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 3 4 103
A New Approach to Modelling Sector Stock Returns in China 0 0 0 18 0 1 4 45
A New Recognition Algorithm for “Head-and-Shoulders” Price Patterns 0 0 1 88 1 6 8 371
A Principal Component Approach to Measuring Investor Sentiment in China 1 1 5 66 4 6 25 241
A Principal Component Approach to Measuring Investor Sentiment in Hong Kong 0 0 0 58 0 2 6 115
A Profitability Comparison of Modal Point and Closing Price 0 0 0 0 1 1 5 408
A Simple Test for Fractionally Integrated Processes 0 0 0 0 1 1 2 101
A Tale of Two Regimes: Classifying and Revisiting the Monetary Policy Regimes 0 0 0 10 1 1 1 42
An Empirical Comparison of Fast and Slow Stochastics 0 0 0 13 1 1 1 32
An Omnibus Test for the Fractionally Intergrated Model 0 0 0 1 1 1 3 187
Are Asian Real Exchange Rates Stationary? 0 0 0 414 0 1 2 1,055
Are Prices Sticky in Large Developing Economies? An Empirical Comparison of China and India 0 0 0 41 0 1 4 45
Asymptotic Inferences for an AR(1) Model with a Change Point: Stationary and Nearly Non-stationary Cases 0 0 0 71 0 1 2 67
Can Poverty be Alleviated in China? 0 0 0 55 1 2 2 132
Co-integrated or not? After the Shanghai-Hong Kong and Shenzhen-Hong Kong Stock Connection Schemes 0 0 0 8 1 2 3 66
Determining the Contributions to the Price Discovery for Chinese Cross-listed Stocks 0 0 0 0 1 1 3 166
Dirichlet Process Hidden Markov Multiple Change-point Model 0 0 1 98 0 1 4 107
Distance to Abortion Facilities and Child Living Conditions-Implication of the Abortion Law Change in the United States 0 0 0 13 0 0 3 20
Do Momentum-based Strategies Work in Emerging Currency Markets? 0 0 0 1 1 1 4 405
Do Speculative Bubbles Migrate in the Chinese Stock Market? 0 0 0 39 1 1 3 73
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 1 1 288
Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan 1 1 1 45 4 4 10 268
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 2 4 16
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 1 2 96
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 1 1 1 10
Does Monetary Policy Matter For Trade? 0 0 0 52 1 3 8 82
Does studying in Hong Kong affect the ideological preferences of Chinese mainland undergraduates? 0 0 0 6 0 1 4 22
Economic Prospects of the Development of the Guangdong-Hong Kong-Macao Greater Bay Area: The Competitive Advantages and Importance of the Service Sector 1 1 1 2 5 7 10 14
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 0 0 1 761
Entrepreneurial Activities and Institutional Environment in China 0 0 0 45 0 2 4 61
Estimating Multiple Breaks in Nonstationary Autoregressive Models 0 0 0 37 0 2 2 40
Estimating and Testing Threshold Regression Models with Multiple Threshold Variables 0 0 11 298 5 6 27 884
Estimating the Differencing Parameter Via the Partial Autocorrelation Function 0 0 0 0 1 1 3 454
Estimating the Fractionally Integrated Process in the Presence of Measurement Errors 0 0 0 0 1 2 5 148
Estimating the Location of Break in Restricted Structural Change Models 0 0 0 0 1 1 2 222
Estimating the Unit Root Process in the Presence of Measurement Errors 0 0 0 0 2 4 5 433
Estimation and Inference of Threshold Regression Models with Measurement Errors 0 0 0 40 0 3 4 75
Estimation of and Testing for Structural Break in the Presence of Measurement Errors 0 0 0 0 0 1 2 355
Estimation, Inference, and the Long Memory Properties of Aggregated AR(1) Processes with Coefficients Drawn from a Polynomial Density Function 0 0 0 0 2 2 2 96
Executive Stock Option Pricing in China under Stochastic Volatility 0 0 0 18 1 1 3 76
Extracting From the Dow Jones Index 0 0 0 0 2 3 4 147
Extreme Risk Value and Dependence Structure of the China Securities Index 300 0 1 2 47 0 3 5 97
Factor Pricing in Commodity Futures and the Role of Liquidity 0 0 1 27 2 2 6 103
Forecasting Income Inequality with Demographic Projections 0 0 2 33 0 1 5 69
Frequentist model averaging for threshold models 0 0 0 37 2 3 7 65
From Fixed to Float: A Competing Risks Analysis 0 0 0 16 0 0 2 61
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 1 2 130 3 6 12 154
How does the COVID-19 pandemic affect housing prices in China? 0 0 0 86 1 3 5 224
Institutional Ownership and Private Equity Placements: Evidence from Chinese Listed Firms 0 0 0 24 1 2 3 36
Is Hong Kong still an entrepôt under the Sino-U.S. trade war? 0 0 2 11 1 5 9 19
Is the Chinese Stock Market Really Efficient 0 0 0 177 0 1 6 618
Long Range Dependence and Structural Breaks in the Gold Markets 0 0 1 30 1 3 6 35
Market Reaction to iPhone Rumors 0 0 2 18 0 2 11 64
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 1 229
Modelling Smooth Transitional Economic Behavior 0 0 0 0 1 1 3 116
Nonlinear Dependence between Stock and Real Estate Markets in China 0 0 0 61 2 6 6 108
On the Profitability of Momentum Strategies and Relative Strength Index in the International Equity Markets 0 0 0 2 0 0 1 750
PRICE LIMIT AND STOCK VOLATILITY IN CHINA DURING FINANCIAL CRISES 0 0 0 0 0 0 1 138
Political Turnover and the Stock Performance of SOEs in China 0 0 0 29 1 1 1 55
Predicting Currency Crises in Emerging Asian Countries: A Dynamic Threshold Approach 0 0 0 0 0 1 2 153
Predictive Models for Disaggregate Stock Market Volatility 0 0 0 40 3 4 5 44
Price Limits and Stock Market Volatility in China 0 0 0 97 0 0 1 237
Price Rigidity in China: Empirical Results at Home and Abroad 0 0 0 22 2 4 5 41
Profitability of CAPM Momentum Strategies in the US Stock Market 0 0 0 37 2 3 6 69
Revisiting the Performance of MACD and RSI Oscillators 0 1 8 73 15 25 57 347
Search of Attention in Financial Market 0 0 0 12 0 0 1 27
Seemingly Unexplosive Nonstationary Random Coefficient Autoregressive Processes, A Note 0 0 0 1 0 0 0 188
Structural Change in AR(1) Models 0 0 0 1 1 2 3 286
Structural change in non-stationary AR(1) models 0 0 0 56 0 1 3 61
Testing for Structural Break of the U.S. Stock Market in the 911 Attacks 0 0 0 1 1 2 2 247
The Debt-Equity Choice of Japanese Firms 0 0 0 27 1 1 6 40
The Effects of Trading Suspensions in China 0 0 0 25 0 0 0 72
The Impact of Caste on Income Disparity in India Today. A Pan-India Panel Data Approach 1 2 5 15 6 13 54 72
The Impact of Shanghai-Hong Kong Stock Connect on the Effectiveness of Price Limits in the Chinese Stock Market 0 0 1 48 3 8 14 132
The Nexus Between Social Capital and Bank Risk Taking 0 0 0 19 0 1 5 46
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 1 1 1 62 1 3 7 130
The Political Economy of Issuing a Typhoon Signal 0 0 0 0 0 2 2 218
The Roadmap of Interest Rate Liberalization in China 0 0 0 47 1 2 2 80
The Sources of Country and Industry Variations in ASEAN Stock Returns 0 0 0 24 0 0 2 35
The Stock-Bond Comovements and Cross-Market Trading 0 0 0 50 3 5 10 73
The Underpricing of Venture Capital Backed IPOs in China 0 0 2 55 0 0 4 96
The Unusual Trading Volume and Earnings Surprises in China’s Market 0 0 0 8 1 1 2 46
The Value of Superstitions 0 0 0 155 0 1 6 954
The Value of Superstitions 0 0 0 0 3 4 4 232
Theory and Applications of TAR Model with Two Threshold Variables 0 0 3 45 0 3 10 191
Threshold Autoregressive Model with Multiple Threshold Variables 0 0 0 1 1 2 4 263
Threshold Effect of Scale and Skill in Active Mutual Fund Management 0 0 0 6 1 1 1 29
Time Series Properties of Aggregated AR(2) Processes 0 0 0 0 4 4 5 484
Value Creation and Long Term Performance of Hong Kong Spinoffs 0 0 0 0 2 2 3 262
What Cause(s) the Underpricing of H-Share IPO? 0 0 0 3 0 1 1 257
What Explains Herd Behavior in the Chinese Stock Market? 0 0 1 88 0 1 3 129
What Should Central Banks Target? Evidence on the Impact of Monetary Policy Regimes on Economic Growth 0 0 0 69 2 4 5 171
Will Stock Rise on Valentine’s Day? 0 0 0 24 2 3 4 111
Total Working Papers 5 9 53 3,621 112 225 522 17,667

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 2 185
A Competing Risks Analysis of Corporate Survival 0 0 0 0 3 3 6 96
A New Approach to Modeling Sector Stock Returns in China 0 0 0 2 1 1 3 17
A Principal Component Approach to Measuring Investor Sentiment in Hong Kong 0 0 2 14 2 4 9 79
A THRESHOLD MODEL APPROACH TO ESTIMATING THE ABNORMAL STOCK RETURNS 0 0 0 1 0 1 2 21
A comparison of MA and RSI returns with exchange rate intervention 0 0 0 97 0 2 8 275
A gravity analysis of international stock market linkages 0 0 0 22 2 2 3 80
A new recognition algorithm for “head-and-shoulders” price patterns 0 1 2 15 0 7 10 84
A principal component approach to measuring investor sentiment in China 0 2 4 25 1 4 12 107
A principal-component approach to measuring investor sentiment 0 0 1 90 2 2 7 221
A threshold model for the Hong Kong warrant prices 1 1 1 1 2 2 2 2
ARE NONLINEAR TRADING RULES PROFITABLE IN THE CHINESE STOCK MARKET? 0 0 0 5 0 0 1 20
ARE PRICES STICKY IN LARGE DEVELOPING ECONOMIES? AN EMPIRICAL COMPARISON OF CHINA AND INDIA 0 0 0 6 1 1 3 101
An Examination of the Underpricing of H-Share IPOs in Hong Kong 0 0 1 8 3 4 7 35
An empirical comparison of moving average envelopes and Bollinger Bands 0 0 6 277 4 7 18 877
An instrumental variable approach to unveiling the determinants of flatted factory rent in Hong Kong 0 0 0 4 0 0 0 15
An investigation of duration dependence in the American stock market cycle 0 0 0 36 0 2 3 113
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 1 76
Asymptotic distribution of the sup-Wald statistic under specification errors 0 0 0 63 0 0 1 262
Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors 0 0 1 39 0 2 5 218
Can Poverty be Alleviated in China? 0 0 0 12 2 5 7 121
Can analyst predict stock market crashes? 0 0 0 61 0 1 6 322
Co-integrated or not? After the Shanghai–Hong Kong and Shenzhen–Hong Kong Stock Connection Schemes 0 0 0 21 1 2 4 126
Creditable bonds’ multifunctional roles during the COVID-19 pandemic 0 0 0 0 0 0 0 0
Determining the contributions to price discovery for Chinese cross-listed stocks 0 0 0 118 4 6 7 260
Do Technical Analysts Outperform Novice Traders: Experimental Evidence 1 5 19 671 6 18 56 1,647
Do momentum-based strategies work in emerging currency markets? 2 2 4 162 3 4 9 451
Do speculative bubbles migrate in the Chinese stock market? 0 0 0 4 1 3 7 101
Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan 0 0 3 141 4 4 17 531
Does banking competition alleviate or worsen credit constraints faced by small- and medium-sized enterprises? Evidence from China 0 1 5 141 2 9 23 509
Does monetary policy matter for trade? 0 0 0 8 0 2 5 73
Does monetary policy matter for trade? 0 0 0 9 2 4 7 65
Does studying in Hong Kong affect the ideological preferences of Chinese mainland undergraduates? 0 0 0 4 0 1 11 46
Does the 'Dogs of the Dow' strategy work better in blue chips? 0 0 0 53 0 2 4 208
Does the macroeconomy matter to market volatility? Evidence from US industries 0 0 3 17 0 1 11 49
Economic implications of the sixth plenary session of the 19th CPC Central Committee for China’s Hong Kong 0 0 1 3 0 2 5 19
Economies of scale in the demand for money by firms in China 0 0 0 4 0 2 3 39
Editorial 0 0 0 0 1 2 3 7
Editorial 0 0 0 1 1 1 1 4
Entrepreneurial activities and institutional environment in China 0 0 0 1 1 1 3 13
Estimating multiple breaks in nonstationary autoregressive models 0 0 3 13 2 3 6 40
Estimating the Fractionally Integrated Model with a Break in the Differencing Parameter 0 0 0 5 0 0 7 37
Estimating the differencing parameter via the partial autocorrelation function 0 0 0 66 0 3 4 248
Estimating the fractionally integrated process in the presence of measurement errors 0 0 0 13 1 1 3 92
Estimating the locations and number of change points by the sample-splitting method 0 0 0 20 1 1 1 62
Estimation and inference of threshold regression models with measurement errors 0 0 0 12 1 6 9 75
Estimation of the Autoregressive Order in the Presence of Measurement Errors 1 1 2 14 2 3 6 57
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 0 0 4 50
Factor pricing in commodity futures and the role of liquidity 0 0 0 12 2 2 4 83
Factor pricing of cryptocurrencies 2 6 15 109 16 26 55 270
Factor-augmented VAR analysis of the monetary policy in China 0 0 1 140 1 1 12 482
Forecasting currency crises with threshold models 0 0 0 5 0 2 2 30
Forecasting currency crises with threshold models 0 0 0 6 0 1 1 39
Frequentist model averaging for threshold models 0 0 1 7 1 1 3 51
From Fixed to Float: A Competing Risks Analysis 0 0 1 6 1 1 2 30
Generic consistency of the break-point estimator under specification errors 0 0 0 29 0 0 0 224
Generic consistency of the break-point estimators under specification errors in a multiple-break model 0 0 0 44 1 3 3 306
HEDONIC PRICING MODELS FOR VEHICLE REGISTRATION MARKS 0 1 1 21 1 2 4 117
HOW TO MAKE A PROFITABLE TRADING STRATEGY MORE PROFITABLE? 0 0 0 1 1 1 2 18
Hedonic pricing models for metropolitan bus services 0 0 0 81 0 0 1 312
Housing prices and business cycle in China: A DSGE analysis 1 2 3 36 2 4 11 133
Identification and Estimation of Structural-Change Models with Misclassification 0 0 0 6 0 1 2 45
Institutional Ownership and Private Equity Placements: Evidence from Chinese Listed Firms 0 0 0 4 1 2 3 44
International linkages of the Japanese stock market 0 0 0 73 0 1 2 231
Is Hong Kong still an entrepôt under the Sino‐U.S. trade war? 0 1 3 3 2 8 18 20
Is the Chinese stock market really inefficient? 0 0 0 61 2 4 4 346
Is the Convergence of Accounting Standards Good for Stock Markets? 0 0 0 49 1 1 1 222
LONG RANGE DEPENDENCE AND STRUCTURAL BREAKS IN THE GOLD MARKETS 0 0 0 9 2 5 10 29
LONG-TERM ADJUSTMENT OF CAPITAL STRUCTURE: EVIDENCE FROM SINGAPORE, HONG KONG AND TAIWAN 0 0 0 2 0 0 1 38
Long-range dependence in the international diamond market 0 0 1 23 0 0 2 97
Minimum Wage and Shareholder Wealth: Evidence from Hong Kong 0 0 0 32 1 1 2 132
Monetary policy regimes and growth revisited: evidence from a de facto classification 0 0 0 22 1 3 5 48
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 0 4 1 1 3 12
Nonlinear dependence between stock and real estate markets in China 0 0 0 29 1 2 5 112
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 0 42 0 0 0 165
Political Turnover and the Stock Performance of SOEs in China 0 0 0 3 0 0 2 30
Predictability of nonlinear trading rules in the U.S. stock market 0 0 1 218 0 0 1 598
Predictive models for disaggregate stock market volatility 0 0 0 4 0 1 1 48
Price rigidity in China: Empirical results at home and abroad 0 1 1 13 0 1 8 44
Profitability of intraday and interday momentum strategies 0 1 3 241 1 3 6 633
Profitability of the Directional Indicators 0 0 0 1 0 1 1 2
Profitability of the On-Balance Volume Indicator 5 10 46 606 44 57 165 2,152
Regional differences in self-employment in China 0 0 0 16 2 2 2 114
Revisiting the Performance of MACD and RSI Oscillators 0 0 2 84 1 2 7 390
STRUCTURAL CHANGE IN AR(1) MODELS 0 0 0 46 0 2 2 146
STRUCTURAL CHANGE IN NONSTATIONARY AR(1) MODELS 0 0 0 6 0 1 1 29
Shipping the Good Horses Out 0 0 1 5 1 1 4 73
Structural Change in the Efficiency of the Japanese Stock Market after the Millennium 0 0 1 24 1 2 5 131
Structural Change in the Stock Market Efficiency after the Millennium: The MACD Approach 0 0 0 52 1 3 7 186
Structural Changes and Regional Disparity in China's Inflation 1 2 2 107 2 4 8 299
THAI FIRMS' HISTORIES AND THEIR CAPITAL STRUCTURE 1 1 1 4 1 1 3 21
THE IMPACT OF THE 1997 HANDOVER ON THE EFFICIENCY OF THE HONG KONG STOCK MARKET 0 0 0 8 3 3 4 25
Technical analysis and the London stock exchange: testing the MACD and RSI rules using the FT30 6 8 25 423 9 17 64 1,073
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 59
The Nexus between Analyst Forecast Dispersion and Expected Returns Surrounding Stock Market Crashes 0 0 0 6 0 0 1 117
The Nexus between Social Capital and Bank Risk Taking 0 0 0 17 1 3 4 85
The Nonlinear Dynamics of Foreign Reserves and Currency Crises 0 0 1 83 1 1 2 236
The Private Benefits of Corporate Control: Evidence from China 0 0 0 0 1 1 1 8
The Revaluation and Future Adjustment of the Renminbi 0 0 0 31 1 1 1 106
The Unusual Trading Volume and Earnings Surprises in China’s Market 0 0 0 2 0 0 0 25
The development of Hong Kong housing market: past, present and future 0 1 10 56 2 3 17 127
The effects of trading suspensions in China 0 0 0 10 8 9 9 53
The impact of COVID-19 on ASEAN 0 0 5 28 0 1 21 97
The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies 0 0 0 142 2 3 4 633
The nexus between labor wages and property rents in the Greater China area 0 0 0 4 0 1 2 45
The nexus between stock market value and demand for money in China 0 0 1 1 0 0 2 3
The polynomial aggregated AR(1) model 0 0 0 39 0 0 1 271
The risk-adjusted trading rule profits in currency spot cross-rates 0 0 0 1 0 0 0 2
The roadmap of interest rate liberalisation in China 0 0 1 1 1 1 2 22
The sources of country and industry variations in ASEAN 0 0 0 2 1 1 2 16
The stock–bond comovements and cross-market trading 0 0 0 11 0 1 5 75
The value of superstitions 0 0 0 63 3 7 10 314
Theory and Applications of TAR Model with Two Threshold Variables 0 0 0 2 1 2 5 39
Threshold effect of scale and skill in active mutual fund management 0 0 0 2 0 0 1 20
Time series properties of aggregated AR(2) processes 0 0 0 63 2 2 2 220
Time series test of nonlinear convergence and transitional dynamics 0 0 0 74 1 2 4 246
Two-sided Matching, Who Marries Whom? And what Happens upon Divorce? 0 1 1 9 0 3 3 37
Understanding the China–US trade war: causes, economic impact, and the worst-case scenario 2 7 29 133 4 12 88 400
Understanding the digital economy in China: Characteristics, challenges, and prospects 0 1 6 25 1 4 19 64
What Explains Herd Behavior in the Chinese Stock Market? 0 0 1 6 1 2 10 26
What accounts for Chinese Business Cycle? 0 0 2 147 1 2 6 429
What determines the price of a racing horse? 0 1 2 52 2 4 7 166
What determines the price of a racing horse? 0 1 2 3 0 2 6 18
Who will win the Nobel Prize? 0 1 1 77 1 3 7 410
Will stock rise on Valentine’s Day? 0 0 0 4 2 3 9 40
Total Journal Articles 23 59 229 6,527 198 380 1,033 23,217
2 registered items for which data could not be found

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Comments on "The rise of benchmark bonds in emerging Asia" 0 0 0 3 1 1 2 44
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Statistics updated 2025-12-06