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A Stable and Fair Coalition Formation Scheme in Mobile Crowd Sensing Conference paper
IEEE International Conference on Communications
Authors:  Pei,Yingying;  Hou,Fen;  Cai,Lin X.
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2021/03/11
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 |  | TC[WOS]:1 TC[Scopus]:1 | 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 |  | TC[WOS]:2 TC[Scopus]:3 | 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 |  | TC[WOS]:0 TC[Scopus]: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:  ADRIAN C. H. LEI
Favorite |  | TC[WOS]:4 TC[Scopus]:4 | 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 |  | TC[WOS]:9 TC[Scopus]:9 | 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 |  | TC[WOS]:12 TC[Scopus]:13 | Submit date:2019/08/01
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 |  | TC[WOS]:12 TC[Scopus]:13 | Submit date:2019/08/01
CSAD  Fama-French and liquidity factors  Fundamental factors  Industrial herding  
ARCH effects, trading volume and the information flow interpretation: empirical evidence from the Chinese stock markets Journal article
Journal of Chinese Economic and Business Studies, 2012,Volume: 10,Issue: 2,Page: 169-191
Authors:  Renzeng Wang;  Jean J. Chen
Favorite |  | TC[WOS]:0 TC[Scopus]:4 | Submit date:2019/08/30
Arch Effects  Information Flow Interpretation  Volume Variants  Contrast Equity Group  
Herding, Market Fundamentals and Short Selling: Evidence from Hong Kong Conference paper
Proceedings of the Theories and Practices of Securities and Financial Markets, Kaohsiung, Taiwan, 7-8,December 2012
Authors:  Lam, Keith S. K.;  Qiao, Zhuo
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/11/27
Momentum And Liquidity Factors  Industrial Herding  Csad  Fundamental Factors  Fama-french Factors  Short Selling