Details about Terence Tai Leung CHONG

E-mail:
Homepage:	http://www.cuhk.edu.hk/eco/staff/tlchong/tlchong3.htm
Workplace:	Department of Economics, Chinese University of Hong Kong, (more information at EDIRC)

Access statistics for papers by Terence Tai Leung CHONG.

Last updated 2024-09-06. Update your information in the RePEc Author Service.

Short-id: pch395

---

Jump to Journal Articles Chapters

Working Papers

2024

1. Distance to Abortion Facilities and Child Living Conditions-Implication of the Abortion Law Change in the United States
   MPRA Paper, University Library of Munich, Germany
2. Economic Prospects of the Development of the Guangdong-Hong Kong-Macao Greater Bay Area: The Competitive Advantages and Importance of the Service Sector
   MPRA Paper, University Library of Munich, Germany
3. Is Hong Kong still an entrepôt under the Sino-U.S. trade war?
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Is Hong Kong still an entrepôt under the Sino‐U.S. trade war?, Pacific Economic Review, Wiley Blackwell (2024) (2024)
4. The Impact of Caste on Income Disparity in India Today. A Pan-India Panel Data Approach
   MPRA Paper, University Library of Munich, Germany

2020

5. How does the COVID-19 pandemic affect housing prices in China?
   MPRA Paper, University Library of Munich, Germany View citations (5)
6. Search of Attention in Financial Market
   MPRA Paper, University Library of Munich, Germany
7. Will Stock Rise on Valentine’s Day?
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Will stock rise on Valentine’s Day?, Review of Behavioral Finance, Emerald Group Publishing Limited (2021) (2021)

2019

8. Forecasting Income Inequality with Demographic Projections
   MPRA Paper, University Library of Munich, Germany View citations (1)
9. Market Reaction to iPhone Rumors
   MPRA Paper, University Library of Munich, Germany
10. The Impact of Shanghai-Hong Kong Stock Connect on the Effectiveness of Price Limits in the Chinese Stock Market
    MPRA Paper, University Library of Munich, Germany View citations (1)

2018

11. Co-integrated or not? After the Shanghai-Hong Kong and Shenzhen-Hong Kong Stock Connection Schemes
    MPRA Paper, University Library of Munich, Germany View citations (15)
    See also Journal Article Co-integrated or not? After the Shanghai–Hong Kong and Shenzhen–Hong Kong Stock Connection Schemes, Economics Letters, Elsevier (2018) View citations (14) (2018)
12. Does studying in Hong Kong affect the ideological preferences of Chinese mainland undergraduates?
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Does studying in Hong Kong affect the ideological preferences of Chinese mainland undergraduates?, Economic and Political Studies, Taylor & Francis Journals (2018) (2018)
13. Estimating Multiple Breaks in Nonstationary Autoregressive Models
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Estimating multiple breaks in nonstationary autoregressive models, Journal of Econometrics, Elsevier (2021) View citations (5) (2021)
14. Price Rigidity in China: Empirical Results at Home and Abroad
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Price rigidity in China: Empirical results at home and abroad, China Economic Review, Elsevier (2019) (2019)
15. The Effects of Trading Suspensions in China
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article The effects of trading suspensions in China, The North American Journal of Economics and Finance, Elsevier (2019) View citations (2) (2019)
16. The Underpricing of Venture Capital Backed IPOs in China
    MPRA Paper, University Library of Munich, Germany
17. The Unusual Trading Volume and Earnings Surprises in China’s Market
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article The Unusual Trading Volume and Earnings Surprises in China’s Market, JRFM, MDPI (2020) (2020)
18. Threshold Effect of Scale and Skill in Active Mutual Fund Management
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Threshold effect of scale and skill in active mutual fund management, The North American Journal of Economics and Finance, Elsevier (2020) View citations (2) (2020)

2017

19. A Principal Component Approach to Measuring Investor Sentiment in Hong Kong
    MPRA Paper, University Library of Munich, Germany View citations (13)
    See also Journal Article A Principal Component Approach to Measuring Investor Sentiment in Hong Kong, Journal of Management Sciences, Geist Science, Iqra University, Faculty of Business Administration (2017) View citations (13) (2017)
20. Extreme Risk Value and Dependence Structure of the China Securities Index 300
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article Extreme Risk Value and Dependence Structure of the China Securities Index 300, Economics Bulletin, AccessEcon (2017) View citations (1) (2017)
21. Factor Pricing in Commodity Futures and the Role of Liquidity
    MPRA Paper, University Library of Munich, Germany View citations (2)
    See also Journal Article Factor pricing in commodity futures and the role of liquidity, Quantitative Finance, Taylor & Francis Journals (2017) View citations (2) (2017)
22. Frequentist model averaging for threshold models
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article Frequentist model averaging for threshold models, Annals of the Institute of Statistical Mathematics, Springer (2019) View citations (6) (2019)
23. Institutional Ownership and Private Equity Placements: Evidence from Chinese Listed Firms
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article Institutional Ownership and Private Equity Placements: Evidence from Chinese Listed Firms, International Review of Finance, International Review of Finance Ltd. (2019) View citations (1) (2019)
24. Profitability of CAPM Momentum Strategies in the US Stock Market
    MPRA Paper, University Library of Munich, Germany
25. Structural change in non-stationary AR(1) models
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article STRUCTURAL CHANGE IN NONSTATIONARY AR(1) MODELS, Econometric Theory, Cambridge University Press (2018) View citations (5) (2018)
26. The Nexus between Visitor Arrivals and Residential Property Rents in Hong Kong
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article Nexus between visitor arrivals and residential property rents in Hong Kong, Pacific Economic Review, Wiley Blackwell (2019) View citations (3) (2019)
27. The Sources of Country and Industry Variations in ASEAN Stock Returns
    MPRA Paper, University Library of Munich, Germany View citations (1)

2016

28. A New Approach to Modelling Sector Stock Returns in China
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article A New Approach to Modeling Sector Stock Returns in China, Chinese Economy, Taylor & Francis Journals (2017) View citations (1) (2017)
29. An Empirical Comparison of Fast and Slow Stochastics
    MPRA Paper, University Library of Munich, Germany
30. Do Speculative Bubbles Migrate in the Chinese Stock Market?
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article Do speculative bubbles migrate in the Chinese stock market?, Empirical Economics, Springer (2019) View citations (5) (2019)
31. Entrepreneurial Activities and Institutional Environment in China
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Entrepreneurial activities and institutional environment in China, Economic and Political Studies, Taylor & Francis Journals (2017) View citations (1) (2017)
32. Housing Prices and Business Cycle in China: A DSGE Analysis
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Housing prices and business cycle in China: A DSGE analysis, International Review of Economics & Finance, Elsevier (2017) View citations (17) (2017)
33. Long Range Dependence and Structural Breaks in the Gold Markets
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article LONG RANGE DEPENDENCE AND STRUCTURAL BREAKS IN THE GOLD MARKETS, The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd. (2020) (2020)
34. The Debt-Equity Choice of Japanese Firms
    MPRA Paper, University Library of Munich, Germany View citations (1)
35. The Nexus Between Social Capital and Bank Risk Taking
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article The Nexus between Social Capital and Bank Risk Taking, JRFM, MDPI (2016) (2016)
36. The Roadmap of Interest Rate Liberalization in China
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article The roadmap of interest rate liberalisation in China, Economic and Political Studies, Taylor & Francis Journals (2017) View citations (1) (2017)
37. The Stock-Bond Comovements and Cross-Market Trading
    MPRA Paper, University Library of Munich, Germany View citations (12)
    See also Journal Article The stock–bond comovements and cross-market trading, Journal of Economic Dynamics and Control, Elsevier (2016) View citations (7) (2016)
38. What Explains Herd Behavior in the Chinese Stock Market?
    MPRA Paper, University Library of Munich, Germany View citations (5)
    See also Journal Article What Explains Herd Behavior in the Chinese Stock Market?, Journal of Behavioral Finance, Taylor & Francis Journals (2017) View citations (14) (2017)

2015

39. Can Poverty be Alleviated in China?
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Can Poverty be Alleviated in China?, Review of Income and Wealth, International Association for Research in Income and Wealth (2018) View citations (4) (2018)
40. Does Monetary Policy Matter For Trade?
    MPRA Paper, University Library of Munich, Germany View citations (2)
    See also Journal Article Does monetary policy matter for trade?, International Economics, CEPII research center (2016) View citations (1) (2016)
41. Estimation and Inference of Threshold Regression Models with Measurement Errors
    MPRA Paper, University Library of Munich, Germany View citations (3)
    See also Journal Article Estimation and inference of threshold regression models with measurement errors, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2018) (2018)
42. Executive Stock Option Pricing in China under Stochastic Volatility
    MPRA Paper, University Library of Munich, Germany View citations (4)
    See also Journal Article Executive Stock Option Pricing in China Under Stochastic Volatility, Journal of Futures Markets, John Wiley & Sons, Ltd. (2015) View citations (4) (2015)
43. Political Turnover and the Stock Performance of SOEs in China
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Political Turnover and the Stock Performance of SOEs in China, Chinese Economy, Taylor & Francis Journals (2017) View citations (1) (2017)
44. Predictive Models for Disaggregate Stock Market Volatility
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Predictive models for disaggregate stock market volatility, Financial Markets and Portfolio Management, Springer (2017) View citations (3) (2017)
45. What Should Central Banks Target? Evidence on the Impact of Monetary Policy Regimes on Economic Growth
    MPRA Paper, University Library of Munich, Germany View citations (1)

2014

46. A New Recognition Algorithm for “Head-and-Shoulders” Price Patterns
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article A new recognition algorithm for “head-and-shoulders” price patterns, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2017) (2017)
47. A Tale of Two Regimes: Classifying and Revisiting the Monetary Policy Regimes
    MPRA Paper, University Library of Munich, Germany View citations (3)
48. Dirichlet Process Hidden Markov Multiple Change-point Model
    MPRA Paper, University Library of Munich, Germany View citations (3)
49. Estimating and Testing Threshold Regression Models with Multiple Threshold Variables
    MPRA Paper, University Library of Munich, Germany View citations (3)
50. From Fixed to Float: A Competing Risks Analysis
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article From Fixed to Float: A Competing Risks Analysis, International Economic Journal, Taylor & Francis Journals (2016) View citations (2) (2016)
51. Nonlinear Dependence between Stock and Real Estate Markets in China
    MPRA Paper, University Library of Munich, Germany View citations (27)
    See also Journal Article Nonlinear dependence between stock and real estate markets in China, Economics Letters, Elsevier (2014) View citations (27) (2014)
52. PRICE LIMIT AND STOCK VOLATILITY IN CHINA DURING FINANCIAL CRISES
    LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis
53. Price Limits and Stock Market Volatility in China
    MPRA Paper, University Library of Munich, Germany View citations (3)
54. Revisiting the Performance of MACD and RSI Oscillators
    MPRA Paper, University Library of Munich, Germany View citations (11)
    See also Journal Article Revisiting the Performance of MACD and RSI Oscillators, JRFM, MDPI (2014) View citations (11) (2014)
55. The Nexus between Labour Wages and Property Rents in the Greater China Area
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article The nexus between labor wages and property rents in the Greater China area, China Economic Review, Elsevier (2014) View citations (1) (2014)

2013

56. A Principal Component Approach to Measuring Investor Sentiment in China
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article A principal component approach to measuring investor sentiment in China, Quantitative Finance, Taylor & Francis Journals (2014) View citations (33) (2014)
57. Are Prices Sticky in Large Developing Economies? An Empirical Comparison of China and India
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article ARE PRICES STICKY IN LARGE DEVELOPING ECONOMIES? AN EMPIRICAL COMPARISON OF CHINA AND INDIA, The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd. (2019) (2019)
58. Asymptotic Inferences for an AR(1) Model with a Change Point: Stationary and Nearly Non-stationary Cases
    MPRA Paper, University Library of Munich, Germany View citations (5)

2012

59. Does Banking Competition Alleviate or Worsen Credit Constraints Faced by Small and Medium Enterprises? Evidence from China (Replaces CentER DP 2011-006)
    Discussion Paper, Tilburg University, Center for Economic Research View citations (2)
60. Theory and Applications of TAR Model with Two Threshold Variables
    MPRA Paper, University Library of Munich, Germany View citations (22)
    See also Journal Article Theory and Applications of TAR Model with Two Threshold Variables, Econometric Reviews, Taylor & Francis Journals (2012) View citations (16) (2012)

2011

61. Is the Chinese Stock Market Really Efficient
    MPRA Paper, University Library of Munich, Germany View citations (3)
    See also Journal Article Is the Chinese stock market really inefficient?, China Economic Review, Elsevier (2012) View citations (34) (2012)

2009

62. The Value of Superstitions
    MPRA Paper, University Library of Munich, Germany View citations (2)
    Also in Departmental Working Papers, Chinese University of Hong Kong, Department of Economics (2009) View citations (2)
    See also Journal Article The value of superstitions, Journal of Economic Psychology, Elsevier (2010) View citations (25) (2010)

2007

63. A Competing Risk Analysis of Delistings
    Departmental Working Papers, Chinese University of Hong Kong, Department of Economics View citations (1)
64. The Political Economy of Issuing a Typhoon Signal
    Departmental Working Papers, Chinese University of Hong Kong, Department of Economics

2006

65. Do Momentum-based Strategies Work in Emerging Currency Markets?
    Departmental Working Papers, Chinese University of Hong Kong, Department of Economics View citations (1)
    See also Journal Article Do momentum-based strategies work in emerging currency markets?, Pacific-Basin Finance Journal, Elsevier (2009) View citations (17) (2009)
66. Market Size, Book-to-Market Equity and the Cross-Section of Stock Returns: An Application of the Multiple-Variable Threshold Model
    Departmental Working Papers, Chinese University of Hong Kong, Department of Economics
67. Predicting Currency Crises in Emerging Asian Countries: A Dynamic Threshold Approach
    Departmental Working Papers, Chinese University of Hong Kong, Department of Economics

2005

68. Determining the Contributions to the Price Discovery for Chinese Cross-listed Stocks
    Departmental Working Papers, Chinese University of Hong Kong, Department of Economics
    See also Journal Article Determining the contributions to price discovery for Chinese cross-listed stocks, Pacific-Basin Finance Journal, Elsevier (2007) View citations (38) (2007)
69. Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan
    Finance Working Papers, East Asian Bureau of Economic Research View citations (8)
    See also Journal Article Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan, Review of Applied Economics, Lincoln University, Department of Financial and Business Systems (2005) View citations (8) (2005)
70. Threshold Autoregressive Model with Multiple Threshold Variables
    Departmental Working Papers, Chinese University of Hong Kong, Department of Economics View citations (4)
71. What Cause(s) the Underpricing of H-Share IPO?
    Departmental Working Papers, Chinese University of Hong Kong, Department of Economics

2004

72. An Omnibus Test for the Fractionally Intergrated Model
    Departmental Working Papers, Chinese University of Hong Kong, Department of Economics
73. Are Asian Real Exchange Rates Stationary?
    International Finance, University Library of Munich, Germany View citations (75)
    See also Journal Article Are Asian real exchange rates stationary?, Economics Letters, Elsevier (2004) View citations (75) (2004)
74. Do the Chinese have a Preference for the Number "8": A Hedonic Pricing Model for the Vehicle Registration Marks in Hong Kong
    Departmental Working Papers, Chinese University of Hong Kong, Department of Economics
75. Generic Consistency of the Break-Point Estimators under Specification Errors in a Multiple-Break Model
    Departmental Working Papers, Chinese University of Hong Kong, Department of Economics View citations (2)
    See also Journal Article Generic consistency of the break-point estimators under specification errors in a multiple-break model, Econometrics Journal, Royal Economic Society (2008) View citations (25) (2008)
76. Value Creation and Long Term Performance of Hong Kong Spinoffs
    Departmental Working Papers, Chinese University of Hong Kong, Department of Economics

2003

77. A Profitability Comparison of Modal Point and Closing Price
    Departmental Working Papers, Chinese University of Hong Kong, Department of Economics
78. Effects of ARCH Errors on Autoregressive Lag Length Selection Criteria
    Departmental Working Papers, Chinese University of Hong Kong, Department of Economics View citations (1)
79. Effects of STAR and TAR types nonlinearities on order selection criteria
    Econometrics, University Library of Munich, Germany
80. Modelling Smooth Transitional Economic Behavior
    Departmental Working Papers, Chinese University of Hong Kong, Department of Economics
81. On the Profitability of Momentum Strategies and Relative Strength Index in the International Equity Markets
    Departmental Working Papers, Chinese University of Hong Kong, Department of Economics

2002

82. Testing for Structural Break of the U.S. Stock Market in the 911 Attacks
    Departmental Working Papers, Chinese University of Hong Kong, Department of Economics

2001

83. Extracting From the Dow Jones Index
    Departmental Working Papers, Chinese University of Hong Kong, Department of Economics

2000

84. Estimation, Inference, and the Long Memory Properties of Aggregated AR(1) Processes with Coefficients Drawn from a Polynomial Density Function
    Departmental Working Papers, Chinese University of Hong Kong, Department of Economics
85. Time Series Properties of Aggregated AR(2) Processes
    Departmental Working Papers, Chinese University of Hong Kong, Department of Economics
    See also Journal Article Time series properties of aggregated AR(2) processes, Economics Letters, Elsevier (2001) (2001)

1998

86. A Simple Test for Fractionally Integrated Processes
    Departmental Working Papers, Chinese University of Hong Kong, Department of Economics
87. Estimating the Differencing Parameter Via the Partial Autocorrelation Function
    Departmental Working Papers, Chinese University of Hong Kong, Department of Economics View citations (1)
    See also Journal Article Estimating the differencing parameter via the partial autocorrelation function, Journal of Econometrics, Elsevier (2000) View citations (15) (2000)
88. Estimating the Fractionally Integrated Process in the Presence of Measurement Errors
    Departmental Working Papers, Chinese University of Hong Kong, Department of Economics
    See also Journal Article Estimating the fractionally integrated process in the presence of measurement errors, Economics Letters, Elsevier (1999) View citations (6) (1999)

1997

89. Structural Change in AR(1) Models
    Departmental Working Papers, Chinese University of Hong Kong, Department of Economics View citations (8)
    See also Journal Article STRUCTURAL CHANGE IN AR(1) MODELS, Econometric Theory, Cambridge University Press (2001) View citations (46) (2001)

1996

90. Estimating the Location of Break in Restricted Structural Change Models
    Departmental Working Papers, Chinese University of Hong Kong, Department of Economics
91. Estimating the Unit Root Process in the Presence of Measurement Errors
    Departmental Working Papers, Chinese University of Hong Kong, Department of Economics View citations (1)
92. Estimation of and Testing for Structural Break in the Presence of Measurement Errors
    Departmental Working Papers, Chinese University of Hong Kong, Department of Economics
93. Seemingly Unexplosive Nonstationary Random Coefficient Autoregressive Processes, A Note
    Departmental Working Papers, Chinese University of Hong Kong, Department of Economics

Journal Articles

2025

1. Creditable bonds’ multifunctional roles during the COVID-19 pandemic
   The North American Journal of Economics and Finance, 2025, 76, (C)

2024

2. Is Hong Kong still an entrepôt under the Sino‐U.S. trade war?
   Pacific Economic Review, 2024, 29, (2), 267-295
   See also Working Paper Is Hong Kong still an entrepôt under the Sino-U.S. trade war?, MPRA Paper (2024) (2024)

2023

3. Understanding the digital economy in China: Characteristics, challenges, and prospects
   Economic and Political Studies, 2023, 11, (4), 419-440 View citations (1)

2022

4. Economic implications of the sixth plenary session of the 19th CPC Central Committee for China’s Hong Kong
   Economic and Political Studies, 2022, 10, (1), 9-18

2021

5. Does the macroeconomy matter to market volatility? Evidence from US industries
   Empirical Economics, 2021, 61, (6), 2931-2962 View citations (2)
6. Estimating multiple breaks in nonstationary autoregressive models
   Journal of Econometrics, 2021, 221, (1), 277-311 View citations (5)
   See also Working Paper Estimating Multiple Breaks in Nonstationary Autoregressive Models, MPRA Paper (2018) (2018)
7. Factor pricing of cryptocurrencies
   The North American Journal of Economics and Finance, 2021, 57, (C) View citations (2)
8. Non identification of structural change in non stationary AR(1) models
   Communications in Statistics - Theory and Methods, 2021, 50, (18), 4145-4166
9. The impact of COVID-19 on ASEAN
   Economic and Political Studies, 2021, 9, (2), 166-185 View citations (2)
10. Will stock rise on Valentine’s Day?
    Review of Behavioral Finance, 2021, 14, (5), 646-667
    See also Working Paper Will Stock Rise on Valentine’s Day?, MPRA Paper (2020) (2020)

2020

11. An instrumental variable approach to unveiling the determinants of flatted factory rent in Hong Kong
    Economic and Political Studies, 2020, 8, (1), 115-138
12. Editorial
    Economic and Political Studies, 2020, 8, (1), 1-5
13. LONG RANGE DEPENDENCE AND STRUCTURAL BREAKS IN THE GOLD MARKETS
    The Singapore Economic Review (SER), 2020, 65, (02), 257-273
    See also Working Paper Long Range Dependence and Structural Breaks in the Gold Markets, MPRA Paper (2016) (2016)
14. The Unusual Trading Volume and Earnings Surprises in China’s Market
    JRFM, 2020, 13, (10), 1-17
    See also Working Paper The Unusual Trading Volume and Earnings Surprises in China’s Market, MPRA Paper (2018) (2018)
15. The development of Hong Kong housing market: past, present and future
    Economic and Political Studies, 2020, 8, (1), 21-40 View citations (1)
16. Threshold effect of scale and skill in active mutual fund management
    The North American Journal of Economics and Finance, 2020, 51, (C) View citations (2)
    See also Working Paper Threshold Effect of Scale and Skill in Active Mutual Fund Management, MPRA Paper (2018) (2018)

2019

17. ARE PRICES STICKY IN LARGE DEVELOPING ECONOMIES? AN EMPIRICAL COMPARISON OF CHINA AND INDIA
    The Singapore Economic Review (SER), 2019, 64, (02), 341-363
    See also Working Paper Are Prices Sticky in Large Developing Economies? An Empirical Comparison of China and India, MPRA Paper (2013) View citations (1) (2013)
18. Do speculative bubbles migrate in the Chinese stock market?
    Empirical Economics, 2019, 56, (2), 735-754 View citations (5)
    See also Working Paper Do Speculative Bubbles Migrate in the Chinese Stock Market?, MPRA Paper (2016) View citations (1) (2016)
19. Editorial
    Economic and Political Studies, 2019, 7, (2), 113-121
20. Frequentist model averaging for threshold models
    Annals of the Institute of Statistical Mathematics, 2019, 71, (2), 275-306 View citations (6)
    See also Working Paper Frequentist model averaging for threshold models, MPRA Paper (2017) View citations (1) (2017)
21. Institutional Ownership and Private Equity Placements: Evidence from Chinese Listed Firms
    International Review of Finance, 2019, 19, (2), 315-346 View citations (1)
    See also Working Paper Institutional Ownership and Private Equity Placements: Evidence from Chinese Listed Firms, MPRA Paper (2017) View citations (1) (2017)
22. Monetary policy regimes and growth revisited: evidence from a de facto classification
    Oxford Economic Papers, 2019, 71, (4), 908-929 View citations (1)
23. Nexus between visitor arrivals and residential property rents in Hong Kong
    Pacific Economic Review, 2019, 24, (3), 464-478 View citations (3)
    See also Working Paper The Nexus between Visitor Arrivals and Residential Property Rents in Hong Kong, MPRA Paper (2017) View citations (1) (2017)
24. Price rigidity in China: Empirical results at home and abroad
    China Economic Review, 2019, 55, (C), 218-235
    See also Working Paper Price Rigidity in China: Empirical Results at Home and Abroad, MPRA Paper (2018) (2018)
25. Regional differences in self-employment in China
    Small Business Economics, 2019, 53, (3), 813-837 View citations (2)
26. The effects of trading suspensions in China
    The North American Journal of Economics and Finance, 2019, 50, (C) View citations (2)
    See also Working Paper The Effects of Trading Suspensions in China, MPRA Paper (2018) (2018)
27. Understanding the China–US trade war: causes, economic impact, and the worst-case scenario
    Economic and Political Studies, 2019, 7, (2), 185-202 View citations (6)

2018

28. Can Poverty be Alleviated in China?
    Review of Income and Wealth, 2018, 64, (1), 192-212 View citations (4)
    See also Working Paper Can Poverty be Alleviated in China?, MPRA Paper (2015) (2015)
29. Co-integrated or not? After the Shanghai–Hong Kong and Shenzhen–Hong Kong Stock Connection Schemes
    Economics Letters, 2018, 163, (C), 167-171 View citations (14)
    See also Working Paper Co-integrated or not? After the Shanghai-Hong Kong and Shenzhen-Hong Kong Stock Connection Schemes, MPRA Paper (2018) View citations (15) (2018)
30. Does studying in Hong Kong affect the ideological preferences of Chinese mainland undergraduates?
    Economic and Political Studies, 2018, 6, (4), 431-444
    See also Working Paper Does studying in Hong Kong affect the ideological preferences of Chinese mainland undergraduates?, MPRA Paper (2018) (2018)
31. Estimation and inference of threshold regression models with measurement errors
    Studies in Nonlinear Dynamics & Econometrics, 2018, 22, (2), 16
    See also Working Paper Estimation and Inference of Threshold Regression Models with Measurement Errors, MPRA Paper (2015) View citations (3) (2015)
32. Forecasting currency crises with threshold models
    International Economics, 2018, (156), 156-174 View citations (2)
    Also in International Economics, 2018, 156, (C), 156-174 (2018) View citations (2)
33. STRUCTURAL CHANGE IN NONSTATIONARY AR(1) MODELS
    Econometric Theory, 2018, 34, (5), 985-1017 View citations (5)
    See also Working Paper Structural change in non-stationary AR(1) models, MPRA Paper (2017) (2017)
34. The sources of country and industry variations in ASEAN
    Macroeconomics and Finance in Emerging Market Economies, 2018, 11, (1), 19-35

2017

35. A New Approach to Modeling Sector Stock Returns in China
    Chinese Economy, 2017, 50, (5), 305-322 View citations (1)
    See also Working Paper A New Approach to Modelling Sector Stock Returns in China, MPRA Paper (2016) (2016)
36. A Principal Component Approach to Measuring Investor Sentiment in Hong Kong
    Journal of Management Sciences, 2017, 4, (2), 237-247 View citations (13)
    See also Working Paper A Principal Component Approach to Measuring Investor Sentiment in Hong Kong, MPRA Paper (2017) View citations (13) (2017)
37. A new recognition algorithm for “head-and-shoulders” price patterns
    Studies in Nonlinear Dynamics & Econometrics, 2017, 21, (5), 18
    See also Working Paper A New Recognition Algorithm for “Head-and-Shoulders” Price Patterns, MPRA Paper (2014) (2014)
38. Entrepreneurial activities and institutional environment in China
    Economic and Political Studies, 2017, 5, (2), 179-194 View citations (1)
    See also Working Paper Entrepreneurial Activities and Institutional Environment in China, MPRA Paper (2016) (2016)
39. Extreme Risk Value and Dependence Structure of the China Securities Index 300
    Economics Bulletin, 2017, 37, (1), 520-529 View citations (1)
    See also Working Paper Extreme Risk Value and Dependence Structure of the China Securities Index 300, MPRA Paper (2017) View citations (1) (2017)
40. Factor pricing in commodity futures and the role of liquidity
    Quantitative Finance, 2017, 17, (11), 1745-1757 View citations (2)
    See also Working Paper Factor Pricing in Commodity Futures and the Role of Liquidity, MPRA Paper (2017) View citations (2) (2017)
41. Housing prices and business cycle in China: A DSGE analysis
    International Review of Economics & Finance, 2017, 52, (C), 246-256 View citations (17)
    See also Working Paper Housing Prices and Business Cycle in China: A DSGE Analysis, MPRA Paper (2016) (2016)
42. Political Turnover and the Stock Performance of SOEs in China
    Chinese Economy, 2017, 50, (1), 21-33 View citations (1)
    See also Working Paper Political Turnover and the Stock Performance of SOEs in China, MPRA Paper (2015) (2015)
43. Predictive models for disaggregate stock market volatility
    Financial Markets and Portfolio Management, 2017, 31, (3), 261-288 View citations (3)
    See also Working Paper Predictive Models for Disaggregate Stock Market Volatility, MPRA Paper (2015) (2015)
44. The roadmap of interest rate liberalisation in China
    Economic and Political Studies, 2017, 5, (4), 421-440 View citations (1)
    See also Working Paper The Roadmap of Interest Rate Liberalization in China, MPRA Paper (2016) (2016)
45. What Explains Herd Behavior in the Chinese Stock Market?
    Journal of Behavioral Finance, 2017, 18, (4), 448-456 View citations (14)
    See also Working Paper What Explains Herd Behavior in the Chinese Stock Market?, MPRA Paper (2016) View citations (5) (2016)

2016

46. Does monetary policy matter for trade?
    International Economics, 2016, (147), 107–125 View citations (1)
    Also in International Economics, 2016, 147, (C), 107-125 (2016) View citations (1)
    See also Working Paper Does Monetary Policy Matter For Trade?, MPRA Paper (2015) View citations (2) (2015)
47. From Fixed to Float: A Competing Risks Analysis
    International Economic Journal, 2016, 30, (4), 488-503 View citations (2)
    See also Working Paper From Fixed to Float: A Competing Risks Analysis, MPRA Paper (2014) (2014)
48. The Nexus between Social Capital and Bank Risk Taking
    JRFM, 2016, 9, (3), 1-19
    See also Working Paper The Nexus Between Social Capital and Bank Risk Taking, MPRA Paper (2016) (2016)
49. The stock–bond comovements and cross-market trading
    Journal of Economic Dynamics and Control, 2016, 73, (C), 417-438 View citations (7)
    See also Working Paper The Stock-Bond Comovements and Cross-Market Trading, MPRA Paper (2016) View citations (12) (2016)

2015

50. Economies of scale in the demand for money by firms in China
    Applied Economics Letters, 2015, 22, (8), 641-645
51. Executive Stock Option Pricing in China Under Stochastic Volatility
    Journal of Futures Markets, 2015, 35, (10), 953-960 View citations (4)
    See also Working Paper Executive Stock Option Pricing in China under Stochastic Volatility, MPRA Paper (2015) View citations (4) (2015)

2014

52. A principal component approach to measuring investor sentiment in China
    Quantitative Finance, 2014, 14, (4), 573-579 View citations (33)
    See also Working Paper A Principal Component Approach to Measuring Investor Sentiment in China, MPRA Paper (2013) View citations (1) (2013)
53. Nonlinear dependence between stock and real estate markets in China
    Economics Letters, 2014, 124, (3), 526-529 View citations (27)
    See also Working Paper Nonlinear Dependence between Stock and Real Estate Markets in China, MPRA Paper (2014) View citations (27) (2014)
54. Revisiting the Performance of MACD and RSI Oscillators
    JRFM, 2014, 7, (1), 1-12 View citations (11)
    See also Working Paper Revisiting the Performance of MACD and RSI Oscillators, MPRA Paper (2014) View citations (11) (2014)
55. The Private Benefits of Corporate Control: Evidence from China
    Economic and Political Studies, 2014, 2, (1), 44-64
56. The nexus between labor wages and property rents in the Greater China area
    China Economic Review, 2014, 30, (C), 180-191 View citations (1)
    See also Working Paper The Nexus between Labour Wages and Property Rents in the Greater China Area, MPRA Paper (2014) View citations (1) (2014)

2013

57. A THRESHOLD MODEL APPROACH TO ESTIMATING THE ABNORMAL STOCK RETURNS
    Annals of Financial Economics (AFE), 2013, 08, (01), 1-17
58. Can analyst predict stock market crashes?
    Economics Bulletin, 2013, 33, (1), 158-166
59. Do Technical Analysts Outperform Novice Traders: Experimental Evidence
    Economics Bulletin, 2013, 33, (4), 3080-3087 View citations (3)
60. Does banking competition alleviate or worsen credit constraints faced by small- and medium-sized enterprises? Evidence from China
    Journal of Banking & Finance, 2013, 37, (9), 3412-3424 View citations (176)
61. Factor-augmented VAR analysis of the monetary policy in China
    China Economic Review, 2013, 25, (C), 88-104 View citations (59)
62. HOW TO MAKE A PROFITABLE TRADING STRATEGY MORE PROFITABLE?
    The Singapore Economic Review (SER), 2013, 58, (03), 1-17 View citations (1)
63. Minimum Wage and Shareholder Wealth: Evidence from Hong Kong
    Applied Economics Quarterly (formerly: Konjunkturpolitik), 2013, 59, (1), 85-97
64. Shipping the Good Horses Out
    Southern Economic Journal, 2013, 80, (2), 540-561
65. What determines the price of a racing horse?
    Applied Economics, 2013, 45, (3), 369-382 View citations (3)
    Also in Applied Economics, 2013, 45, (3), 369-382 (2013) View citations (3)

2012

66. Is the Chinese stock market really inefficient?
    China Economic Review, 2012, 23, (1), 122-137 View citations (34)
    See also Working Paper Is the Chinese Stock Market Really Efficient, MPRA Paper (2011) View citations (3) (2011)
67. LONG-TERM ADJUSTMENT OF CAPITAL STRUCTURE: EVIDENCE FROM SINGAPORE, HONG KONG AND TAIWAN
    The Singapore Economic Review (SER), 2012, 57, (04), 1-22
68. Long-range dependence in the international diamond market
    Economics Letters, 2012, 116, (3), 401-403 View citations (4)
69. Testing for a unit root in the presence of stochastic volatility and leverage effect
    Economic Modelling, 2012, 29, (5), 2035-2038 View citations (5)
70. Theory and Applications of TAR Model with Two Threshold Variables
    Econometric Reviews, 2012, 31, (2), 142-170 View citations (16)
    See also Working Paper Theory and Applications of TAR Model with Two Threshold Variables, MPRA Paper (2012) View citations (22) (2012)

2011

71. A gravity analysis of international stock market linkages
    Applied Economics Letters, 2011, 18, (14), 1315-1319 View citations (6)
72. Are Chinese Stock Market Cycles Duration Independent?
    The Financial Review, 2011, 46, (1), 151-164 View citations (8)
73. Structural Changes and Regional Disparity in China's Inflation
    Economics Bulletin, 2011, 31, (1), 572-583 View citations (1)
74. THAI FIRMS' HISTORIES AND THEIR CAPITAL STRUCTURE
    Annals of Financial Economics (AFE), 2011, 06, (01), 1-14

2010

75. A Competing Risks Analysis of Corporate Survival
    Financial Management, 2010, 39, (4), 1697-1718 View citations (23)
76. A principal-component approach to measuring investor sentiment
    Quantitative Finance, 2010, 10, (4), 339-347 View citations (46)
77. An Examination of the Underpricing of H-Share IPOs in Hong Kong
    Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2010, 13, (04), 559-582 View citations (7)
78. An investigation of duration dependence in the American stock market cycle
    Journal of Applied Statistics, 2010, 37, (8), 1407-1416 View citations (5)
79. Does the 'Dogs of the Dow' strategy work better in blue chips?
    Applied Economics Letters, 2010, 17, (12), 1173-1175 View citations (2)
80. Predictability of nonlinear trading rules in the U.S. stock market
    Quantitative Finance, 2010, 10, (9), 1067-1076 View citations (4)
81. The value of superstitions
    Journal of Economic Psychology, 2010, 31, (3), 293-309 View citations (25)
    See also Working Paper The Value of Superstitions, MPRA Paper (2009) View citations (2) (2009)

2009

82. ARE NONLINEAR TRADING RULES PROFITABLE IN THE CHINESE STOCK MARKET?
    Annals of Financial Economics (AFE), 2009, 05, (01), 1-20 View citations (4)
83. Do momentum-based strategies work in emerging currency markets?
    Pacific-Basin Finance Journal, 2009, 17, (4), 479-493 View citations (17)
    See also Working Paper Do Momentum-based Strategies Work in Emerging Currency Markets?, Departmental Working Papers (2006) View citations (1) (2006)
84. Hedonic pricing models for metropolitan bus services
    Economics Bulletin, 2009, 29, (2), 630-637
85. Is the Convergence of Accounting Standards Good for Stock Markets?
    Economics Bulletin, 2009, 29, (3), 2079-2085
86. Profitability of the On-Balance Volume Indicator
    Economics Bulletin, 2009, 29, (3), 2424-2431 View citations (5)
87. The Nexus between Analyst Forecast Dispersion and Expected Returns Surrounding Stock Market Crashes
    JRFM, 2009, 2, (1), 1-19
88. The nexus between stock market value and demand for money in China
    China Economic Journal, 2009, 2, (2), 203-207
89. What accounts for Chinese Business Cycle?
    China Economic Review, 2009, 20, (4), 650-661 View citations (31)
90. Who will win the Nobel Prize?
    Economics Bulletin, 2009, 29, (2), 1107-1116 View citations (1)

2008

91. A threshold model for the Hong Kong warrant prices
    Applied Financial Economics Letters, 2008, 4, (5), 337-339
92. Generic consistency of the break-point estimators under specification errors in a multiple-break model
    Econometrics Journal, 2008, 11, (2), 287-307 View citations (25)
    See also Working Paper Generic Consistency of the Break-Point Estimators under Specification Errors in a Multiple-Break Model, Departmental Working Papers (2004) View citations (2) (2004)
93. HEDONIC PRICING MODELS FOR VEHICLE REGISTRATION MARKS
    Pacific Economic Review, 2008, 13, (2), 259-276 View citations (6)
94. International linkages of the Japanese stock market
    Japan and the World Economy, 2008, 20, (4), 601-621 View citations (3)
95. Structural Change in the Efficiency of the Japanese Stock Market after the Millennium
    Economics Bulletin, 2008, 7, (7), 1-7 View citations (3)
96. Structural Change in the Stock Market Efficiency after the Millennium: The MACD Approach
    Economics Bulletin, 2008, 7, (12), 1-6 View citations (2)
97. Technical analysis and the London stock exchange: testing the MACD and RSI rules using the FT30
    Applied Economics Letters, 2008, 15, (14), 1111-1114 View citations (55)
98. Testing for Structural Change in the Nontradable Share Reform of the Chinese Stock Market
    Chinese Economy, 2008, 41, (2), 24-33 View citations (6)
99. The Nonlinear Dynamics of Foreign Reserves and Currency Crises
    Studies in Nonlinear Dynamics & Econometrics, 2008, 12, (4), 18 View citations (6)
100. Time series test of nonlinear convergence and transitional dynamics
     Economics Letters, 2008, 100, (3), 337-339 View citations (34)

2007

101. A Class Test for Fractional Integration
     Studies in Nonlinear Dynamics & Econometrics, 2007, 11, (2), 24 View citations (5)
102. A comparison of MA and RSI returns with exchange rate intervention
     Applied Economics Letters, 2007, 14, (5), 371-383 View citations (12)
103. Determining the contributions to price discovery for Chinese cross-listed stocks
     Pacific-Basin Finance Journal, 2007, 15, (2), 140-153 View citations (38)
     See also Working Paper Determining the Contributions to the Price Discovery for Chinese Cross-listed Stocks, Departmental Working Papers (2005) (2005)
104. Estimating the Fractionally Integrated Model with a Break in the Differencing Parameter
     Economics Bulletin, 2007, 3, (67), 1-10
105. Identification and Estimation of Structural-Change Models with Misclassification
     Economics Bulletin, 2007, 3, (36), 1-19
106. On the convergence of the Chinese and Hong Kong stock markets: a cointegration analysis of the A and H shares
     Applied Financial Economics, 2007, 17, (16), 1349-1357 View citations (14)
107. Profitability of intraday and interday momentum strategies
     Applied Economics Letters, 2007, 14, (15), 1103-1108 View citations (19)
108. THE IMPACT OF THE 1997 HANDOVER ON THE EFFICIENCY OF THE HONG KONG STOCK MARKET
     The Singapore Economic Review (SER), 2007, 52, (01), 27-38 View citations (1)
109. The Revaluation and Future Adjustment of the Renminbi
     Chinese Economy, 2007, 40, (5), 6-20
110. The risk-adjusted trading rule profits in currency spot cross-rates
     Applied Financial Economics Letters, 2007, 3, (2), 71-76

2006

111. Estimation of the Autoregressive Order in the Presence of Measurement Errors
     Economics Bulletin, 2006, 3, (12), 1-10
112. On the Comovement of A and H Shares
     Chinese Economy, 2006, 39, (5), 68-86 View citations (8)
113. Profitability of the Directional Indicators
     Applied Financial Economics Letters, 2006, 2, (6), 401-406
114. The polynomial aggregated AR(1) model
     Econometrics Journal, 2006, 9, (1), 98-122 View citations (9)
115. Two-sided Matching, Who Marries Whom? And what Happens upon Divorce?
     Economics Bulletin, 2006, 4, (21), 1-7

2005

116. Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors
     Economics Bulletin, 2005, 3, (19), 1-5 View citations (6)
117. Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan
     Review of Applied Economics, 2005, 01, (2), 23 View citations (8)
     See also Working Paper Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan, Finance Working Papers (2005) View citations (8) (2005)

2004

118. Are Asian real exchange rates stationary?
     Economics Letters, 2004, 83, (3), 313-316 View citations (75)
     See also Working Paper Are Asian Real Exchange Rates Stationary?, International Finance (2004) View citations (75) (2004)

2003

119. An empirical comparison of moving average envelopes and Bollinger Bands
     Applied Economics Letters, 2003, 10, (6), 339-341 View citations (24)
120. Generic consistency of the break-point estimator under specification errors
     Econometrics Journal, 2003, 6, (1), 167-192 View citations (20)
121. The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies
     Applied Economics, 2003, 35, (12), 1387-1392 View citations (41)

2001

122. Estimating the locations and number of change points by the sample-splitting method
     Statistical Papers, 2001, 42, (1), 53-79 View citations (5)
123. STRUCTURAL CHANGE IN AR(1) MODELS
     Econometric Theory, 2001, 17, (1), 87-155 View citations (46)
     See also Working Paper Structural Change in AR(1) Models, Departmental Working Papers (1997) View citations (8) (1997)
124. Time series properties of aggregated AR(2) processes
     Economics Letters, 2001, 73, (3), 325-332
     See also Working Paper Time Series Properties of Aggregated AR(2) Processes, Departmental Working Papers (2000) (2000)

2000

125. Estimating the differencing parameter via the partial autocorrelation function
     Journal of Econometrics, 2000, 97, (2), 365-381 View citations (15)
     See also Working Paper Estimating the Differencing Parameter Via the Partial Autocorrelation Function, Departmental Working Papers (1998) View citations (1) (1998)

1999

126. Asymptotic distribution of the sup-Wald statistic under specification errors
     Structural Change and Economic Dynamics, 1999, 10, (3-4), 421-430
127. Estimating the fractionally integrated process in the presence of measurement errors
     Economics Letters, 1999, 63, (3), 285-294 View citations (6)
     See also Working Paper Estimating the Fractionally Integrated Process in the Presence of Measurement Errors, Departmental Working Papers (1998) (1998)

1995

128. Partial parameter consistency in a misspecified structural change model
     Economics Letters, 1995, 49, (4), 351-357 View citations (30)

Chapters

2019

1. Comments on "The rise of benchmark bonds in emerging Asia"
   A chapter in Asia-Pacific fixed income markets: evolving structure, participation and pricing, 2019, vol. 102, pp 81-82