Journal Article |
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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 |