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 1 2 5 104
A New Approach to Modelling Sector Stock Returns in China 0 0 0 18 2 3 7 48
A New Recognition Algorithm for “Head-and-Shoulders” Price Patterns 0 0 1 88 4 7 14 377
A Principal Component Approach to Measuring Investor Sentiment in China 0 1 4 66 5 12 28 249
A Principal Component Approach to Measuring Investor Sentiment in Hong Kong 0 1 1 59 6 9 15 124
A Profitability Comparison of Modal Point and Closing Price 0 0 0 0 3 5 9 412
A Simple Test for Fractionally Integrated Processes 0 0 0 0 1 2 2 102
A Tale of Two Regimes: Classifying and Revisiting the Monetary Policy Regimes 0 0 0 10 2 3 3 44
An Empirical Comparison of Fast and Slow Stochastics 0 0 0 13 4 8 8 39
An Omnibus Test for the Fractionally Intergrated Model 0 0 0 1 4 6 8 192
Are Asian Real Exchange Rates Stationary? 0 0 0 414 4 8 9 1,063
Are Prices Sticky in Large Developing Economies? An Empirical Comparison of China and India 0 0 0 41 4 4 7 49
Asymptotic Inferences for an AR(1) Model with a Change Point: Stationary and Nearly Non-stationary Cases 0 0 0 71 2 3 5 70
Can Poverty be Alleviated in China? 0 0 0 55 0 3 4 134
Co-integrated or not? After the Shanghai-Hong Kong and Shenzhen-Hong Kong Stock Connection Schemes 0 0 0 8 6 7 9 72
Determining the Contributions to the Price Discovery for Chinese Cross-listed Stocks 0 0 0 0 4 6 8 171
Dirichlet Process Hidden Markov Multiple Change-point Model 0 0 0 98 4 5 8 112
Distance to Abortion Facilities and Child Living Conditions-Implication of the Abortion Law Change in the United States 0 0 0 13 3 4 6 24
Do Momentum-based Strategies Work in Emerging Currency Markets? 0 0 0 1 2 7 10 411
Do Speculative Bubbles Migrate in the Chinese Stock Market? 0 0 0 39 6 8 9 80
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 1 1 2 289
Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan 0 1 1 45 4 12 18 276
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 4 6 8 102
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 2 2 5 18
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 4 5 5 14
Does Monetary Policy Matter For Trade? 0 0 0 52 5 8 15 89
Does studying in Hong Kong affect the ideological preferences of Chinese mainland undergraduates? 0 0 0 6 4 4 8 26
Economic Prospects of the Development of the Guangdong-Hong Kong-Macao Greater Bay Area: The Competitive Advantages and Importance of the Service Sector 0 1 1 2 3 13 18 22
Effects of ARCH Errors on Autoregressive Lag Length Selection Criteria 0 0 0 0 2 2 2 347
Effects of STAR and TAR types nonlinearities on order selection criteria 0 0 0 210 0 2 3 763
Entrepreneurial Activities and Institutional Environment in China 0 0 0 45 2 4 8 65
Estimating Multiple Breaks in Nonstationary Autoregressive Models 0 0 0 37 7 9 11 49
Estimating and Testing Threshold Regression Models with Multiple Threshold Variables 0 0 10 298 10 19 38 898
Estimating the Differencing Parameter Via the Partial Autocorrelation Function 0 0 0 0 1 2 4 455
Estimating the Fractionally Integrated Process in the Presence of Measurement Errors 0 0 0 0 6 8 12 155
Estimating the Location of Break in Restricted Structural Change Models 0 0 0 0 2 3 4 224
Estimating the Unit Root Process in the Presence of Measurement Errors 0 0 0 0 2 5 8 436
Estimation and Inference of Threshold Regression Models with Measurement Errors 0 0 0 40 4 6 9 81
Estimation of and Testing for Structural Break in the Presence of Measurement Errors 0 0 0 0 1 1 3 356
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 3 3 97
Executive Stock Option Pricing in China under Stochastic Volatility 0 0 0 18 3 4 6 79
Extracting From the Dow Jones Index 0 0 0 0 3 6 8 151
Extreme Risk Value and Dependence Structure of the China Securities Index 300 0 0 1 47 1 1 5 98
Factor Pricing in Commodity Futures and the Role of Liquidity 0 0 1 27 3 8 12 109
Forecasting Income Inequality with Demographic Projections 0 0 2 33 2 3 8 72
Frequentist model averaging for threshold models 0 0 0 37 3 9 14 72
From Fixed to Float: A Competing Risks Analysis 0 0 0 16 5 7 9 68
Generic Consistency of the Break-Point Estimators under Specification Errors in a Multiple-Break Model 0 0 0 0 0 1 1 191
Housing Prices and Business Cycle in China: A DSGE Analysis 1 1 3 131 4 8 15 159
How does the COVID-19 pandemic affect housing prices in China? 0 0 0 86 7 10 14 233
Institutional Ownership and Private Equity Placements: Evidence from Chinese Listed Firms 0 0 0 24 4 5 7 40
Is Hong Kong still an entrepôt under the Sino-U.S. trade war? 0 0 1 11 3 5 12 23
Is the Chinese Stock Market Really Efficient 0 0 0 177 5 6 12 624
Long Range Dependence and Structural Breaks in the Gold Markets 0 0 1 30 4 6 11 40
Market Reaction to iPhone Rumors 0 0 2 18 7 10 21 74
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 2 2 2 231
Modelling Smooth Transitional Economic Behavior 0 0 0 0 1 3 4 118
Nonlinear Dependence between Stock and Real Estate Markets in China 0 0 0 61 4 7 11 113
On the Profitability of Momentum Strategies and Relative Strength Index in the International Equity Markets 0 0 0 2 2 4 5 754
PRICE LIMIT AND STOCK VOLATILITY IN CHINA DURING FINANCIAL CRISES 0 0 0 0 1 1 2 139
Political Turnover and the Stock Performance of SOEs in China 0 0 0 29 2 3 3 57
Predicting Currency Crises in Emerging Asian Countries: A Dynamic Threshold Approach 0 0 0 0 7 7 8 160
Predictive Models for Disaggregate Stock Market Volatility 0 0 0 40 3 11 13 52
Price Limits and Stock Market Volatility in China 0 0 0 97 6 13 13 250
Price Rigidity in China: Empirical Results at Home and Abroad 0 0 0 22 1 4 6 43
Profitability of CAPM Momentum Strategies in the US Stock Market 0 0 0 37 3 5 9 72
Revisiting the Performance of MACD and RSI Oscillators 1 2 9 75 22 59 98 391
Search of Attention in Financial Market 0 0 0 12 3 4 5 31
Seemingly Unexplosive Nonstationary Random Coefficient Autoregressive Processes, A Note 0 0 0 1 2 3 3 191
Structural Change in AR(1) Models 0 0 0 1 5 7 9 292
Structural change in non-stationary AR(1) models 0 0 0 56 7 7 10 68
Testing for Structural Break of the U.S. Stock Market in the 911 Attacks 0 0 0 1 1 3 4 249
The Debt-Equity Choice of Japanese Firms 0 0 0 27 2 8 13 47
The Effects of Trading Suspensions in China 0 0 0 25 4 8 8 80
The Impact of Caste on Income Disparity in India Today. A Pan-India Panel Data Approach 1 2 5 16 17 44 71 110
The Impact of Shanghai-Hong Kong Stock Connect on the Effectiveness of Price Limits in the Chinese Stock Market 0 0 1 48 6 19 29 148
The Nexus Between Social Capital and Bank Risk Taking 0 0 0 19 3 3 6 49
The Nexus between Labour Wages and Property Rents in the Greater China Area 0 0 0 12 3 5 5 44
The Nexus between Visitor Arrivals and Residential Property Rents in Hong Kong 0 1 1 62 3 4 9 133
The Political Economy of Issuing a Typhoon Signal 0 0 0 0 0 1 3 219
The Roadmap of Interest Rate Liberalization in China 0 0 0 47 0 6 7 85
The Sources of Country and Industry Variations in ASEAN Stock Returns 0 0 0 24 2 2 4 37
The Stock-Bond Comovements and Cross-Market Trading 0 0 0 50 2 8 14 78
The Underpricing of Venture Capital Backed IPOs in China 1 1 3 56 4 8 12 104
The Unusual Trading Volume and Earnings Surprises in China’s Market 0 0 0 8 1 4 4 49
The Value of Superstitions 0 0 0 155 4 8 12 962
The Value of Superstitions 0 0 0 0 0 3 4 232
Theory and Applications of TAR Model with Two Threshold Variables 0 0 2 45 4 7 15 198
Threshold Autoregressive Model with Multiple Threshold Variables 0 0 0 1 2 5 8 267
Threshold Effect of Scale and Skill in Active Mutual Fund Management 0 0 0 6 3 4 4 32
Time Series Properties of Aggregated AR(2) Processes 0 0 0 0 0 6 7 486
Value Creation and Long Term Performance of Hong Kong Spinoffs 0 0 0 0 1 3 4 263
What Cause(s) the Underpricing of H-Share IPO? 0 0 0 3 1 2 3 259
What Explains Herd Behavior in the Chinese Stock Market? 0 0 0 88 4 10 11 139
What Should Central Banks Target? Evidence on the Impact of Monetary Policy Regimes on Economic Growth 0 0 0 69 2 4 7 173
Will Stock Rise on Valentine’s Day? 0 0 0 24 3 8 10 117
Total Working Papers 4 11 50 3,627 328 639 988 18,194

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 2 3 4 187
A Competing Risks Analysis of Corporate Survival 0 0 0 0 4 7 10 100
A New Approach to Modeling Sector Stock Returns in China 0 0 0 2 3 6 8 22
A Principal Component Approach to Measuring Investor Sentiment in Hong Kong 0 0 1 14 7 12 18 89
A THRESHOLD MODEL APPROACH TO ESTIMATING THE ABNORMAL STOCK RETURNS 0 0 0 1 3 3 5 24
A comparison of MA and RSI returns with exchange rate intervention 0 0 0 97 6 7 13 282
A gravity analysis of international stock market linkages 0 0 0 22 3 7 8 85
A new recognition algorithm for “head-and-shoulders” price patterns 0 1 3 16 3 9 19 93
A principal component approach to measuring investor sentiment in China 0 0 4 25 5 6 16 112
A principal-component approach to measuring investor sentiment 0 1 1 91 4 7 11 226
A threshold model for the Hong Kong warrant prices 0 1 1 1 2 5 5 5
ARE NONLINEAR TRADING RULES PROFITABLE IN THE CHINESE STOCK MARKET? 0 0 0 5 2 3 4 23
ARE PRICES STICKY IN LARGE DEVELOPING ECONOMIES? AN EMPIRICAL COMPARISON OF CHINA AND INDIA 0 0 0 6 2 3 5 103
An Examination of the Underpricing of H-Share IPOs in Hong Kong 0 0 1 8 4 7 11 39
An empirical comparison of moving average envelopes and Bollinger Bands 0 1 6 278 4 9 20 882
An instrumental variable approach to unveiling the determinants of flatted factory rent in Hong Kong 0 0 0 4 0 2 2 17
An investigation of duration dependence in the American stock market cycle 0 0 0 36 1 2 5 115
Are Asian real exchange rates stationary? 0 0 0 137 0 1 1 450
Are Chinese Stock Market Cycles Duration Independent? 0 0 0 0 3 3 4 79
Asymptotic distribution of the sup-Wald statistic under specification errors 0 0 0 63 1 1 1 263
Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors 0 0 1 39 2 4 9 222
Can Poverty be Alleviated in China? 0 0 0 12 3 5 10 124
Can analyst predict stock market crashes? 0 0 0 61 5 9 15 331
Co-integrated or not? After the Shanghai–Hong Kong and Shenzhen–Hong Kong Stock Connection Schemes 0 0 0 21 2 3 6 128
Creditable bonds’ multifunctional roles during the COVID-19 pandemic 0 2 2 2 2 8 8 8
Determining the contributions to price discovery for Chinese cross-listed stocks 0 0 0 118 3 9 12 265
Do Technical Analysts Outperform Novice Traders: Experimental Evidence 1 2 16 672 9 23 61 1,664
Do momentum-based strategies work in emerging currency markets? 0 2 4 162 2 7 13 455
Do speculative bubbles migrate in the Chinese stock market? 0 0 0 4 2 6 11 106
Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan 0 0 2 141 3 11 21 538
Does banking competition alleviate or worsen credit constraints faced by small- and medium-sized enterprises? Evidence from China 0 0 3 141 8 12 29 519
Does monetary policy matter for trade? 1 1 1 9 7 10 14 83
Does monetary policy matter for trade? 0 0 0 9 3 5 9 68
Does studying in Hong Kong affect the ideological preferences of Chinese mainland undergraduates? 0 0 0 4 0 1 11 47
Does the 'Dogs of the Dow' strategy work better in blue chips? 0 0 0 53 4 5 9 213
Does the macroeconomy matter to market volatility? Evidence from US industries 0 0 3 17 6 7 17 56
Economic implications of the sixth plenary session of the 19th CPC Central Committee for China’s Hong Kong 0 0 1 3 4 4 9 23
Economies of scale in the demand for money by firms in China 0 0 0 4 5 7 10 46
Editorial 0 0 0 1 2 5 5 8
Editorial 0 0 0 0 1 2 4 8
Entrepreneurial activities and institutional environment in China 0 0 0 1 5 6 7 18
Estimating multiple breaks in nonstationary autoregressive models 0 0 3 13 3 5 9 43
Estimating the Fractionally Integrated Model with a Break in the Differencing Parameter 0 0 0 5 5 8 15 45
Estimating the differencing parameter via the partial autocorrelation function 0 0 0 66 2 2 6 250
Estimating the fractionally integrated process in the presence of measurement errors 0 0 0 13 0 2 4 93
Estimating the locations and number of change points by the sample-splitting method 0 0 0 20 3 5 5 66
Estimation and inference of threshold regression models with measurement errors 0 0 0 12 4 6 12 80
Estimation of the Autoregressive Order in the Presence of Measurement Errors 1 2 2 15 4 6 9 61
Executive Stock Option Pricing in China Under Stochastic Volatility 0 0 0 4 2 3 3 44
Extreme Risk Value and Dependence Structure of the China Securities Index 300 0 0 0 15 5 5 9 55
Factor pricing in commodity futures and the role of liquidity 0 0 0 12 4 7 9 88
Factor pricing of cryptocurrencies 0 2 11 109 5 26 55 280
Factor-augmented VAR analysis of the monetary policy in China 0 0 0 140 3 5 15 486
Forecasting currency crises with threshold models 0 0 0 6 7 7 8 46
Forecasting currency crises with threshold models 0 0 0 5 6 8 10 38
Frequentist model averaging for threshold models 0 0 1 7 2 3 5 53
From Fixed to Float: A Competing Risks Analysis 0 0 0 6 5 8 8 37
Generic consistency of the break-point estimator under specification errors 0 0 0 29 2 4 4 228
Generic consistency of the break-point estimators under specification errors in a multiple-break model 0 0 0 44 4 9 11 314
HEDONIC PRICING MODELS FOR VEHICLE REGISTRATION MARKS 0 0 1 21 1 3 6 119
HOW TO MAKE A PROFITABLE TRADING STRATEGY MORE PROFITABLE? 0 0 0 1 1 2 3 19
Hedonic pricing models for metropolitan bus services 0 0 0 81 4 4 5 316
Housing prices and business cycle in China: A DSGE analysis 0 1 3 36 4 8 14 139
Identification and Estimation of Structural-Change Models with Misclassification 0 0 0 6 7 7 8 52
Institutional Ownership and Private Equity Placements: Evidence from Chinese Listed Firms 0 0 0 4 4 5 6 48
International linkages of the Japanese stock market 0 0 0 73 6 7 8 238
Is Hong Kong still an entrepôt under the Sino‐U.S. trade war? 0 0 3 3 7 16 32 34
Is the Chinese stock market really inefficient? 0 0 0 61 6 10 12 354
Is the Convergence of Accounting Standards Good for Stock Markets? 0 0 0 49 5 7 7 228
LONG RANGE DEPENDENCE AND STRUCTURAL BREAKS IN THE GOLD MARKETS 0 0 0 9 2 5 12 32
LONG-TERM ADJUSTMENT OF CAPITAL STRUCTURE: EVIDENCE FROM SINGAPORE, HONG KONG AND TAIWAN 0 0 0 2 1 1 2 39
Long-range dependence in the international diamond market 0 0 1 23 2 4 6 101
Minimum Wage and Shareholder Wealth: Evidence from Hong Kong 0 0 0 32 0 1 2 132
Monetary policy regimes and growth revisited: evidence from a de facto classification 0 0 0 22 1 2 6 49
Nexus between visitor arrivals and residential property rents in Hong Kong 0 0 0 2 0 2 2 18
Non identification of structural change in non stationary AR(1) models 0 0 0 4 0 2 4 13
Nonlinear dependence between stock and real estate markets in China 0 0 0 29 1 4 8 115
On the Comovement of A and H Shares 0 0 0 74 2 2 2 204
On the convergence of the Chinese and Hong Kong stock markets: a cointegration analysis of the A and H shares 0 0 0 68 1 3 3 190
Partial parameter consistency in a misspecified structural change model 0 0 0 42 2 2 2 167
Political Turnover and the Stock Performance of SOEs in China 0 0 0 3 1 2 4 32
Predictability of nonlinear trading rules in the U.S. stock market 0 0 1 218 2 2 3 600
Predictive models for disaggregate stock market volatility 0 1 1 5 2 3 4 51
Price rigidity in China: Empirical results at home and abroad 0 0 1 13 5 5 11 49
Profitability of intraday and interday momentum strategies 0 0 2 241 1 2 6 634
Profitability of the Directional Indicators 0 0 0 1 1 1 2 3
Profitability of the On-Balance Volume Indicator 5 14 48 615 32 101 202 2,209
Regional differences in self-employment in China 0 0 0 16 5 8 8 120
Revisiting the Performance of MACD and RSI Oscillators 1 1 2 85 7 14 17 403
STRUCTURAL CHANGE IN AR(1) MODELS 0 0 0 46 5 6 8 152
STRUCTURAL CHANGE IN NONSTATIONARY AR(1) MODELS 0 0 0 6 0 0 1 29
Shipping the Good Horses Out 0 0 1 5 1 3 6 75
Structural Change in the Efficiency of the Japanese Stock Market after the Millennium 0 0 1 24 2 4 8 134
Structural Change in the Stock Market Efficiency after the Millennium: The MACD Approach 1 1 1 53 3 5 11 190
Structural Changes and Regional Disparity in China's Inflation 0 1 2 107 5 7 12 304
THAI FIRMS' HISTORIES AND THEIR CAPITAL STRUCTURE 0 1 1 4 3 5 7 25
THE IMPACT OF THE 1997 HANDOVER ON THE EFFICIENCY OF THE HONG KONG STOCK MARKET 0 0 0 8 5 8 9 30
Technical analysis and the London stock exchange: testing the MACD and RSI rules using the FT30 1 8 21 425 8 27 67 1,091
Testing for Structural Change in the Nontradable Share Reform of the Chinese Stock Market 0 0 0 54 0 1 1 148
Testing for a unit root in the presence of stochastic volatility and leverage effect 1 1 1 15 3 4 5 63
The Nexus between Analyst Forecast Dispersion and Expected Returns Surrounding Stock Market Crashes 0 0 0 6 3 3 4 120
The Nexus between Social Capital and Bank Risk Taking 0 0 0 17 2 6 9 90
The Nonlinear Dynamics of Foreign Reserves and Currency Crises 0 0 1 83 2 4 5 239
The Private Benefits of Corporate Control: Evidence from China 0 0 0 0 1 3 3 10
The Revaluation and Future Adjustment of the Renminbi 0 0 0 31 1 3 3 108
The Unusual Trading Volume and Earnings Surprises in China’s Market 0 0 0 2 5 6 6 31
The development of Hong Kong housing market: past, present and future 0 0 6 56 2 12 21 137
The effects of trading suspensions in China 0 0 0 10 2 11 12 56
The impact of COVID-19 on ASEAN 0 0 4 28 0 1 19 98
The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies 0 0 0 142 6 8 10 639
The nexus between labor wages and property rents in the Greater China area 0 0 0 4 3 4 6 49
The nexus between stock market value and demand for money in China 0 0 1 1 0 1 3 4
The polynomial aggregated AR(1) model 0 0 0 39 3 4 4 275
The risk-adjusted trading rule profits in currency spot cross-rates 0 0 0 1 2 3 3 5
The roadmap of interest rate liberalisation in China 0 0 1 1 3 5 6 26
The sources of country and industry variations in ASEAN 0 0 0 2 1 2 3 17
The stock–bond comovements and cross-market trading 0 0 0 11 3 4 7 79
The value of superstitions 0 0 0 63 2 6 13 317
Theory and Applications of TAR Model with Two Threshold Variables 0 0 0 2 1 6 10 44
Threshold effect of scale and skill in active mutual fund management 0 0 0 2 0 1 2 21
Time series properties of aggregated AR(2) processes 0 0 0 63 1 3 3 221
Time series test of nonlinear convergence and transitional dynamics 0 0 0 74 4 7 9 252
Two-sided Matching, Who Marries Whom? And what Happens upon Divorce? 0 0 1 9 5 5 8 42
Understanding the China–US trade war: causes, economic impact, and the worst-case scenario 0 2 24 133 6 18 88 414
Understanding the digital economy in China: Characteristics, challenges, and prospects 1 1 6 26 2 6 21 69
What Explains Herd Behavior in the Chinese Stock Market? 0 0 1 6 2 6 13 31
What accounts for Chinese Business Cycle? 0 0 2 147 4 8 13 436
What determines the price of a racing horse? 0 0 1 3 1 1 4 19
What determines the price of a racing horse? 0 0 1 52 3 6 10 170
Who will win the Nobel Prize? 0 0 1 77 6 9 14 418
Will stock rise on Valentine’s Day? 0 0 0 4 9 18 25 56
Total Journal Articles 13 47 208 6,551 436 856 1,556 23,875
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Comments on "The rise of benchmark bonds in emerging Asia" 0 0 0 3 0 1 2 44
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Statistics updated 2026-02-12