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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  
Examining the Impact of the U.S. IT Stock Market on Other IT Stock Markets Book chapter
出自: Handbook of Quantitative Finance and Risk Management, Boston, MA:Springer, Boston, MA, 2010, 页码: 1283-1291
Authors:  Zhuo Qiao;  Venus Khim-Sen;  Wing-Keung Wong
Favorite  |  View/Download:4/0  |  Submit date:2019/11/01
Information Technology  Spillover Effect  Multivariate Garch (mGarch)  Conditional Correlation  It Bubble  Stock Market  Integration  Volatility  
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
Favorite  |  View/Download:2/0  |  Submit date:2019/11/01
Stock Market Segmentation  Fivecm  Multivariate Garch  Cointegration