UM

Browse/Search Results:  1-4 of 4 Help

Filters    
Selected(0)Clear Items/Page:    Sort:
Analysis and forecast of tracking performance of Hong Kong exchange-traded funds: Evidence from tracker fund and X iShares A50 Journal article
Review of Pacific Basin Financial Markets and Policies, 2016,Volume: 19,Issue: 4
Authors:  Chu,Patrick Kuok Kun
Favorite  |  View/Download:2/0  |  Submit date:2019/08/02
Co-integration  Economic Correction Model  Exchange-traded Funds  Pricing Deviation  Tracking Ability  
Exchange‐Traded Barrier Option and VPIN: Evidence from Hong Kong Journal article
Journal of Futures Markets, 2015,Volume: 35,Issue: 6,Page: 561-581
Authors:  William M. Cheung;  Robin K. Chou;  Adrian C.H. Lei
Favorite  |  View/Download:4/0  |  Submit date:2019/09/18
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  
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:3/0  |  Submit date:2019/11/01
Return Volatility  High Frequency Data  Trading Volume  Non-linear Granger Causality