Departmental Working Papers

From Chinese University of Hong Kong, Department of Economics
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2009: The Value of Superstitions

Tarvis Ng, Terence Tai Leung Chong and Xin Du

2007: Illegal Immigration in a Heterogeneous Society

Theodore Palivos and Chong Yip

2007: A Competing Risk Analysis of Delistings

Li Li, Qing He and Terence Tai Leung Chong

2007: The Political Economy of Issuing a Typhoon Signal

Terence Tai Leung Chong, Wai-Chun Lau and Kai-Yin Lui

2007: Double Couponing as Commitment to Increase the Retailer's Profit

Barick Chung

2007: Simultaneous Decisions in a Network

Barick Chung

2006: Predicting Currency Crises in Emerging Asian Countries: A Dynamic Threshold Approach

Qing He and Terence Tai Leung Chong

2006: Market Size, Book-to-Market Equity and the Cross-Section of Stock Returns: An Application of the Multiple-Variable Threshold Model

Mak Wing Hei, Terence Tai Leung Chong and Kit Ming Yan

2006: Do Momentum-based Strategies Work in Emerging Currency Markets?

Ip Hugo Tak-Sang and Terence Tai Leung Chong

2006: Exogenous Shocks and Consumer Sentiment: The 2003 SARS Epidemic in Hong Kong

Kwan Andy C.C. and John Cotsomitis

2006: Are the markets for factories and offices integrated? Evidence from Hong Kong?

Charles Leung, Peiling Wei and Siu Kei Wong

2006: Optimal Intervention Policies for a Small Monetary Economy

Theodore Palivos and Chong Yip

2006: Competing for Talents

Ettore Damiano, Hao Li and Wing Suen

2006: No-Fault Divorce and the Compression of Marriage Ages

Douglas Allen, Krishna Pendakur and Wing Suen

2005: Equilibrium Correlation of Asset Price and Return

Charles Leung

2005: Growth volatility and technical progress: a simple rent-seeking model

Charles Leung, Sam Hak Kan Tang and Nicolaas Groenewold

2005: Mutual Admiration Clubs

Wing Suen

2005: The Comparative Statics of Differential Rents in Two-Sided Matching Markets

Wing Suen

2005: Threshold Autoregressive Model with Multiple Threshold Variables

Haiqiang Chen and Terence Tai Leung Chong

2005: What Cause(s) the Underpricing of H-Share IPO?

Shuo Yuan and Terence Tai Leung Chong

2005: Determining the Contributions to the Price Discovery for Chinese Cross-listed Stocks

Qian Su and Terence Tai Leung Chong

2005: Business Confidence and Economic Activity in Canada

Andy C.C. Kwan

2005: Housing Price Dispersion: An Empirical Investigation

Charles Leung, Youngman Chun Fai Leong and Siu Kei Wong

2005: Intrinsic Cycles of Land Price: A Simple Model

Charles Leung and Nan-Kuang Chen

2004: Value Creation and Long Term Performance of Hong Kong Spinoffs

Wai-hong Wong, Terence Tai Leung Chong and Venus Liew

2004: Macroeconomics and Housing: A Review of the Literature

Charles Leung

2004: Consumer Confidence and Japan's Consumption Stagnation

Andy C. C. Kwan and John Cotsomitis

2004: Do the Chinese have a Preference for the Number "8": A Hedonic Pricing Model for the Vehicle Registration Marks in Hong Kong

Xin Du and Terence Tai Leung Chong

2004: Can Consumer Confidence Forecast Household Spending? Evidence from the European Commission Business and Consumer Surveys

John Cotsomitis and Andy C. C. Kwan

2004: Generic Consistency of the Break-Point Estimators under Specification Errors in a Multiple-Break Model

Seraph Xin Wang, Terence Tai Leung Chong and Haiqiang Chen

2004: Testing Alternative Theories of Property Price-Trading Volume with Commercial Real Estate Market Data

Charles Leung and Dandan Feng

2004: An Omnibus Test for the Fractionally Intergrated Model

Terence Tai Leung Chong

2003: A Re-examination of the Finite-Sample Properties of Pena and Rodriguez's Portmanteau Test of Lack of Fit for Time Series

Andy C.C. Kwan and Yangru Wu

2003: Can Consumer Attitudes Forecast Household Spending in the United States? Further Evidence from the Michigan Survey of Consumers

Andy C.C. Kwan and John Cotsomitis

2003: Local Tax System, Intergovernmental Transfers and China's Sub-prefecture Fiscal Disparities

Tsui Kai Yuen

2003: The Usefulness of Consumer Attitudes in Forecasting Household Spending in Canada: A National and Regional Analysis

Andy C.C. Kwan and John Cotsomitis

2003: Modelling Smooth Transitional Economic Behavior

Terence Tai Leung Chong

2003: Effects of ARCH Errors on Autoregressive Lag Length Selection Criteria

Venus Liew and Terence Tai Leung Chong

2003: On the Profitability of Momentum Strategies and Relative Strength Index in the International Equity Markets

Lok-yee Leung and Terence Tai Leung Chong

2003: A Profitability Comparison of Modal Point and Closing Price

Quincy Chi fai Chan and Terence Tai Leung Chong

2002: Stable Comparative Statics

Kai Sun Kwong

2002: Does Consumer Sentiment Forecast Household Spending? If So, Why? Comment

Andy C.C. Kwan and John Cotsomitis

2002: The Dynamics and Volatility of Commercial and Residential Property Prices: Theory and Evidence

Kamhon Kan, Sunny Kai-sun Kwong and Charles Leung

2002: Accounting for Changes in China's Regional Inequality

Kai-yuen Tsui and Youqiang Wang

2002: Decentralization with Political Trump: Vertical Control, Local Accountablility and Regional Polarization

Kai-yuen Tsui and Youqiang Wang

2002: On the use of the sample partial autocorrelation for order determination in a pure autoregressive process: A Monte Carlo study and empirical example

Andy C.C. Kwan and Yangru Wu

2002: On the size and power of portmanteau tests for randomness of a time series

Andy C.C. Kwan, Ah-Boon Sim and Yangru Wu

2002: On the empirical size and power of normalized autocorrelation coefficients: A Monte Carlo investigation

Andy C.C. Kwan, Ah-Boon Sim and Yangru Wu

2002: Testing for Structural Break of the U.S. Stock Market in the 911 Attacks

Terence Tai Leung Chong

2002: Does our time of birth determine our fate? An analysis from an economic perspective

Ka-fu Wong and Linda Yung

2002: Between Separate Stoves and A Single Menu: Fiscal Decentralization, Chinese Style

Kai-yuen Tsui and Youqiang Wang

2002: Investment, Interest Rate Rules, and Equilibrium Determinacy

Qinglai Meng and Chong Yip