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 2 2 4 97
A New Approach to Modelling Sector Stock Returns in China 0 0 2 17 0 1 6 38
A New Recognition Algorithm for “Head-and-Shoulders” Price Patterns 0 0 5 83 5 8 41 334
A Principal Component Approach to Measuring Investor Sentiment in China 0 0 4 55 0 6 19 179
A Principal Component Approach to Measuring Investor Sentiment in Hong Kong 0 1 2 58 1 5 11 97
A Profitability Comparison of Modal Point and Closing Price 0 0 0 0 1 1 2 401
A Simple Test for Fractionally Integrated Processes 0 0 0 0 0 0 2 98
A Tale of Two Regimes: Classifying and Revisiting the Monetary Policy Regimes 0 1 3 8 1 2 8 34
An Empirical Comparison of Fast and Slow Stochastics 0 0 2 13 0 0 6 27
An Omnibus Test for the Fractionally Intergrated Model 0 0 0 1 1 2 3 184
Are Asian Real Exchange Rates Stationary? 0 0 0 413 0 1 4 1,049
Are Prices Sticky in Large Developing Economies? An Empirical Comparison of China and India 0 1 1 41 0 1 8 39
Asymptotic Inferences for an AR(1) Model with a Change Point: Stationary and Nearly Non-stationary Cases 0 0 1 70 0 0 5 62
Can Poverty be Alleviated in China? 0 0 1 54 1 3 16 124
Co-integrated or not? After the Shanghai-Hong Kong and Shenzhen-Hong Kong Stock Connection Schemes 0 0 3 7 0 5 18 52
Determining the Contributions to the Price Discovery for Chinese Cross-listed Stocks 0 0 0 0 0 1 2 159
Dirichlet Process Hidden Markov Multiple Change-point Model 0 0 3 93 0 1 14 80
Do Momentum-based Strategies Work in Emerging Currency Markets? 0 0 0 1 1 7 17 386
Do Speculative Bubbles Migrate in the Chinese Stock Market? 0 0 1 39 0 0 2 66
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 2 2 282
Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan 2 2 2 23 13 15 20 161
Does Banking Competition Alleviate or Worsen Credit Constraints Faced by Small and Medium Enterprises? Evidence from China (Replaces CentER DP 2011-006) 0 0 1 1 0 0 2 5
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 18 0 0 6 87
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 0 2 2 3 4
Does Monetary Policy Matter For Trade? 0 0 1 50 0 1 5 70
Does studying in Hong Kong affect the ideological preferences of Chinese mainland undergraduates? 0 0 0 6 1 1 2 17
Effects of ARCH Errors on Autoregressive Lag Length Selection Criteria 0 0 0 0 0 0 1 345
Effects of STAR and TAR types nonlinearities on order selection criteria 0 0 0 210 2 2 4 755
Entrepreneurial Activities and Institutional Environment in China 0 0 2 45 0 1 6 52
Estimating Multiple Breaks in Nonstationary Autoregressive Models 0 1 2 36 0 1 8 33
Estimating and Testing Threshold Regression Models with Multiple Threshold Variables 1 4 39 269 2 12 149 808
Estimating the Differencing Parameter Via the Partial Autocorrelation Function 0 0 0 0 0 1 4 449
Estimating the Fractionally Integrated Process in the Presence of Measurement Errors 0 0 0 0 0 0 0 143
Estimating the Location of Break in Restricted Structural Change Models 0 0 0 0 0 0 0 219
Estimating the Unit Root Process in the Presence of Measurement Errors 0 0 0 0 0 0 1 428
Estimation and Inference of Threshold Regression Models with Measurement Errors 0 1 3 39 0 2 7 65
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 1 94
Executive Stock Option Pricing in China under Stochastic Volatility 0 1 3 14 1 3 5 62
Extracting From the Dow Jones Index 0 0 0 0 0 0 1 141
Extreme Risk Value and Dependence Structure of the China Securities Index 300 0 1 2 44 0 2 11 88
Factor Pricing in Commodity Futures and the Role of Liquidity 0 0 0 24 0 1 7 77
Forecasting Income Inequality with Demographic Projections 1 1 4 23 1 6 18 44
Frequentist model averaging for threshold models 0 0 1 36 1 2 14 45
From Fixed to Float: A Competing Risks Analysis 0 0 1 16 0 0 1 57
Generic Consistency of the Break-Point Estimators under Specification Errors in a Multiple-Break Model 0 0 0 0 1 1 4 189
Housing Prices and Business Cycle in China: A DSGE Analysis 0 0 3 119 1 3 11 118
How does the COVID-19 pandemic affect housing prices in China? 1 6 12 57 9 26 78 141
Institutional Ownership and Private Equity Placements: Evidence from Chinese Listed Firms 0 0 0 22 0 2 4 25
Is the Chinese Stock Market Really Efficient 1 1 2 176 2 3 9 601
Long Range Dependence and Structural Breaks in the Gold Markets 0 0 1 27 0 0 2 23
Market Reaction to iPhone Rumors 0 1 3 13 0 1 8 36
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 0 2 220
Modelling Smooth Transitional Economic Behavior 0 0 0 0 2 2 2 113
Nonlinear Dependence between Stock and Real Estate Markets in China 0 0 0 61 0 2 6 95
On the Profitability of Momentum Strategies and Relative Strength Index in the International Equity Markets 0 0 0 2 0 0 5 743
PRICE LIMIT AND STOCK VOLATILITY IN CHINA DURING FINANCIAL CRISES 0 0 0 0 0 1 10 134
Political Turnover and the Stock Performance of SOEs in China 0 0 1 29 0 0 3 50
Predicting Currency Crises in Emerging Asian Countries: A Dynamic Threshold Approach 0 0 0 0 0 1 1 149
Predictive Models for Disaggregate Stock Market Volatility 0 0 1 40 0 0 7 38
Price Limits and Stock Market Volatility in China 0 0 1 93 0 4 42 219
Price Rigidity in China: Empirical Results at Home and Abroad 0 0 0 22 1 1 3 34
Profitability of CAPM Momentum Strategies in the US Stock Market 0 0 0 37 0 1 7 59
Revisiting the Performance of MACD and RSI Oscillators 0 1 4 57 1 10 30 242
Search of Attention in Financial Market 0 0 2 12 1 2 9 21
Seemingly Unexplosive Nonstationary Random Coefficient Autoregressive Processes, A Note 0 0 0 1 0 1 3 186
Structural Change in AR(1) Models 0 0 0 1 0 0 4 277
Structural change in non-stationary AR(1) models 1 1 1 55 1 1 6 52
Testing for Structural Break of the U.S. Stock Market in the 911 Attacks 0 0 0 1 1 2 10 241
The Debt-Equity Choice of Japanese Firms 0 0 1 27 1 1 5 29
The Effects of Trading Suspensions in China 0 0 0 18 2 2 5 52
The Impact of Shanghai-Hong Kong Stock Connect on the Effectiveness of Price Limits in the Chinese Stock Market 0 0 2 40 1 2 15 92
The Nexus Between Social Capital and Bank Risk Taking 0 0 1 19 1 1 2 39
The Nexus between Labour Wages and Property Rents in the Greater China Area 0 0 0 12 0 0 0 38
The Nexus between Visitor Arrivals and Residential Property Rents in Hong Kong 0 0 0 60 1 1 21 118
The Political Economy of Issuing a Typhoon Signal 0 0 0 0 1 3 5 212
The Roadmap of Interest Rate Liberalization in China 0 0 0 46 5 5 10 68
The Sources of Country and Industry Variations in ASEAN Stock Returns 0 1 1 24 1 2 6 31
The Stock-Bond Comovements and Cross-Market Trading 0 0 0 49 1 1 5 62
The Underpricing of Venture Capital Backed IPOs in China 1 2 10 52 1 3 24 81
The Unusual Trading Volume and Earnings Surprises in China’s Market 0 0 2 7 0 3 8 38
The Value of Superstitions 1 1 4 147 6 22 86 848
The Value of Superstitions 0 0 0 0 1 2 4 220
Theory and Applications of TAR Model with Two Threshold Variables 0 0 2 34 0 3 17 150
Threshold Autoregressive Model with Multiple Threshold Variables 0 0 0 1 0 3 4 251
Threshold Effect of Scale and Skill in Active Mutual Fund Management 0 0 1 6 1 1 7 25
Time Series Properties of Aggregated AR(2) Processes 0 0 0 0 0 0 1 477
Value Creation and Long Term Performance of Hong Kong Spinoffs 0 0 0 0 0 0 9 255
What Cause(s) the Underpricing of H-Share IPO? 0 0 0 3 1 1 1 255
What Explains Herd Behavior in the Chinese Stock Market? 0 0 1 85 1 7 17 112
What Should Central Banks Target? Evidence on the Impact of Monetary Policy Regimes on Economic Growth 0 1 7 67 0 4 65 147
Will Stock Rise on Valentine’s Day? 0 2 6 12 2 13 48 62
Total Working Papers 9 31 158 3,342 84 244 1,097 16,058


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 1 69 1 1 4 182
A Competing Risks Analysis of Corporate Survival 0 0 0 0 2 2 6 85
A New Approach to Modeling Sector Stock Returns in China 0 0 1 2 0 0 1 13
A Principal Component Approach to Measuring Investor Sentiment in Hong Kong 0 0 0 11 2 4 13 55
A THRESHOLD MODEL APPROACH TO ESTIMATING THE ABNORMAL STOCK RETURNS 0 0 0 0 0 1 2 13
A comparison of MA and RSI returns with exchange rate intervention 1 1 3 74 8 10 16 227
A gravity analysis of international stock market linkages 0 0 0 21 0 0 4 74
A new recognition algorithm for “head-and-shoulders” price patterns 0 0 1 10 0 2 15 52
A principal component approach to measuring investor sentiment in China 0 0 1 16 0 1 4 81
A principal-component approach to measuring investor sentiment 0 1 3 82 2 3 16 198
A threshold model for the Hong Kong warrant prices 0 0 0 28 0 0 2 177
ARE NONLINEAR TRADING RULES PROFITABLE IN THE CHINESE STOCK MARKET? 0 0 0 4 0 1 4 18
ARE PRICES STICKY IN LARGE DEVELOPING ECONOMIES? AN EMPIRICAL COMPARISON OF CHINA AND INDIA 0 0 0 5 5 17 61 93
An Examination of the Underpricing of H-Share IPOs in Hong Kong 0 0 2 3 1 2 7 18
An empirical comparison of moving average envelopes and Bollinger Bands 0 0 6 243 2 4 23 805
An instrumental variable approach to unveiling the determinants of flatted factory rent in Hong Kong 0 0 2 3 1 1 3 10
An investigation of duration dependence in the American stock market cycle 0 0 0 35 0 0 3 109
Are Asian real exchange rates stationary? 0 0 2 136 0 1 7 442
Are Chinese Stock Market Cycles Duration Independent? 0 0 0 0 0 0 2 74
Asymptotic distribution of the sup-Wald statistic under specification errors 0 0 0 63 0 0 2 260
Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors 0 0 2 36 1 2 8 206
Can Poverty be Alleviated in China? 0 1 1 9 0 6 15 107
Can analyst predict stock market crashes? 0 0 1 58 2 2 17 302
Co-integrated or not? After the Shanghai–Hong Kong and Shenzhen–Hong Kong Stock Connection Schemes 0 0 1 19 1 7 25 106
Determining the contributions to price discovery for Chinese cross-listed stocks 0 0 0 116 2 2 5 248
Do Technical Analysts Outperform Novice Traders: Experimental Evidence 2 10 58 584 23 72 246 1,444
Do momentum-based strategies work in emerging currency markets? 0 0 1 150 0 3 9 422
Do speculative bubbles migrate in the Chinese stock market? 0 0 2 3 1 3 8 88
Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan 0 0 2 127 2 5 11 485
Does banking competition alleviate or worsen credit constraints faced by small- and medium-sized enterprises? Evidence from China 2 4 13 109 2 10 47 397
Does monetary policy matter for trade? 0 1 4 7 0 2 9 58
Does monetary policy matter for trade? 0 0 0 9 2 3 5 57
Does studying in Hong Kong affect the ideological preferences of Chinese mainland undergraduates? 1 1 1 2 2 6 11 13
Does the 'Dogs of the Dow' strategy work better in blue chips? 0 0 1 50 0 0 1 197
Economies of scale in the demand for money by firms in China 0 0 0 3 0 0 1 34
Editorial 0 0 0 1 1 1 1 3
Editorial 0 0 0 0 0 0 0 2
Entrepreneurial activities and institutional environment in China 0 0 0 0 1 1 3 7
Estimating multiple breaks in nonstationary autoregressive models 0 2 6 6 0 4 18 18
Estimating the Fractionally Integrated Model with a Break in the Differencing Parameter 0 0 0 4 0 0 1 27
Estimating the differencing parameter via the partial autocorrelation function 0 0 0 64 1 1 2 241
Estimating the fractionally integrated process in the presence of measurement errors 0 0 0 13 0 0 0 88
Estimating the locations and number of change points by the sample-splitting method 0 0 1 20 0 0 4 60
Estimation and inference of threshold regression models with measurement errors 0 1 1 11 0 1 4 55
Estimation of the Autoregressive Order in the Presence of Measurement Errors 0 0 0 12 0 0 4 47
Executive Stock Option Pricing in China Under Stochastic Volatility 0 0 0 4 0 1 2 40
Extreme Risk Value and Dependence Structure of the China Securities Index 300 0 0 1 13 0 0 1 40
Factor pricing in commodity futures and the role of liquidity 0 0 1 12 1 2 13 75
Factor pricing of cryptocurrencies 6 12 23 23 12 31 56 56
Factor-augmented VAR analysis of the monetary policy in China 0 1 2 129 2 5 20 416
Forecasting currency crises with threshold models 0 0 1 2 0 4 6 21
Forecasting currency crises with threshold models 0 0 0 5 0 1 5 34
Frequentist model averaging for threshold models 0 1 2 6 2 5 10 42
From Fixed to Float: A Competing Risks Analysis 0 0 0 4 0 0 2 22
Generic consistency of the break-point estimator under specification errors 0 0 0 29 1 1 2 221
Generic consistency of the break-point estimators under specification errors in a multiple-break model 0 0 0 44 0 0 2 301
HEDONIC PRICING MODELS FOR VEHICLE REGISTRATION MARKS 0 2 2 19 0 2 3 110
HOW TO MAKE A PROFITABLE TRADING STRATEGY MORE PROFITABLE? 0 0 0 1 0 0 1 12
Hedonic pricing models for metropolitan bus services 0 0 0 79 1 5 10 303
Housing prices and business cycle in China: A DSGE analysis 0 0 4 23 2 4 20 86
Identification and Estimation of Structural-Change Models with Misclassification 0 0 0 5 0 1 2 39
Institutional Ownership and Private Equity Placements: Evidence from Chinese Listed Firms 0 0 1 4 0 4 10 33
International linkages of the Japanese stock market 0 0 1 67 0 0 9 218
Is the Chinese stock market really inefficient? 1 1 1 61 2 5 12 328
Is the Convergence of Accounting Standards Good for Stock Markets? 0 0 1 46 1 2 6 212
LONG RANGE DEPENDENCE AND STRUCTURAL BREAKS IN THE GOLD MARKETS 0 0 2 6 0 0 6 11
LONG-TERM ADJUSTMENT OF CAPITAL STRUCTURE: EVIDENCE FROM SINGAPORE, HONG KONG AND TAIWAN 0 0 1 2 1 1 3 36
Long-range dependence in the international diamond market 0 0 0 20 0 0 0 88
Minimum Wage and Shareholder Wealth: Evidence from Hong Kong 0 0 0 30 2 2 3 126
Monetary policy regimes and growth revisited: evidence from a de facto classification 0 0 4 15 0 2 11 34
Nexus between visitor arrivals and residential property rents in Hong Kong 0 0 0 1 1 2 4 15
Non identification of structural change in non stationary AR(1) models 0 0 1 1 1 2 3 3
Nonlinear dependence between stock and real estate markets in China 0 0 0 27 0 1 7 100
On the Comovement of A and H Shares 0 0 0 73 0 0 3 200
On the convergence of the Chinese and Hong Kong stock markets: a cointegration analysis of the A and H shares 0 0 1 68 0 0 2 186
Partial parameter consistency in a misspecified structural change model 0 0 1 40 0 3 7 157
Political Turnover and the Stock Performance of SOEs in China 0 0 1 3 1 3 10 24
Predictability of nonlinear trading rules in the U.S. stock market 0 1 2 217 0 1 3 592
Predictive models for disaggregate stock market volatility 0 0 0 4 1 1 4 43
Price rigidity in China: Empirical results at home and abroad 0 2 4 8 3 5 10 28
Profitability of intraday and interday momentum strategies 0 1 2 227 1 3 15 602
Profitability of the On-Balance Volume Indicator 4 8 38 468 9 31 130 1,734
Regional differences in self-employment in China 0 1 6 14 2 10 43 94
Revisiting the Performance of MACD and RSI Oscillators 0 0 1 72 1 7 25 361
STRUCTURAL CHANGE IN AR(1) MODELS 0 0 1 44 0 1 6 133
STRUCTURAL CHANGE IN NONSTATIONARY AR(1) MODELS 0 0 0 2 1 1 3 20
Shipping the Good Horses Out 0 0 1 4 1 1 8 69
Structural Change in the Efficiency of the Japanese Stock Market after the Millennium 0 0 0 23 1 1 6 123
Structural Change in the Stock Market Efficiency after the Millennium: The MACD Approach 0 0 2 48 1 1 8 163
Structural Changes and Regional Disparity in China's Inflation 0 0 0 100 1 3 5 281
THAI FIRMS' HISTORIES AND THEIR CAPITAL STRUCTURE 0 0 0 1 0 0 1 16
THE IMPACT OF THE 1997 HANDOVER ON THE EFFICIENCY OF THE HONG KONG STOCK MARKET 0 1 2 7 0 1 5 17
Technical analysis and the London stock exchange: testing the MACD and RSI rules using the FT30 5 6 28 324 8 15 60 862
Testing for Structural Change in the Nontradable Share Reform of the Chinese Stock Market 0 0 0 54 0 0 2 147
Testing for a unit root in the presence of stochastic volatility and leverage effect 0 0 0 14 0 0 3 57
The Nexus between Analyst Forecast Dispersion and Expected Returns Surrounding Stock Market Crashes 0 0 0 5 0 0 5 115
The Nexus between Social Capital and Bank Risk Taking 0 0 0 16 2 2 4 79
The Nonlinear Dynamics of Foreign Reserves and Currency Crises 0 0 1 81 0 3 4 229
The Private Benefits of Corporate Control: Evidence from China 0 0 0 0 1 1 1 6
The Revaluation and Future Adjustment of the Renminbi 0 0 0 31 0 0 0 104
The Unusual Trading Volume and Earnings Surprises in China’s Market 0 0 2 2 0 2 13 15
The development of Hong Kong housing market: past, present and future 4 6 12 22 8 12 34 53
The effects of trading suspensions in China 0 0 2 5 0 3 12 27
The impact of COVID-19 on ASEAN 0 0 0 0 2 4 5 5
The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies 0 0 0 141 0 0 2 626
The nexus between labor wages and property rents in the Greater China area 0 0 0 4 0 0 0 42
The polynomial aggregated AR(1) model 0 0 0 39 1 2 2 268
The risk-adjusted trading rule profits in currency spot cross-rates 0 0 1 14 0 0 2 88
The roadmap of interest rate liberalisation in China 0 0 0 0 1 1 4 9
The sources of country and industry variations in ASEAN 0 0 0 1 0 0 3 12
The stock–bond comovements and cross-market trading 0 0 0 11 0 1 5 68
The value of superstitions 0 0 2 59 0 2 8 284
Theory and Applications of TAR Model with Two Threshold Variables 0 0 0 2 1 2 8 30
Threshold effect of scale and skill in active mutual fund management 0 0 1 2 1 1 6 16
Time series properties of aggregated AR(2) processes 0 0 0 61 0 0 0 214
Time series test of nonlinear convergence and transitional dynamics 0 0 1 69 4 7 19 228
Two-sided Matching, Who Marries Whom? And what Happens upon Divorce? 0 0 0 8 0 0 1 33
Understanding the China–US trade war: causes, economic impact, and the worst-case scenario 0 0 34 56 5 15 101 167
What Explains Herd Behavior in the Chinese Stock Market? 0 0 0 0 1 2 6 6
What accounts for Chinese Business Cycle? 0 0 1 141 1 1 7 414
What determines the price of a racing horse? 0 0 0 0 0 1 3 3
What determines the price of a racing horse? 1 2 5 41 1 5 14 144
Who will win the Nobel Prize? 1 1 1 69 2 2 11 380
Total Journal Articles 28 68 318 5,591 156 421 1,518 20,294


Chapter File Downloads Abstract Views
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Comments on "The rise of benchmark bonds in emerging Asia" 0 0 0 3 0 1 3 36
Total Chapters 0 0 0 3 0 1 3 36


Statistics updated 2022-01-05