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 0 0 2 93
A New Approach to Modelling Sector Stock Returns in China 0 0 1 15 0 1 10 32
A New Recognition Algorithm for “Head-and-Shoulders” Price Patterns 1 1 4 78 2 6 29 293
A Principal Component Approach to Measuring Investor Sentiment in China 0 0 5 51 3 5 24 160
A Principal Component Approach to Measuring Investor Sentiment in Hong Kong 0 0 1 56 0 0 9 86
A Profitability Comparison of Modal Point and Closing Price 0 0 0 0 0 1 3 399
A Simple Test for Fractionally Integrated Processes 0 0 0 0 0 0 1 96
A Tale of Two Regimes: Classifying and Revisiting the Monetary Policy Regimes 0 0 2 5 0 2 6 26
An Empirical Comparison of Fast and Slow Stochastics 0 0 1 11 0 0 6 21
An Omnibus Test for the Fractionally Intergrated Model 0 0 0 1 0 0 2 181
Are Asian Real Exchange Rates Stationary? 0 1 1 413 1 3 8 1,045
Are Prices Sticky in Large Developing Economies? An Empirical Comparison of China and India 1 1 1 40 1 1 4 31
Asymptotic Inferences for an AR(1) Model with a Change Point: Stationary and Nearly Non-stationary Cases 0 0 1 69 0 0 3 57
Can Poverty be Alleviated in China? 0 0 1 53 0 3 23 108
Co-integrated or not? After the Shanghai-Hong Kong and Shenzhen-Hong Kong Stock Connection Schemes 0 0 3 4 1 7 16 34
Determining the Contributions to the Price Discovery for Chinese Cross-listed Stocks 0 0 0 0 0 2 11 157
Dirichlet Process Hidden Markov Multiple Change-point Model 0 3 3 90 1 5 11 66
Do Momentum-based Strategies Work in Emerging Currency Markets? 0 0 0 1 0 0 4 369
Do Speculative Bubbles Migrate in the Chinese Stock Market? 0 0 0 38 0 0 4 64
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 1 280
Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan 0 0 1 21 0 2 10 141
Does Banking Competition Alleviate or Worsen Credit Constraints Faced by Small and Medium Enterprises? Evidence from China (Replaces CentER DP 2011-006) 0 0 2 18 1 1 12 81
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 0 1 2 3 3
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 0 0 1 1
Does Monetary Policy Matter For Trade? 0 0 0 49 0 0 4 65
Does studying in Hong Kong affect the ideological preferences of Chinese mainland undergraduates? 0 1 2 6 0 1 6 15
Effects of ARCH Errors on Autoregressive Lag Length Selection Criteria 0 0 0 0 0 0 1 344
Effects of STAR and TAR types nonlinearities on order selection criteria 0 0 0 210 2 3 7 751
Entrepreneurial Activities and Institutional Environment in China 1 2 5 43 1 3 10 46
Estimating Multiple Breaks in Nonstationary Autoregressive Models 0 0 1 34 0 0 3 25
Estimating and Testing Threshold Regression Models with Multiple Threshold Variables 2 13 40 230 11 38 155 659
Estimating the Differencing Parameter Via the Partial Autocorrelation Function 0 0 0 0 0 0 1 445
Estimating the Fractionally Integrated Process in the Presence of Measurement Errors 0 0 0 0 0 0 1 143
Estimating the Location of Break in Restricted Structural Change Models 0 0 0 0 0 0 2 219
Estimating the Unit Root Process in the Presence of Measurement Errors 0 0 0 0 0 1 3 427
Estimation and Inference of Threshold Regression Models with Measurement Errors 0 0 2 36 0 1 6 58
Estimation of and Testing for Structural Break in the Presence of Measurement Errors 0 0 0 0 0 0 2 353
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 1 1 93
Executive Stock Option Pricing in China under Stochastic Volatility 0 0 1 11 0 0 11 57
Extracting From the Dow Jones Index 0 0 0 0 0 0 1 140
Extreme Risk Value and Dependence Structure of the China Securities Index 300 0 0 1 42 0 0 10 77
Factor Pricing in Commodity Futures and the Role of Liquidity 0 0 0 24 1 3 19 70
Forecasting Income Inequality with Demographic Projections 1 1 19 19 4 8 26 26
Frequentist model averaging for threshold models 0 0 2 35 0 1 10 31
From Fixed to Float: A Competing Risks Analysis 0 0 1 15 0 1 5 56
Generic Consistency of the Break-Point Estimators under Specification Errors in a Multiple-Break Model 0 0 0 0 1 1 4 185
Housing Prices and Business Cycle in China: A DSGE Analysis 1 1 2 116 1 3 9 107
How does the COVID-19 pandemic affect housing prices in China? 2 8 45 45 12 34 63 63
Institutional Ownership and Private Equity Placements: Evidence from Chinese Listed Firms 0 0 0 22 1 3 9 21
Is the Chinese Stock Market Really Efficient 0 1 2 174 1 4 13 592
Long Range Dependence and Structural Breaks in the Gold Markets 1 2 2 26 1 3 9 21
Market Reaction to iPhone Rumors 0 0 2 10 1 2 6 28
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 6 218
Modelling Smooth Transitional Economic Behavior 0 0 0 0 0 0 5 111
Nonlinear Dependence between Stock and Real Estate Markets in China 0 0 3 61 1 5 11 89
On the Profitability of Momentum Strategies and Relative Strength Index in the International Equity Markets 0 0 0 2 2 3 4 738
PRICE LIMIT AND STOCK VOLATILITY IN CHINA DURING FINANCIAL CRISES 0 0 0 0 1 2 4 124
Political Turnover and the Stock Performance of SOEs in China 0 0 0 28 0 1 5 47
Predicting Currency Crises in Emerging Asian Countries: A Dynamic Threshold Approach 0 0 0 0 0 0 0 148
Predictive Models for Disaggregate Stock Market Volatility 0 0 0 39 0 0 2 31
Price Limits and Stock Market Volatility in China 0 0 5 92 1 5 26 177
Price Rigidity in China: Empirical Results at Home and Abroad 1 1 1 22 2 4 9 31
Profitability of CAPM Momentum Strategies in the US Stock Market 0 0 1 37 3 6 17 52
Revisiting the Performance of MACD and RSI Oscillators 0 1 3 53 3 6 33 212
Search of Attention in Financial Market 0 2 10 10 0 4 12 12
Seemingly Unexplosive Nonstationary Random Coefficient Autoregressive Processes, A Note 0 0 0 1 0 0 1 183
Structural Change in AR(1) Models 0 0 0 1 1 1 3 273
Structural change in non-stationary AR(1) models 0 0 4 54 1 1 8 46
Testing for Structural Break of the U.S. Stock Market in the 911 Attacks 0 0 0 1 2 2 6 231
The Debt-Equity Choice of Japanese Firms 0 0 0 26 0 0 4 24
The Effects of Trading Suspensions in China 0 1 5 18 0 1 21 47
The Impact of Shanghai-Hong Kong Stock Connect on the Effectiveness of Price Limits in the Chinese Stock Market 1 1 7 38 4 9 32 77
The Nexus Between Social Capital and Bank Risk Taking 0 0 0 18 1 2 6 37
The Nexus between Labour Wages and Property Rents in the Greater China Area 0 0 0 12 1 1 6 38
The Nexus between Visitor Arrivals and Residential Property Rents in Hong Kong 0 0 3 60 16 17 43 97
The Political Economy of Issuing a Typhoon Signal 0 0 0 0 0 0 4 207
The Roadmap of Interest Rate Liberalization in China 0 0 4 46 1 2 17 58
The Sources of Country and Industry Variations in ASEAN Stock Returns 0 1 1 23 1 3 7 25
The Stock-Bond Comovements and Cross-Market Trading 0 0 3 49 1 2 8 57
The Underpricing of Venture Capital Backed IPOs in China 0 2 11 42 0 4 29 57
The Unusual Trading Volume and Earnings Surprises in China’s Market 0 0 3 5 1 6 19 30
The Value of Superstitions 0 0 0 0 0 0 1 216
The Value of Superstitions 0 1 2 143 4 18 37 762
Theory and Applications of TAR Model with Two Threshold Variables 0 1 2 32 2 7 14 133
Threshold Autoregressive Model with Multiple Threshold Variables 0 0 0 1 1 1 5 247
Threshold Effect of Scale and Skill in Active Mutual Fund Management 0 0 2 5 1 4 11 18
Time Series Properties of Aggregated AR(2) Processes 0 0 0 0 0 0 0 476
Value Creation and Long Term Performance of Hong Kong Spinoffs 0 0 0 0 0 1 5 246
What Cause(s) the Underpricing of H-Share IPO? 0 0 0 3 1 1 5 254
What Explains Herd Behavior in the Chinese Stock Market? 0 0 6 84 1 2 16 95
What Should Central Banks Target? Evidence on the Impact of Monetary Policy Regimes on Economic Growth 0 1 4 60 3 11 19 82
Will Stock Rise on Valentine’s Day? 0 0 6 6 1 5 14 14
Total Working Papers 12 47 240 3,184 105 289 1,075 14,961

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 68 0 0 1 178
A Competing Risks Analysis of Corporate Survival 0 0 0 0 0 0 1 79
A New Approach to Modeling Sector Stock Returns in China 0 0 0 1 0 0 1 12
A Principal Component Approach to Measuring Investor Sentiment in Hong Kong 0 0 1 11 0 2 19 42
A THRESHOLD MODEL APPROACH TO ESTIMATING THE ABNORMAL STOCK RETURNS 0 0 0 0 0 0 6 11
A comparison of MA and RSI returns with exchange rate intervention 0 2 5 71 2 6 12 211
A gravity analysis of international stock market linkages 0 0 0 21 0 1 5 70
A new recognition algorithm for “head-and-shoulders” price patterns 0 0 0 9 1 1 5 37
A principal component approach to measuring investor sentiment in China 0 0 0 15 0 1 5 77
A principal-component approach to measuring investor sentiment 0 0 2 79 0 0 2 182
A threshold model for the Hong Kong warrant prices 0 0 0 28 0 1 3 175
ARE NONLINEAR TRADING RULES PROFITABLE IN THE CHINESE STOCK MARKET? 0 0 2 4 0 0 5 14
ARE PRICES STICKY IN LARGE DEVELOPING ECONOMIES? AN EMPIRICAL COMPARISON OF CHINA AND INDIA 1 1 2 5 2 3 11 32
An Examination of the Underpricing of H-Share IPOs in Hong Kong 0 0 0 1 0 1 6 11
An empirical comparison of moving average envelopes and Bollinger Bands 0 0 8 237 3 5 22 782
An instrumental variable approach to unveiling the determinants of flatted factory rent in Hong Kong 0 0 1 1 0 2 7 7
An investigation of duration dependence in the American stock market cycle 0 0 1 35 0 0 2 106
Are Asian real exchange rates stationary? 0 0 0 134 0 0 4 435
Are Chinese Stock Market Cycles Duration Independent? 0 0 0 0 0 0 3 72
Asymptotic distribution of the sup-Wald statistic under specification errors 0 0 0 63 0 0 3 258
Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors 0 0 2 34 1 2 9 198
Can Poverty be Alleviated in China? 0 0 1 8 2 6 34 92
Can analyst predict stock market crashes? 0 1 1 57 0 2 6 285
Co-integrated or not? After the Shanghai–Hong Kong and Shenzhen–Hong Kong Stock Connection Schemes 0 0 1 18 1 11 34 81
Determining the contributions to price discovery for Chinese cross-listed stocks 0 0 5 116 0 0 12 243
Do Technical Analysts Outperform Novice Traders: Experimental Evidence 4 16 70 526 19 40 153 1,198
Do momentum-based strategies work in emerging currency markets? 0 2 4 149 0 2 8 413
Do speculative bubbles migrate in the Chinese stock market? 0 0 1 1 0 0 12 80
Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan 0 0 1 125 1 2 16 474
Does banking competition alleviate or worsen credit constraints faced by small- and medium-sized enterprises? Evidence from China 0 0 7 96 6 13 44 350
Does monetary policy matter for trade? 1 1 2 3 1 1 6 49
Does monetary policy matter for trade? 0 0 0 9 0 2 6 52
Does studying in Hong Kong affect the ideological preferences of Chinese mainland undergraduates? 0 0 1 1 0 0 2 2
Does the 'Dogs of the Dow' strategy work better in blue chips? 0 0 2 49 0 0 6 196
Economies of scale in the demand for money by firms in China 0 0 0 3 0 0 4 33
Editorial 0 0 0 0 0 1 2 2
Editorial 0 1 1 1 0 1 2 2
Entrepreneurial activities and institutional environment in China 0 0 0 0 0 1 4 4
Estimating the Fractionally Integrated Model with a Break in the Differencing Parameter 0 0 0 4 0 0 0 26
Estimating the differencing parameter via the partial autocorrelation function 0 0 0 64 0 0 4 239
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 0 19 0 0 0 56
Estimation and inference of threshold regression models with measurement errors 0 0 1 10 2 2 6 51
Estimation of the Autoregressive Order in the Presence of Measurement Errors 0 0 0 12 0 0 2 43
Executive Stock Option Pricing in China Under Stochastic Volatility 0 0 0 4 0 0 2 38
Extreme Risk Value and Dependence Structure of the China Securities Index 300 0 0 0 12 1 1 5 39
Factor pricing in commodity futures and the role of liquidity 0 1 5 11 2 6 31 62
Factor-augmented VAR analysis of the monetary policy in China 0 2 12 127 1 5 33 396
Forecasting currency crises with threshold models 1 1 1 5 1 2 16 29
Forecasting currency crises with threshold models 0 0 0 1 0 1 9 15
Frequentist model averaging for threshold models 0 0 2 4 0 3 14 32
From Fixed to Float: A Competing Risks Analysis 1 2 2 4 1 3 9 20
Generic consistency of the break-point estimator under specification errors 0 0 0 29 0 0 0 219
Generic consistency of the break-point estimators under specification errors in a multiple-break model 0 0 0 44 0 0 2 299
HEDONIC PRICING MODELS FOR VEHICLE REGISTRATION MARKS 0 0 0 17 0 0 2 107
HOW TO MAKE A PROFITABLE TRADING STRATEGY MORE PROFITABLE? 0 0 0 1 0 1 2 11
Hedonic pricing models for metropolitan bus services 0 0 0 79 0 1 2 293
Housing prices and business cycle in China: A DSGE analysis 1 1 6 19 1 1 11 66
Identification and Estimation of Structural-Change Models with Misclassification 0 0 0 5 0 0 0 37
Institutional Ownership and Private Equity Placements: Evidence from Chinese Listed Firms 0 0 1 3 1 2 10 23
International linkages of the Japanese stock market 1 2 5 66 2 4 7 209
Is the Chinese stock market really inefficient? 0 0 0 60 1 2 11 316
Is the Convergence of Accounting Standards Good for Stock Markets? 0 0 1 45 0 0 1 206
LONG RANGE DEPENDENCE AND STRUCTURAL BREAKS IN THE GOLD MARKETS 2 4 4 4 2 4 5 5
LONG-TERM ADJUSTMENT OF CAPITAL STRUCTURE: EVIDENCE FROM SINGAPORE, HONG KONG AND TAIWAN 0 0 0 1 0 0 4 33
Long-range dependence in the international diamond market 0 0 0 20 0 3 3 88
Minimum Wage and Shareholder Wealth: Evidence from Hong Kong 0 0 0 30 0 0 1 123
Monetary policy regimes and growth revisited: evidence from a de facto classification 0 1 9 11 1 4 20 23
Nexus between visitor arrivals and residential property rents in Hong Kong 0 0 1 1 0 0 7 11
Nonlinear dependence between stock and real estate markets in China 0 1 2 27 1 3 12 93
On the Comovement of A and H Shares 0 0 2 73 0 1 4 197
On the convergence of the Chinese and Hong Kong stock markets: a cointegration analysis of the A and H shares 0 0 0 67 1 1 4 184
Partial parameter consistency in a misspecified structural change model 0 0 0 39 0 0 2 150
Political Turnover and the Stock Performance of SOEs in China 0 0 0 2 0 1 5 14
Predictability of nonlinear trading rules in the U.S. stock market 0 0 4 215 0 1 12 589
Predictive models for disaggregate stock market volatility 0 0 1 4 0 0 7 39
Price rigidity in China: Empirical results at home and abroad 1 1 1 4 2 2 8 18
Profitability of intraday and interday momentum strategies 0 0 2 225 1 3 14 587
Profitability of the On-Balance Volume Indicator 0 3 7 430 8 17 56 1,604
Regional differences in self-employment in China 3 3 6 8 12 19 38 51
Revisiting the Performance of MACD and RSI Oscillators 0 1 4 71 2 9 30 336
STRUCTURAL CHANGE IN AR(1) MODELS 1 1 1 43 2 3 5 127
STRUCTURAL CHANGE IN NONSTATIONARY AR(1) MODELS 0 0 0 2 0 3 3 17
Shipping the Good Horses Out 0 0 0 3 0 2 2 61
Structural Change in the Efficiency of the Japanese Stock Market after the Millennium 0 0 0 23 0 0 11 117
Structural Change in the Stock Market Efficiency after the Millennium: The MACD Approach 0 0 2 46 0 1 7 155
Structural Changes and Regional Disparity in China's Inflation 0 0 0 100 0 1 4 276
THAI FIRMS' HISTORIES AND THEIR CAPITAL STRUCTURE 0 0 0 1 0 2 5 15
THE IMPACT OF THE 1997 HANDOVER ON THE EFFICIENCY OF THE HONG KONG STOCK MARKET 1 2 2 5 1 2 3 12
Technical analysis and the London stock exchange: testing the MACD and RSI rules using the FT30 1 2 11 296 4 10 35 802
Testing for Structural Change in the Nontradable Share Reform of the Chinese Stock Market 0 0 0 54 0 0 1 145
Testing for a unit root in the presence of stochastic volatility and leverage effect 0 0 0 14 0 0 2 54
The Nexus between Analyst Forecast Dispersion and Expected Returns Surrounding Stock Market Crashes 0 0 0 5 0 1 6 110
The Nexus between Social Capital and Bank Risk Taking 0 0 0 16 1 3 15 75
The Nonlinear Dynamics of Foreign Reserves and Currency Crises 0 0 0 80 0 1 1 225
The Private Benefits of Corporate Control: Evidence from China 0 0 0 0 0 0 5 5
The Revaluation and Future Adjustment of the Renminbi 0 0 0 31 0 0 3 104
The Unusual Trading Volume and Earnings Surprises in China’s Market 0 0 0 0 2 2 2 2
The development of Hong Kong housing market: past, present and future 1 5 10 10 5 10 19 19
The effects of trading suspensions in China 0 0 3 3 1 6 15 15
The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies 0 0 0 141 2 3 8 624
The nexus between labor wages and property rents in the Greater China area 0 0 0 4 1 2 4 42
The polynomial aggregated AR(1) model 0 0 0 39 0 0 0 266
The risk-adjusted trading rule profits in currency spot cross-rates 0 0 0 13 0 0 0 86
The roadmap of interest rate liberalisation in China 0 0 0 0 1 1 5 5
The sources of country and industry variations in ASEAN 0 0 0 1 1 2 3 9
The stock–bond comovements and cross-market trading 0 0 0 11 0 1 5 63
The value of superstitions 0 0 0 57 0 2 3 276
Theory and Applications of TAR Model with Two Threshold Variables 0 0 2 2 0 0 5 22
Threshold effect of scale and skill in active mutual fund management 0 1 1 1 2 5 10 10
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 1 4 68 3 4 12 209
Two-sided Matching, Who Marries Whom? And what Happens upon Divorce? 0 0 0 8 0 0 1 32
Understanding the China–US trade war: causes, economic impact, and the worst-case scenario 6 12 22 22 18 32 66 66
What Explains Herd Behavior in the Chinese Stock Market? 0 0 0 0 0 0 0 0
What accounts for Chinese Business Cycle? 0 0 1 140 0 1 3 407
What determines the price of a racing horse? 1 4 6 36 4 9 18 130
Who will win the Nobel Prize? 0 0 0 68 0 2 7 369
Total Journal Articles 27 75 265 5,273 130 320 1,188 18,776

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 2 3 2 3 14 33
Total Chapters 0 0 2 3 2 3 14 33

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Statistics updated 2021-01-03