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Are Higher Co-Moments Priced? A Tale of Two Countries Journal article
Journal of Financial Studies, 2020
Authors:  Keith Lam;  Liang Dong;  Hung Wan Kot
Favorite | View/Download:559/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/11/14
Uk Stock Market  Higher Co-moments  Coskewness  Cokurtosis  China Stock Market  
Spillover and Profitability of Intraday Herding on Cross-Listed Stocks Journal article
The Chinese Economy, 2019
Authors:  Rose Neng Lai;  Yang Zhang
Favorite | View/Download:20/0 | TC[WOS]:0 TC[Scopus]:1 | Submit date:2019/10/21
Herding  Cross-listing  Chinese Stock Markets  Hong Kong Stock Market  
Value Premium and Technical Analysis: Evidence from the China Stock Market Journal article
ECONOMIES, 2019,Volume: 7,Issue: 3
Authors:  Keith S. K. Lam;  Liang Dong;  Bo Yu
Favorite | View/Download:8/0 | TC[WOS]:2 TC[Scopus]:2 | Submit date:2020/07/14
Value Premium  Technical Analysis  Moving Average  China Stock Market  
The impact of data normalization on stock market prediction: Using SVM and technical indicators Conference paper
Communications in Computer and Information Science
Authors:  Pan J.;  Zhuang Y.;  Fong S.
Favorite | View/Download:5/0 | TC[WOS]:0 TC[Scopus]:11 | Submit date:2019/02/13
Data normalization  Stock market prediction  Support vector machine (SVM)  Technical indicator  
Misvaluation comovement, market efficiency and the cross-section of stock returns: Evidence from China Journal article
Economic Systems, 2015,Volume: 39,Issue: 3,Page: 390-412
Authors:  Luo,Yan;  Ren,Jinjuan;  Wang,Yizhi
Favorite | View/Download:3/0 | TC[WOS]:5 TC[Scopus]:8 | Submit date:2019/08/01
Chinese Stock Market  Comovement  Market Efficiency  Stock Misvaluation  Stock Returns  
A Model of Stock Manipulation Ramping Tricks Journal article
COMPUTATIONAL ECONOMICS, 2015,Volume: 45,Issue: 1,Page: 135-150
Authors:  K Liu;  KK Lai;  J Yen;  Q Zhu
Favorite | View/Download:8/0 | TC[WOS]:0 TC[Scopus]:1 | Submit date:2019/12/10
Trading Behavior  Stock Manipulation  Financial Market  Ramping Tricks  
Study on the Diversification Ability of Fine Wine Investment Journal article
The Journal of Investing, 2014,Volume: 23,Issue: 1,Page: 123 – 139
Authors:  Patrick Kuok Kun Chu
Favorite | View/Download:8/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/11/11
Granger Causality Analysis  Liv-ex Fine Wine Index  Stock Market Index  Cointegration Analysis  Johansen Approach  
Legal institutions, ownership concentration, and stock repurchases around the world: Signal mimicking? Journal article
The International Journal of Accounting, 2013,Volume: 48,Issue: 4,Page: 427-458
Authors:  In-Mu Haw;  Simon S.M. Ho;  Bingbing Hu;  Xu Zhang
Favorite | View/Download:8/0 | TC[WOS]:0 TC[Scopus]:1 | Submit date:2019/09/05
Signaling  Mimicking Stock Repurchases  Operating And Market Performance  Legal Institutions  Ownership Concentration  
Trend Recalling Algorithm for Automated Online Trading in Stock Market Journal article
Journal of Emerging Technologies in Web Intelligence, 2012,Volume: 4,Issue: 3,Page: 240-251
Authors:  Simon Fong;  Jackie Tai;  Pit Pichappan
Favorite | View/Download:13/0 | TC[WOS]:0 TC[Scopus]:1 | Submit date:2019/02/13
Automated Stock Market Trading  Trend Following Algorithm  
Granger causal relations among Greater China stock markets: a Nonlinear perspective Journal article
Applied Financial Economics, 2011,Volume: 21,Page: 1437-1450
Authors:  Zhuo Qiao;  Keith Lam
Favorite | View/Download:12/0 | TC[WOS]:0 TC[Scopus]:4 | Submit date:2019/10/22
Granger Causality  Nonlinearity  Greater China  Stock Market