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Spillover and Profitability of Intraday Herding on Cross-Listed Stocks Journal article
The Chinese Economy, 2019
Authors:  Rose Neng Lai;  Yang Zhang
Favorite  |  View/Download:12/0  |  Submit date:2019/10/21
Herding  Cross-listing  Chinese Stock Markets  Hong Kong Stock Market  
Determinants of Credit Default Swap Spreads: A Four-Market Panel Data Analysis Journal article
Journal of Finance and Economics, 2017,Volume: 5,Issue: 1,Page: 9-31
Authors:  Matthew C. Li;  Xiaoqing (Maggie) Fu
Favorite  |  View/Download:2/0  |  Submit date:2019/12/03
Credit Default Swaps  Structural Models  Firm Performance  Macroeconomic Conditions  Financial Crisis  Garch Volatility  
Effect of segmentation on financial time series pattern matching Journal article
Applied Soft Computing, 2016,Volume: 38,Page: 346
Authors:  Yuqing Wan;  Xueyuan Gong;  Yain-Whar Si
Favorite  |  View/Download:5/0  |  Submit date:2018/10/30
Financial Time Series  Head-and-shoulders  Pattern Matching  Segmentation  Technical Pattern  
Price and Volume Effects of Exchange-Traded Barrier Options: Evidence from Callable Bull/Bear Contracts Journal article
Journal of Futures Markets, 2015,Volume: 35,Issue: 11,Page: 1042-1066
Authors:  Lei,Adrian C.H.
Favorite  |  View/Download:4/0  |  Submit date:2019/08/01
Short-selling, margin-trading, and price efficiency: Evidence from the Chinese market Journal article
Journal of Banking and Finance, 2014,Volume: 48,Page: 411-424
Authors:  Chang,Eric C.;  Luo,Yan;  Ren,Jinjuan
Favorite  |  View/Download:3/0  |  Submit date:2019/08/01
Efficiency  Margin Trading  Short Selling  Stabilization  
Herding and fundamental factors: The Hong Kong experience Journal article
Pacific Basin Finance Journal, 2014,Volume: 32,Page: 160-188
Authors:  Lam,Keith S.K.;  Qiao,Zhuo
Favorite  |  View/Download:5/0  |  Submit date:2019/08/01
Csad  Fama-french And Liquidity Factors  Fundamental Factors  Industrial Herding  
Herding and fundamental factors: The Hong Kong experience Journal article
Pacific Basin Finance Journal, 2014,Volume: 32,Page: 160-188
Authors:  Lam,Keith S.K.;  Qiao,Zhuo
Favorite  |  View/Download:3/0  |  Submit date:2019/08/01
CSAD  Fama-French and liquidity factors  Fundamental factors  Industrial herding  
A novel instantaneous frequency algorithm and its application in stock index movement prediction Journal article
IEEE Journal on Selected Topics in Signal Processing, 2012,Volume: 6,Issue: 4,Page: 311-318
Authors:  Zhang L.;  Liu N.;  Yu P.
Favorite  |  View/Download:3/0  |  Submit date:2019/04/04
Α-counting If  Backpropagation (Bp) Neural Network  Empirical Mode Decomposition (Emd)  Instantaneous Frequency (If)  Intrinsic Mode Function (Imf)  Radial Basis Function (Rbf) Neural Network  Stock Price Movement Prediction  
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  
Study on the Tracking Errors and their Determinants: Evidence from Hong Kong Exchange Traded Funds (ETFs) Journal article
Applied Financial Economics, 2011,Volume: 21,Page: 309-315
Authors:  Patrick Kuok-Kun Chu
Favorite  |  View/Download:4/0  |  Submit date:2019/11/11
Traded Funds (Etfs)  Fund Expense Ratio  Fund Size  Tracking Error