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 3 3 7 107
A New Approach to Modelling Sector Stock Returns in China 0 0 0 18 2 2 8 50
A New Recognition Algorithm for “Head-and-Shoulders” Price Patterns 0 0 1 88 6 10 24 387
A Principal Component Approach to Measuring Investor Sentiment in China 0 1 5 67 3 10 33 259
A Principal Component Approach to Measuring Investor Sentiment in Hong Kong 0 0 1 59 2 8 21 132
A Profitability Comparison of Modal Point and Closing Price 0 0 0 0 1 2 10 414
A Simple Test for Fractionally Integrated Processes 0 0 0 0 1 1 3 103
A Tale of Two Regimes: Classifying and Revisiting the Monetary Policy Regimes 0 0 0 10 2 3 6 47
An Empirical Comparison of Fast and Slow Stochastics 0 0 0 13 2 4 12 43
An Omnibus Test for the Fractionally Intergrated Model 0 0 0 1 0 0 7 192
Are Asian Real Exchange Rates Stationary? 0 0 0 414 0 6 15 1,069
Are Prices Sticky in Large Developing Economies? An Empirical Comparison of China and India 0 0 0 41 1 4 11 53
Asymptotic Inferences for an AR(1) Model with a Change Point: Stationary and Nearly Non-stationary Cases 0 0 0 71 0 0 5 70
Can Poverty be Alleviated in China? 0 0 0 55 3 4 8 138
Co-integrated or not? After the Shanghai-Hong Kong and Shenzhen-Hong Kong Stock Connection Schemes 0 0 0 8 3 4 12 76
Determining the Contributions to the Price Discovery for Chinese Cross-listed Stocks 0 0 0 0 1 1 7 172
Dirichlet Process Hidden Markov Multiple Change-point Model 0 0 0 98 2 5 11 117
Distance to Abortion Facilities and Child Living Conditions-Implication of the Abortion Law Change in the United States 0 0 0 13 3 4 9 28
Do Momentum-based Strategies Work in Emerging Currency Markets? 0 0 0 1 3 9 18 420
Do Speculative Bubbles Migrate in the Chinese Stock Market? 0 0 0 39 3 5 14 85
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 3 4 6 293
Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan 0 0 1 45 2 6 23 282
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 0 1 5 19
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 2 10 104
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 3 3 8 17
Does Monetary Policy Matter For Trade? 2 2 2 54 3 11 21 100
Does studying in Hong Kong affect the ideological preferences of Chinese mainland undergraduates? 0 0 0 6 5 6 14 32
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 2 6 11 26 33
Effects of ARCH Errors on Autoregressive Lag Length Selection Criteria 0 0 0 0 5 5 7 352
Effects of STAR and TAR types nonlinearities on order selection criteria 0 0 0 210 6 7 9 770
Entrepreneurial Activities and Institutional Environment in China 0 0 0 45 3 4 11 69
Estimating Multiple Breaks in Nonstationary Autoregressive Models 0 0 0 37 1 2 13 51
Estimating and Testing Threshold Regression Models with Multiple Threshold Variables 0 1 6 299 3 11 41 909
Estimating the Differencing Parameter Via the Partial Autocorrelation Function 0 0 0 0 2 3 5 458
Estimating the Fractionally Integrated Process in the Presence of Measurement Errors 0 0 0 0 4 8 18 163
Estimating the Location of Break in Restricted Structural Change Models 0 0 0 0 3 3 6 227
Estimating the Unit Root Process in the Presence of Measurement Errors 0 0 0 0 2 2 10 438
Estimation and Inference of Threshold Regression Models with Measurement Errors 0 0 0 40 2 2 11 83
Estimation of and Testing for Structural Break in the Presence of Measurement Errors 0 0 0 0 3 4 7 360
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 2 5 99
Executive Stock Option Pricing in China under Stochastic Volatility 0 0 0 18 4 6 12 85
Extracting From the Dow Jones Index 0 0 0 0 1 3 10 154
Extreme Risk Value and Dependence Structure of the China Securities Index 300 0 0 1 47 3 4 9 102
Factor Pricing in Commodity Futures and the Role of Liquidity 0 0 1 27 6 18 29 127
Forecasting Income Inequality with Demographic Projections 0 0 2 33 2 3 10 75
Frequentist model averaging for threshold models 0 0 0 37 2 3 16 75
From Fixed to Float: A Competing Risks Analysis 0 0 0 16 2 7 15 75
Generic Consistency of the Break-Point Estimators under Specification Errors in a Multiple-Break Model 0 0 0 0 0 2 3 193
Housing Prices and Business Cycle in China: A DSGE Analysis 0 0 3 131 1 8 22 167
How does the COVID-19 pandemic affect housing prices in China? 0 0 0 86 3 6 20 239
Institutional Ownership and Private Equity Placements: Evidence from Chinese Listed Firms 0 0 0 24 7 12 19 52
Is Hong Kong still an entrepôt under the Sino-U.S. trade war? 0 1 2 12 3 8 19 31
Is the Chinese Stock Market Really Efficient 0 0 0 177 6 12 21 636
Long Range Dependence and Structural Breaks in the Gold Markets 0 0 0 30 2 2 12 42
Market Reaction to iPhone Rumors 1 1 1 19 5 5 23 79
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 1 1 3 232
Modelling Smooth Transitional Economic Behavior 0 0 0 0 0 0 3 118
Nonlinear Dependence between Stock and Real Estate Markets in China 0 0 0 61 1 6 17 119
On the Profitability of Momentum Strategies and Relative Strength Index in the International Equity Markets 0 0 0 2 2 4 9 758
PRICE LIMIT AND STOCK VOLATILITY IN CHINA DURING FINANCIAL CRISES 0 0 0 0 0 2 3 141
Political Turnover and the Stock Performance of SOEs in China 0 0 0 29 2 3 6 60
Predicting Currency Crises in Emerging Asian Countries: A Dynamic Threshold Approach 0 0 0 0 0 1 9 161
Predictive Models for Disaggregate Stock Market Volatility 0 0 0 40 3 4 17 56
Price Limits and Stock Market Volatility in China 0 0 0 97 6 6 19 256
Price Rigidity in China: Empirical Results at Home and Abroad 0 0 0 22 2 7 13 50
Profitability of CAPM Momentum Strategies in the US Stock Market 0 0 0 37 5 7 15 79
Revisiting the Performance of MACD and RSI Oscillators 0 0 9 75 8 33 123 424
Search of Attention in Financial Market 0 0 0 12 2 3 7 34
Seemingly Unexplosive Nonstationary Random Coefficient Autoregressive Processes, A Note 0 0 0 1 0 0 3 191
Structural Change in AR(1) Models 0 0 0 1 3 5 14 297
Structural change in non-stationary AR(1) models 0 0 0 56 4 7 16 75
Testing for Structural Break of the U.S. Stock Market in the 911 Attacks 0 0 0 1 0 0 4 249
The Debt-Equity Choice of Japanese Firms 0 0 0 27 11 12 23 59
The Effects of Trading Suspensions in China 0 0 0 25 6 8 16 88
The Impact of Caste on Income Disparity in India Today. A Pan-India Panel Data Approach 0 0 4 16 12 36 101 146
The Impact of Shanghai-Hong Kong Stock Connect on the Effectiveness of Price Limits in the Chinese Stock Market 0 0 0 48 8 15 43 163
The Nexus Between Social Capital and Bank Risk Taking 0 0 0 19 3 3 9 52
The Nexus between Labour Wages and Property Rents in the Greater China Area 0 0 0 12 2 3 8 47
The Nexus between Visitor Arrivals and Residential Property Rents in Hong Kong 0 0 1 62 3 4 13 137
The Political Economy of Issuing a Typhoon Signal 0 0 0 0 0 1 4 220
The Roadmap of Interest Rate Liberalization in China 0 0 0 47 2 6 13 91
The Sources of Country and Industry Variations in ASEAN Stock Returns 0 0 0 24 4 5 9 42
The Stock-Bond Comovements and Cross-Market Trading 0 0 0 50 5 5 17 83
The Underpricing of Venture Capital Backed IPOs in China 0 0 1 56 6 8 17 112
The Unusual Trading Volume and Earnings Surprises in China’s Market 0 0 0 8 4 5 9 54
The Value of Superstitions 0 0 0 0 1 4 8 236
The Value of Superstitions 0 0 0 155 3 5 16 967
Theory and Applications of TAR Model with Two Threshold Variables 0 0 2 45 5 16 31 214
Threshold Autoregressive Model with Multiple Threshold Variables 0 0 0 1 1 1 9 268
Threshold Effect of Scale and Skill in Active Mutual Fund Management 0 0 0 6 6 8 12 40
Time Series Properties of Aggregated AR(2) Processes 0 0 0 0 1 2 8 488
Value Creation and Long Term Performance of Hong Kong Spinoffs 0 0 0 0 0 2 6 265
What Cause(s) the Underpricing of H-Share IPO? 0 0 0 3 0 1 4 260
What Explains Herd Behavior in the Chinese Stock Market? 0 0 0 88 8 12 23 151
What Should Central Banks Target? Evidence on the Impact of Monetary Policy Regimes on Economic Growth 0 0 0 69 1 3 10 176
Will Stock Rise on Valentine’s Day? 0 2 2 26 5 17 27 134
Total Working Papers 3 8 46 3,635 280 552 1,454 18,746

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 4 188
A Competing Risks Analysis of Corporate Survival 0 0 0 0 1 1 11 101
A New Approach to Modeling Sector Stock Returns in China 0 0 0 2 2 3 9 25
A Principal Component Approach to Measuring Investor Sentiment in Hong Kong 0 1 2 15 4 11 28 100
A THRESHOLD MODEL APPROACH TO ESTIMATING THE ABNORMAL STOCK RETURNS 0 0 0 1 3 5 10 29
A comparison of MA and RSI returns with exchange rate intervention 0 0 0 97 4 9 20 291
A gravity analysis of international stock market linkages 0 0 0 22 3 4 11 89
A new recognition algorithm for “head-and-shoulders” price patterns 1 1 3 17 3 8 26 101
A principal component approach to measuring investor sentiment in China 0 1 4 26 6 7 20 119
A principal-component approach to measuring investor sentiment 0 0 1 91 2 4 13 230
A threshold model for the Hong Kong warrant prices 0 0 1 1 2 3 8 8
ARE NONLINEAR TRADING RULES PROFITABLE IN THE CHINESE STOCK MARKET? 0 0 0 5 1 2 6 25
ARE PRICES STICKY IN LARGE DEVELOPING ECONOMIES? AN EMPIRICAL COMPARISON OF CHINA AND INDIA 0 0 0 6 2 4 9 107
An Examination of the Underpricing of H-Share IPOs in Hong Kong 1 1 2 9 13 19 29 58
An empirical comparison of moving average envelopes and Bollinger Bands 0 0 4 278 4 12 30 894
An instrumental variable approach to unveiling the determinants of flatted factory rent in Hong Kong 0 0 0 4 1 2 4 19
An investigation of duration dependence in the American stock market cycle 0 0 0 36 4 6 11 121
Are Asian real exchange rates stationary? 0 0 0 137 1 4 5 454
Are Chinese Stock Market Cycles Duration Independent? 0 0 0 0 1 1 5 80
Asymptotic distribution of the sup-Wald statistic under specification errors 0 0 0 63 0 0 1 263
Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors 0 0 0 39 6 7 15 229
Can Poverty be Alleviated in China? 0 0 0 12 1 1 11 125
Can analyst predict stock market crashes? 0 0 0 61 5 9 22 340
Co-integrated or not? After the Shanghai–Hong Kong and Shenzhen–Hong Kong Stock Connection Schemes 0 0 0 21 4 7 13 135
Creditable bonds’ multifunctional roles during the COVID-19 pandemic 0 0 2 2 4 5 13 13
Determining the contributions to price discovery for Chinese cross-listed stocks 0 0 0 118 1 3 14 268
Do Technical Analysts Outperform Novice Traders: Experimental Evidence 1 3 14 675 15 37 86 1,701
Do momentum-based strategies work in emerging currency markets? 0 1 5 163 3 5 18 460
Do speculative bubbles migrate in the Chinese stock market? 0 0 0 4 5 5 14 111
Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan 0 0 2 141 5 7 27 545
Does banking competition alleviate or worsen credit constraints faced by small- and medium-sized enterprises? Evidence from China 0 2 4 143 4 11 36 530
Does monetary policy matter for trade? 0 0 0 9 3 4 11 72
Does monetary policy matter for trade? 0 0 1 9 2 3 16 86
Does studying in Hong Kong affect the ideological preferences of Chinese mainland undergraduates? 0 0 0 4 2 3 9 50
Does the 'Dogs of the Dow' strategy work better in blue chips? 1 1 1 54 3 4 12 217
Does the macroeconomy matter to market volatility? Evidence from US industries 1 1 3 18 3 3 17 59
Economic implications of the sixth plenary session of the 19th CPC Central Committee for China’s Hong Kong 0 0 1 3 2 3 12 26
Economies of scale in the demand for money by firms in China 0 0 0 4 3 3 13 49
Editorial 0 0 0 0 0 0 4 8
Editorial 0 0 0 1 1 2 7 10
Entrepreneurial activities and institutional environment in China 0 0 0 1 2 2 8 20
Estimating multiple breaks in nonstationary autoregressive models 0 0 3 13 0 0 9 43
Estimating the Fractionally Integrated Model with a Break in the Differencing Parameter 0 0 0 5 1 1 16 46
Estimating the differencing parameter via the partial autocorrelation function 0 0 0 66 3 4 10 254
Estimating the fractionally integrated process in the presence of measurement errors 0 0 0 13 2 3 7 96
Estimating the locations and number of change points by the sample-splitting method 0 0 0 20 2 2 7 68
Estimation and inference of threshold regression models with measurement errors 0 0 0 12 4 5 17 85
Estimation of the Autoregressive Order in the Presence of Measurement Errors 0 0 2 15 1 2 9 63
Executive Stock Option Pricing in China Under Stochastic Volatility 0 0 0 4 2 3 6 47
Extreme Risk Value and Dependence Structure of the China Securities Index 300 0 0 0 15 1 2 9 57
Factor pricing in commodity futures and the role of liquidity 0 0 0 12 3 4 13 92
Factor pricing of cryptocurrencies 2 4 14 113 9 22 75 302
Factor-augmented VAR analysis of the monetary policy in China 0 1 1 141 3 4 13 490
Forecasting currency crises with threshold models 0 0 0 6 0 1 9 47
Forecasting currency crises with threshold models 0 0 0 5 1 3 13 41
Frequentist model averaging for threshold models 0 0 0 7 3 4 8 57
From Fixed to Float: A Competing Risks Analysis 0 0 0 6 2 4 12 41
Generic consistency of the break-point estimator under specification errors 0 0 0 29 2 2 6 230
Generic consistency of the break-point estimators under specification errors in a multiple-break model 0 0 0 44 1 3 14 317
HEDONIC PRICING MODELS FOR VEHICLE REGISTRATION MARKS 0 0 1 21 3 4 10 123
HOW TO MAKE A PROFITABLE TRADING STRATEGY MORE PROFITABLE? 0 1 1 2 1 3 6 22
Hedonic pricing models for metropolitan bus services 0 0 0 81 2 2 6 318
Housing prices and business cycle in China: A DSGE analysis 0 0 3 36 3 4 16 143
Identification and Estimation of Structural-Change Models with Misclassification 0 0 0 6 2 3 11 55
Institutional Ownership and Private Equity Placements: Evidence from Chinese Listed Firms 0 0 0 4 2 3 9 51
International linkages of the Japanese stock market 0 0 0 73 1 4 12 242
Is Hong Kong still an entrepôt under the Sino‐U.S. trade war? 0 0 1 3 3 6 35 40
Is the Chinese stock market really inefficient? 0 0 0 61 5 8 20 362
Is the Convergence of Accounting Standards Good for Stock Markets? 0 0 0 49 2 5 12 233
LONG RANGE DEPENDENCE AND STRUCTURAL BREAKS IN THE GOLD MARKETS 0 0 0 9 0 1 11 33
LONG-TERM ADJUSTMENT OF CAPITAL STRUCTURE: EVIDENCE FROM SINGAPORE, HONG KONG AND TAIWAN 0 0 0 2 1 1 3 40
Long-range dependence in the international diamond market 0 0 1 23 3 4 9 105
Minimum Wage and Shareholder Wealth: Evidence from Hong Kong 0 0 0 32 2 6 8 138
Monetary policy regimes and growth revisited: evidence from a de facto classification 0 0 0 22 1 1 7 50
Nexus between visitor arrivals and residential property rents in Hong Kong 0 0 0 2 3 6 8 24
Non identification of structural change in non stationary AR(1) models 0 0 0 4 0 0 2 13
Nonlinear dependence between stock and real estate markets in China 0 0 0 29 0 1 8 116
On the Comovement of A and H Shares 0 0 0 74 3 3 5 207
On the convergence of the Chinese and Hong Kong stock markets: a cointegration analysis of the A and H shares 0 0 0 68 1 4 7 194
Partial parameter consistency in a misspecified structural change model 0 0 0 42 3 4 6 171
Political Turnover and the Stock Performance of SOEs in China 0 0 0 3 1 3 6 35
Predictability of nonlinear trading rules in the U.S. stock market 0 0 1 218 6 7 10 607
Predictive models for disaggregate stock market volatility 1 1 2 6 2 2 6 53
Price rigidity in China: Empirical results at home and abroad 0 0 1 13 3 7 16 56
Profitability of intraday and interday momentum strategies 0 0 1 241 4 4 9 638
Profitability of the Directional Indicators 0 1 1 2 0 1 3 4
Profitability of the On-Balance Volume Indicator 1 6 34 621 23 95 254 2,304
Regional differences in self-employment in China 0 0 0 16 2 5 13 125
Revisiting the Performance of MACD and RSI Oscillators 0 0 2 85 4 11 27 414
STRUCTURAL CHANGE IN AR(1) MODELS 0 0 0 46 2 3 11 155
STRUCTURAL CHANGE IN NONSTATIONARY AR(1) MODELS 0 0 0 6 2 3 4 32
Shipping the Good Horses Out 0 0 0 5 1 2 7 77
Structural Change in the Efficiency of the Japanese Stock Market after the Millennium 0 0 1 24 5 8 16 142
Structural Change in the Stock Market Efficiency after the Millennium: The MACD Approach 0 0 1 53 5 7 18 197
Structural Changes and Regional Disparity in China's Inflation 1 1 3 108 3 4 16 308
THAI FIRMS' HISTORIES AND THEIR CAPITAL STRUCTURE 0 0 1 4 1 3 9 28
THE IMPACT OF THE 1997 HANDOVER ON THE EFFICIENCY OF THE HONG KONG STOCK MARKET 0 0 0 8 7 16 24 46
Technical analysis and the London stock exchange: testing the MACD and RSI rules using the FT30 1 5 22 430 10 26 85 1,117
Testing for Structural Change in the Nontradable Share Reform of the Chinese Stock Market 0 0 0 54 2 2 3 150
Testing for a unit root in the presence of stochastic volatility and leverage effect 0 0 1 15 5 6 11 69
The Nexus between Analyst Forecast Dispersion and Expected Returns Surrounding Stock Market Crashes 0 0 0 6 2 6 10 126
The Nexus between Social Capital and Bank Risk Taking 0 0 0 17 0 0 8 90
The Nonlinear Dynamics of Foreign Reserves and Currency Crises 0 0 1 83 6 7 12 246
The Private Benefits of Corporate Control: Evidence from China 0 0 0 0 3 5 8 15
The Revaluation and Future Adjustment of the Renminbi 0 0 0 31 1 1 4 109
The Unusual Trading Volume and Earnings Surprises in China’s Market 0 0 0 2 3 3 9 34
The development of Hong Kong housing market: past, present and future 0 0 2 56 5 10 25 147
The effects of trading suspensions in China 0 0 0 10 2 4 16 60
The impact of COVID-19 on ASEAN 0 0 2 28 3 5 18 103
The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies 0 1 1 143 1 3 13 642
The nexus between labor wages and property rents in the Greater China area 0 0 0 4 4 4 10 53
The nexus between stock market value and demand for money in China 0 0 1 1 2 3 5 7
The polynomial aggregated AR(1) model 0 0 0 39 0 0 4 275
The risk-adjusted trading rule profits in currency spot cross-rates 0 0 0 1 0 0 3 5
The roadmap of interest rate liberalisation in China 0 0 1 1 2 2 8 28
The sources of country and industry variations in ASEAN 0 0 0 2 0 0 2 17
The stock–bond comovements and cross-market trading 0 1 1 12 7 12 18 91
The value of superstitions 0 1 1 64 1 4 16 321
Theory and Applications of TAR Model with Two Threshold Variables 0 0 0 2 0 3 11 47
Threshold effect of scale and skill in active mutual fund management 0 0 0 2 2 4 5 25
Time series properties of aggregated AR(2) processes 0 0 0 63 1 2 5 223
Time series test of nonlinear convergence and transitional dynamics 0 0 0 74 1 4 13 256
Two-sided Matching, Who Marries Whom? And what Happens upon Divorce? 0 0 1 9 5 11 19 53
Understanding the China–US trade war: causes, economic impact, and the worst-case scenario 0 1 19 134 5 13 76 427
Understanding the digital economy in China: Characteristics, challenges, and prospects 0 0 3 26 1 5 18 74
What Explains Herd Behavior in the Chinese Stock Market? 0 0 1 6 5 10 21 41
What accounts for Chinese Business Cycle? 0 0 1 147 3 6 18 442
What determines the price of a racing horse? 0 1 2 4 3 7 11 26
What determines the price of a racing horse? 0 0 1 52 3 6 15 176
Who will win the Nobel Prize? 0 0 1 77 1 2 14 420
Will stock rise on Valentine’s Day? 0 0 0 4 5 9 33 65
Total Journal Articles 11 37 187 6,588 378 738 2,098 24,613
2 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Comments on "The rise of benchmark bonds in emerging Asia" 0 0 0 3 1 2 4 46
Total Chapters 0 0 0 3 1 2 4 46

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06