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Details about Zhuo Qiao

Workplace:Faculty of Business Administration, University of Macau, (more information at EDIRC)

Access statistics for papers by Zhuo Qiao.

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

Short-id: pqi158


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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 Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2016) Downloads View citations (42)

    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) Downloads View citations (36) (2016)

2010

  1. Linearity and stationarity of G7 government bond returns
    MPRA Paper, University Library of Munich, Germany Downloads View citations (13)
    See also Journal Article Linearity and stationarity of G7 government bond returns, Economics Bulletin, AccessEcon (2010) Downloads 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 Downloads
  2. CEO cultural background and corporate cash holdings
    Accounting and Finance, 2023, 63, (S1), 1069-1100 Downloads View citations (3)

2022

  1. New evidence on Bayesian tests of global factor pricing models
    Journal of Empirical Finance, 2022, 68, (C), 160-172 Downloads
  2. Stock exchange efficiency and convergence: international evidence
    Annals of Operations Research, 2022, 313, (2), 855-875 Downloads
  3. 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 Downloads

2021

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

2020

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

2019

  1. Do foreign institutional investors enhance firm innovation in China?
    Applied Economics Letters, 2019, 26, (13), 1125-1128 Downloads View citations (4)
  2. 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 Downloads View citations (1)

2016

  1. THEORIES OF RISK: TESTING INVESTOR BEHAVIOR ON THE TAIWAN STOCK AND STOCK INDEX FUTURES MARKETS
    Economic Inquiry, 2016, 54, (2), 907-924 Downloads View citations (36)
    See also Working Paper Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets, MPRA Paper (2017) Downloads (2017)
  2. 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 Downloads View citations (1)

2015

  1. Herding and fundamental factors: The Hong Kong experience
    Pacific-Basin Finance Journal, 2015, 32, (C), 160-188 Downloads View citations (15)
  2. 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 Downloads View citations (28)

2014

  1. Does fine wine price contain useful information to forecast GDP? Evidence from major developed countries
    Economic Modelling, 2014, 38, (C), 75-79 Downloads View citations (4)
  2. 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 Downloads View citations (7)
  3. Investors’ preference towards risk: evidence from the Taiwan stock and stock index futures markets
    Accounting and Finance, 2014, 54, (1), 251-274 Downloads View citations (21)

2013

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

2012

  1. 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 Downloads View citations (59)

2011

  1. 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 Downloads View citations (5)

2010

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

2009

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

2008

  1. 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 Downloads View citations (33)
  2. Policy change and lead-lag relations among China's segmented stock markets
    Journal of Multinational Financial Management, 2008, 18, (3), 276-289 Downloads View citations (24)
  3. Volatility switching and regime interdependence between information technology stocks 1995-2005
    Global Finance Journal, 2008, 19, (2), 139-156 Downloads View citations (24)

2007

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

Chapters

2011

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