Chen, Haiqiang and Chong, Terence Tai Leung and She, Yingni (2013): A Principal Component Approach to Measuring Investor Sentiment in China. Forthcoming in: Quantitative Finance
Chen, Haiqiang and Chong, Terence Tai Leung and Bai, Jushan (2012): Theory and Applications of TAR Model with Two Threshold Variables. Published in: Econometric Reviews , Vol. 2, No. 31 (2012): pp. 142-170.
Chong, Terence Tai Leung and Yan, Isabel K. (2014): Estimating and Testing Threshold Regression Models with Multiple Threshold Variables.
Chong, Terence Tai Leung and Shui, Kenny Chi Wai and Wong, Vivian H (2014): The Nexus between Labour Wages and Property Rents in the Greater China Area. Forthcoming in: China Economic Review
Chong, Terence Tai Leung and Ding, Haoyuan and Park, Sung Y (2014): Nonlinear Dependence between Stock and Real Estate Markets in China. Forthcoming in: Economics Letters
Chong, Terence Tai Leung and He, Qing and Chan, Wing Hong (2014): From Fixed to Float: A Competing Risks Analysis.
Chong, Terence Tai Leung and Poon, Ka-Ho (2014): A New Recognition Algorithm for “Head-and-Shoulders” Price Patterns.
Chong, Terence Tai Leung and Zhu, Tingting and Rafiq, M.S. (2013): Are Prices Sticky in Large Developing Economies? An Empirical Comparison of China and India.
Luo, Bei and Chong, Terence Tai Leung (2016): Entrepreneurial Activities and Institutional Environment in China. Forthcoming in: Economic and Political Studies
Chong, Terence Tai Leung and Ding, Yue and Li, Yong (2015): Executive Stock Option Pricing in China under Stochastic Volatility. Forthcoming in:
Chong, Terence Tai Leung and Wong, Kin Ming (2015): What Should Central Banks Target? Evidence on the Impact of Monetary Policy Regimes on Economic Growth.
Chong, Terence Tai Leung and Wong, Kin Ming (2015): Does Monetary Policy Matter For Trade?
Chong, Terence Tai Leung and Chen, Haiqiang and Wong, Tsz Nga and Yan, Isabel K. (2015): Estimation and Inference of Threshold Regression Models with Measurement Errors.
Qin, Cong and Chong, Terence Tai Leung (2015): Can Poverty be Alleviated in China?
Wang, Danli and Chong, Terence Tai Leung (2015): Political Turnover and the Stock Performance of SOEs in China.
Chong, Terence Tai Leung and Lin, Shiyu (2015): Predictive Models for Disaggregate Stock Market Volatility.
Li, Mengling and Zheng, Huanhuan and Chong, Terence Tai Leung and Zhang, Yang (2016): The Stock-Bond Comovements and Cross-Market Trading. Published in: Journal of Economic Dynamics and Control , Vol. 73, (1 December 2016): pp. 417-438.
He, Qing and Liu, Fangge and Qian, Zhongxin and Chong, Terence Tai Leung (2016): Housing Prices and Business Cycle in China: A DSGE Analysis. Forthcoming in: International Review of Economics and Finance
Wong, Kin Ming and Chong, Terence Tai Leung (2014): A Tale of Two Regimes: Classifying and Revisiting the Monetary Policy Regimes.
Xie, Wenjing and Ding, Haoyuan and Chong, Terence Tai Leung (2016): The Nexus Between Social Capital and Bank Risk Taking. Forthcoming in: Journal of Risk and Financial Management
Chong, Terence Tai Leung and Pang, Tianxiao and Zhang, Danna and Liang, Yanling (2017): Structural change in non-stationary AR(1) models. Forthcoming in: Econometric Theory
Chong, Terence Tai Leung and Yiu, Alex Wing-Ho (2017): The Nexus between Visitor Arrivals and Residential Property Rents in Hong Kong. Forthcoming in: Pacific Economic Review
Chong, Terence Tai Leung and Lu, Chenxi and Chan, Wing H. (2016): Long Range Dependence and Structural Breaks in the Gold Markets. Forthcoming in: Singapore Economic Review
Chong, Terence Tai Leung and Li, Nasha and Zou, Lin (2016): A New Approach to Modelling Sector Stock Returns in China. Forthcoming in: The Chinese Economy
Chong, Terence Tai Leung and Tsui, Chun and Chan, Wing Hong (2017): Factor Pricing in Commodity Futures and the Role of Liquidity. Forthcoming in: Quantitative Finance
Chong, Terence Tai Leung and Tang, Alan Tsz Chung and Chan, Kwun Ho (2016): An Empirical Comparison of Fast and Slow Stochastics. Published in: IFTA Journal No. 2017 (1 January 2017): pp. 105-107.
Chong, Terence Tai Leung and Law, Daniel Tak Yan and Yao, Feng (2016): The Debt-Equity Choice of Japanese Firms. Published in: International Journal of Business and Society , Vol. 17, (2016): pp. 167-182.
Chong, Terence Tai Leung and He, Qing and Ip, Hugo Tak Sang and Siu, Jonathan T. (2017): Profitability of CAPM Momentum Strategies in the US Stock Market. Forthcoming in: International Journal of Business and Society
Chong, Terence Tai Leung and Liu, Wenqi (2016): The Roadmap of Interest Rate Liberalization in China. Forthcoming in: Economic and Political Studies
Chong, Terence Tai Leung and Ding, Yue and Pang, Tianxiao (2017): Extreme Risk Value and Dependence Structure of the China Securities Index 300. Published in: Economics Bulletin , Vol. 37, No. 1 (20 March 2017): pp. 520-529.
Hooy, Chee-Wooi and Lee, Meng-Horng and Chong, Terence Tai Leung (2017): The Sources of Country and Industry Variations in ASEAN Stock Returns. Forthcoming in: Macroeconomics and Finance in Emerging Market Economies
He, Qing and Qian, Zongxin and Fei, Zhe and Chong, Terence Tai Leung (2016): Do Speculative Bubbles Migrate in the Chinese Stock Market? Forthcoming in: Empirical Economics
Chong, Terence Tai Leung and Wang, Qiyu (2018): Co-integrated or not? After the Shanghai-Hong Kong and Shenzhen-Hong Kong Stock Connection Schemes. Published in: Economics Letters , Vol. 163, (1 February 2018): pp. 167-171.
Chong, Terence Tai Leung and Wu, Zhang (2018): Price Rigidity in China: Empirical Results at Home and Abroad.
Chong, Terence Tai Leung and Wu, Zhang and Liu, Yuchen (2019): Market Reaction to iPhone Rumors.
He, Qing and Li, Dongxu and Lu, Liping and Chong, Terence Tai Leung (2017): Institutional Ownership and Private Equity Placements: Evidence from Chinese Listed Firms. Forthcoming in: International Review of Finance
Gao, Yan and Zhang, Xinyu and Wang, Shouyang and Chong, Terence Tai Leung and Zou, Guohua (2017): Frequentist model averaging for threshold models. Forthcoming in: Annals of the Institute of Statistical Mathematics
He, Qing and Gan, Jingyun and Wang, Shuwan and Chong, Terence Tai Leung (2018): The Effects of Trading Suspensions in China.
Chong, Terence Tai Leung and Zeng, Hanrui (2018): Does studying in Hong Kong affect the ideological preferences of Chinese mainland undergraduates? Published in: Economic and Political Studies, , Vol. 6, No. 4 (1 December 2018): pp. 431-444.
Pang, Tianxiao and Du, Lingjie and Chong, Terence Tai Leung (2018): Estimating Multiple Breaks in Nonstationary Autoregressive Models.
Chong, Terence Tai Leung and Lee, Nayoung and Sio, Chan-Ip (2018): Threshold Effect of Scale and Skill in Active Mutual Fund Management.
Wang, Luxia and Chong, Terence Tai Leung and He, Yiyao and Liu, Yuchen (2018): The Underpricing of Venture Capital Backed IPOs in China.
Chong, Terence Tai Leung and Wu, Yueer (2018): The Unusual Trading Volume and Earnings Surprises in China’s Market.
Chong, Terence Tai Leung and Kwok, Stanley (2019): The Impact of Shanghai-Hong Kong Stock Connect on the Effectiveness of Price Limits in the Chinese Stock Market.
Chong, Terence Tai Leung and Li, Chen (2020): Search of Attention in Financial Market.
Chong, Terence Tai Leung and Hou, Siqi (2020): Will Stock Rise on Valentine’s Day?
Chong, Terence Tai Leung and Ka, Yiu Tung (2019): Forecasting Income Inequality with Demographic Projections.
Chong, Terence Tai Leung and Liu, Hengliang (2020): How does the COVID-19 pandemic affect housing prices in China?
Chong, Terence Tai Leung (2024): Economic Prospects of the Development of the Guangdong-Hong Kong-Macao Greater Bay Area: The Competitive Advantages and Importance of the Service Sector.
Chandra, Sonal and Chong, Terence Tai Leung (2024): The Impact of Caste on Income Disparity in India Today. A Pan-India Panel Data Approach.
Lee, Cheuk Ling and Chong, Terence Tai Leung (2024): Distance to Abortion Facilities and Child Living Conditions-Implication of the Abortion Law Change in the United States.
Chong, Terence Tai Leung and Lo, Vincent Pok Ho (2024): Is Hong Kong still an entrepôt under the Sino-U.S. trade war? Forthcoming in: Pacific Economic Review
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