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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
Favorite  |  View/Download:3/0  |  Submit date:2019/08/01
Privately Owned Enterprises  Split-share Structure Reform  State Owned Enterprises  Stochastic Dominance  
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  
On the Relationship between Investor Sentiment, VIX and Trading Volume Journal article
Risk Governance and Control, 2016,Volume: 4,Issue: 1,Page: 114-122
Authors:  Simon M. S. So;  Violet U. T. Lei
Favorite  |  View/Download:3/0  |  Submit date:2019/10/24
Sentiment  Volatility  Trading Volume  
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:5/0  |  Submit date:2019/08/01
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:  Cheung,William M.;  Chou,Robin K.;  Lei,Adrian C.H.
Favorite  |  View/Download:2/0  |  Submit date:2019/08/01
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
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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  
Cyber security and privacy issues in smart grids Journal article
IEEE Communications Surveys and Tutorials, 2012,Volume: 14,Issue: 4,Page: 981
Authors:  Liu J.;  Xiao Y.;  Li S.;  Liang W.;  Chen C.L.P.
View  |  Adobe PDF(1244Kb)  |  Favorite  |  View/Download:855/202  |  Submit date:2018/10/30
Accountability  Ami  Privacy  Scada  Security  Smart Grid  
CORPORATE GOVERNANCE AND THE DIVERGENCE OF LEARNING CHANNELS Journal article
Corporate Ownership & Control, 2011,Volume: 8,Issue: 3,Page: 9-17
Authors:  William Cheung;  Adrian Lei;  Libin Tao
Favorite  |  View/Download:3/0  |  Submit date:2019/09/19
Trading Volume  Market Liquidity  Corporate Governance  Stock Price Informativeness  Bid-ask Spread