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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  
Has the difference in stock liquidity and stock returns between Chinese state owned and privately owned enterprises become smaller? Journal article
Finance Research Letters, 2019,Volume: 28,Page: 39-44
Authors:  Qiao,Zhuo;  Pukthuanthong,Kuntara
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Privately Owned Enterprises  Split-share Structure Reform  State Owned Enterprises  Stochastic Dominance  
Theories of risk: Testing investor behavior on the taiwan stock and stock index futures markets Journal article
Economic Inquiry, 2016,Volume: 54,Issue: 2,Page: 907-924
Authors:  Clark,Ephraim;  Qiao,Zhuo;  Wong,Wing Keung
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Theories of risk: testing investor’s behavior on the Taiwan stock and stock index futures markets Journal article
Economic inpuiry, 2015,Volume: 54,Issue: 2,Page: 907–924
Authors:  Ephraim Clark;  Zhuo Qiao;  Wing‐Keung Wong
Favorite  |  View/Download:2/0  |  Submit date:2019/10/22
Which is a better investment choice in the Hong Kong residential property market: a big or small property? Journal article
Applied Economics, 2015,Volume: 47,Issue: 16,Page: 1670-1685
Authors:  Qiao,Zhuo;  Wong,Wing Keung
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Hong Kong Residential Property Market  Mean–variance Criterion  Property Size  Stochastic Dominance  
Stochastic dominance relationships between stock and stock index futures markets: International evidence Journal article
Economic Modelling, 2013,Issue: 33,Page: 552-559
Authors:  Zhuo Qiao;  Wing-Keung Wong;  Joseph K.W. Fung
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Stochastic Dominance  Risk Averter  Risk Seeker  Stock  Index Futures  
Investors’ preference towards risk: Evidence from the Taiwan stock and stock index futures markets Journal article
Accounting and Finance, 2012,Volume: 54,Page: 251–274
Authors:  Zhuo Qiao;  Ephraim Clark;  Wing‐Keung Wong
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Stochastic Dominance  Risk Seeker  Utility Maximization  Stock Index Futures  Risk Averter  
Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach Journal article
Journal of Empirical Finance, 2011,Volume: 19,Issue: 1,Page: 162-174
Authors:  Chia-YingChan;  Christian de Peretti;  Zhuo Qiao;  Wing-Keung Wong
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Covered Warrants  Market Efficiency  Stochastic Dominance  Bootstrap Likelihood Test  
Examining the Day-of-the-Week effects in Chinese stock markets: New evidence from a stochastic dominance approach Journal article
Global Economic Review, 2011,Volume: 40,Issue: 3
Authors:  Zhuo Qiao;  Weiwei Qia;  Wing-Keung Wong
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Day-of-the-week Effect  Stochastic Dominance  Chinese Stock Markets  Mean-variance Criterion