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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:6/0 | TC[WOS]:23 TC[Scopus]: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:3/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/11/11
Pension Fund  Causality Test  Cointegration Analysis  Unit Root Test  
Global capital market interdependence and spillover effect of credit risk: Evidence from the 2007-2009 global financial crisis Journal article
Applied Financial Economics, 2010,Volume: 20,Issue: 2018-01-02,Page: 85
Authors:  Cheung W.;  Fung S.;  Tsai S.
Favorite | View/Download:6/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2018/10/30