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The value premium puzzle, behavior versus risk: New evidence from China Journal article
The Quarterly Review of Economics and Finance, 2019
Authors:  Ephraim Clark;  Zhuo Qiao
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Value Premium Puzzle  Risk  Financial Inflexibility  Stochastic Dominance  
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
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Granger Causality  Nonlinearity  Greater China  Stock Market  
Examining stock volatility in the segmented Chinese stock markets: a SWARCH approach Journal article
Global Economic Review, 2010,Volume: 39,Issue: 3,Page: 225-246
Authors:  Zhuo Qiao;  Weiwei Qiao;  Wing-Keung Wong
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Markov-switching Arch  Chinese Stock Markets  Volatility Spillover  Volatility  Market Segmentation  
A Markov Regime-Switching Model of Stock Return Volatility: Evidence from Chinese Markets Book chapter
出自: Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration, London:Palgrave Macmillan UK, 2010, 页码: 49-73
Authors:  Thomas C. Chiang;  Zhuo Qiao;  Wing-Keung Wong
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Stock Market  Stock Return  Garch Model  Conditional Volatility  Chinese Stock Market  
Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market Journal article
Journal of International Financial Markets, Institutions and Money, 2007,Volume: 18,Issue: 5,Page: 425-437
Authors:  Zhuo Qiao;  Thomas C. Chiang;  Wing-Keung Wong
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Stock Market Segmentation  Fivecm  Multivariate Garch  Cointegration