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 3 7 107
A New Approach to Modelling Sector Stock Returns in China 0 0 0 18 0 3 9 51
A New Recognition Algorithm for “Head-and-Shoulders” Price Patterns 0 0 1 88 2 10 28 391
A Principal Component Approach to Measuring Investor Sentiment in China 0 0 4 67 1 6 32 262
A Principal Component Approach to Measuring Investor Sentiment in Hong Kong 0 0 1 59 0 2 20 132
A Profitability Comparison of Modal Point and Closing Price 0 0 0 0 0 1 8 414
A Simple Test for Fractionally Integrated Processes 0 0 0 0 1 2 4 104
A Tale of Two Regimes: Classifying and Revisiting the Monetary Policy Regimes 0 0 0 10 0 2 6 47
An Empirical Comparison of Fast and Slow Stochastics 0 0 0 13 2 4 14 45
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 1 1 16 1,070
Are Prices Sticky in Large Developing Economies? An Empirical Comparison of China and India 0 0 0 41 0 1 10 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 0 4 9 139
Co-integrated or not? After the Shanghai-Hong Kong and Shenzhen-Hong Kong Stock Connection Schemes 0 0 0 8 1 4 13 77
Determining the Contributions to the Price Discovery for Chinese Cross-listed Stocks 0 0 0 0 0 1 7 172
Dirichlet Process Hidden Markov Multiple Change-point Model 0 0 0 98 0 2 11 117
Distance to Abortion Facilities and Child Living Conditions-Implication of the Abortion Law Change in the United States 0 0 0 13 0 3 9 28
Do Momentum-based Strategies Work in Emerging Currency Markets? 0 0 0 1 0 3 17 420
Do Speculative Bubbles Migrate in the Chinese Stock Market? 0 0 0 39 0 3 13 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 0 3 6 293
Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan 0 0 1 45 0 6 26 286
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 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 0 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 1 4 9 18
Does Monetary Policy Matter For Trade? 0 2 2 54 1 4 22 101
Does studying in Hong Kong affect the ideological preferences of Chinese mainland undergraduates? 0 0 0 6 0 5 13 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 0 7 27 34
Effects of ARCH Errors on Autoregressive Lag Length Selection Criteria 0 0 0 0 0 5 7 352
Effects of STAR and TAR types nonlinearities on order selection criteria 0 0 0 210 0 6 9 770
Entrepreneurial Activities and Institutional Environment in China 0 0 0 45 0 4 11 70
Estimating Multiple Breaks in Nonstationary Autoregressive Models 0 0 0 37 0 1 13 51
Estimating and Testing Threshold Regression Models with Multiple Threshold Variables 0 0 3 299 1 8 40 914
Estimating the Differencing Parameter Via the Partial Autocorrelation Function 0 0 0 0 1 5 8 461
Estimating the Fractionally Integrated Process in the Presence of Measurement Errors 0 0 0 0 0 5 18 164
Estimating the Location of Break in Restricted Structural Change Models 0 0 0 0 0 3 6 227
Estimating the Unit Root Process in the Presence of Measurement Errors 0 0 0 0 0 2 10 438
Estimation and Inference of Threshold Regression Models with Measurement Errors 0 0 0 40 0 2 11 83
Estimation of and Testing for Structural Break in the Presence of Measurement Errors 0 0 0 0 0 3 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 1 6 100
Executive Stock Option Pricing in China under Stochastic Volatility 0 0 0 18 0 4 10 85
Extracting From the Dow Jones Index 0 0 0 0 0 2 11 155
Extreme Risk Value and Dependence Structure of the China Securities Index 300 0 0 1 47 1 5 11 104
Factor Pricing in Commodity Futures and the Role of Liquidity 0 0 1 27 1 9 32 130
Forecasting Income Inequality with Demographic Projections 0 0 0 33 0 4 9 77
Frequentist model averaging for threshold models 0 0 0 37 0 3 17 76
From Fixed to Float: A Competing Risks Analysis 0 0 0 16 0 3 16 76
Generic Consistency of the Break-Point Estimators under Specification Errors in a Multiple-Break Model 0 0 0 0 0 0 3 193
Housing Prices and Business Cycle in China: A DSGE Analysis 0 0 2 131 0 1 20 167
How does the COVID-19 pandemic affect housing prices in China? 0 0 0 86 1 4 19 240
Institutional Ownership and Private Equity Placements: Evidence from Chinese Listed Firms 0 0 0 24 0 7 18 52
Is Hong Kong still an entrepôt under the Sino-U.S. trade war? 0 0 1 12 0 3 17 31
Is the Chinese Stock Market Really Efficient 0 0 0 177 1 7 21 637
Long Range Dependence and Structural Breaks in the Gold Markets 0 0 0 30 0 3 13 43
Market Reaction to iPhone Rumors 0 1 1 19 0 6 19 80
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 1 3 232
Modelling Smooth Transitional Economic Behavior 0 0 0 0 1 3 6 121
Nonlinear Dependence between Stock and Real Estate Markets in China 0 0 0 61 0 2 18 120
On the Profitability of Momentum Strategies and Relative Strength Index in the International Equity Markets 0 0 0 2 0 2 9 758
PRICE LIMIT AND STOCK VOLATILITY IN CHINA DURING FINANCIAL CRISES 0 0 0 0 1 1 4 142
Political Turnover and the Stock Performance of SOEs in China 0 0 0 29 1 3 7 61
Predicting Currency Crises in Emerging Asian Countries: A Dynamic Threshold Approach 0 0 0 0 0 0 9 161
Predictive Models for Disaggregate Stock Market Volatility 0 0 0 40 1 5 18 58
Price Limits and Stock Market Volatility in China 0 0 0 97 0 7 20 257
Price Rigidity in China: Empirical Results at Home and Abroad 0 0 0 22 3 5 16 53
Profitability of CAPM Momentum Strategies in the US Stock Market 0 0 0 37 1 6 16 80
Revisiting the Performance of MACD and RSI Oscillators 0 0 4 75 4 14 120 430
Search of Attention in Financial Market 0 0 0 12 0 3 8 35
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 0 3 13 297
Structural change in non-stationary AR(1) models 0 0 0 56 0 4 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 0 12 22 60
The Effects of Trading Suspensions in China 0 0 0 25 1 7 17 89
The Impact of Caste on Income Disparity in India Today. A Pan-India Panel Data Approach 0 0 4 16 3 32 116 166
The Impact of Shanghai-Hong Kong Stock Connect on the Effectiveness of Price Limits in the Chinese Stock Market 0 0 0 48 1 12 45 167
The Nexus Between Social Capital and Bank Risk Taking 0 0 0 19 1 4 8 53
The Nexus between Labour Wages and Property Rents in the Greater China Area 0 0 0 12 0 2 8 47
The Nexus between Visitor Arrivals and Residential Property Rents in Hong Kong 0 0 1 62 2 6 15 140
The Political Economy of Issuing a Typhoon Signal 0 0 0 0 0 0 4 220
The Roadmap of Interest Rate Liberalization in China 0 0 0 47 0 2 13 91
The Sources of Country and Industry Variations in ASEAN Stock Returns 0 0 0 24 0 5 10 43
The Stock-Bond Comovements and Cross-Market Trading 0 0 0 50 0 5 16 83
The Underpricing of Venture Capital Backed IPOs in China 0 0 1 56 0 7 18 113
The Unusual Trading Volume and Earnings Surprises in China’s Market 0 0 0 8 1 5 10 55
The Value of Superstitions 0 0 0 155 0 3 15 967
The Value of Superstitions 0 0 0 0 0 1 8 236
Theory and Applications of TAR Model with Two Threshold Variables 1 1 3 46 1 6 32 215
Threshold Autoregressive Model with Multiple Threshold Variables 0 0 0 1 0 1 9 268
Threshold Effect of Scale and Skill in Active Mutual Fund Management 0 0 0 6 0 8 14 42
Time Series Properties of Aggregated AR(2) Processes 0 0 0 0 16 18 25 505
Value Creation and Long Term Performance of Hong Kong Spinoffs 0 0 0 0 0 0 6 265
What Cause(s) the Underpricing of H-Share IPO? 0 0 0 3 1 1 5 261
What Explains Herd Behavior in the Chinese Stock Market? 0 0 0 88 1 23 38 166
What Should Central Banks Target? Evidence on the Impact of Monetary Policy Regimes on Economic Growth 0 0 0 69 0 3 11 178
Will Stock Rise on Valentine’s Day? 0 0 2 26 0 7 29 136
Total Working Papers 1 4 34 3,636 56 419 1,529 18,885

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 1 4 188
A Competing Risks Analysis of Corporate Survival 0 0 0 0 0 1 9 101
A New Approach to Modeling Sector Stock Returns in China 0 0 0 2 0 4 11 27
A Principal Component Approach to Measuring Investor Sentiment in Hong Kong 0 0 1 15 1 5 26 101
A THRESHOLD MODEL APPROACH TO ESTIMATING THE ABNORMAL STOCK RETURNS 0 0 0 1 0 3 10 29
A comparison of MA and RSI returns with exchange rate intervention 0 0 0 97 1 6 22 293
A gravity analysis of international stock market linkages 0 0 0 22 0 3 11 89
A new recognition algorithm for “head-and-shoulders” price patterns 0 2 4 18 3 10 31 108
A principal component approach to measuring investor sentiment in China 0 0 3 26 1 8 20 121
A principal-component approach to measuring investor sentiment 0 0 1 91 0 2 12 230
A threshold model for the Hong Kong warrant prices 0 0 1 1 1 3 9 9
ARE NONLINEAR TRADING RULES PROFITABLE IN THE CHINESE STOCK MARKET? 0 0 0 5 0 1 6 25
ARE PRICES STICKY IN LARGE DEVELOPING ECONOMIES? AN EMPIRICAL COMPARISON OF CHINA AND INDIA 0 0 0 6 0 3 9 108
An Examination of the Underpricing of H-Share IPOs in Hong Kong 0 1 1 9 1 19 33 64
An empirical comparison of moving average envelopes and Bollinger Bands 0 0 2 278 0 6 27 896
An instrumental variable approach to unveiling the determinants of flatted factory rent in Hong Kong 0 0 0 4 0 1 4 19
An investigation of duration dependence in the American stock market cycle 0 0 0 36 1 6 13 123
Are Asian real exchange rates stationary? 0 0 0 137 0 1 5 454
Are Chinese Stock Market Cycles Duration Independent? 0 0 0 0 1 2 5 81
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 1 1 1 40 1 10 18 233
Can Poverty be Alleviated in China? 0 0 0 12 0 1 10 125
Can analyst predict stock market crashes? 0 0 0 61 0 8 22 343
Co-integrated or not? After the Shanghai–Hong Kong and Shenzhen–Hong Kong Stock Connection Schemes 1 1 1 22 1 7 16 138
Creditable bonds’ multifunctional roles during the COVID-19 pandemic 0 0 2 2 0 6 15 15
Determining the contributions to price discovery for Chinese cross-listed stocks 0 0 0 118 1 2 15 269
Do Technical Analysts Outperform Novice Traders: Experimental Evidence 1 3 13 677 1 24 88 1,710
Do momentum-based strategies work in emerging currency markets? 0 0 4 163 0 3 15 460
Do speculative bubbles migrate in the Chinese stock market? 0 0 0 4 1 8 16 114
Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan 0 0 1 141 1 9 30 549
Does banking competition alleviate or worsen credit constraints faced by small- and medium-sized enterprises? Evidence from China 0 0 4 143 1 5 35 531
Does monetary policy matter for trade? 0 0 1 9 0 2 15 86
Does monetary policy matter for trade? 0 0 0 9 1 5 13 74
Does studying in Hong Kong affect the ideological preferences of Chinese mainland undergraduates? 0 0 0 4 1 4 10 52
Does the 'Dogs of the Dow' strategy work better in blue chips? 0 1 1 54 0 5 14 219
Does the macroeconomy matter to market volatility? Evidence from US industries 0 1 1 18 1 7 17 63
Economic implications of the sixth plenary session of the 19th CPC Central Committee for China’s Hong Kong 0 0 1 3 1 5 15 29
Economies of scale in the demand for money by firms in China 0 0 0 4 0 4 14 50
Editorial 0 0 0 0 0 0 4 8
Editorial 0 0 0 1 0 3 9 12
Entrepreneurial activities and institutional environment in China 0 0 0 1 0 4 10 22
Estimating multiple breaks in nonstationary autoregressive models 0 0 1 13 0 1 8 44
Estimating the Fractionally Integrated Model with a Break in the Differencing Parameter 0 0 0 5 0 3 11 48
Estimating the differencing parameter via the partial autocorrelation function 0 0 0 66 0 3 9 254
Estimating the fractionally integrated process in the presence of measurement errors 0 0 0 13 0 2 7 96
Estimating the locations and number of change points by the sample-splitting method 0 0 0 20 0 2 7 68
Estimation and inference of threshold regression models with measurement errors 0 0 0 12 0 5 17 86
Estimation of the Autoregressive Order in the Presence of Measurement Errors 0 0 2 15 0 4 12 66
Executive Stock Option Pricing in China Under Stochastic Volatility 0 0 0 4 0 2 6 47
Extreme Risk Value and Dependence Structure of the China Securities Index 300 0 1 1 16 0 6 14 62
Factor pricing in commodity futures and the role of liquidity 0 0 0 12 1 8 17 97
Factor pricing of cryptocurrencies 0 2 11 113 7 22 77 315
Factor-augmented VAR analysis of the monetary policy in China 0 0 1 141 0 5 13 492
Forecasting currency crises with threshold models 0 0 0 6 1 2 11 49
Forecasting currency crises with threshold models 0 0 0 5 0 1 13 41
Frequentist model averaging for threshold models 0 0 0 7 0 3 8 57
From Fixed to Float: A Competing Risks Analysis 0 0 0 6 0 3 13 42
Generic consistency of the break-point estimator under specification errors 0 0 0 29 0 2 6 230
Generic consistency of the break-point estimators under specification errors in a multiple-break model 0 0 0 44 0 1 14 317
HEDONIC PRICING MODELS FOR VEHICLE REGISTRATION MARKS 0 0 1 21 0 5 12 125
HOW TO MAKE A PROFITABLE TRADING STRATEGY MORE PROFITABLE? 0 0 1 2 0 1 6 22
Hedonic pricing models for metropolitan bus services 0 0 0 81 0 4 8 320
Housing prices and business cycle in China: A DSGE analysis 0 0 2 36 0 4 16 144
Identification and Estimation of Structural-Change Models with Misclassification 0 0 0 6 0 4 13 57
Institutional Ownership and Private Equity Placements: Evidence from Chinese Listed Firms 0 0 0 4 0 2 9 51
International linkages of the Japanese stock market 0 0 0 73 0 2 13 243
Is Hong Kong still an entrepôt under the Sino‐U.S. trade war? 0 0 1 3 1 8 37 45
Is the Chinese stock market really inefficient? 0 0 0 61 0 6 21 363
Is the Convergence of Accounting Standards Good for Stock Markets? 0 0 0 49 1 5 15 236
LONG RANGE DEPENDENCE AND STRUCTURAL BREAKS IN THE GOLD MARKETS 0 0 0 9 0 1 12 34
LONG-TERM ADJUSTMENT OF CAPITAL STRUCTURE: EVIDENCE FROM SINGAPORE, HONG KONG AND TAIWAN 0 0 0 2 1 2 4 41
Long-range dependence in the international diamond market 0 0 0 23 0 4 9 106
Minimum Wage and Shareholder Wealth: Evidence from Hong Kong 0 0 0 32 0 3 9 139
Monetary policy regimes and growth revisited: evidence from a de facto classification 0 0 0 22 0 1 6 50
Nexus between visitor arrivals and residential property rents in Hong Kong 0 0 0 2 0 3 8 24
Non identification of structural change in non stationary AR(1) models 0 0 0 4 0 1 3 14
Nonlinear dependence between stock and real estate markets in China 0 0 0 29 0 1 9 117
On the Comovement of A and H Shares 3 3 3 77 5 12 14 216
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 1 7 194
Partial parameter consistency in a misspecified structural change model 0 0 0 42 0 4 7 172
Political Turnover and the Stock Performance of SOEs in China 0 0 0 3 0 2 6 36
Predictability of nonlinear trading rules in the U.S. stock market 0 0 0 218 0 6 9 607
Predictive models for disaggregate stock market volatility 0 1 2 6 0 2 6 53
Price rigidity in China: Empirical results at home and abroad 0 0 1 13 2 7 19 60
Profitability of intraday and interday momentum strategies 0 0 1 241 2 8 13 642
Profitability of the Directional Indicators 0 0 1 2 0 0 3 4
Profitability of the On-Balance Volume Indicator 0 3 32 623 18 66 276 2,347
Regional differences in self-employment in China 0 0 0 16 0 2 13 125
Revisiting the Performance of MACD and RSI Oscillators 0 0 2 85 3 9 32 419
STRUCTURAL CHANGE IN AR(1) MODELS 0 0 0 46 1 4 13 157
STRUCTURAL CHANGE IN NONSTATIONARY AR(1) MODELS 0 0 0 6 1 5 7 35
Shipping the Good Horses Out 0 0 0 5 0 3 9 79
Structural Change in the Efficiency of the Japanese Stock Market after the Millennium 0 0 1 24 0 9 20 146
Structural Change in the Stock Market Efficiency after the Millennium: The MACD Approach 0 0 1 53 1 9 20 201
Structural Changes and Regional Disparity in China's Inflation 0 1 3 108 0 6 19 311
THAI FIRMS' HISTORIES AND THEIR CAPITAL STRUCTURE 0 0 1 4 0 1 9 28
THE IMPACT OF THE 1997 HANDOVER ON THE EFFICIENCY OF THE HONG KONG STOCK MARKET 0 0 0 8 1 13 30 52
Technical analysis and the London stock exchange: testing the MACD and RSI rules using the FT30 1 5 23 434 12 33 97 1,140
Testing for Structural Change in the Nontradable Share Reform of the Chinese Stock Market 0 0 0 54 0 2 3 150
Testing for a unit root in the presence of stochastic volatility and leverage effect 0 0 1 15 0 5 10 69
The Nexus between Analyst Forecast Dispersion and Expected Returns Surrounding Stock Market Crashes 0 0 0 6 0 3 10 127
The Nexus between Social Capital and Bank Risk Taking 0 0 0 17 0 2 10 92
The Nonlinear Dynamics of Foreign Reserves and Currency Crises 0 0 1 83 0 6 12 246
The Private Benefits of Corporate Control: Evidence from China 0 0 0 0 0 5 10 17
The Revaluation and Future Adjustment of the Renminbi 0 0 0 31 0 1 4 109
The Unusual Trading Volume and Earnings Surprises in China’s Market 0 0 0 2 0 5 11 36
The development of Hong Kong housing market: past, present and future 0 0 1 56 0 6 25 148
The effects of trading suspensions in China 0 1 1 11 0 3 17 61
The impact of COVID-19 on ASEAN 1 1 2 29 10 15 25 115
The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies 0 0 1 143 0 2 14 643
The nexus between labor wages and property rents in the Greater China area 0 0 0 4 0 5 11 54
The nexus between stock market value and demand for money in China 0 0 0 1 0 2 4 7
The polynomial aggregated AR(1) model 0 0 0 39 2 2 6 277
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 0 1 0 2 7 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 0 1 12 1 8 19 92
The value of superstitions 0 0 1 64 2 4 17 324
Theory and Applications of TAR Model with Two Threshold Variables 0 0 0 2 0 0 11 47
Threshold effect of scale and skill in active mutual fund management 0 0 0 2 0 2 5 25
Time series properties of aggregated AR(2) processes 0 0 0 63 0 1 5 223
Time series test of nonlinear convergence and transitional dynamics 0 0 0 74 0 1 13 256
Two-sided Matching, Who Marries Whom? And what Happens upon Divorce? 0 0 1 9 0 8 22 56
Understanding the China–US trade war: causes, economic impact, and the worst-case scenario 0 1 15 135 0 8 54 430
Understanding the digital economy in China: Characteristics, challenges, and prospects 0 1 3 27 1 6 20 79
What Explains Herd Behavior in the Chinese Stock Market? 0 0 0 6 4 14 28 50
What accounts for Chinese Business Cycle? 0 0 0 147 1 7 21 446
What determines the price of a racing horse? 0 0 1 52 0 4 16 177
What determines the price of a racing horse? 0 0 2 4 0 3 11 26
Who will win the Nobel Prize? 0 0 1 77 0 3 16 422
Will stock rise on Valentine’s Day? 0 0 0 4 1 7 30 67
Total Journal Articles 8 30 167 6,607 101 683 2,243 24,918
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 3 5 48
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Statistics updated 2026-07-10