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Importance of Skewness in Investor Utility: Evidence from the Chinese Stock Markets Journal article
Journal of Mathematical Finance, 2017,Volume: 7,Page: 881-895
Authors:  Patrick Kuok Kun
Favorite | View/Download:4/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/11/11
Skewness  Market Returns  Investor Utility  Predictive Regression  
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:9/0 | TC[WOS]:1 TC[Scopus]:0 | Submit date:2019/08/02
Co-integration  Economic Correction Model  Exchange-traded Funds  Pricing Deviation  Tracking Ability  
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:8/0 | TC[WOS]:6 TC[Scopus]:0 | Submit date:2019/11/11
Pension Fund  Causality Test  Cointegration Analysis  Unit Root Test  
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:3/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/11/11
Pension Fund  Causality Test  Cointegration Analysis  Unit Root Test  
A Study on Stock-selection and Market-timing Performance: Evidence from Hong Kong Mandatory Provident Fund Journal article
Review of Pacific Basin Financial Markets and Policies, 2008,Volume: 11,Issue: 4,Page: 617-650
Authors:  Patrick Kuok-Kun Chu
Favorite | View/Download:6/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/11/11
Pension Funds  Conditional Models  Market-timing Ability  Stock-selection Performance Evaluation  
Study on the Non-Random and Chaotic Behavior of Chinese Equities Market Journal article
Review of Pacific Basin Financial Markets and Policies, 2003,Volume: 6,Issue: 2,Page: 199-222
Authors:  Patrick Kuok-Kun Chu
Favorite | View/Download:3/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/11/11
Shanghai Stock Exchange  Chaos Theory  Rescaled Range Analysis  Hurst Exponent  Bds Test  Correlation Dimension Estimation  Shenzhen Stock Exchange