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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  
Regime-dependent relationships among the stock markets of the US, Australia and New Zealand: a Markov-switching VAR approach Journal article
Applied Financial Economics, 2011,Volume: 21,Issue: 24,Page: 1831-1841
Authors:  Zhuo Qiao;  Yuming Li;  Wing-Keung Wong
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Markov Switching Var  Stock Markets  Dynamic Relationships  Regime-dependent Impulse Response  Hansen Test  
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  
Examining stock volatility in the segmented Chinese stock markets: a SWARCH approach Journal article
Global Economic Review, 2010,Volume: 39,Issue: 3,Page: 225-246
Authors:  Zhuo Qiao;  Weiwei Qiao;  Wing-Keung Wong
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Markov-switching Arch  Chinese Stock Markets  Volatility Spillover  Volatility  Market Segmentation  
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
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Return Volatility  High Frequency Data  Trading Volume  Non-linear Granger Causality  
Linear and nonlinear causality between changes in consumption and consumer attitudes Journal article
Economics Letters, 2008,Volume: 102,Issue: 3,Page: 161-164
Authors:  Zhuo Qiao;  Michael McAleer;  Wing-Keung Wong
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Consumer Sentiment  Nonlinear Granger Causality  Prediction  Consumer Expectations  Consumption Growth  
Volatility switching and regime interdependence between information technology stocks 1995–2005 Journal article
Global Finance Journal, 2008,Volume: 19,Issue: 2,Page: 139-156
Authors:  Zhuo Qiao;  Russell Smyth;  Wing-Keung Wong
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Volatility  Information Technology  Regime Switching  Interdependence