Access Statistics for Terence Tai Leung Chong

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Competing Risk Analysis of Delistings 0 0 0 0 1 2 18 29
A Profitability Comparison of Modal Point and Closing Price 0 0 0 0 9 25 62 265
A Simple Test for Fractionally Integrated Processes 0 0 0 0 1 1 1 81
An Omnibus Test for the Fractionally Intergrated Model 0 0 0 1 3 6 17 147
Are Asian Real Exchange Rates Stationary? 2 9 34 316 8 26 120 729
Determining the Contributions to the Price Discovery for Chinese Cross-listed Stocks 0 0 0 0 1 2 10 91
Do Momentum-based Strategies Work in Emerging Currency Markets? 0 0 0 1 7 16 53 147
Do the Chinese have a Preference for the Number "8": A Hedonic Pricing Model for the Vehicle Registration Marks in Hong Kong 0 0 0 0 1 3 17 219
Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan 5 25 99 444 21 83 353 1,382
Effects of ARCH Errors on Autoregressive Lag Length Selection Criteria 0 0 0 0 1 14 31 242
Effects of STAR and TAR types nonlinearities on order selection criteria 1 5 13 188 9 24 77 627
Estimating the Differencing Parameter Via the Partial Autocorrelation Function 0 0 0 0 3 6 14 402
Estimating the Fractionally Integrated Process in the Presence of Measurement Errors 0 0 0 0 1 3 5 109
Estimating the Location of Break in Restricted Structural Change Models 0 0 0 0 0 1 7 196
Estimating the Unit Root Process in the Presence of Measurement Errors 0 0 0 0 2 7 30 396
Estimation of and Testing for Structural Break in the Presence of Measurement Errors 0 0 0 0 1 2 5 328
Estimation, Inference, and the Long Memory Properties of Aggregated AR(1) Processes with Coefficients Drawn from a Polynomial Density Function 0 0 0 0 1 1 4 71
Extracting From the Dow Jones Index 0 0 0 0 1 3 13 104
Generic Consistency of the Break-Point Estimators under Specification Errors in a Multiple-Break Model 0 0 0 0 2 3 8 98
Market Size, Book-to-Market Equity and the Cross-Section of Stock Returns: An Application of the Multiple-Variable Threshold Model 0 0 0 1 4 14 39 117
Modelling Smooth Transitional Economic Behavior 0 0 0 0 0 0 4 89
On the Profitability of Momentum Strategies and Relative Strength Index in the International Equity Markets 0 0 0 2 6 18 67 607
Predicting Currency Crises in Emerging Asian Countries: A Dynamic Threshold Approach 0 0 0 0 3 6 26 77
Seemingly Unexplosive Nonstationary Random Coefficient Autoregressive Processes, A Note 0 0 0 1 1 2 6 160
Structural Change in AR(1) Models 0 0 0 1 1 9 29 135
Testing for Structural Break of the U.S. Stock Market in the 911 Attacks 0 0 0 1 1 9 22 179
The Political Economy of Issuing a Typhoon Signal 0 0 0 0 3 7 41 62
The Value of Superstitions 6 16 20 20 14 47 76 76
The Value of Superstitions 0 0 0 0 6 20 21 21
Threshold Autoregressive Model with Multiple Threshold Variables 0 0 0 1 6 10 47 180
Time Series Properties of Aggregated AR(2) Processes 0 0 0 0 7 18 50 237
Value Creation and Long Term Performance of Hong Kong Spinoffs 0 0 0 0 1 4 15 185
What Cause(s) the Underpricing of H-Share IPO? 0 0 0 3 5 6 21 184
Total Working Papers 14 55 166 980 131 398 1,309 7,972

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 2 6 24 30 4 12 50 74
A comparison of MA and RSI returns with exchange rate intervention 1 2 9 25 4 7 39 94
An empirical comparison of moving average envelopes and Bollinger Bands 0 2 27 98 4 21 98 355
Are Asian real exchange rates stationary? 3 7 17 98 4 8 31 282
Are the Asian Equity Markets more Interdependent after the Financial Crisis? 1 7 44 45 3 17 100 107
Asymptotic distribution of the sup-Wald statistic under specification errors 1 2 10 42 1 7 32 137
Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors 2 5 20 65 4 15 65 333
Determining the contributions to price discovery for Chinese cross-listed stocks 4 10 23 43 4 10 29 66
Estimating the Fractionally Integrated Model with a Break in the Differencing Parameter 0 1 5 6 2 6 13 20
Estimating the differencing parameter via the partial autocorrelation function 0 1 6 39 1 4 14 155
Estimating the fractionally integrated process in the presence of measurement errors 0 0 3 8 1 2 9 60
Estimating the locations and number of change points by the sample-splitting method 1 4 5 5 2 5 7 7
Estimation of the Autoregressive Order in the Presence of Measurement Errors 0 2 8 21 1 4 31 106
Generic consistency of the break-point estimator under specification errors 1 3 5 19 1 3 11 149
Generic consistency of the break-point estimators under specification errors in a multiple-break model 1 6 21 21 3 16 56 56
HEDONIC PRICING MODELS FOR VEHICLE REGISTRATION MARKS 0 0 3 4 0 1 18 30
Identification and Estimation of Structural-Change Models with Misclassification 1 2 4 8 1 3 7 21
International linkages of the Japanese stock market 2 4 8 8 5 9 15 15
On the Comovement of A and H Shares 1 7 23 26 4 14 48 63
On the convergence of the Chinese and Hong Kong stock markets: a cointegration analysis of the A and H shares 0 1 14 24 0 1 29 59
Partial parameter consistency in a misspecified structural change model 0 0 4 20 0 1 7 79
Profitability of intraday and interday momentum strategies 1 8 36 60 5 18 90 146
STRUCTURAL CHANGE IN AR(1) MODELS 0 3 10 11 0 9 18 20
Structural Change in the Efficiency of the Japanese Stock Market after the Millennium 2 4 19 19 4 11 64 69
Structural Change in the Stock Market Efficiency after the Millennium: The MACD Approach 1 4 18 18 5 19 56 56
THE IMPACT OF THE 1997 HANDOVER ON THE EFFICIENCY OF THE HONG KONG STOCK MARKET 0 0 5 5 3 16 52 52
Technical analysis and the London stock exchange: testing the MACD and RSI rules using the FT30 5 10 40 40 12 29 97 97
Testing for Structural Change in the Nontradable Share Reform of the Chinese Stock Market 1 3 23 23 2 6 50 50
The Aggregated Structural-Change Model 0 2 13 32 4 10 64 182
The Nonlinear Dynamics of Foreign Reserves and Currency Crises 2 12 14 14 6 19 23 23
The Revaluation and Future Adjustment of the Renminbi 0 3 11 15 0 3 23 35
The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies 0 3 10 79 6 15 86 357
The polynomial aggregated AR(1) model 0 1 5 24 1 3 25 117
Time series properties of aggregated AR(2) processes 1 1 9 37 2 4 24 114
Time series test of nonlinear convergence and transitional dynamics 1 5 20 20 6 16 53 53
Two-sided Matching, Who Marries Whom? And what Happens upon Divorce? 1 2 7 29 2 10 27 79
Total Journal Articles 36 133 523 1,081 107 354 1,461 3,718

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Statistics updated 2009-07-03