Journal Article |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A Class Test for Fractional Integration |
0 |
0 |
0 |
69 |
1 |
1 |
2 |
184 |
A Competing Risks Analysis of Corporate Survival |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
90 |
A New Approach to Modeling Sector Stock Returns in China |
0 |
0 |
0 |
2 |
1 |
1 |
1 |
15 |
A Principal Component Approach to Measuring Investor Sentiment in Hong Kong |
0 |
1 |
2 |
13 |
0 |
1 |
6 |
71 |
A THRESHOLD MODEL APPROACH TO ESTIMATING THE ABNORMAL STOCK RETURNS |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
19 |
A comparison of MA and RSI returns with exchange rate intervention |
0 |
0 |
0 |
97 |
1 |
3 |
7 |
270 |
A gravity analysis of international stock market linkages |
0 |
0 |
1 |
22 |
0 |
0 |
1 |
77 |
A new recognition algorithm for “head-and-shoulders” price patterns |
1 |
1 |
1 |
14 |
1 |
1 |
7 |
75 |
A principal component approach to measuring investor sentiment in China |
0 |
0 |
1 |
21 |
0 |
1 |
4 |
96 |
A principal-component approach to measuring investor sentiment |
0 |
1 |
2 |
90 |
1 |
2 |
7 |
216 |
A threshold model for the Hong Kong warrant prices |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
ARE NONLINEAR TRADING RULES PROFITABLE IN THE CHINESE STOCK MARKET? |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
19 |
ARE PRICES STICKY IN LARGE DEVELOPING ECONOMIES? AN EMPIRICAL COMPARISON OF CHINA AND INDIA |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
98 |
An Examination of the Underpricing of H-Share IPOs in Hong Kong |
0 |
0 |
1 |
7 |
0 |
0 |
3 |
28 |
An empirical comparison of moving average envelopes and Bollinger Bands |
0 |
1 |
6 |
272 |
0 |
3 |
12 |
862 |
An instrumental variable approach to unveiling the determinants of flatted factory rent in Hong Kong |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
15 |
An investigation of duration dependence in the American stock market cycle |
0 |
0 |
0 |
36 |
0 |
0 |
0 |
110 |
Are Asian real exchange rates stationary? |
0 |
0 |
0 |
137 |
0 |
0 |
0 |
449 |
Are Chinese Stock Market Cycles Duration Independent? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
75 |
Asymptotic distribution of the sup-Wald statistic under specification errors |
0 |
0 |
0 |
63 |
0 |
1 |
2 |
262 |
Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors |
0 |
0 |
0 |
38 |
0 |
0 |
2 |
213 |
Can Poverty be Alleviated in China? |
0 |
0 |
1 |
12 |
0 |
0 |
1 |
114 |
Can analyst predict stock market crashes? |
0 |
0 |
1 |
61 |
2 |
2 |
7 |
318 |
Co-integrated or not? After the Shanghai–Hong Kong and Shenzhen–Hong Kong Stock Connection Schemes |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
122 |
Determining the contributions to price discovery for Chinese cross-listed stocks |
0 |
0 |
1 |
118 |
1 |
1 |
2 |
254 |
Do Technical Analysts Outperform Novice Traders: Experimental Evidence |
3 |
7 |
18 |
659 |
4 |
16 |
56 |
1,607 |
Do momentum-based strategies work in emerging currency markets? |
0 |
0 |
1 |
158 |
0 |
0 |
5 |
442 |
Do speculative bubbles migrate in the Chinese stock market? |
0 |
0 |
0 |
4 |
1 |
2 |
4 |
96 |
Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan |
0 |
1 |
2 |
139 |
1 |
4 |
9 |
518 |
Does banking competition alleviate or worsen credit constraints faced by small- and medium-sized enterprises? Evidence from China |
1 |
3 |
5 |
139 |
3 |
7 |
21 |
493 |
Does monetary policy matter for trade? |
0 |
0 |
1 |
8 |
0 |
1 |
3 |
69 |
Does monetary policy matter for trade? |
0 |
0 |
0 |
9 |
1 |
2 |
3 |
60 |
Does studying in Hong Kong affect the ideological preferences of Chinese mainland undergraduates? |
0 |
0 |
2 |
4 |
2 |
3 |
11 |
38 |
Does the 'Dogs of the Dow' strategy work better in blue chips? |
0 |
0 |
0 |
53 |
0 |
0 |
0 |
204 |
Does the macroeconomy matter to market volatility? Evidence from US industries |
1 |
1 |
6 |
15 |
3 |
4 |
18 |
42 |
Economic implications of the sixth plenary session of the 19th CPC Central Committee for China’s Hong Kong |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
14 |
Economies of scale in the demand for money by firms in China |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
36 |
Editorial |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
3 |
Editorial |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
Entrepreneurial activities and institutional environment in China |
0 |
0 |
0 |
1 |
1 |
2 |
2 |
12 |
Estimating multiple breaks in nonstationary autoregressive models |
0 |
0 |
1 |
10 |
0 |
0 |
4 |
34 |
Estimating the Fractionally Integrated Model with a Break in the Differencing Parameter |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
30 |
Estimating the differencing parameter via the partial autocorrelation function |
0 |
0 |
0 |
66 |
0 |
0 |
0 |
244 |
Estimating the fractionally integrated process in the presence of measurement errors |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
89 |
Estimating the locations and number of change points by the sample-splitting method |
0 |
0 |
0 |
20 |
0 |
0 |
1 |
61 |
Estimation and inference of threshold regression models with measurement errors |
0 |
0 |
1 |
12 |
0 |
2 |
7 |
68 |
Estimation of the Autoregressive Order in the Presence of Measurement Errors |
0 |
1 |
1 |
13 |
1 |
2 |
2 |
53 |
Executive Stock Option Pricing in China Under Stochastic Volatility |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
41 |
Extreme Risk Value and Dependence Structure of the China Securities Index 300 |
0 |
0 |
0 |
15 |
2 |
2 |
2 |
48 |
Factor pricing in commodity futures and the role of liquidity |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
79 |
Factor pricing of cryptocurrencies |
0 |
4 |
15 |
98 |
0 |
10 |
32 |
225 |
Factor-augmented VAR analysis of the monetary policy in China |
0 |
1 |
2 |
140 |
3 |
4 |
9 |
474 |
Forecasting currency crises with threshold models |
0 |
0 |
1 |
5 |
0 |
0 |
2 |
28 |
Forecasting currency crises with threshold models |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
38 |
Frequentist model averaging for threshold models |
1 |
1 |
1 |
7 |
1 |
1 |
2 |
49 |
From Fixed to Float: A Competing Risks Analysis |
0 |
1 |
2 |
6 |
0 |
1 |
3 |
29 |
Generic consistency of the break-point estimator under specification errors |
0 |
0 |
0 |
29 |
0 |
0 |
1 |
224 |
Generic consistency of the break-point estimators under specification errors in a multiple-break model |
0 |
0 |
0 |
44 |
0 |
0 |
2 |
303 |
HEDONIC PRICING MODELS FOR VEHICLE REGISTRATION MARKS |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
113 |
HOW TO MAKE A PROFITABLE TRADING STRATEGY MORE PROFITABLE? |
0 |
0 |
0 |
1 |
0 |
0 |
4 |
16 |
Hedonic pricing models for metropolitan bus services |
0 |
0 |
1 |
81 |
1 |
1 |
3 |
312 |
Housing prices and business cycle in China: A DSGE analysis |
0 |
0 |
1 |
33 |
2 |
5 |
9 |
127 |
Identification and Estimation of Structural-Change Models with Misclassification |
0 |
0 |
0 |
6 |
0 |
1 |
1 |
44 |
Institutional Ownership and Private Equity Placements: Evidence from Chinese Listed Firms |
0 |
0 |
0 |
4 |
0 |
1 |
2 |
42 |
International linkages of the Japanese stock market |
0 |
0 |
0 |
73 |
0 |
1 |
1 |
230 |
Is Hong Kong still an entrepôt under the Sino‐U.S. trade war? |
1 |
1 |
1 |
1 |
1 |
1 |
3 |
3 |
Is the Chinese stock market really inefficient? |
0 |
0 |
0 |
61 |
0 |
0 |
3 |
342 |
Is the Convergence of Accounting Standards Good for Stock Markets? |
0 |
0 |
0 |
49 |
0 |
0 |
2 |
221 |
LONG RANGE DEPENDENCE AND STRUCTURAL BREAKS IN THE GOLD MARKETS |
0 |
0 |
2 |
9 |
1 |
2 |
7 |
21 |
LONG-TERM ADJUSTMENT OF CAPITAL STRUCTURE: EVIDENCE FROM SINGAPORE, HONG KONG AND TAIWAN |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
37 |
Long-range dependence in the international diamond market |
0 |
0 |
0 |
22 |
0 |
0 |
2 |
95 |
Minimum Wage and Shareholder Wealth: Evidence from Hong Kong |
0 |
0 |
1 |
32 |
0 |
0 |
1 |
130 |
Monetary policy regimes and growth revisited: evidence from a de facto classification |
0 |
0 |
3 |
22 |
0 |
0 |
4 |
43 |
Nexus between visitor arrivals and residential property rents in Hong Kong |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
16 |
Non identification of structural change in non stationary AR(1) models |
0 |
0 |
1 |
4 |
1 |
1 |
3 |
10 |
Nonlinear dependence between stock and real estate markets in China |
0 |
0 |
1 |
29 |
0 |
0 |
3 |
107 |
On the Comovement of A and H Shares |
0 |
0 |
0 |
74 |
0 |
0 |
0 |
202 |
On the convergence of the Chinese and Hong Kong stock markets: a cointegration analysis of the A and H shares |
0 |
0 |
0 |
68 |
0 |
0 |
0 |
187 |
Partial parameter consistency in a misspecified structural change model |
0 |
0 |
1 |
42 |
0 |
0 |
2 |
165 |
Political Turnover and the Stock Performance of SOEs in China |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
28 |
Predictability of nonlinear trading rules in the U.S. stock market |
0 |
0 |
0 |
217 |
0 |
0 |
0 |
597 |
Predictive models for disaggregate stock market volatility |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
47 |
Price rigidity in China: Empirical results at home and abroad |
0 |
0 |
0 |
12 |
2 |
4 |
6 |
40 |
Profitability of intraday and interday momentum strategies |
1 |
2 |
3 |
240 |
1 |
2 |
6 |
629 |
Profitability of the Directional Indicators |
0 |
0 |
1 |
1 |
0 |
0 |
1 |
1 |
Profitability of the On-Balance Volume Indicator |
5 |
12 |
46 |
572 |
11 |
31 |
109 |
2,018 |
Regional differences in self-employment in China |
0 |
0 |
0 |
16 |
0 |
0 |
3 |
112 |
Revisiting the Performance of MACD and RSI Oscillators |
0 |
1 |
3 |
83 |
0 |
3 |
10 |
386 |
STRUCTURAL CHANGE IN AR(1) MODELS |
0 |
0 |
1 |
46 |
0 |
0 |
1 |
144 |
STRUCTURAL CHANGE IN NONSTATIONARY AR(1) MODELS |
0 |
0 |
2 |
6 |
0 |
0 |
4 |
28 |
Shipping the Good Horses Out |
1 |
1 |
1 |
5 |
1 |
1 |
1 |
70 |
Structural Change in the Efficiency of the Japanese Stock Market after the Millennium |
0 |
0 |
0 |
23 |
0 |
0 |
1 |
126 |
Structural Change in the Stock Market Efficiency after the Millennium: The MACD Approach |
0 |
0 |
1 |
52 |
0 |
0 |
2 |
179 |
Structural Changes and Regional Disparity in China's Inflation |
0 |
0 |
2 |
105 |
0 |
1 |
3 |
292 |
THAI FIRMS' HISTORIES AND THEIR CAPITAL STRUCTURE |
0 |
0 |
0 |
3 |
1 |
1 |
1 |
19 |
THE IMPACT OF THE 1997 HANDOVER ON THE EFFICIENCY OF THE HONG KONG STOCK MARKET |
0 |
0 |
1 |
8 |
0 |
0 |
3 |
21 |
Technical analysis and the London stock exchange: testing the MACD and RSI rules using the FT30 |
1 |
7 |
31 |
405 |
1 |
16 |
61 |
1,025 |
Testing for Structural Change in the Nontradable Share Reform of the Chinese Stock Market |
0 |
0 |
0 |
54 |
0 |
0 |
0 |
147 |
Testing for a unit root in the presence of stochastic volatility and leverage effect |
0 |
0 |
0 |
14 |
0 |
0 |
1 |
58 |
The Nexus between Analyst Forecast Dispersion and Expected Returns Surrounding Stock Market Crashes |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
116 |
The Nexus between Social Capital and Bank Risk Taking |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
81 |
The Nonlinear Dynamics of Foreign Reserves and Currency Crises |
0 |
0 |
1 |
82 |
0 |
0 |
2 |
234 |
The Private Benefits of Corporate Control: Evidence from China |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
The Revaluation and Future Adjustment of the Renminbi |
0 |
0 |
0 |
31 |
0 |
0 |
1 |
105 |
The Unusual Trading Volume and Earnings Surprises in China’s Market |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
25 |
The development of Hong Kong housing market: past, present and future |
0 |
4 |
12 |
50 |
2 |
8 |
20 |
118 |
The effects of trading suspensions in China |
0 |
0 |
1 |
10 |
0 |
0 |
2 |
44 |
The impact of COVID-19 on ASEAN |
0 |
1 |
7 |
24 |
2 |
5 |
30 |
81 |
The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies |
0 |
0 |
0 |
142 |
0 |
0 |
2 |
629 |
The nexus between labor wages and property rents in the Greater China area |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
43 |
The nexus between stock market value and demand for money in China |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
The polynomial aggregated AR(1) model |
0 |
0 |
0 |
39 |
0 |
1 |
2 |
271 |
The risk-adjusted trading rule profits in currency spot cross-rates |
0 |
0 |
1 |
1 |
0 |
0 |
2 |
2 |
The roadmap of interest rate liberalisation in China |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
20 |
The sources of country and industry variations in ASEAN |
0 |
0 |
0 |
2 |
1 |
1 |
2 |
15 |
The stock–bond comovements and cross-market trading |
0 |
0 |
0 |
11 |
1 |
3 |
5 |
73 |
The value of superstitions |
0 |
0 |
1 |
63 |
0 |
0 |
6 |
304 |
Theory and Applications of TAR Model with Two Threshold Variables |
0 |
0 |
0 |
2 |
1 |
1 |
4 |
35 |
Threshold effect of scale and skill in active mutual fund management |
0 |
0 |
0 |
2 |
1 |
1 |
1 |
20 |
Time series properties of aggregated AR(2) processes |
0 |
0 |
0 |
63 |
0 |
0 |
0 |
218 |
Time series test of nonlinear convergence and transitional dynamics |
0 |
0 |
0 |
74 |
0 |
1 |
2 |
243 |
Two-sided Matching, Who Marries Whom? And what Happens upon Divorce? |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
34 |
Understanding the China–US trade war: causes, economic impact, and the worst-case scenario |
1 |
6 |
24 |
110 |
5 |
19 |
82 |
331 |
Understanding the digital economy in China: Characteristics, challenges, and prospects |
1 |
2 |
17 |
21 |
3 |
6 |
37 |
51 |
What Explains Herd Behavior in the Chinese Stock Market? |
0 |
0 |
4 |
5 |
0 |
2 |
8 |
18 |
What accounts for Chinese Business Cycle? |
0 |
0 |
1 |
145 |
0 |
0 |
1 |
423 |
What determines the price of a racing horse? |
0 |
1 |
3 |
51 |
1 |
2 |
7 |
161 |
What determines the price of a racing horse? |
0 |
1 |
1 |
2 |
0 |
3 |
4 |
15 |
Who will win the Nobel Prize? |
0 |
0 |
1 |
76 |
1 |
2 |
7 |
405 |
Will stock rise on Valentine’s Day? |
0 |
0 |
1 |
4 |
1 |
1 |
13 |
32 |
Total Journal Articles |
18 |
63 |
255 |
6,361 |
74 |
209 |
785 |
22,393 |