Access Statistics for Terence Tai Leung CHONG

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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 0 97
A New Approach to Modelling Sector Stock Returns in China 0 0 0 17 0 0 1 39
A New Recognition Algorithm for “Head-and-Shoulders” Price Patterns 0 0 2 85 0 1 15 349
A Principal Component Approach to Measuring Investor Sentiment in China 1 2 2 57 2 5 7 186
A Principal Component Approach to Measuring Investor Sentiment in Hong Kong 0 0 0 58 0 0 2 99
A Profitability Comparison of Modal Point and Closing Price 0 0 0 0 0 0 0 401
A Simple Test for Fractionally Integrated Processes 0 0 0 0 0 0 0 98
A Tale of Two Regimes: Classifying and Revisiting the Monetary Policy Regimes 0 0 0 8 0 0 0 34
An Empirical Comparison of Fast and Slow Stochastics 0 0 0 13 0 0 1 28
An Omnibus Test for the Fractionally Intergrated Model 0 0 0 1 0 0 0 184
Are Asian Real Exchange Rates Stationary? 0 0 0 413 1 2 3 1,052
Are Prices Sticky in Large Developing Economies? An Empirical Comparison of China and India 0 0 0 41 0 0 1 40
Asymptotic Inferences for an AR(1) Model with a Change Point: Stationary and Nearly Non-stationary Cases 0 0 1 71 0 0 2 64
Can Poverty be Alleviated in China? 0 0 1 55 0 2 3 127
Co-integrated or not? After the Shanghai-Hong Kong and Shenzhen-Hong Kong Stock Connection Schemes 0 0 0 7 2 3 6 58
Determining the Contributions to the Price Discovery for Chinese Cross-listed Stocks 0 0 0 0 0 0 1 160
Dirichlet Process Hidden Markov Multiple Change-point Model 0 0 2 95 1 1 9 89
Do Momentum-based Strategies Work in Emerging Currency Markets? 0 0 0 1 2 3 6 392
Do Speculative Bubbles Migrate in the Chinese Stock Market? 0 0 0 39 0 0 1 67
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 1 283
Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan 0 1 13 36 1 3 31 192
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 20 1 2 4 91
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 0 1 6
Does Banking Competition Alleviate or Worsen Credit Constraints Faced by Small and Medium Enterprises? Evidence from China (Replaces EBC DP 2011-001) 0 0 1 1 1 1 2 6
Does Monetary Policy Matter For Trade? 0 0 1 51 0 1 2 72
Does studying in Hong Kong affect the ideological preferences of Chinese mainland undergraduates? 0 0 0 6 0 1 1 18
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 2 2 3 758
Entrepreneurial Activities and Institutional Environment in China 0 0 0 45 0 1 3 55
Estimating Multiple Breaks in Nonstationary Autoregressive Models 0 0 0 36 0 0 0 33
Estimating and Testing Threshold Regression Models with Multiple Threshold Variables 1 2 11 280 5 8 27 835
Estimating the Differencing Parameter Via the Partial Autocorrelation Function 0 0 0 0 0 0 0 449
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 0 428
Estimation and Inference of Threshold Regression Models with Measurement Errors 0 0 0 39 0 2 2 67
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 0 94
Executive Stock Option Pricing in China under Stochastic Volatility 0 0 2 16 0 2 6 68
Extracting From the Dow Jones Index 0 0 0 0 0 1 1 142
Extreme Risk Value and Dependence Structure of the China Securities Index 300 0 0 1 45 0 1 3 91
Factor Pricing in Commodity Futures and the Role of Liquidity 0 0 1 25 1 1 9 86
Forecasting Income Inequality with Demographic Projections 1 1 4 27 1 3 9 53
Frequentist model averaging for threshold models 0 0 0 36 2 4 8 53
From Fixed to Float: A Competing Risks Analysis 0 0 0 16 0 0 2 59
Generic Consistency of the Break-Point Estimators under Specification Errors in a Multiple-Break Model 0 0 0 0 0 0 0 189
Housing Prices and Business Cycle in China: A DSGE Analysis 0 1 6 125 0 2 12 130
How does the COVID-19 pandemic affect housing prices in China? 1 4 18 75 3 10 57 198
Institutional Ownership and Private Equity Placements: Evidence from Chinese Listed Firms 0 0 2 24 0 0 6 31
Is the Chinese Stock Market Really Efficient 0 0 0 176 1 2 4 605
Long Range Dependence and Structural Breaks in the Gold Markets 0 1 1 28 0 2 3 26
Market Reaction to iPhone Rumors 0 0 0 13 0 2 3 39
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 4 224
Modelling Smooth Transitional Economic Behavior 0 0 0 0 0 0 0 113
Nonlinear Dependence between Stock and Real Estate Markets in China 0 0 0 61 0 1 6 101
On the Profitability of Momentum Strategies and Relative Strength Index in the International Equity Markets 0 0 0 2 0 0 1 744
PRICE LIMIT AND STOCK VOLATILITY IN CHINA DURING FINANCIAL CRISES 0 0 0 0 1 1 2 136
Political Turnover and the Stock Performance of SOEs in China 0 0 0 29 0 0 1 51
Predicting Currency Crises in Emerging Asian Countries: A Dynamic Threshold Approach 0 0 0 0 0 0 0 149
Predictive Models for Disaggregate Stock Market Volatility 0 0 0 40 0 0 1 39
Price Limits and Stock Market Volatility in China 0 0 3 96 0 1 10 229
Price Rigidity in China: Empirical Results at Home and Abroad 0 0 0 22 0 0 1 35
Profitability of CAPM Momentum Strategies in the US Stock Market 0 0 0 37 0 0 1 60
Revisiting the Performance of MACD and RSI Oscillators 0 0 4 61 1 4 24 266
Search of Attention in Financial Market 0 0 0 12 0 1 3 24
Seemingly Unexplosive Nonstationary Random Coefficient Autoregressive Processes, A Note 0 0 0 1 0 0 0 186
Structural Change in AR(1) Models 0 0 0 1 0 0 0 277
Structural change in non-stationary AR(1) models 0 0 1 56 0 0 2 54
Testing for Structural Break of the U.S. Stock Market in the 911 Attacks 0 0 0 1 0 0 2 243
The Debt-Equity Choice of Japanese Firms 0 0 0 27 0 1 2 31
The Effects of Trading Suspensions in China 0 0 7 25 1 1 17 69
The Impact of Shanghai-Hong Kong Stock Connect on the Effectiveness of Price Limits in the Chinese Stock Market 0 1 3 43 0 1 9 101
The Nexus Between Social Capital and Bank Risk Taking 0 0 0 19 0 0 0 39
The Nexus between Labour Wages and Property Rents in the Greater China Area 0 0 0 12 0 1 1 39
The Nexus between Visitor Arrivals and Residential Property Rents in Hong Kong 0 0 1 61 0 0 1 119
The Political Economy of Issuing a Typhoon Signal 0 0 0 0 0 0 0 212
The Roadmap of Interest Rate Liberalization in China 0 0 1 47 0 0 4 72
The Sources of Country and Industry Variations in ASEAN Stock Returns 0 0 0 24 0 0 0 31
The Stock-Bond Comovements and Cross-Market Trading 0 0 0 49 0 0 0 62
The Underpricing of Venture Capital Backed IPOs in China 0 0 1 53 0 0 8 89
The Unusual Trading Volume and Earnings Surprises in China’s Market 0 0 0 7 0 2 2 40
The Value of Superstitions 0 0 0 0 0 0 3 223
The Value of Superstitions 0 1 3 150 8 27 66 914
Theory and Applications of TAR Model with Two Threshold Variables 0 0 2 36 2 3 8 158
Threshold Autoregressive Model with Multiple Threshold Variables 0 0 0 1 0 0 3 254
Threshold Effect of Scale and Skill in Active Mutual Fund Management 0 0 0 6 0 1 1 26
Time Series Properties of Aggregated AR(2) Processes 0 0 0 0 0 0 0 477
Value Creation and Long Term Performance of Hong Kong Spinoffs 0 0 0 0 0 0 2 257
What Cause(s) the Underpricing of H-Share IPO? 0 0 0 3 0 1 1 256
What Explains Herd Behavior in the Chinese Stock Market? 0 0 1 86 0 0 8 120
What Should Central Banks Target? Evidence on the Impact of Monetary Policy Regimes on Economic Growth 0 0 2 69 0 1 13 160
Will Stock Rise on Valentine’s Day? 1 3 4 16 2 6 28 90
Total Working Papers 5 17 104 3,446 41 122 493 16,551

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 0 0 0 182
A Competing Risks Analysis of Corporate Survival 0 0 0 0 0 0 3 88
A New Approach to Modeling Sector Stock Returns in China 0 0 0 2 0 0 0 13
A Principal Component Approach to Measuring Investor Sentiment in Hong Kong 0 0 0 11 1 4 5 60
A THRESHOLD MODEL APPROACH TO ESTIMATING THE ABNORMAL STOCK RETURNS 0 0 0 0 0 0 0 13
A comparison of MA and RSI returns with exchange rate intervention 0 4 14 88 0 5 21 248
A gravity analysis of international stock market linkages 0 0 0 21 0 0 1 75
A new recognition algorithm for “head-and-shoulders” price patterns 0 0 1 11 0 7 10 62
A principal component approach to measuring investor sentiment in China 0 0 2 18 1 2 7 88
A principal-component approach to measuring investor sentiment 1 1 1 83 1 1 5 203
A threshold model for the Hong Kong warrant prices 0 0 0 28 1 2 4 181
ARE NONLINEAR TRADING RULES PROFITABLE IN THE CHINESE STOCK MARKET? 0 0 1 5 0 0 1 19
ARE PRICES STICKY IN LARGE DEVELOPING ECONOMIES? AN EMPIRICAL COMPARISON OF CHINA AND INDIA 0 0 1 6 0 0 3 96
An Examination of the Underpricing of H-Share IPOs in Hong Kong 0 0 1 4 0 0 3 21
An empirical comparison of moving average envelopes and Bollinger Bands 0 0 9 252 0 1 19 824
An instrumental variable approach to unveiling the determinants of flatted factory rent in Hong Kong 0 0 1 4 1 2 4 14
An investigation of duration dependence in the American stock market cycle 0 0 1 36 0 0 1 110
Are Asian real exchange rates stationary? 0 0 1 137 1 1 5 447
Are Chinese Stock Market Cycles Duration Independent? 0 0 0 0 0 0 1 75
Asymptotic distribution of the sup-Wald statistic under specification errors 0 0 0 63 0 0 0 260
Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors 0 1 1 37 0 1 2 208
Can Poverty be Alleviated in China? 0 0 1 10 1 1 5 112
Can analyst predict stock market crashes? 0 1 2 60 3 5 6 308
Co-integrated or not? After the Shanghai–Hong Kong and Shenzhen–Hong Kong Stock Connection Schemes 0 0 2 21 0 0 10 116
Determining the contributions to price discovery for Chinese cross-listed stocks 0 0 0 116 0 0 1 249
Do Technical Analysts Outperform Novice Traders: Experimental Evidence 1 5 28 612 2 10 53 1,497
Do momentum-based strategies work in emerging currency markets? 0 0 4 154 2 4 8 430
Do speculative bubbles migrate in the Chinese stock market? 0 0 1 4 0 1 3 91
Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan 0 0 6 133 0 0 11 496
Does banking competition alleviate or worsen credit constraints faced by small- and medium-sized enterprises? Evidence from China 0 0 6 115 3 7 27 424
Does monetary policy matter for trade? 0 0 0 9 0 0 0 57
Does monetary policy matter for trade? 0 0 0 7 0 0 3 61
Does studying in Hong Kong affect the ideological preferences of Chinese mainland undergraduates? 0 0 0 2 1 3 10 23
Does the 'Dogs of the Dow' strategy work better in blue chips? 0 0 1 51 1 1 3 200
Does the macroeconomy matter to market volatility? Evidence from US industries 1 2 5 6 1 2 11 18
Economic implications of the sixth plenary session of the 19th CPC Central Committee for China’s Hong Kong 0 0 1 1 0 1 5 5
Economies of scale in the demand for money by firms in China 0 0 1 4 0 0 1 35
Editorial 0 0 0 0 0 0 1 3
Editorial 0 0 0 1 0 0 0 3
Entrepreneurial activities and institutional environment in China 0 0 0 0 0 0 2 9
Estimating multiple breaks in nonstationary autoregressive models 0 0 0 6 0 0 6 24
Estimating the Fractionally Integrated Model with a Break in the Differencing Parameter 0 0 1 5 0 0 1 28
Estimating the differencing parameter via the partial autocorrelation function 0 1 1 65 0 1 1 242
Estimating the fractionally integrated process in the presence of measurement errors 0 0 0 13 0 0 1 89
Estimating the locations and number of change points by the sample-splitting method 0 0 0 20 0 0 0 60
Estimation and inference of threshold regression models with measurement errors 0 0 0 11 1 1 2 57
Estimation of the Autoregressive Order in the Presence of Measurement Errors 0 0 0 12 0 0 1 48
Executive Stock Option Pricing in China Under Stochastic Volatility 0 0 0 4 0 0 0 40
Extreme Risk Value and Dependence Structure of the China Securities Index 300 0 0 1 14 0 0 2 42
Factor pricing in commodity futures and the role of liquidity 0 0 0 12 0 1 4 79
Factor pricing of cryptocurrencies 1 9 38 61 10 30 97 153
Factor-augmented VAR analysis of the monetary policy in China 1 1 6 135 2 7 32 448
Forecasting currency crises with threshold models 0 0 1 6 0 0 1 35
Forecasting currency crises with threshold models 0 0 1 3 0 0 2 23
Frequentist model averaging for threshold models 0 0 0 6 0 1 3 45
From Fixed to Float: A Competing Risks Analysis 0 0 0 4 0 3 3 25
Generic consistency of the break-point estimator under specification errors 0 0 0 29 1 1 1 222
Generic consistency of the break-point estimators under specification errors in a multiple-break model 0 0 0 44 0 0 0 301
HEDONIC PRICING MODELS FOR VEHICLE REGISTRATION MARKS 0 0 0 19 0 0 1 111
HOW TO MAKE A PROFITABLE TRADING STRATEGY MORE PROFITABLE? 0 0 0 1 0 0 0 12
Hedonic pricing models for metropolitan bus services 0 0 0 79 1 1 2 305
Housing prices and business cycle in China: A DSGE analysis 0 0 3 26 0 4 15 101
Identification and Estimation of Structural-Change Models with Misclassification 0 0 1 6 0 0 1 40
Institutional Ownership and Private Equity Placements: Evidence from Chinese Listed Firms 0 0 0 4 0 1 5 38
International linkages of the Japanese stock market 0 0 5 72 0 0 7 225
Is the Chinese stock market really inefficient? 0 0 0 61 0 2 5 333
Is the Convergence of Accounting Standards Good for Stock Markets? 0 0 3 49 0 0 5 217
LONG RANGE DEPENDENCE AND STRUCTURAL BREAKS IN THE GOLD MARKETS 0 0 1 7 0 0 3 14
LONG-TERM ADJUSTMENT OF CAPITAL STRUCTURE: EVIDENCE FROM SINGAPORE, HONG KONG AND TAIWAN 0 0 0 2 0 0 0 36
Long-range dependence in the international diamond market 1 1 2 22 1 3 4 92
Minimum Wage and Shareholder Wealth: Evidence from Hong Kong 0 0 0 30 0 1 1 127
Monetary policy regimes and growth revisited: evidence from a de facto classification 0 0 1 16 1 1 2 36
Nexus between visitor arrivals and residential property rents in Hong Kong 0 0 0 1 0 0 0 15
Non identification of structural change in non stationary AR(1) models 0 1 1 2 0 1 2 5
Nonlinear dependence between stock and real estate markets in China 0 0 0 27 1 1 1 101
On the Comovement of A and H Shares 0 0 1 74 0 0 2 202
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 1 187
Partial parameter consistency in a misspecified structural change model 0 0 0 40 0 0 2 159
Political Turnover and the Stock Performance of SOEs in China 0 0 0 3 0 0 2 26
Predictability of nonlinear trading rules in the U.S. stock market 0 0 0 217 0 0 3 595
Predictive models for disaggregate stock market volatility 0 0 0 4 0 0 2 45
Price rigidity in China: Empirical results at home and abroad 0 1 1 9 0 1 2 30
Profitability of intraday and interday momentum strategies 0 1 6 233 0 1 11 613
Profitability of the On-Balance Volume Indicator 4 5 27 495 9 20 88 1,822
Regional differences in self-employment in China 0 0 1 15 0 1 11 105
Revisiting the Performance of MACD and RSI Oscillators 0 1 3 75 1 3 6 367
STRUCTURAL CHANGE IN AR(1) MODELS 0 0 0 44 0 0 3 136
STRUCTURAL CHANGE IN NONSTATIONARY AR(1) MODELS 0 0 2 4 0 0 2 22
Shipping the Good Horses Out 0 0 0 4 0 0 0 69
Structural Change in the Efficiency of the Japanese Stock Market after the Millennium 0 0 0 23 0 0 1 124
Structural Change in the Stock Market Efficiency after the Millennium: The MACD Approach 0 0 1 49 0 0 5 168
Structural Changes and Regional Disparity in China's Inflation 0 0 2 102 0 0 3 284
THAI FIRMS' HISTORIES AND THEIR CAPITAL STRUCTURE 0 0 1 2 0 0 1 17
THE IMPACT OF THE 1997 HANDOVER ON THE EFFICIENCY OF THE HONG KONG STOCK MARKET 0 0 0 7 0 1 1 18
Technical analysis and the London stock exchange: testing the MACD and RSI rules using the FT30 2 7 20 344 5 16 48 910
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 0 57
The Nexus between Analyst Forecast Dispersion and Expected Returns Surrounding Stock Market Crashes 0 0 1 6 0 0 1 116
The Nexus between Social Capital and Bank Risk Taking 0 0 1 17 0 0 2 81
The Nonlinear Dynamics of Foreign Reserves and Currency Crises 0 0 0 81 0 0 0 229
The Private Benefits of Corporate Control: Evidence from China 0 0 0 0 0 0 0 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 0 2 0 1 8 23
The development of Hong Kong housing market: past, present and future 2 8 13 35 2 15 32 85
The effects of trading suspensions in China 0 0 3 8 0 3 10 37
The impact of COVID-19 on ASEAN 0 0 0 0 1 3 11 16
The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies 0 0 0 141 0 0 0 626
The nexus between labor wages and property rents in the Greater China area 0 0 0 4 0 1 1 43
The polynomial aggregated AR(1) model 0 0 0 39 0 0 1 269
The risk-adjusted trading rule profits in currency spot cross-rates 0 0 0 14 0 0 4 92
The roadmap of interest rate liberalisation in China 0 0 0 0 0 0 5 14
The sources of country and industry variations in ASEAN 0 0 0 1 0 0 0 12
The stock–bond comovements and cross-market trading 0 0 0 11 0 0 0 68
The value of superstitions 0 0 3 62 0 1 7 291
Theory and Applications of TAR Model with Two Threshold Variables 0 0 0 2 0 0 1 31
Threshold effect of scale and skill in active mutual fund management 0 0 0 2 0 0 3 19
Time series properties of aggregated AR(2) processes 0 0 2 63 1 1 3 217
Time series test of nonlinear convergence and transitional dynamics 0 0 3 72 0 1 9 237
Two-sided Matching, Who Marries Whom? And what Happens upon Divorce? 0 0 0 8 0 0 1 34
Understanding the China–US trade war: causes, economic impact, and the worst-case scenario 3 5 17 73 8 15 42 209
What Explains Herd Behavior in the Chinese Stock Market? 0 0 1 1 0 0 3 9
What accounts for Chinese Business Cycle? 0 1 2 143 0 2 4 418
What determines the price of a racing horse? 0 0 3 44 0 0 3 147
What determines the price of a racing horse? 0 0 0 0 0 0 6 9
Who will win the Nobel Prize? 1 1 3 72 2 2 4 384
Total Journal Articles 18 57 275 5,867 67 209 821 21,122

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Comments on "The rise of benchmark bonds in emerging Asia" 0 0 0 3 0 0 2 38
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Statistics updated 2023-01-04