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The price impact of trade-size clustering: Evidence from an intraday analysis Journal article
JOURNAL OF BUSINESS RESEARCH, 2019,Volume: 101,Page: 300-314
Authors:  Chen, Tao
Favorite | View/Download:5/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/12/02
Trade Size  Non-round Size  Price Impact  Clustering  
The determinants and pricing of liquidity commonality around the world Journal article
JOURNAL OF FINANCIAL MARKETS, 2017,Volume: 33,Page: 22-41
Authors:  Moshirian, Fariborz;  Qian, Xiaolin;  Wee, Claudia Koon Ghee;  Zhang, Bohui
Favorite | View/Download:20/0 | TC[WOS]:11 TC[Scopus]:0 | Submit date:2018/10/30
Liquidity commonality  Pricing of liquidity  International financial markets  
Analysis and forecast of tracking performance of Hong Kong exchange-traded funds: Evidence from tracker fund and X iShares A50 Journal article
Review of Pacific Basin Financial Markets and Policies, 2016,Volume: 19,Issue: 4
Authors:  Chu,Patrick Kuok Kun
Favorite | View/Download:8/0 | TC[WOS]:1 TC[Scopus]:0 | Submit date:2019/08/02
Co-integration  Economic Correction Model  Exchange-traded Funds  Pricing Deviation  Tracking Ability  
The global financial crisis and retail interest rate pass-through in Australia Journal article
Review of Pacific Basin Financial Markets and Policies, 2016,Volume: 19,Issue: 4
Authors:  Liu,Ming Hua;  Margaritis,Dimitris;  Qiao,Zhuo
Favorite | View/Download:11/0 | TC[WOS]:1 TC[Scopus]:0 | Submit date:2019/08/01
Australian Banks  Error Correction Model  Global Financial Crisis  Mortgages  Personal Loans  Small Business Loans  
Inequality, saving and global imbalances: A new theory with evidence from OECD and Asian Countries Journal article
World Economy, 2015,Volume: 38,Issue: 1,Page: 110-135
Authors:  Xinhua Gu;  Baomin Dong;  Bihong Huang
Favorite | View/Download:6/0 | TC[WOS]:9 TC[Scopus]:0 | Submit date:2019/08/01
Bank efficiency and shareholder value in Asia Pacific Journal article
Journal of International Financial Markets, Institutions and Money, 2014,Volume: 33,Page: 200-222
Authors:  Fu,Xiaoqing Maggie;  Linb,Yongjia Rebecca;  Molyneux,Philip
Favorite | View/Download:4/0 | TC[WOS]:9 TC[Scopus]:0 | Submit date:2019/08/01
Bank Efficiency  Banks In Asia Pacific  Risk-taking  Shareholder Value  
A spatial–temporal analysis of East Asian equity market linkages Journal article
Journal of Comparative Economics, 2014,Volume: 42,Issue: 2,Page: 304-327
Authors:  Pui Sun Tam
Favorite | View/Download:7/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/11/01
East Asia  Equity Market Linkages  Financial Crisis  Spatial Dependence  
A spatial-temporal analysis of East Asian equity market linkages Journal article
JOURNAL OF COMPARATIVE ECONOMICS, 2014,Volume: 42,Issue: 2,Page: 304-327
Authors:  Pui Sun Tam
Favorite | View/Download:4/0 | TC[WOS]:9 TC[Scopus]:0 | Submit date:2020/07/14
East Asia  Equity Market Linkages  Financial Crisis  Spatial Dependence  
Stochastic dominance relationships between stock and stock index futures markets: International evidence Journal article
Economic Modelling, 2013,Issue: 33,Page: 552-559
Authors:  Zhuo Qiao;  Wing-Keung Wong;  Joseph K.W. Fung
Favorite | View/Download:7/0 | TC[WOS]:7 TC[Scopus]:0 | Submit date:2019/11/01
Stochastic Dominance  Risk Averter  Risk Seeker  Stock  Index Futures  
Regime-dependent relationships among the stock markets of the US, Australia and New Zealand: a Markov-switching VAR approach Journal article
Applied Financial Economics, 2011,Volume: 21,Issue: 24,Page: 1831-1841
Authors:  Zhuo Qiao;  Yuming Li;  Wing-Keung Wong
Favorite | View/Download:7/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/10/22
Markov Switching Var  Stock Markets  Dynamic Relationships  Regime-dependent Impulse Response  Hansen Test