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 2 100
A New Approach to Modelling Sector Stock Returns in China 0 0 0 18 0 0 1 42
A New Recognition Algorithm for “Head-and-Shoulders” Price Patterns 0 0 0 87 0 0 1 363
A Principal Component Approach to Measuring Investor Sentiment in China 2 3 6 65 4 8 23 234
A Principal Component Approach to Measuring Investor Sentiment in Hong Kong 0 0 0 58 0 1 5 112
A Profitability Comparison of Modal Point and Closing Price 0 0 0 0 0 2 3 406
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 1 31
An Omnibus Test for the Fractionally Intergrated Model 0 0 0 1 0 0 1 185
Are Asian Real Exchange Rates Stationary? 0 0 0 414 0 0 1 1,054
Are Prices Sticky in Large Developing Economies? An Empirical Comparison of China and India 0 0 0 41 0 1 2 43
Asymptotic Inferences for an AR(1) Model with a Change Point: Stationary and Nearly Non-stationary Cases 0 0 0 71 1 1 1 66
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 0 0 1 64
Determining the Contributions to the Price Discovery for Chinese Cross-listed Stocks 0 0 0 0 0 0 2 165
Dirichlet Process Hidden Markov Multiple Change-point Model 0 0 1 98 0 0 4 106
Distance to Abortion Facilities and Child Living Conditions-Implication of the Abortion Law Change in the United States 0 0 2 13 0 0 8 19
Do Momentum-based Strategies Work in Emerging Currency Markets? 0 0 0 1 0 1 3 403
Do Speculative Bubbles Migrate in the Chinese Stock Market? 0 0 0 39 0 1 3 72
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 1 287
Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan 0 0 0 44 2 3 6 262
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 0 94
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 3 14
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 0 0 9
Does Monetary Policy Matter For Trade? 0 0 0 52 0 0 5 79
Does studying in Hong Kong affect the ideological preferences of Chinese mainland undergraduates? 0 0 0 6 1 2 2 20
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 0 0 5 7
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 0 1 761
Entrepreneurial Activities and Institutional Environment in China 0 0 0 45 0 1 2 59
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 0 3 9 296 1 7 19 875
Estimating the Differencing Parameter Via the Partial Autocorrelation Function 0 0 0 0 0 0 3 453
Estimating the Fractionally Integrated Process in the Presence of Measurement Errors 0 0 0 0 0 1 3 146
Estimating the Location of Break in Restricted Structural Change Models 0 0 0 0 0 0 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 0 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 2 2 75
Extracting From the Dow Jones Index 0 0 0 0 0 0 1 144
Extreme Risk Value and Dependence Structure of the China Securities Index 300 0 0 1 46 1 1 2 94
Factor Pricing in Commodity Futures and the Role of Liquidity 1 1 1 27 2 2 4 100
Forecasting Income Inequality with Demographic Projections 0 2 3 33 0 3 6 68
Frequentist model averaging for threshold models 0 0 0 37 1 1 2 60
From Fixed to Float: A Competing Risks Analysis 0 0 0 16 1 1 2 61
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 1 1 129 1 3 7 148
How does the COVID-19 pandemic affect housing prices in China? 0 0 0 86 0 2 3 221
Institutional Ownership and Private Equity Placements: Evidence from Chinese Listed Firms 0 0 0 24 0 1 1 34
Is Hong Kong still an entrepôt under the Sino-U.S. trade war? 0 1 4 11 0 2 10 14
Is the Chinese Stock Market Really Efficient 0 0 0 177 0 1 4 616
Long Range Dependence and Structural Breaks in the Gold Markets 0 0 2 30 2 2 4 32
Market Reaction to iPhone Rumors 0 0 3 18 0 5 10 61
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 1 229
Modelling Smooth Transitional Economic Behavior 0 0 0 0 0 0 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 1 1 1 750
PRICE LIMIT AND STOCK VOLATILITY IN CHINA DURING FINANCIAL CRISES 0 0 0 0 0 0 1 138
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 1 1 40
Price Limits and Stock Market Volatility in China 0 0 0 97 0 0 1 237
Price Rigidity in China: Empirical Results at Home and Abroad 0 0 0 22 0 0 1 37
Profitability of CAPM Momentum Strategies in the US Stock Market 0 0 0 37 0 0 1 64
Revisiting the Performance of MACD and RSI Oscillators 0 5 7 71 4 13 28 314
Search of Attention in Financial Market 0 0 0 12 0 0 1 27
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 1 2 284
Structural change in non-stationary AR(1) models 0 0 0 56 1 1 3 60
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 0 2 5 38
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 0 3 12 3 8 43 53
The Impact of Shanghai-Hong Kong Stock Connect on the Effectiveness of Price Limits in the Chinese Stock Market 0 0 3 48 1 3 9 123
The Nexus Between Social Capital and Bank Risk Taking 0 0 0 19 0 2 4 45
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 4 125
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 0 78
The Sources of Country and Industry Variations in ASEAN Stock Returns 0 0 0 24 2 2 2 35
The Stock-Bond Comovements and Cross-Market Trading 0 0 0 50 0 1 4 67
The Underpricing of Venture Capital Backed IPOs in China 0 0 2 55 0 0 3 95
The Unusual Trading Volume and Earnings Surprises in China’s Market 0 0 0 8 0 0 1 45
The Value of Superstitions 0 0 0 0 0 0 0 228
The Value of Superstitions 0 0 1 155 1 2 10 953
Theory and Applications of TAR Model with Two Threshold Variables 1 1 3 44 1 1 5 184
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 0 28
Time Series Properties of Aggregated AR(2) Processes 0 0 0 0 0 0 1 480
Value Creation and Long Term Performance of Hong Kong Spinoffs 0 0 0 0 1 1 1 260
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 4 128
What Should Central Banks Target? Evidence on the Impact of Monetary Policy Regimes on Economic Growth 0 0 0 69 0 1 2 167
Will Stock Rise on Valentine’s Day? 0 0 1 24 0 0 1 107
Total Working Papers 4 17 58 3,606 32 96 326 17,388


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 2 184
A Competing Risks Analysis of Corporate Survival 0 0 0 0 1 3 4 93
A New Approach to Modeling Sector Stock Returns in China 0 0 0 2 0 0 2 16
A Principal Component Approach to Measuring Investor Sentiment in Hong Kong 0 1 2 14 0 3 7 75
A THRESHOLD MODEL APPROACH TO ESTIMATING THE ABNORMAL STOCK RETURNS 0 0 0 1 1 1 2 20
A comparison of MA and RSI returns with exchange rate intervention 0 0 0 97 1 1 5 272
A gravity analysis of international stock market linkages 0 0 1 22 0 0 2 78
A new recognition algorithm for “head-and-shoulders” price patterns 0 0 1 14 0 2 6 77
A principal component approach to measuring investor sentiment in China 0 1 2 23 0 2 8 101
A principal-component approach to measuring investor sentiment 0 0 2 90 1 2 6 219
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 1 2 2 100
An Examination of the Underpricing of H-Share IPOs in Hong Kong 0 1 2 8 0 2 4 31
An empirical comparison of moving average envelopes and Bollinger Bands 0 2 8 276 0 5 14 869
An instrumental variable approach to unveiling the determinants of flatted factory rent in Hong Kong 0 0 0 4 0 0 0 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 1 1 76
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 1 39 0 1 3 215
Can Poverty be Alleviated in China? 0 0 1 12 1 2 3 116
Can analyst predict stock market crashes? 0 0 1 61 0 3 9 321
Co-integrated or not? After the Shanghai–Hong Kong and Shenzhen–Hong Kong Stock Connection Schemes 0 0 0 21 2 2 2 124
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 0 1 254
Do Technical Analysts Outperform Novice Traders: Experimental Evidence 2 5 18 666 5 12 59 1,627
Do momentum-based strategies work in emerging currency markets? 0 1 1 159 0 3 4 445
Do speculative bubbles migrate in the Chinese stock market? 0 0 0 4 0 1 6 98
Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan 0 1 3 140 5 6 14 524
Does banking competition alleviate or worsen credit constraints faced by small- and medium-sized enterprises? Evidence from China 1 1 4 140 2 4 16 498
Does monetary policy matter for trade? 0 0 0 9 0 0 4 61
Does monetary policy matter for trade? 0 0 0 8 0 1 4 71
Does studying in Hong Kong affect the ideological preferences of Chinese mainland undergraduates? 0 0 1 4 0 1 11 42
Does the 'Dogs of the Dow' strategy work better in blue chips? 0 0 0 53 0 0 1 205
Does the macroeconomy matter to market volatility? Evidence from US industries 0 2 7 17 1 5 17 47
Economic implications of the sixth plenary session of the 19th CPC Central Committee for China’s Hong Kong 0 0 0 2 2 2 2 16
Economies of scale in the demand for money by firms in China 0 0 0 4 1 1 2 37
Editorial 0 0 0 0 1 1 1 5
Editorial 0 0 0 1 0 0 0 3
Entrepreneurial activities and institutional environment in China 0 0 0 1 0 0 2 12
Estimating multiple breaks in nonstationary autoregressive models 1 3 3 13 1 3 4 37
Estimating the Fractionally Integrated Model with a Break in the Differencing Parameter 0 0 0 5 0 7 7 37
Estimating the differencing parameter via the partial autocorrelation function 0 0 0 66 0 1 1 245
Estimating the fractionally integrated process in the presence of measurement errors 0 0 0 13 2 2 2 91
Estimating the locations and number of change points by the sample-splitting method 0 0 0 20 0 0 0 61
Estimation and inference of threshold regression models with measurement errors 0 0 1 12 0 1 5 69
Estimation of the Autoregressive Order in the Presence of Measurement Errors 0 0 1 13 0 0 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 1 1 3 49
Factor pricing in commodity futures and the role of liquidity 0 0 0 12 0 1 1 80
Factor pricing of cryptocurrencies 1 4 13 103 4 15 35 242
Factor-augmented VAR analysis of the monetary policy in China 0 0 1 140 2 4 12 481
Forecasting currency crises with threshold models 0 0 0 6 0 0 1 38
Forecasting currency crises with threshold models 0 0 0 5 0 0 1 28
Frequentist model averaging for threshold models 0 0 1 7 0 0 2 49
From Fixed to Float: A Competing Risks Analysis 0 0 2 6 0 0 2 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 1 1 1 114
HOW TO MAKE A PROFITABLE TRADING STRATEGY MORE PROFITABLE? 0 0 0 1 0 0 0 16
Hedonic pricing models for metropolitan bus services 0 0 0 81 0 0 1 312
Housing prices and business cycle in China: A DSGE analysis 0 1 2 34 0 1 8 128
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 0 2 42
International linkages of the Japanese stock market 0 0 0 73 0 0 1 230
Is Hong Kong still an entrepôt under the Sino‐U.S. trade war? 0 0 2 2 3 6 10 11
Is the Chinese stock market really inefficient? 0 0 0 61 0 0 0 342
Is the Convergence of Accounting Standards Good for Stock Markets? 0 0 0 49 0 0 1 221
LONG RANGE DEPENDENCE AND STRUCTURAL BREAKS IN THE GOLD MARKETS 0 0 2 9 2 2 8 24
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 1 1 23 0 1 3 97
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 1 22 1 2 4 45
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 0 4 0 0 2 11
Nonlinear dependence between stock and real estate markets in China 0 0 1 29 1 1 4 109
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 1 2 30
Predictability of nonlinear trading rules in the U.S. stock market 0 1 1 218 0 1 1 598
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 1 2 7 42
Profitability of intraday and interday momentum strategies 0 0 3 240 0 0 3 629
Profitability of the Directional Indicators 0 0 1 1 0 0 1 1
Profitability of the On-Balance Volume Indicator 2 6 49 593 18 39 148 2,089
Regional differences in self-employment in China 0 0 0 16 0 0 2 112
Revisiting the Performance of MACD and RSI Oscillators 1 1 3 84 1 1 8 388
STRUCTURAL CHANGE IN AR(1) MODELS 0 0 0 46 0 0 0 144
STRUCTURAL CHANGE IN NONSTATIONARY AR(1) MODELS 0 0 2 6 0 0 2 28
Shipping the Good Horses Out 0 0 1 5 1 1 2 71
Structural Change in the Efficiency of the Japanese Stock Market after the Millennium 0 0 0 23 1 1 2 127
Structural Change in the Stock Market Efficiency after the Millennium: The MACD Approach 0 0 0 52 2 4 4 183
Structural Changes and Regional Disparity in China's Inflation 0 0 0 105 2 2 3 294
THAI FIRMS' HISTORIES AND THEIR CAPITAL STRUCTURE 0 0 0 3 1 1 2 20
THE IMPACT OF THE 1997 HANDOVER ON THE EFFICIENCY OF THE HONG KONG STOCK MARKET 0 0 1 8 0 0 3 22
Technical analysis and the London stock exchange: testing the MACD and RSI rules using the FT30 2 5 21 413 5 16 55 1,048
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 1 2 59
The Nexus between Analyst Forecast Dispersion and Expected Returns Surrounding Stock Market Crashes 0 0 0 6 0 1 1 117
The Nexus between Social Capital and Bank Risk Taking 0 0 0 17 0 0 1 82
The Nonlinear Dynamics of Foreign Reserves and Currency Crises 0 0 1 82 0 0 1 234
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 0 1 13 55 1 2 21 124
The effects of trading suspensions in China 0 0 1 10 0 0 2 44
The impact of COVID-19 on ASEAN 1 2 6 28 5 10 26 95
The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies 0 0 0 142 1 1 3 630
The nexus between labor wages and property rents in the Greater China area 0 0 0 4 1 1 1 44
The nexus between stock market value and demand for money in China 0 1 1 1 0 1 2 3
The polynomial aggregated AR(1) model 0 0 0 39 0 0 1 271
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 1 1 1 0 1 6 21
The sources of country and industry variations in ASEAN 0 0 0 2 0 0 1 15
The stock–bond comovements and cross-market trading 0 0 0 11 1 1 5 74
The value of superstitions 0 0 0 63 0 2 6 307
Theory and Applications of TAR Model with Two Threshold Variables 0 0 0 2 1 1 5 37
Threshold effect of scale and skill in active mutual fund management 0 0 0 2 0 0 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 0 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 1 6 28 121 2 27 91 378
Understanding the digital economy in China: Characteristics, challenges, and prospects 0 1 8 24 1 4 22 60
What Explains Herd Behavior in the Chinese Stock Market? 0 1 4 6 2 4 12 24
What accounts for Chinese Business Cycle? 0 1 2 147 1 2 3 426
What determines the price of a racing horse? 0 0 2 51 1 1 6 162
What determines the price of a racing horse? 0 0 1 2 1 1 4 16
Who will win the Nobel Prize? 0 0 1 76 0 0 6 406
Will stock rise on Valentine’s Day? 0 0 1 4 0 5 12 37
Total Journal Articles 12 51 240 6,452 93 253 851 22,768
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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 43
Total Chapters 0 0 0 3 0 1 2 43


Statistics updated 2025-08-05