Access Statistics for Terence Tai Leung CHONG

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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 1 3 100
A New Approach to Modelling Sector Stock Returns in China 0 0 0 18 1 1 1 42
A New Recognition Algorithm for “Head-and-Shoulders” Price Patterns 0 0 1 87 0 0 3 363
A Principal Component Approach to Measuring Investor Sentiment in China 0 1 4 62 1 6 21 222
A Principal Component Approach to Measuring Investor Sentiment in Hong Kong 0 0 0 58 1 1 3 110
A Profitability Comparison of Modal Point and Closing Price 0 0 0 0 1 1 1 404
A Simple Test for Fractionally Integrated Processes 0 0 0 0 0 1 2 100
A Tale of Two Regimes: Classifying and Revisiting the Monetary Policy Regimes 0 0 2 10 0 0 4 41
An Empirical Comparison of Fast and Slow Stochastics 0 0 0 13 0 0 3 31
An Omnibus Test for the Fractionally Intergrated Model 0 0 0 1 0 0 0 184
Are Asian Real Exchange Rates Stationary? 0 0 0 414 0 1 1 1,054
Are Prices Sticky in Large Developing Economies? An Empirical Comparison of China and India 0 0 0 41 0 1 1 42
Asymptotic Inferences for an AR(1) Model with a Change Point: Stationary and Nearly Non-stationary Cases 0 0 0 71 0 0 0 65
Can Poverty be Alleviated in China? 0 0 0 55 0 0 0 130
Co-integrated or not? After the Shanghai-Hong Kong and Shenzhen-Hong Kong Stock Connection Schemes 0 0 0 8 0 0 2 63
Determining the Contributions to the Price Discovery for Chinese Cross-listed Stocks 0 0 0 0 1 1 2 164
Dirichlet Process Hidden Markov Multiple Change-point Model 0 1 1 98 1 2 6 105
Distance to Abortion Facilities and Child Living Conditions-Implication of the Abortion Law Change in the United States 0 0 13 13 0 1 18 18
Do Momentum-based Strategies Work in Emerging Currency Markets? 0 0 0 1 1 1 3 402
Do Speculative Bubbles Migrate in the Chinese Stock Market? 0 0 0 39 0 1 2 71
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 0 0 2 287
Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan 0 0 2 44 1 1 9 259
Does Banking Competition Alleviate or Worsen Credit Constraints Faced by Small and Medium Enterprises? Evidence from China (Replaces CentER DP 2011-006) 0 0 0 1 1 2 4 14
Does Banking Competition Alleviate or Worsen Credit Constraints Faced by Small and Medium Enterprises? Evidence from China (Replaces CentER DP 2011-006) 0 0 0 20 0 0 1 94
Does Banking Competition Alleviate or Worsen Credit Constraints Faced by Small and Medium Enterprises? Evidence from China (Replaces EBC DP 2011-001) 0 0 0 1 0 0 1 9
Does Monetary Policy Matter For Trade? 0 0 0 52 3 3 4 77
Does studying in Hong Kong affect the ideological preferences of Chinese mainland undergraduates? 0 0 0 6 0 0 0 18
Economic Prospects of the Development of the Guangdong-Hong Kong-Macao Greater Bay Area: The Competitive Advantages and Importance of the Service Sector 0 0 1 1 0 0 4 4
Effects of ARCH Errors on Autoregressive Lag Length Selection Criteria 0 0 0 0 0 0 0 345
Effects of STAR and TAR types nonlinearities on order selection criteria 0 0 0 210 1 1 2 761
Entrepreneurial Activities and Institutional Environment in China 0 0 0 45 1 1 2 58
Estimating Multiple Breaks in Nonstationary Autoregressive Models 0 0 0 37 0 0 2 38
Estimating and Testing Threshold Regression Models with Multiple Threshold Variables 2 3 3 290 3 6 9 863
Estimating the Differencing Parameter Via the Partial Autocorrelation Function 0 0 0 0 0 0 1 451
Estimating the Fractionally Integrated Process in the Presence of Measurement Errors 0 0 0 0 1 1 1 144
Estimating the Location of Break in Restricted Structural Change Models 0 0 0 0 1 1 1 221
Estimating the Unit Root Process in the Presence of Measurement Errors 0 0 0 0 0 0 0 428
Estimation and Inference of Threshold Regression Models with Measurement Errors 0 0 0 40 0 1 1 72
Estimation of and Testing for Structural Break in the Presence of Measurement Errors 0 0 0 0 0 0 0 353
Estimation, Inference, and the Long Memory Properties of Aggregated AR(1) Processes with Coefficients Drawn from a Polynomial Density Function 0 0 0 0 0 0 0 94
Executive Stock Option Pricing in China under Stochastic Volatility 0 0 0 18 0 0 2 73
Extracting From the Dow Jones Index 0 0 0 0 1 1 1 144
Extreme Risk Value and Dependence Structure of the China Securities Index 300 0 1 1 46 0 1 1 93
Factor Pricing in Commodity Futures and the Role of Liquidity 0 0 0 26 0 0 4 97
Forecasting Income Inequality with Demographic Projections 0 0 2 31 0 0 6 64
Frequentist model averaging for threshold models 0 0 0 37 0 0 0 58
From Fixed to Float: A Competing Risks Analysis 0 0 0 16 0 0 0 59
Generic Consistency of the Break-Point Estimators under Specification Errors in a Multiple-Break Model 0 0 0 0 0 0 0 190
Housing Prices and Business Cycle in China: A DSGE Analysis 0 0 0 128 0 2 4 144
How does the COVID-19 pandemic affect housing prices in China? 0 0 1 86 0 0 3 219
Institutional Ownership and Private Equity Placements: Evidence from Chinese Listed Firms 0 0 0 24 0 0 0 33
Is Hong Kong still an entrepôt under the Sino-U.S. trade war? 0 1 10 10 0 1 11 11
Is the Chinese Stock Market Really Efficient 0 0 0 177 0 0 0 612
Long Range Dependence and Structural Breaks in the Gold Markets 0 0 1 29 0 0 1 29
Market Reaction to iPhone Rumors 0 0 1 16 0 0 4 53
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 0 1 3 229
Modelling Smooth Transitional Economic Behavior 0 0 0 0 1 2 2 115
Nonlinear Dependence between Stock and Real Estate Markets in China 0 0 0 61 0 0 0 102
On the Profitability of Momentum Strategies and Relative Strength Index in the International Equity Markets 0 0 0 2 0 0 0 749
PRICE LIMIT AND STOCK VOLATILITY IN CHINA DURING FINANCIAL CRISES 0 0 0 0 1 1 2 138
Political Turnover and the Stock Performance of SOEs in China 0 0 0 29 0 0 1 54
Predicting Currency Crises in Emerging Asian Countries: A Dynamic Threshold Approach 0 0 0 0 0 1 2 152
Predictive Models for Disaggregate Stock Market Volatility 0 0 0 40 0 0 0 39
Price Limits and Stock Market Volatility in China 0 0 0 97 0 1 3 237
Price Rigidity in China: Empirical Results at Home and Abroad 0 0 0 22 0 1 2 37
Profitability of CAPM Momentum Strategies in the US Stock Market 0 0 0 37 1 1 1 64
Revisiting the Performance of MACD and RSI Oscillators 0 1 3 66 1 4 12 294
Search of Attention in Financial Market 0 0 0 12 0 0 1 26
Seemingly Unexplosive Nonstationary Random Coefficient Autoregressive Processes, A Note 0 0 0 1 0 0 1 188
Structural Change in AR(1) Models 0 0 0 1 0 0 1 283
Structural change in non-stationary AR(1) models 0 0 0 56 1 1 2 59
Testing for Structural Break of the U.S. Stock Market in the 911 Attacks 0 0 0 1 0 0 1 245
The Debt-Equity Choice of Japanese Firms 0 0 0 27 1 1 3 35
The Effects of Trading Suspensions in China 0 0 0 25 0 0 1 72
The Impact of Caste on Income Disparity in India Today. A Pan-India Panel Data Approach 0 1 11 11 0 21 39 39
The Impact of Shanghai-Hong Kong Stock Connect on the Effectiveness of Price Limits in the Chinese Stock Market 0 0 3 47 0 1 9 119
The Nexus Between Social Capital and Bank Risk Taking 0 0 0 19 0 2 2 43
The Nexus between Labour Wages and Property Rents in the Greater China Area 0 0 0 12 0 0 0 39
The Nexus between Visitor Arrivals and Residential Property Rents in Hong Kong 0 0 0 61 0 1 3 124
The Political Economy of Issuing a Typhoon Signal 0 0 0 0 0 0 1 216
The Roadmap of Interest Rate Liberalization in China 0 0 0 47 0 0 5 78
The Sources of Country and Industry Variations in ASEAN Stock Returns 0 0 0 24 0 0 0 33
The Stock-Bond Comovements and Cross-Market Trading 0 0 0 50 1 2 2 65
The Underpricing of Venture Capital Backed IPOs in China 0 0 0 53 0 0 0 92
The Unusual Trading Volume and Earnings Surprises in China’s Market 0 0 1 8 0 1 2 45
The Value of Superstitions 0 0 0 0 0 0 2 228
The Value of Superstitions 0 0 3 155 1 3 10 951
Theory and Applications of TAR Model with Two Threshold Variables 0 1 3 43 0 2 11 183
Threshold Autoregressive Model with Multiple Threshold Variables 0 0 0 1 0 0 0 259
Threshold Effect of Scale and Skill in Active Mutual Fund Management 0 0 0 6 0 0 1 28
Time Series Properties of Aggregated AR(2) Processes 0 0 0 0 1 1 1 480
Value Creation and Long Term Performance of Hong Kong Spinoffs 0 0 0 0 0 0 1 259
What Cause(s) the Underpricing of H-Share IPO? 0 0 0 3 0 0 0 256
What Explains Herd Behavior in the Chinese Stock Market? 0 1 2 88 0 2 5 128
What Should Central Banks Target? Evidence on the Impact of Monetary Policy Regimes on Economic Growth 0 0 0 69 0 0 3 166
Will Stock Rise on Valentine’s Day? 0 0 3 24 0 0 6 107
Total Working Papers 2 11 72 3,579 30 91 298 17,236


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
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Comments on "The rise of benchmark bonds in emerging Asia" 0 0 0 3 0 0 2 42
Total Chapters 0 0 0 3 0 0 2 42


Statistics updated 2025-03-03