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Group by: Date | Item ID
Number of items: 44.

1 January 2012

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.

22 November 2013

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

31 December 2013

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.

2014

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

24 March 2014

Chong, Terence Tai Leung and Yan, Isabel K. (2014): Estimating and Testing Threshold Regression Models with Multiple Threshold Variables.

July 2014

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

3 November 2014

Wong, Kin Ming and Chong, Terence Tai Leung (2014): A Tale of Two Regimes: Classifying and Revisiting the Monetary Policy Regimes.

22 December 2014

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.

27 February 2015

Chong, Terence Tai Leung and Ding, Yue and Li, Yong (2015): Executive Stock Option Pricing in China under Stochastic Volatility. Forthcoming in:

7 April 2015

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.

12 April 2015

Chong, Terence Tai Leung and Wong, Kin Ming (2015): Does Monetary Policy Matter For Trade?

5 November 2015

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.

Wang, Danli and Chong, Terence Tai Leung (2015): Political Turnover and the Stock Performance of SOEs in China.

8 November 2015

Chong, Terence Tai Leung and Lin, Shiyu (2015): Predictive Models for Disaggregate Stock Market Volatility.

2 December 2015

Qin, Cong and Chong, Terence Tai Leung (2015): Can Poverty be Alleviated in China?

13 April 2016

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 Liu, Wenqi (2016): The Roadmap of Interest Rate Liberalization in China. Forthcoming in: Economic and Political Studies

29 June 2016

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

21 July 2016

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

29 July 2016

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

4 August 2016

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.

1 September 2016

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

12 September 2016

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.

5 October 2016

Luo, Bei and Chong, Terence Tai Leung (2016): Entrepreneurial Activities and Institutional Environment in China. Forthcoming in: Economic and Political Studies

1 December 2016

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

2017

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

24 February 2017

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

6 March 2017

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.

29 June 2017

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

1 July 2017

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

3 August 2017

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

28 November 2017

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

14 December 2017

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

21 January 2018

He, Qing and Gan, Jingyun and Wang, Shuwan and Chong, Terence Tai Leung (2018): The Effects of Trading Suspensions in China.

1 February 2018

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.

5 February 2018

Chong, Terence Tai Leung and Wu, Yueer (2018): The Unusual Trading Volume and Earnings Surprises in China’s Market.

12 February 2018

Wang, Luxia and Chong, Terence Tai Leung and He, Yiyao and Liu, Yuchen (2018): The Underpricing of Venture Capital Backed IPOs in China.

30 July 2018

Chong, Terence Tai Leung and Lee, Nayoung and Sio, Chan-Ip (2018): Threshold Effect of Scale and Skill in Active Mutual Fund Management.

15 August 2018

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.

23 August 2018

Pang, Tianxiao and Du, Lingjie and Chong, Terence Tai Leung (2018): Estimating Multiple Breaks in Nonstationary Autoregressive Models.

28 October 2018

Chong, Terence Tai Leung and Wu, Zhang (2018): Price Rigidity in China: Empirical Results at Home and Abroad.

25 January 2019

Chong, Terence Tai Leung and Wu, Zhang and Liu, Yuchen (2019): Market Reaction to iPhone Rumors.

14 February 2019

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.

This list was generated on Mon Oct 21 15:43:09 2019 CEST.
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