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 1 3 100
A New Approach to Modelling Sector Stock Returns in China 0 0 0 18 0 1 1 42
A New Recognition Algorithm for “Head-and-Shoulders” Price Patterns 0 0 1 87 0 0 3 363
A Principal Component Approach to Measuring Investor Sentiment in China 0 1 4 62 3 8 23 225
A Principal Component Approach to Measuring Investor Sentiment in Hong Kong 0 0 0 58 1 2 4 111
A Profitability Comparison of Modal Point and Closing Price 0 0 0 0 0 1 1 404
A Simple Test for Fractionally Integrated Processes 0 0 0 0 0 0 2 100
A Tale of Two Regimes: Classifying and Revisiting the Monetary Policy Regimes 0 0 2 10 0 0 4 41
An Empirical Comparison of Fast and Slow Stochastics 0 0 0 13 0 0 3 31
An Omnibus Test for the Fractionally Intergrated Model 0 0 0 1 1 1 1 185
Are Asian Real Exchange Rates Stationary? 0 0 0 414 0 1 1 1,054
Are Prices Sticky in Large Developing Economies? An Empirical Comparison of China and India 0 0 0 41 0 0 1 42
Asymptotic Inferences for an AR(1) Model with a Change Point: Stationary and Nearly Non-stationary Cases 0 0 0 71 0 0 0 65
Can Poverty be Alleviated in China? 0 0 0 55 0 0 0 130
Co-integrated or not? After the Shanghai-Hong Kong and Shenzhen-Hong Kong Stock Connection Schemes 0 0 0 8 1 1 3 64
Determining the Contributions to the Price Discovery for Chinese Cross-listed Stocks 0 0 0 0 0 1 2 164
Dirichlet Process Hidden Markov Multiple Change-point Model 0 0 1 98 0 1 4 105
Distance to Abortion Facilities and Child Living Conditions-Implication of the Abortion Law Change in the United States 0 0 13 13 0 1 18 18
Do Momentum-based Strategies Work in Emerging Currency Markets? 0 0 0 1 0 1 3 402
Do Speculative Bubbles Migrate in the Chinese Stock Market? 0 0 0 39 0 1 2 71
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 2 287
Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan 0 0 2 44 0 1 7 259
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 1 94
Does Monetary Policy Matter For Trade? 0 0 0 52 1 4 5 78
Does studying in Hong Kong affect the ideological preferences of Chinese mainland undergraduates? 0 0 0 6 0 0 0 18
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 1 2 2 6 6
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 1 2 761
Entrepreneurial Activities and Institutional Environment in China 0 0 0 45 0 1 2 58
Estimating Multiple Breaks in Nonstationary Autoregressive Models 0 0 0 37 0 0 1 38
Estimating and Testing Threshold Regression Models with Multiple Threshold Variables 2 5 5 292 3 9 11 866
Estimating the Differencing Parameter Via the Partial Autocorrelation Function 0 0 0 0 0 0 1 451
Estimating the Fractionally Integrated Process in the Presence of Measurement Errors 0 0 0 0 0 1 1 144
Estimating the Location of Break in Restricted Structural Change Models 0 0 0 0 0 1 1 221
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 40 0 1 1 72
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 0 18 0 0 1 73
Extracting From the Dow Jones Index 0 0 0 0 0 1 1 144
Extreme Risk Value and Dependence Structure of the China Securities Index 300 0 1 1 46 0 1 1 93
Factor Pricing in Commodity Futures and the Role of Liquidity 0 0 0 26 1 1 3 98
Forecasting Income Inequality with Demographic Projections 0 0 2 31 0 0 5 64
Frequentist model averaging for threshold models 0 0 0 37 1 1 1 59
From Fixed to Float: A Competing Risks Analysis 0 0 0 16 0 0 0 59
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 0 0 128 0 0 4 144
How does the COVID-19 pandemic affect housing prices in China? 0 0 1 86 0 0 3 219
Institutional Ownership and Private Equity Placements: Evidence from Chinese Listed Firms 0 0 0 24 0 0 0 33
Is Hong Kong still an entrepôt under the Sino-U.S. trade war? 0 1 10 10 0 1 11 11
Is the Chinese Stock Market Really Efficient 0 0 0 177 1 1 1 613
Long Range Dependence and Structural Breaks in the Gold Markets 0 0 1 29 0 0 1 29
Market Reaction to iPhone Rumors 2 2 3 18 2 2 6 55
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 3 229
Modelling Smooth Transitional Economic Behavior 0 0 0 0 0 2 2 115
Nonlinear Dependence between Stock and Real Estate Markets in China 0 0 0 61 0 0 0 102
On the Profitability of Momentum Strategies and Relative Strength Index in the International Equity Markets 0 0 0 2 0 0 0 749
PRICE LIMIT AND STOCK VOLATILITY IN CHINA DURING FINANCIAL CRISES 0 0 0 0 0 1 2 138
Political Turnover and the Stock Performance of SOEs in China 0 0 0 29 0 0 0 54
Predicting Currency Crises in Emerging Asian Countries: A Dynamic Threshold Approach 0 0 0 0 0 0 2 152
Predictive Models for Disaggregate Stock Market Volatility 0 0 0 40 0 0 0 39
Price Limits and Stock Market Volatility in China 0 0 0 97 0 0 3 237
Price Rigidity in China: Empirical Results at Home and Abroad 0 0 0 22 0 1 2 37
Profitability of CAPM Momentum Strategies in the US Stock Market 0 0 0 37 0 1 1 64
Revisiting the Performance of MACD and RSI Oscillators 0 1 3 66 5 7 17 299
Search of Attention in Financial Market 0 0 0 12 0 0 1 26
Seemingly Unexplosive Nonstationary Random Coefficient Autoregressive Processes, A Note 0 0 0 1 0 0 1 188
Structural Change in AR(1) Models 0 0 0 1 0 0 1 283
Structural change in non-stationary AR(1) models 0 0 0 56 0 1 2 59
Testing for Structural Break of the U.S. Stock Market in the 911 Attacks 0 0 0 1 0 0 1 245
The Debt-Equity Choice of Japanese Firms 0 0 0 27 1 2 4 36
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 0 1 11 11 3 19 42 42
The Impact of Shanghai-Hong Kong Stock Connect on the Effectiveness of Price Limits in the Chinese Stock Market 1 1 4 48 1 2 10 120
The Nexus Between Social Capital and Bank Risk Taking 0 0 0 19 0 1 2 43
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 0 0 0 61 0 1 3 124
The Political Economy of Issuing a Typhoon Signal 0 0 0 0 0 0 1 216
The Roadmap of Interest Rate Liberalization in China 0 0 0 47 0 0 5 78
The Sources of Country and Industry Variations in ASEAN Stock Returns 0 0 0 24 0 0 0 33
The Stock-Bond Comovements and Cross-Market Trading 0 0 0 50 1 2 3 66
The Underpricing of Venture Capital Backed IPOs in China 1 1 1 54 1 1 1 93
The Unusual Trading Volume and Earnings Surprises in China’s Market 0 0 1 8 0 0 2 45
The Value of Superstitions 0 0 3 155 0 2 10 951
The Value of Superstitions 0 0 0 0 0 0 2 228
Theory and Applications of TAR Model with Two Threshold Variables 0 0 3 43 0 1 10 183
Threshold Autoregressive Model with Multiple Threshold Variables 0 0 0 1 0 0 0 259
Threshold Effect of Scale and Skill in Active Mutual Fund Management 0 0 0 6 0 0 1 28
Time Series Properties of Aggregated AR(2) Processes 0 0 0 0 0 1 1 480
Value Creation and Long Term Performance of Hong Kong Spinoffs 0 0 0 0 0 0 0 259
What Cause(s) the Underpricing of H-Share IPO? 0 0 0 3 0 0 0 256
What Explains Herd Behavior in the Chinese Stock Market? 0 0 2 88 0 0 5 128
What Should Central Banks Target? Evidence on the Impact of Monetary Policy Regimes on Economic Growth 0 0 0 69 0 0 3 166
Will Stock Rise on Valentine’s Day? 0 0 2 24 0 0 4 107
Total Working Papers 6 14 77 3,583 29 95 305 17,242
2 registered items for which data could not be found


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 2 184
A Competing Risks Analysis of Corporate Survival 0 0 0 0 0 0 1 90
A New Approach to Modeling Sector Stock Returns in China 0 0 0 2 1 2 2 16
A Principal Component Approach to Measuring Investor Sentiment in Hong Kong 0 1 2 13 1 2 6 72
A THRESHOLD MODEL APPROACH TO ESTIMATING THE ABNORMAL STOCK RETURNS 0 0 0 1 0 0 1 19
A comparison of MA and RSI returns with exchange rate intervention 0 0 0 97 0 1 7 270
A gravity analysis of international stock market linkages 0 0 1 22 1 1 2 78
A new recognition algorithm for “head-and-shoulders” price patterns 0 1 1 14 0 1 7 75
A principal component approach to measuring investor sentiment in China 0 0 1 21 2 2 6 98
A principal-component approach to measuring investor sentiment 0 0 2 90 1 2 7 217
A threshold model for the Hong Kong warrant prices 0 0 0 0 0 0 0 0
ARE NONLINEAR TRADING RULES PROFITABLE IN THE CHINESE STOCK MARKET? 0 0 0 5 0 0 0 19
ARE PRICES STICKY IN LARGE DEVELOPING ECONOMIES? AN EMPIRICAL COMPARISON OF CHINA AND INDIA 0 0 0 6 0 0 0 98
An Examination of the Underpricing of H-Share IPOs in Hong Kong 0 0 1 7 0 0 3 28
An empirical comparison of moving average envelopes and Bollinger Bands 0 1 6 272 0 3 12 862
An instrumental variable approach to unveiling the determinants of flatted factory rent in Hong Kong 0 0 0 4 0 0 1 15
An investigation of duration dependence in the American stock market cycle 0 0 0 36 0 0 0 110
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 0 75
Asymptotic distribution of the sup-Wald statistic under specification errors 0 0 0 63 0 0 2 262
Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors 0 0 0 38 0 0 1 213
Can Poverty be Alleviated in China? 0 0 1 12 0 0 1 114
Can analyst predict stock market crashes? 0 0 1 61 0 2 6 318
Co-integrated or not? After the Shanghai–Hong Kong and Shenzhen–Hong Kong Stock Connection Schemes 0 0 0 21 0 0 0 122
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 0 1 1 254
Do Technical Analysts Outperform Novice Traders: Experimental Evidence 1 7 18 660 5 15 60 1,612
Do momentum-based strategies work in emerging currency markets? 0 0 1 158 0 0 3 442
Do speculative bubbles migrate in the Chinese stock market? 0 0 0 4 1 3 5 97
Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan 0 1 2 139 0 4 9 518
Does banking competition alleviate or worsen credit constraints faced by small- and medium-sized enterprises? Evidence from China 0 3 5 139 1 7 20 494
Does monetary policy matter for trade? 0 0 1 8 1 2 4 70
Does monetary policy matter for trade? 0 0 0 9 0 2 3 60
Does studying in Hong Kong affect the ideological preferences of Chinese mainland undergraduates? 0 0 1 4 2 5 12 40
Does the 'Dogs of the Dow' strategy work better in blue chips? 0 0 0 53 0 0 0 204
Does the macroeconomy matter to market volatility? Evidence from US industries 0 1 6 15 0 3 18 42
Economic implications of the sixth plenary session of the 19th CPC Central Committee for China’s Hong Kong 0 0 0 2 0 0 1 14
Economies of scale in the demand for money by firms in China 0 0 0 4 0 0 1 36
Editorial 0 0 0 0 0 0 0 4
Editorial 0 0 0 1 0 0 0 3
Entrepreneurial activities and institutional environment in China 0 0 0 1 0 2 2 12
Estimating multiple breaks in nonstationary autoregressive models 0 0 1 10 0 0 3 34
Estimating the Fractionally Integrated Model with a Break in the Differencing Parameter 0 0 0 5 0 0 1 30
Estimating the differencing parameter via the partial autocorrelation function 0 0 0 66 0 0 0 244
Estimating the fractionally integrated process in the presence of measurement errors 0 0 0 13 0 0 0 89
Estimating the locations and number of change points by the sample-splitting method 0 0 0 20 0 0 1 61
Estimation and inference of threshold regression models with measurement errors 0 0 1 12 0 0 5 68
Estimation of the Autoregressive Order in the Presence of Measurement Errors 0 1 1 13 1 3 3 54
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 2 2 48
Factor pricing in commodity futures and the role of liquidity 0 0 0 12 0 0 0 79
Factor pricing of cryptocurrencies 1 4 16 99 1 6 31 226
Factor-augmented VAR analysis of the monetary policy in China 0 1 2 140 2 6 11 476
Forecasting currency crises with threshold models 0 0 0 6 0 0 1 38
Forecasting currency crises with threshold models 0 0 1 5 0 0 2 28
Frequentist model averaging for threshold models 0 1 1 7 0 1 2 49
From Fixed to Float: A Competing Risks Analysis 0 0 2 6 0 0 3 29
Generic consistency of the break-point estimator under specification errors 0 0 0 29 0 0 1 224
Generic consistency of the break-point estimators under specification errors in a multiple-break model 0 0 0 44 0 0 2 303
HEDONIC PRICING MODELS FOR VEHICLE REGISTRATION MARKS 0 0 0 20 0 0 0 113
HOW TO MAKE A PROFITABLE TRADING STRATEGY MORE PROFITABLE? 0 0 0 1 0 0 4 16
Hedonic pricing models for metropolitan bus services 0 0 1 81 0 1 3 312
Housing prices and business cycle in China: A DSGE analysis 0 0 1 33 0 2 8 127
Identification and Estimation of Structural-Change Models with Misclassification 0 0 0 6 0 0 1 44
Institutional Ownership and Private Equity Placements: Evidence from Chinese Listed Firms 0 0 0 4 0 1 2 42
International linkages of the Japanese stock market 0 0 0 73 0 1 1 230
Is Hong Kong still an entrepôt under the Sino‐U.S. trade war? 0 1 1 1 0 1 3 3
Is the Chinese stock market really inefficient? 0 0 0 61 0 0 3 342
Is the Convergence of Accounting Standards Good for Stock Markets? 0 0 0 49 0 0 2 221
LONG RANGE DEPENDENCE AND STRUCTURAL BREAKS IN THE GOLD MARKETS 0 0 2 9 0 2 6 21
LONG-TERM ADJUSTMENT OF CAPITAL STRUCTURE: EVIDENCE FROM SINGAPORE, HONG KONG AND TAIWAN 0 0 0 2 0 0 0 37
Long-range dependence in the international diamond market 0 0 0 22 0 0 2 95
Minimum Wage and Shareholder Wealth: Evidence from Hong Kong 0 0 1 32 0 0 1 130
Monetary policy regimes and growth revisited: evidence from a de facto classification 0 0 3 22 0 0 4 43
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 1 4 1 2 4 11
Nonlinear dependence between stock and real estate markets in China 0 0 1 29 1 1 4 108
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 1 42 0 0 2 165
Political Turnover and the Stock Performance of SOEs in China 0 0 0 3 0 0 2 28
Predictability of nonlinear trading rules in the U.S. stock market 0 0 0 217 0 0 0 597
Predictive models for disaggregate stock market volatility 0 0 0 4 0 0 0 47
Price rigidity in China: Empirical results at home and abroad 0 0 0 12 0 3 6 40
Profitability of intraday and interday momentum strategies 0 1 3 240 0 1 6 629
Profitability of the Directional Indicators 0 0 1 1 0 0 1 1
Profitability of the On-Balance Volume Indicator 10 18 53 582 18 39 119 2,036
Regional differences in self-employment in China 0 0 0 16 0 0 3 112
Revisiting the Performance of MACD and RSI Oscillators 0 1 2 83 1 3 9 387
STRUCTURAL CHANGE IN AR(1) MODELS 0 0 1 46 0 0 1 144
STRUCTURAL CHANGE IN NONSTATIONARY AR(1) MODELS 0 0 2 6 0 0 2 28
Shipping the Good Horses Out 0 1 1 5 0 1 1 70
Structural Change in the Efficiency of the Japanese Stock Market after the Millennium 0 0 0 23 0 0 1 126
Structural Change in the Stock Market Efficiency after the Millennium: The MACD Approach 0 0 1 52 0 0 2 179
Structural Changes and Regional Disparity in China's Inflation 0 0 1 105 0 0 2 292
THAI FIRMS' HISTORIES AND THEIR CAPITAL STRUCTURE 0 0 0 3 0 1 1 19
THE IMPACT OF THE 1997 HANDOVER ON THE EFFICIENCY OF THE HONG KONG STOCK MARKET 0 0 1 8 0 0 3 21
Technical analysis and the London stock exchange: testing the MACD and RSI rules using the FT30 1 2 29 406 4 11 58 1,029
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 58
The Nexus between Analyst Forecast Dispersion and Expected Returns Surrounding Stock Market Crashes 0 0 0 6 0 0 0 116
The Nexus between Social Capital and Bank Risk Taking 0 0 0 17 1 1 1 82
The Nonlinear Dynamics of Foreign Reserves and Currency Crises 0 0 1 82 0 0 2 234
The Private Benefits of Corporate Control: Evidence from China 0 0 0 0 0 0 1 7
The Revaluation and Future Adjustment of the Renminbi 0 0 0 31 0 0 1 105
The Unusual Trading Volume and Earnings Surprises in China’s Market 0 0 0 2 0 0 1 25
The development of Hong Kong housing market: past, present and future 3 3 14 53 3 6 22 121
The effects of trading suspensions in China 0 0 1 10 0 0 2 44
The impact of COVID-19 on ASEAN 1 1 8 25 2 4 32 83
The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies 0 0 0 142 0 0 2 629
The nexus between labor wages and property rents in the Greater China area 0 0 0 4 0 0 0 43
The nexus between stock market value and demand for money in China 0 0 0 0 0 1 1 2
The polynomial aggregated AR(1) model 0 0 0 39 0 1 2 271
The risk-adjusted trading rule profits in currency spot cross-rates 0 0 0 1 0 0 1 2
The roadmap of interest rate liberalisation in China 0 0 0 0 0 0 6 20
The sources of country and industry variations in ASEAN 0 0 0 2 0 1 2 15
The stock–bond comovements and cross-market trading 0 0 0 11 0 1 4 73
The value of superstitions 0 0 1 63 1 1 6 305
Theory and Applications of TAR Model with Two Threshold Variables 0 0 0 2 0 1 4 35
Threshold effect of scale and skill in active mutual fund management 0 0 0 2 0 1 1 20
Time series properties of aggregated AR(2) processes 0 0 0 63 0 0 0 218
Time series test of nonlinear convergence and transitional dynamics 0 0 0 74 0 1 2 243
Two-sided Matching, Who Marries Whom? And what Happens upon Divorce? 0 0 0 8 0 0 0 34
Understanding the China–US trade war: causes, economic impact, and the worst-case scenario 4 6 27 114 8 17 83 339
Understanding the digital economy in China: Characteristics, challenges, and prospects 1 2 15 22 1 5 31 52
What Explains Herd Behavior in the Chinese Stock Market? 0 0 4 5 1 1 9 19
What accounts for Chinese Business Cycle? 1 1 2 146 1 1 2 424
What determines the price of a racing horse? 0 1 2 51 0 2 6 161
What determines the price of a racing horse? 0 1 1 2 0 2 4 15
Who will win the Nobel Prize? 0 0 1 76 1 2 8 406
Will stock rise on Valentine’s Day? 0 0 1 4 0 1 11 32
Total Journal Articles 23 61 260 6,384 64 199 789 22,457
2 registered items for which data could not be found


Chapter File Downloads Abstract Views
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Comments on "The rise of benchmark bonds in emerging Asia" 0 0 0 3 0 0 2 42
Total Chapters 0 0 0 3 0 0 2 42


Statistics updated 2025-04-04