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Empirical investigation of the causal relationships among herding, stock market returns, and illiquidity: Evidence from major Asian markets Journal article
Review of Pacific Basin Financial Markets and Policies, 2014,Volume: 17,Issue: 3
Authors:  Qiao, Zhuo;  Chiang, Thomas C.;  Tan, Lin
Favorite  |  View/Download:1/0  |  Submit date:2018/11/06
Does fine wine price contain useful information to forecast GDP? Evidence from major developed countries Journal article
Economic Modelling, 2014,Volume: 38,Page: 75 – 79
Authors:  Zhuo Qiao;  Patrick Kuok-Kun Chu
Favorite  |  View/Download:2/0  |  Submit date:2019/11/01
Price Of Fine Wine  Gdp  Granger Causality Test  Forecast  
Combining ICA and Granger causality: A novel tool for investigation of brain dynamics and brain oscillations using fNIRS measurements Conference paper
Progress in Biomedical Optics and Imaging - Proceedings of SPIE
Authors:  Yuan Z.
Favorite  |  View/Download:1/0  |  Submit date:2018/12/17
Brain networks  Connectivity analysis  fNIRS  Granger causality  ICA  
Study on the Diversification Ability of Fine Wine Investment Journal article
The Journal of Investing, 2014,Volume: 23,Issue: 1,Page: 123 – 139
Authors:  Patrick Kuok Kun Chu
Favorite  |  View/Download:4/0  |  Submit date:2019/11/11
Granger Causality Analysis  Liv-ex Fine Wine Index  Stock Market Index  Cointegration Analysis  Johansen Approach  
Combining independent component analysis and Granger causality to investigate brain network dynamics with fNIRS measurements Journal article
Biomedical Optics Express, 2013,Volume: 4,Issue: 11,Page: 2629
Authors:  Yuan Z.
Favorite  |  View/Download:4/0  |  Submit date:2018/10/30
The 1997 Asian Currency Crisis, Financial Linkages, and the Monetary Policy of Japan Journal article
Review of International Economics, 2012,Volume: 20,Issue: 1,Page: 1-17
Authors:  Chan, Kenneth S.;  Dang, Vinh Q.T.
Favorite  |  View/Download:3/0  |  Submit date:2018/11/06
Granger causal relations among Greater China stock markets: a Nonlinear perspective Journal article
Applied Financial Economics, 2011,Volume: 21,Page: 1437-1450
Authors:  Zhuo Qiao;  Keith Lam
Favorite  |  View/Download:2/0  |  Submit date:2019/10/22
Granger Causality  Nonlinearity  Greater China  Stock Market  
Relationship between Macroeconomic Variables and Net Asset Values (NAV) of Equity Funds: Cointegration Evidence and Vector Error Correction Model of the Hong Kong Mandatory Provident Funds (MPFs) Journal article
JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY, 2011,Volume: 21,Issue: 5,Page: 792-810
Authors:  Patrick Kuok-KunChu
Favorite  |  View/Download:2/0  |  Submit date:2019/11/11
Pension Fund  Causality Test  Cointegration Analysis  Unit Root Test  
New evidence on the relation between return volatility and trading volume Journal article
Journal of Forecasting, 2010,Issue: 29,Page: 502–515
Authors:  Thomas C. Chiang;  Zhuo Qiao;  Wing-Keung Wong
Favorite  |  View/Download:2/0  |  Submit date:2019/11/01
Return Volatility  High Frequency Data  Trading Volume  Non-linear Granger Causality  
The Price Linkages between the Equity Fund Price Levels and the Stock Markets: Evidences from Cointegration Approach and Causality Analysis of Hong Kong Mandatory Provident Fund (MPF) Journal article
International Review of Financial Analysis, 2010,Volume: 19,Issue: 4,Page: 281-288
Authors:  Patrick Kuok-Kun Chu
Favorite  |  View/Download:1/0  |  Submit date:2019/11/11
Pension Fund  Causality Test  Cointegration Analysis  Unit Root Test