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 0 97
A New Approach to Modelling Sector Stock Returns in China 0 0 0 18 0 0 1 41
A New Recognition Algorithm for “Head-and-Shoulders” Price Patterns 0 0 0 86 0 0 2 360
A Principal Component Approach to Measuring Investor Sentiment in China 0 0 1 58 1 9 16 210
A Principal Component Approach to Measuring Investor Sentiment in Hong Kong 0 0 0 58 0 0 3 107
A Profitability Comparison of Modal Point and Closing Price 0 0 0 0 0 0 2 403
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 2 37
An Empirical Comparison of Fast and Slow Stochastics 0 0 0 13 1 1 1 29
An Omnibus Test for the Fractionally Intergrated Model 0 0 0 1 0 0 0 184
Are Asian Real Exchange Rates Stationary? 0 0 0 414 0 0 0 1,053
Are Prices Sticky in Large Developing Economies? An Empirical Comparison of China and India 0 0 0 41 0 0 0 41
Asymptotic Inferences for an AR(1) Model with a Change Point: Stationary and Nearly Non-stationary Cases 0 0 0 71 0 0 1 65
Can Poverty be Alleviated in China? 0 0 0 55 0 0 1 130
Co-integrated or not? After the Shanghai-Hong Kong and Shenzhen-Hong Kong Stock Connection Schemes 0 0 1 8 1 1 4 62
Determining the Contributions to the Price Discovery for Chinese Cross-listed Stocks 0 0 0 0 1 1 3 163
Dirichlet Process Hidden Markov Multiple Change-point Model 0 0 1 97 0 2 9 101
Do Momentum-based Strategies Work in Emerging Currency Markets? 0 0 0 1 0 0 4 399
Do Speculative Bubbles Migrate in the Chinese Stock Market? 0 0 0 39 0 0 1 69
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 0 285
Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan 0 1 7 43 1 4 54 254
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 1 5 11
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 1 1 2 94
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 0 1 2 9
Does Monetary Policy Matter For Trade? 0 0 0 52 0 0 0 73
Does studying in Hong Kong affect the ideological preferences of Chinese mainland undergraduates? 0 0 0 6 0 0 0 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 0 1 2 760
Entrepreneurial Activities and Institutional Environment in China 0 0 0 45 0 0 0 56
Estimating Multiple Breaks in Nonstationary Autoregressive Models 0 0 1 37 0 1 4 37
Estimating and Testing Threshold Regression Models with Multiple Threshold Variables 0 0 4 287 1 2 11 856
Estimating the Differencing Parameter Via the Partial Autocorrelation Function 0 0 0 0 0 0 0 450
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 1 220
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 1 40 0 0 3 71
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 1 18 1 2 3 73
Extracting From the Dow Jones Index 0 0 0 0 0 0 0 143
Extreme Risk Value and Dependence Structure of the China Securities Index 300 0 0 0 45 0 0 1 92
Factor Pricing in Commodity Futures and the Role of Liquidity 0 0 0 26 0 3 5 96
Forecasting Income Inequality with Demographic Projections 0 0 1 29 0 3 4 61
Frequentist model averaging for threshold models 0 0 0 37 0 0 2 58
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 2 128 0 1 8 141
How does the COVID-19 pandemic affect housing prices in China? 1 1 8 86 1 1 12 217
Institutional Ownership and Private Equity Placements: Evidence from Chinese Listed Firms 0 0 0 24 0 0 2 33
Is the Chinese Stock Market Really Efficient 0 0 1 177 0 0 4 612
Long Range Dependence and Structural Breaks in the Gold Markets 0 0 0 28 0 0 1 28
Market Reaction to iPhone Rumors 0 0 1 15 0 1 9 50
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 2 227
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 0 1 102
On the Profitability of Momentum Strategies and Relative Strength Index in the International Equity Markets 0 0 0 2 0 0 5 749
PRICE LIMIT AND STOCK VOLATILITY IN CHINA DURING FINANCIAL CRISES 0 0 0 0 0 1 1 137
Political Turnover and the Stock Performance of SOEs in China 0 0 0 29 0 1 2 54
Predicting Currency Crises in Emerging Asian Countries: A Dynamic Threshold Approach 0 0 0 0 0 0 1 150
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 1 97 0 0 4 234
Price Rigidity in China: Empirical Results at Home and Abroad 0 0 0 22 1 1 1 36
Profitability of CAPM Momentum Strategies in the US Stock Market 0 0 0 37 0 0 3 63
Revisiting the Performance of MACD and RSI Oscillators 0 0 2 63 0 1 11 283
Search of Attention in Financial Market 0 0 0 12 0 1 1 26
Seemingly Unexplosive Nonstationary Random Coefficient Autoregressive Processes, A Note 0 0 0 1 0 0 1 187
Structural Change in AR(1) Models 0 0 0 1 0 0 3 282
Structural change in non-stationary AR(1) models 0 0 0 56 0 0 2 57
Testing for Structural Break of the U.S. Stock Market in the 911 Attacks 0 0 0 1 0 0 0 244
The Debt-Equity Choice of Japanese Firms 0 0 0 27 0 1 1 33
The Effects of Trading Suspensions in China 0 0 0 25 0 1 3 72
The Impact of Shanghai-Hong Kong Stock Connect on the Effectiveness of Price Limits in the Chinese Stock Market 0 0 1 44 0 0 5 110
The Nexus Between Social Capital and Bank Risk Taking 0 0 0 19 0 0 0 41
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 0 2 121
The Political Economy of Issuing a Typhoon Signal 0 0 0 0 0 0 2 215
The Roadmap of Interest Rate Liberalization in China 0 0 0 47 0 0 0 73
The Sources of Country and Industry Variations in ASEAN Stock Returns 0 0 0 24 0 0 2 33
The Stock-Bond Comovements and Cross-Market Trading 0 0 1 50 0 0 1 63
The Underpricing of Venture Capital Backed IPOs in China 0 0 0 53 0 0 3 92
The Unusual Trading Volume and Earnings Surprises in China’s Market 1 1 1 8 1 1 3 44
The Value of Superstitions 0 0 2 152 0 0 17 941
The Value of Superstitions 0 0 0 0 0 0 1 226
Theory and Applications of TAR Model with Two Threshold Variables 0 0 2 40 3 5 17 177
Threshold Autoregressive Model with Multiple Threshold Variables 0 0 0 1 0 0 2 259
Threshold Effect of Scale and Skill in Active Mutual Fund Management 0 0 0 6 0 1 2 28
Time Series Properties of Aggregated AR(2) Processes 0 0 0 0 0 0 1 479
Value Creation and Long Term Performance of Hong Kong Spinoffs 0 0 0 0 0 1 2 259
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 0 86 0 1 2 124
What Should Central Banks Target? Evidence on the Impact of Monetary Policy Regimes on Economic Growth 0 0 0 69 1 2 3 165
Will Stock Rise on Valentine’s Day? 0 2 5 23 1 5 12 106
Total Working Papers 2 5 45 3,512 16 60 304 16,998


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 1 1 89
A New Approach to Modeling Sector Stock Returns in China 0 0 0 2 0 0 0 14
A Principal Component Approach to Measuring Investor Sentiment in Hong Kong 0 0 0 11 1 2 5 67
A THRESHOLD MODEL APPROACH TO ESTIMATING THE ABNORMAL STOCK RETURNS 0 0 0 1 0 0 4 18
A comparison of MA and RSI returns with exchange rate intervention 0 0 5 97 1 2 13 265
A gravity analysis of international stock market linkages 0 0 0 21 0 0 0 76
A new recognition algorithm for “head-and-shoulders” price patterns 0 0 0 13 1 2 4 70
A principal component approach to measuring investor sentiment in China 0 0 0 20 0 0 1 92
A principal-component approach to measuring investor sentiment 0 0 2 88 2 3 6 212
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 6 1 1 3 26
An empirical comparison of moving average envelopes and Bollinger Bands 1 1 9 267 2 3 22 853
An instrumental variable approach to unveiling the determinants of flatted factory rent in Hong Kong 0 0 0 4 0 0 0 14
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 2 449
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 0 260
Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors 0 0 0 38 0 1 3 212
Can Poverty be Alleviated in China? 0 0 0 11 0 0 0 113
Can analyst predict stock market crashes? 0 0 0 60 0 1 2 312
Co-integrated or not? After the Shanghai–Hong Kong and Shenzhen–Hong Kong Stock Connection Schemes 0 0 0 21 0 0 5 122
Determining the contributions to price discovery for Chinese cross-listed stocks 0 1 2 118 0 1 4 253
Do Technical Analysts Outperform Novice Traders: Experimental Evidence 1 6 23 647 6 12 43 1,563
Do momentum-based strategies work in emerging currency markets? 0 1 3 158 0 4 8 441
Do speculative bubbles migrate in the Chinese stock market? 0 0 0 4 0 0 1 92
Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan 0 0 3 137 1 1 11 510
Does banking competition alleviate or worsen credit constraints faced by small- and medium-sized enterprises? Evidence from China 1 1 14 135 3 8 41 480
Does monetary policy matter for trade? 1 1 1 8 1 1 4 67
Does monetary policy matter for trade? 0 0 0 9 0 0 0 57
Does studying in Hong Kong affect the ideological preferences of Chinese mainland undergraduates? 0 1 1 3 2 3 5 30
Does the 'Dogs of the Dow' strategy work better in blue chips? 0 0 1 53 0 0 2 204
Does the macroeconomy matter to market volatility? Evidence from US industries 0 0 1 9 0 1 4 25
Economic implications of the sixth plenary session of the 19th CPC Central Committee for China’s Hong Kong 0 0 1 2 0 0 5 13
Economies of scale in the demand for money by firms in China 0 0 0 4 0 0 0 35
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 0 0 10
Estimating multiple breaks in nonstationary autoregressive models 0 0 2 9 0 2 7 32
Estimating the Fractionally Integrated Model with a Break in the Differencing Parameter 0 0 0 5 1 1 2 30
Estimating the differencing parameter via the partial autocorrelation function 0 0 0 66 0 0 1 244
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 0 60
Estimation and inference of threshold regression models with measurement errors 0 0 0 11 0 3 6 64
Estimation of the Autoregressive Order in the Presence of Measurement Errors 0 0 0 12 0 0 3 51
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 0 1 46
Factor pricing in commodity futures and the role of liquidity 0 0 0 12 0 0 0 79
Factor pricing of cryptocurrencies 3 6 20 89 5 11 32 204
Factor-augmented VAR analysis of the monetary policy in China 0 0 2 138 1 1 13 466
Forecasting currency crises with threshold models 0 0 0 6 0 0 0 37
Forecasting currency crises with threshold models 0 0 1 4 0 0 2 26
Frequentist model averaging for threshold models 0 0 0 6 0 0 1 47
From Fixed to Float: A Competing Risks Analysis 0 0 0 4 1 1 1 27
Generic consistency of the break-point estimator under specification errors 0 0 0 29 0 0 0 223
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 1 20 0 0 1 113
HOW TO MAKE A PROFITABLE TRADING STRATEGY MORE PROFITABLE? 0 0 0 1 0 3 3 15
Hedonic pricing models for metropolitan bus services 1 1 1 81 2 2 3 311
Housing prices and business cycle in China: A DSGE analysis 0 0 5 32 0 2 15 120
Identification and Estimation of Structural-Change Models with Misclassification 0 0 0 6 0 0 1 43
Institutional Ownership and Private Equity Placements: Evidence from Chinese Listed Firms 0 0 0 4 0 0 1 40
International linkages of the Japanese stock market 0 0 1 73 0 0 2 229
Is the Chinese stock market really inefficient? 0 0 0 61 2 2 4 341
Is the Convergence of Accounting Standards Good for Stock Markets? 0 0 0 49 0 0 1 219
LONG RANGE DEPENDENCE AND STRUCTURAL BREAKS IN THE GOLD MARKETS 0 0 0 7 0 2 2 16
LONG-TERM ADJUSTMENT OF CAPITAL STRUCTURE: EVIDENCE FROM SINGAPORE, HONG KONG AND TAIWAN 0 0 0 2 0 0 1 37
Long-range dependence in the international diamond market 0 0 0 22 0 0 1 93
Minimum Wage and Shareholder Wealth: Evidence from Hong Kong 0 0 1 31 0 0 2 129
Monetary policy regimes and growth revisited: evidence from a de facto classification 0 1 3 20 0 1 3 40
Nexus between visitor arrivals and residential property rents in Hong Kong 0 0 1 2 0 0 1 16
Non identification of structural change in non stationary AR(1) models 1 1 1 4 2 2 3 9
Nonlinear dependence between stock and real estate markets in China 0 0 1 28 0 0 2 104
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 0 41 0 0 1 163
Political Turnover and the Stock Performance of SOEs in China 0 0 0 3 1 1 1 27
Predictability of nonlinear trading rules in the U.S. stock market 0 0 0 217 0 0 2 597
Predictive models for disaggregate stock market volatility 0 0 0 4 0 0 2 47
Price rigidity in China: Empirical results at home and abroad 0 0 3 12 0 0 3 34
Profitability of intraday and interday momentum strategies 0 0 3 237 3 3 10 626
Profitability of the On-Balance Volume Indicator 4 10 25 536 7 20 72 1,929
Regional differences in self-employment in China 0 0 0 16 1 1 3 110
Revisiting the Performance of MACD and RSI Oscillators 0 1 5 81 0 3 11 379
STRUCTURAL CHANGE IN AR(1) MODELS 0 1 1 46 0 1 5 144
STRUCTURAL CHANGE IN NONSTATIONARY AR(1) MODELS 0 0 0 4 0 2 3 26
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 0 125
Structural Change in the Stock Market Efficiency after the Millennium: The MACD Approach 0 0 2 51 0 0 8 177
Structural Changes and Regional Disparity in China's Inflation 0 1 2 104 0 1 4 290
THAI FIRMS' HISTORIES AND THEIR CAPITAL STRUCTURE 0 0 1 3 0 0 1 18
THE IMPACT OF THE 1997 HANDOVER ON THE EFFICIENCY OF THE HONG KONG STOCK MARKET 0 0 0 7 1 1 1 19
Technical analysis and the London stock exchange: testing the MACD and RSI rules using the FT30 6 15 32 389 7 21 52 985
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 0 6 0 0 0 116
The Nexus between Social Capital and Bank Risk Taking 0 0 0 17 0 0 0 81
The Nonlinear Dynamics of Foreign Reserves and Currency Crises 0 0 0 81 0 0 2 232
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 0 0 24
The development of Hong Kong housing market: past, present and future 0 2 4 40 0 2 10 100
The effects of trading suspensions in China 0 0 1 9 0 0 3 42
The impact of COVID-19 on ASEAN 2 4 20 21 5 8 40 59
The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies 0 0 1 142 0 0 1 627
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 0 1 1
The polynomial aggregated AR(1) model 0 0 0 39 0 0 0 269
The roadmap of interest rate liberalisation in China 0 0 0 0 0 0 0 14
The sources of country and industry variations in ASEAN 0 0 1 2 0 0 1 13
The stock–bond comovements and cross-market trading 0 0 0 11 0 1 1 69
The value of superstitions 0 0 0 62 0 1 4 299
Theory and Applications of TAR Model with Two Threshold Variables 0 0 0 2 0 1 1 32
Threshold effect of scale and skill in active mutual fund management 0 0 0 2 0 0 0 19
Time series properties of aggregated AR(2) processes 0 0 0 63 0 0 1 218
Time series test of nonlinear convergence and transitional dynamics 0 0 0 74 0 0 2 241
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 5 6 12 92 11 23 50 272
Understanding the digital economy in China: Characteristics, challenges, and prospects 3 10 14 14 4 20 34 34
What Explains Herd Behavior in the Chinese Stock Market? 0 1 1 2 0 1 1 11
What accounts for Chinese Business Cycle? 0 0 0 144 0 0 2 422
What determines the price of a racing horse? 0 0 1 1 1 1 3 12
What determines the price of a racing horse? 0 1 4 49 1 2 8 156
Who will win the Nobel Prize? 0 0 2 75 1 2 8 400
Will stock rise on Valentine’s Day? 0 0 3 3 0 3 21 22
Total Journal Articles 29 73 245 6,179 78 199 687 21,807
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 1 2 41
Total Chapters 0 0 0 3 0 1 2 41


Statistics updated 2024-06-06