Economics Letters.
[Full Text][Citation analysis]
article3
2014Nonlinear dependence between stock and real estate markets in China In: Economics Letters.
[Full Text][Citation analysis]
article27
2014Nonlinear Dependence between Stock and Real Estate Markets in China.(2014) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27
paper
2018Co-integrated or not? After the Shanghai–Hong Kong and Shenzhen–Hong Kong Stock Connection Schemes In: Economics Letters.
[Full Text][Citation analysis]
article13
2018Co-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 nother version. Agregated cites: 13
paper
1995Partial parameter consistency in a misspecified structural change model In: Economics Letters.
[Full Text][Citation analysis]
article26
2004Are Asian real exchange rates stationary? In: Economics Letters.
[Full Text][Citation analysis]
article78
2004Are Asian Real Exchange Rates Stationary?.(2004) In: International Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 78
paper
2021Estimating multiple breaks in nonstationary autoregressive models In: Journal of Econometrics.
[Full Text][Citation analysis]
article5
2018Estimating Multiple Breaks in Nonstationary Autoregressive Models.(2018) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2008International linkages of the Japanese stock market In: Japan and the World Economy.
[Full Text][Citation analysis]
article3
2013Does 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]
article156
2017Housing prices and business cycle in China: A DSGE analysis In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article16
2016Housing Prices and Business Cycle in China: A DSGE Analysis.(2016) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16
paper
1999Asymptotic distribution of the sup-Wald statistic under specification errors In: Structural Change and Economic Dynamics.
[Full Text][Citation analysis]
article0
2021Will stock rise on Valentine’s Day? In: Review of Behavioral Finance.
[Full Text][Citation analysis]
article0
2020Will Stock Rise on Valentine’s Day?.(2020) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2020The Unusual Trading Volume and Earnings Surprises in China’s Market In: JRFM.
[Full Text][Citation analysis]
article0
2018The Unusual Trading Volume and Earnings Surprises in China’s Market.(2018) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2009The Nexus between Analyst Forecast Dispersion and Expected Returns Surrounding Stock Market Crashes In: JRFM.
[Full Text][Citation analysis]
article0
2014Revisiting the Performance of MACD and RSI Oscillators In: JRFM.
[Full Text][Citation analysis]
article12
2014Revisiting the Performance of MACD and RSI Oscillators.(2014) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12
paper
2016The Nexus between Social Capital and Bank Risk Taking In: JRFM.
[Full Text][Citation analysis]
article0
2016The Nexus Between Social Capital and Bank Risk Taking.(2016) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2017A Principal Component Approach to Measuring Investor Sentiment in Hong Kong In: Journal of Management Sciences.
[Full Text][Citation analysis]
article13
2017A Principal Component Approach to Measuring Investor Sentiment in Hong Kong.(2017) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13
paper
2017Predictive models for disaggregate stock market volatility In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]
article2
2015Predictive Models for Disaggregate Stock Market Volatility.(2015) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2019Regional differences in self-employment in China In: Small Business Economics.
[Full Text][Citation analysis]
article1
2006On the Comovement of A and H Shares In: Chinese Economy.
[Full Text][Citation analysis]
article6
2007The Revaluation and Future Adjustment of the Renminbi In: Chinese Economy.
[Full Text][Citation analysis]
article0
2008Testing for Structural Change in the Nontradable Share Reform of the Chinese Stock Market In: Chinese Economy.
[Full Text][Citation analysis]
article2
2017Political Turnover and the Stock Performance of SOEs in China In: Chinese Economy.
[Full Text][Citation analysis]
article1
2015Political Turnover and the Stock Performance of SOEs in China.(2015) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2017A New Approach to Modeling Sector Stock Returns in China In: Chinese Economy.
[Full Text][Citation analysis]
article1
2016A New Approach to Modelling Sector Stock Returns in China.(2016) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2019Monetary policy regimes and growth revisited: evidence from a de facto classification In: Oxford Economic Papers.
[Full Text][Citation analysis]
article1
2020How does the COVID-19 pandemic affect housing prices in China? In: MPRA Paper.
[Full Text][Citation analysis]
paper5
2024Economic Prospects of the Development of the Guangdong-Hong Kong-Macao Greater Bay Area: The Competitive Advantages and Importance of the Service Sector In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2024The Impact of Caste on Income Disparity in India Today. A Pan-India Panel Data Approach In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2024Distance to Abortion Facilities and Child Living Conditions-Implication of the Abortion Law Change in the United States In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2024Is Hong Kong still an entrepôt under the Sino-U.S. trade war? In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2014Price Limits and Stock Market Volatility in China In: MPRA Paper.
[Full Text][Citation analysis]
paper2
2013A Principal Component Approach to Measuring Investor Sentiment in China In: MPRA Paper.
[Full Text][Citation analysis]
paper29
2014A principal component approach to measuring investor sentiment in China.(2014) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29
article
2012Theory and Applications of TAR Model with Two Threshold Variables In: MPRA Paper.
[Full Text][Citation analysis]
paper20
2012Theory and Applications of TAR Model with Two Threshold Variables.(2012) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20
article
2014Estimating and Testing Threshold Regression Models with Multiple Threshold Variables In: MPRA Paper.
[Full Text][Citation analysis]
paper3
2013Asymptotic Inferences for an AR(1) Model with a Change Point: Stationary and Nearly Non-stationary Cases In: MPRA Paper.
[Full Text][Citation analysis]
paper4
2014Dirichlet Process Hidden Markov Multiple Change-point Model In: MPRA Paper.
[Full Text][Citation analysis]
paper3
2014From Fixed to Float: A Competing Risks Analysis In: MPRA Paper.
[Full Text][Citation analysis]
paper2
2016From Fixed to Float: A Competing Risks Analysis.(2016) In: International Economic Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
2013Are Prices Sticky in Large Developing Economies? An Empirical Comparison of China and India In: MPRA Paper.
[Full Text][Citation analysis]
paper1
2019ARE 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 nother version. Agregated cites: 1
article
2016Entrepreneurial Activities and Institutional Environment in China In: MPRA Paper.
[Full Text][Citation analysis]
paper1
2017Entrepreneurial activities and institutional environment in China.(2017) In: Economic and Political Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
2015Executive Stock Option Pricing in China under Stochastic Volatility In: MPRA Paper.
[Full Text][Citation analysis]
paper4
2015Executive Stock Option Pricing in China Under Stochastic Volatility.(2015) In: Journal of Futures Markets.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
article
2015What Should Central Banks Target? Evidence on the Impact of Monetary Policy Regimes on Economic Growth In: MPRA Paper.
[Full Text][Citation analysis]
paper1
2016What Explains Herd Behavior in the Chinese Stock Market? In: MPRA Paper.
[Full Text][Citation analysis]
paper17
2017What Explains Herd Behavior in the Chinese Stock Market?.(2017) In: Journal of Behavioral Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17
article
2014A Tale of Two Regimes: Classifying and Revisiting the Monetary Policy Regimes In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2016Long Range Dependence and Structural Breaks in the Gold Markets In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2020LONG RANGE DEPENDENCE AND STRUCTURAL BREAKS IN THE GOLD MARKETS.(2020) In: The Singapore Economic Review (SER).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2017Factor Pricing in Commodity Futures and the Role of Liquidity In: MPRA Paper.
[Full Text][Citation analysis]
paper2
2017Factor pricing in commodity futures and the role of liquidity.(2017) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
2016An Empirical Comparison of Fast and Slow Stochastics In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2016The Debt-Equity Choice of Japanese Firms In: MPRA Paper.
[Full Text][Citation analysis]
paper1
2017Profitability of CAPM Momentum Strategies in the US Stock Market In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2016The Roadmap of Interest Rate Liberalization in China In: MPRA Paper.
[Full Text][Citation analysis]
paper1
2017The roadmap of interest rate liberalisation in China.(2017) In: Economic and Political Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
2017The Sources of Country and Industry Variations in ASEAN Stock Returns In: MPRA Paper.
[Full Text][Citation analysis]
paper1
2016Do Speculative Bubbles Migrate in the Chinese Stock Market? In: MPRA Paper.
[Full Text][Citation analysis]
paper5
2019Do speculative bubbles migrate in the Chinese stock market?.(2019) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
article
2019Market Reaction to iPhone Rumors In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2017Frequentist model averaging for threshold models In: MPRA Paper.
[Full Text][Citation analysis]
paper6
2019Frequentist model averaging for threshold models.(2019) In: Annals of the Institute of Statistical Mathematics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
article
2018Does studying in Hong Kong affect the ideological preferences of Chinese mainland undergraduates? In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2018Does 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 nother version. Agregated cites: 0
article
2018The Underpricing of Venture Capital Backed IPOs in China In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2019The 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]
paper1
2020Search of Attention in Financial Market In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2019Forecasting Income Inequality with Demographic Projections In: MPRA Paper.
[Full Text][Citation analysis]
paper1
2021Does the macroeconomy matter to market volatility? Evidence from US industries In: Empirical Economics.
[Full Text][Citation analysis]
article1
2001Estimating the locations and number of change points by the sample-splitting method In: Statistical Papers.
[Full Text][Citation analysis]
article3
2003An empirical comparison of moving average envelopes and Bollinger Bands In: Applied Economics Letters.
[Full Text][Citation analysis]
article23
2007Profitability of intraday and interday momentum strategies In: Applied Economics Letters.
[Full Text][Citation analysis]
article19
2007A comparison of MA and RSI returns with exchange rate intervention In: Applied Economics Letters.
[Full Text][Citation analysis]
article10
2008Technical analysis and the London stock exchange: testing the MACD and RSI rules using the FT30 In: Applied Economics Letters.
[Full Text][Citation analysis]
article49
2010Does the Dogs of the Dow strategy work better in blue chips? In: Applied Economics Letters.
[Full Text][Citation analysis]
article2
2011A gravity analysis of international stock market linkages In: Applied Economics Letters.
[Full Text][Citation analysis]
article6
2015Economies of scale in the demand for money by firms in China In: Applied Economics Letters.
[Full Text][Citation analysis]
article0
2007On 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]
article12
2013What determines the price of a racing horse? In: Applied Economics.
[Full Text][Citation analysis]
article2
2013What determines the price of a racing horse?.(2013) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
2003The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies In: Applied Economics.
[Full Text][Citation analysis]
article38
2010An investigation of duration dependence in the American stock market cycle In: Journal of Applied Statistics.
[Full Text][Citation analysis]
article5
2021Non identification of structural change in non stationary AR(1) models In: Communications in Statistics - Theory and Methods.
[Full Text][Citation analysis]
article0
2018The sources of country and industry variations in ASEAN In: Macroeconomics and Finance in Emerging Market Economies.
[Full Text][Citation analysis]
article0
2010A principal-component approach to measuring investor sentiment In: Quantitative Finance.
[Full Text][Citation analysis]
article42
2010Predictability of nonlinear trading rules in the U.S. stock market In: Quantitative Finance.
[Full Text][Citation analysis]
article3
In: .
[Full Text][Citation analysis]
article0
In: .
[Full Text][Citation analysis]
article0
In: .
[Full Text][Citation analysis]
article0
In: .
[Full Text][Citation analysis]
article0
2022Economic 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]
article0
2023Understanding the digital economy in China: Characteristics, challenges, and prospects In: Economic and Political Studies.
[Full Text][Citation analysis]
article0
2014The Private Benefits of Corporate Control: Evidence from China In: Economic and Political Studies.
[Full Text][Citation analysis]
article0
2019Editorial In: Economic and Political Studies.
[Full Text][Citation analysis]
article0
2019Understanding the China–US trade war: causes, economic impact, and the worst-case scenario In: Economic and Political Studies.
[Full Text][Citation analysis]
article6
2020Editorial In: Economic and Political Studies.
[Full Text][Citation analysis]
article0
2020An instrumental variable approach to unveiling the determinants of flatted factory rent in Hong Kong In: Economic and Political Studies.
[Full Text][Citation analysis]
article0
2020The development of Hong Kong housing market: past, present and future In: Economic and Political Studies.
[Full Text][Citation analysis]
article1
2021The impact of COVID-19 on ASEAN In: Economic and Political Studies.
[Full Text][Citation analysis]
article2
2012Does 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]
paper4
2012Does 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
2012Does 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]
paper1
2014PRICE LIMIT AND STOCK VOLATILITY IN CHINA DURING FINANCIAL CRISES In: LCERPA Working Papers.
[Citation analysis]
paper0
2013Shipping the Good Horses Out In: Southern Economic Journal.
[Full Text][Citation analysis]
article0
2003Effects of STAR and TAR types nonlinearities on order selection criteria In: Econometrics.
[Full Text][Citation analysis]
paper0
2009ARE NONLINEAR TRADING RULES PROFITABLE IN THE CHINESE STOCK MARKET? In: Annals of Financial Economics (AFE).
[Full Text][Citation analysis]
article1
2011THAI FIRMS HISTORIES AND THEIR CAPITAL STRUCTURE In: Annals of Financial Economics (AFE).
[Full Text][Citation analysis]
article0
2013A THRESHOLD MODEL APPROACH TO ESTIMATING THE ABNORMAL STOCK RETURNS In: Annals of Financial Economics (AFE).
[Full Text][Citation analysis]
article0
2010An 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]
article7
2007THE IMPACT OF THE 1997 HANDOVER ON THE EFFICIENCY OF THE HONG KONG STOCK MARKET In: The Singapore Economic Review (SER).
[Full Text][Citation analysis]
article1
2012LONG-TERM ADJUSTMENT OF CAPITAL STRUCTURE: EVIDENCE FROM SINGAPORE, HONG KONG AND TAIWAN In: The Singapore Economic Review (SER).
[Full Text][Citation analysis]
article0
2013HOW TO MAKE A PROFITABLE TRADING STRATEGY MORE PROFITABLE? In: The Singapore Economic Review (SER).
[Full Text][Citation analysis]
article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team