Details about Zhuo Qiao

Access statistics for papers by Zhuo Qiao.

Last updated 2024-06-11. Update your information in the RePEc Author Service.

Short-id: pqi158

Working Papers

2017

1. Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets
   MPRA Paper, University Library of Munich, Germany
   Also in MPRA Paper, University Library of Munich, Germany (2016) View citations (43)
   See also Journal Article THEORIES OF RISK: TESTING INVESTOR BEHAVIOR ON THE TAIWAN STOCK AND STOCK INDEX FUTURES MARKETS, Economic Inquiry, Western Economic Association International (2016) View citations (38) (2016)

2010

2. Linearity and stationarity of G7 government bond returns
   MPRA Paper, University Library of Munich, Germany View citations (13)
   See also Journal Article Linearity and stationarity of G7 government bond returns, Economics Bulletin, AccessEcon (2010) View citations (13) (2010)

Journal Articles

2023

1. Air pollution and innovation-evidence from quasi-natural experiment of China’s Huai River policy
   Review of Quantitative Finance and Accounting, 2023, 60, (2), 425-443
2. CEO cultural background and corporate cash holdings
   Accounting and Finance, 2023, 63, (S1), 1069-1100 View citations (3)

2022

3. New evidence on Bayesian tests of global factor pricing models
   Journal of Empirical Finance, 2022, 68, (C), 160-172
4. Stock exchange efficiency and convergence: international evidence
   Annals of Operations Research, 2022, 313, (2), 855-875
5. The Effects of a Structural Reform on Corporate Outcomes in China: A Generalized Propensity Score Matching Approach
   Emerging Markets Finance and Trade, 2022, 58, (6), 1590-1601

2021

6. The post-SOX comparative dynamics of public accounting firm efficiency
   Accounting Research Journal, 2021, 35, (2), 178-195

2020

7. Club convergence analysis of regional ecological efficiency in China
   Pacific Economic Review, 2020, 25, (3), 384-401 View citations (1)
8. The value premium puzzle, behavior versus risk: New evidence from China
   The Quarterly Review of Economics and Finance, 2020, 76, (C), 12-21

2019

9. Do foreign institutional investors enhance firm innovation in China?
   Applied Economics Letters, 2019, 26, (13), 1125-1128 View citations (4)
10. Has the difference in stock liquidity and stock returns between Chinese state owned and privately owned enterprises become smaller?
    Finance Research Letters, 2019, 28, (C), 39-44 View citations (1)

2016

11. THEORIES OF RISK: TESTING INVESTOR BEHAVIOR ON THE TAIWAN STOCK AND STOCK INDEX FUTURES MARKETS
    Economic Inquiry, 2016, 54, (2), 907-924 View citations (38)
    See also Working Paper Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets, MPRA Paper (2017) (2017)
12. The Global Financial Crisis and Retail Interest Rate Pass-Through in Australia
    Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2016, 19, (04), 1-32 View citations (1)

2015

13. Herding and fundamental factors: The Hong Kong experience
    Pacific-Basin Finance Journal, 2015, 32, (C), 160-188 View citations (15)
14. Which is a better investment choice in the Hong Kong residential property market: a big or small property?
    Applied Economics, 2015, 47, (16), 1670-1685 View citations (28)

2014

15. Does fine wine price contain useful information to forecast GDP? Evidence from major developed countries
    Economic Modelling, 2014, 38, (C), 75-79 View citations (4)
16. Empirical Investigation of the Causal Relationships Among Herding, Stock Market Returns, and Illiquidity: Evidence from Major Asian Markets
    Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2014, 17, (03), 1-27 View citations (7)
17. Investors’ preference towards risk: evidence from the Taiwan stock and stock index futures markets
    Accounting and Finance, 2014, 54, (1), 251-274 View citations (21)

2013

18. Stochastic dominance relationships between stock and stock index futures markets: International evidence
    Economic Modelling, 2013, 33, (C), 552-559 View citations (31)

2012

19. Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach
    Journal of Empirical Finance, 2012, 19, (1), 162-174 View citations (59)

2011

20. Examining the Day-of-the-Week Effects in Chinese Stock Markets: New Evidence from a Stochastic Dominance Approach
    Global Economic Review, 2011, 40, (3), 251-267 View citations (5)

2010

21. Examining Stock Volatility in the Segmented Chinese Stock Markets: A SWARCH Approach
    Global Economic Review, 2010, 39, (3), 225-246 View citations (2)
22. Linearity and stationarity of G7 government bond returns
    Economics Bulletin, 2010, 30, (4), 2642-2655 View citations (13)
    See also Working Paper Linearity and stationarity of G7 government bond returns, MPRA Paper (2010) View citations (13) (2010)
23. New evidence on the relation between return volatility and trading volume
    Journal of Forecasting, 2010, 29, (5), 502-515 View citations (32)

2009

24. Linear and nonlinear causality between changes in consumption and consumer attitudes
    Economics Letters, 2009, 102, (3), 161-164 View citations (49)

2008

25. Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market
    Journal of International Financial Markets, Institutions and Money, 2008, 18, (5), 425-437 View citations (34)
26. Policy change and lead-lag relations among China's segmented stock markets
    Journal of Multinational Financial Management, 2008, 18, (3), 276-289 View citations (24)
27. Volatility switching and regime interdependence between information technology stocks 1995-2005
    Global Finance Journal, 2008, 19, (2), 139-156 View citations (24)

2007

28. Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model
    Economics Bulletin, 2007, 6, (27), 1-7 View citations (13)

Chapters

2011

1. A Markov Regime-Switching Model of Stock Return Volatility: Evidence from Chinese Markets
   Palgrave Macmillan View citations (2)