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Empirical investigation of the causal relationships among herding, stock market returns, and illiquidity: Evidence from major Asian markets Journal article
Review of Pacific Basin Financial Markets and Policies, 2014,Volume: 17,Issue: 3
Authors:  Qiao, Zhuo;  Chiang, Thomas C.;  Tan, Lin
Favorite  |  View/Download:2/0  |  Submit date:2018/11/06
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:4/0  |  Submit date:2019/11/01
Return Volatility  High Frequency Data  Trading Volume  Non-linear Granger Causality  
A Markov Regime-Switching Model of Stock Return Volatility: Evidence from Chinese Markets Book chapter
出自: Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration, London:Palgrave Macmillan UK, 2010, 页码: 49-73
Authors:  Thomas C. Chiang;  Zhuo Qiao;  Wing-Keung Wong
Favorite  |  View/Download:5/0  |  Submit date:2019/11/01
Stock Market  Stock Return  Garch Model  Conditional Volatility  Chinese Stock Market  
A Markov regime-switching model of stock return volatility: Evidence from Chinese markets Book
2010
Authors:  Chiang,Thomas C.;  Qiao,Zhuo;  Wong,Wing Keung
Favorite  |  View/Download:3/0  |  Submit date:2019/08/01
Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market Journal article
Journal of International Financial Markets, Institutions and Money, 2007,Volume: 18,Issue: 5,Page: 425-437
Authors:  Zhuo Qiao;  Thomas C. Chiang;  Wing-Keung Wong
Favorite  |  View/Download:4/0  |  Submit date:2019/11/01
Stock Market Segmentation  Fivecm  Multivariate Garch  Cointegration