Terence Tai Leung CHONG
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Terence Tai Leung |
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CHONG |
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Affiliations
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Chinese University of Hong Kong
/ Department of Economics
Research profile
author of:
- Minimum Wage and Shareholder Wealth: Evidence from Hong Kong (RePEc:aeq:aeqaeq:v59_y2013_i1_q1_p85-97)
by Kin-Ming Wong & Terence Tai-Leung Chong - Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan (RePEc:ags:reapec:50272)
by Wong, Wing-Keung & Du, Jun & Chong, Terence Tai-Leung - Comments on "The rise of benchmark bonds in emerging Asia" (RePEc:bis:bisbpc:102-10)
by Terence Tai Leung Chong - A Competing Risks Analysis of Corporate Survival (RePEc:bla:finmgt:v:39:y:2010:i:4:p:1697-1718)
by Qing He & Terence Tai‐Leung Chong & Li Li & Jun Zhang - Are Chinese Stock Market Cycles Duration Independent? (RePEc:bla:finrev:v:46:y:2011:i:1:p:151-164)
by Haiqiang Chen & Terence Tai‐Leung Chong & Zimu Li - Institutional Ownership and Private Equity Placements: Evidence from Chinese Listed Firms (RePEc:bla:irvfin:v:19:y:2019:i:2:p:315-346)
by Qing He & Dongxu Li & Liping Lu & Terence Tai Leung Chong - Hedonic Pricing Models For Vehicle Registration Marks (RePEc:bla:pacecr:v:13:y:2008:i:2:p:259-276)
by Terence Tai‐Leung Chong & Xin Du - Nexus between visitor arrivals and residential property rents in Hong Kong (RePEc:bla:pacecr:v:24:y:2019:i:3:p:464-478)
by Terence Tai‐Leung Chong & Alex Wing‐Ho Yiu - Is Hong Kong still an entrepôt under the Sino‐U.S. trade war? (RePEc:bla:pacecr:v:29:y:2024:i:2:p:267-295)
by Terence Tai Leung Chong & Vincent Pok Ho Lo - Can Poverty be Alleviated in China? (RePEc:bla:revinw:v:64:y:2018:i:1:p:192-212)
by Cong Qin & Terence Tai Leung Chong - A Class Test for Fractional Integration (RePEc:bpj:sndecm:v:11:y:2007:i:2:n:5)
by Hinich Melvin J. & Chong Terence T.L. - The Nonlinear Dynamics of Foreign Reserves and Currency Crises (RePEc:bpj:sndecm:v:12:y:2008:i:4:n:2)
by Chong Terence T. L. & He Qing & Hinich Melvin J - A new recognition algorithm for “head-and-shoulders” price patterns (RePEc:bpj:sndecm:v:21:y:2017:i:5:p:18:n:1)
by Chong Terence Tai-Leung & Poon Ka-Ho - Estimation and inference of threshold regression models with measurement errors (RePEc:bpj:sndecm:v:22:y:2018:i:2:p:16:n:1)
by Chong Terence Tai-Leung & Chen Haiqiang & Wong Tsz-Nga & Yan Isabel Kit-Ming - Estimation of and Testing for Structural Break in the Presence of Measurement Errors (RePEc:chk:cuhked:_065)
by Tai-leung, Chong - Seemingly Unexplosive Nonstationary Random Coefficient Autoregressive Processes, A Note (RePEc:chk:cuhked:_066)
by Tai-leung, Chong & Wai-kit, Leung - Estimating the Unit Root Process in the Presence of Measurement Errors (RePEc:chk:cuhked:_067)
by Tai-leung, Chong - Estimating the Location of Break in Restricted Structural Change Models (RePEc:chk:cuhked:_068)
by Tai-leung, Chong - Structural Change in AR(1) Models (RePEc:chk:cuhked:_079)
by Terence Tai-Leung, Chong - A Simple Test for Fractionally Integrated Processes (RePEc:chk:cuhked:_087)
by Terence Tai-Leung, Chong & Gilbert Chiu-Sing, Lui - Estimating the Differencing Parameter Via the Partial Autocorrelation Function (RePEc:chk:cuhked:_088)
by Terence Tai-Leung, Chong - Estimating the Fractionally Integrated Process in the Presence of Measurement Errors (RePEc:chk:cuhked:_090)
by Terence Tai-Leung, Chong & Gilbert Chiu-Sing, Lui - Time Series Properties of Aggregated AR(2) Processes (RePEc:chk:cuhked:_130)
by Terence Tai-leung Chong & Kwan-to Wong - Estimation, Inference, and the Long Memory Properties of Aggregated AR(1) Processes with Coefficients Drawn from a Polynomial Density Function (RePEc:chk:cuhked:_131)
by Terence Tai-leung Chong - Extracting From the Dow Jones Index (RePEc:chk:cuhked:_133)
by Terence Tai-leung Chong - Testing for Structural Break of the U.S. Stock Market in the 911 Attacks (RePEc:chk:cuhked:_141)
by Terence Tai-leung Chong - A Profitability Comparison of Modal Point and Closing Price (RePEc:chk:cuhked:_150)
by Quincy Chi fai Chan & Terence Tai-leung Chong - On the Profitability of Momentum Strategies and Relative Strength Index in the International Equity Markets (RePEc:chk:cuhked:_151)
by Lok-yee Leung & Terence Tai-leung Chong - Effects of ARCH Errors on Autoregressive Lag Length Selection Criteria (RePEc:chk:cuhked:_152)
by Venus Khim-sen Liew & Terence Tai-leung Chong - Modelling Smooth Transitional Economic Behavior (RePEc:chk:cuhked:_153)
by Terence Tai-leung Chong - An Omnibus Test for the Fractionally Intergrated Model (RePEc:chk:cuhked:_158)
by Terence Tai-leung Chong - Generic Consistency of the Break-Point Estimators under Specification Errors in a Multiple-Break Model (RePEc:chk:cuhked:_160)
by Seraph Xin Wang & Terence Tai-leung Chong & Haiqiang Chen - Do the Chinese have a Preference for the Number "8": A Hedonic Pricing Model for the Vehicle Registration Marks in Hong Kong (RePEc:chk:cuhked:_162)
by Xin Du & Terence Tai-leung Chong - Value Creation and Long Term Performance of Hong Kong Spinoffs (RePEc:chk:cuhked:_165)
by Wai-hong Wong & Terence Tai-leung Chong & Venus Khim-sen Liew - Determining the Contributions to the Price Discovery for Chinese Cross-listed Stocks (RePEc:chk:cuhked:_169)
by Qian Su & Terence T. Chong - What Cause(s) the Underpricing of H-Share IPO? (RePEc:chk:cuhked:_170)
by Shuo Yuan & Terence T. Chong - Threshold Autoregressive Model with Multiple Threshold Variables (RePEc:chk:cuhked:_171)
by Haiqiang Chen & Terence T. Chong - Do Momentum-based Strategies Work in Emerging Currency Markets? (RePEc:chk:cuhked:_181)
by Hugo Tak-Sang, IP & Terence Tai-Leung, Chong - Market Size, Book-to-Market Equity and the Cross-Section of Stock Returns: An Application of the Multiple-Variable Threshold Model (RePEc:chk:cuhked:_182)
by Wing Hei, Mak & Terence Tai-Leung, Chong & Isabel Kit-Ming, Yan - Predicting Currency Crises in Emerging Asian Countries: A Dynamic Threshold Approach (RePEc:chk:cuhked:_183)
by Qing He & Terence Tai-Leung, Chong - The Political Economy of Issuing a Typhoon Signal (RePEc:chk:cuhked:_186)
by Terence Tai-Leung, Chong & Wai-Chun Lau & Kai-Yin Lui - A Competing Risk Analysis of Delistings (RePEc:chk:cuhked:_187)
by Li Li & Qing He & Terence Tai-Leung, Chong - The Value of Superstitions (RePEc:chk:cuhked:_189)
by Tarvis Ng & Terence Tai-Leung, Chong & Xin Du - Does monetary policy matter for trade? (RePEc:cii:cepiie:2016-q3-147-4)
by Kin-Ming Wong & Terence Tai-Leung Chong - Forecasting currency crises with threshold models (RePEc:cii:cepiie:2018-q4-156-12)
by Terence T.L. Chong & Isabel K. Yan - Structural Change In Ar(1) Models (RePEc:cup:etheor:v:17:y:2001:i:01:p:87-155_17)
by Chong, Terence Tai-Leung - Structural Change In Nonstationary Ar(1) Models (RePEc:cup:etheor:v:34:y:2018:i:05:p:985-1017_00)
by Pang, Tianxiao & Tai-Leung Chong, Terence & Zhang, Danna & Liang, Yanling - Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan (RePEc:eab:financ:22587)
by Wing-Keung Wong & Jun Du & Terence Tai-Leung Chong - Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors (RePEc:ebl:ecbull:eb-05c20011)
by Venus Khim-Sen Liew & Terence Tai-leung Chong - Estimation of the Autoregressive Order in the Presence of Measurement Errors (RePEc:ebl:ecbull:eb-06c20003)
by Terence Tai-Leung Chong & Chi-Leung Wong & Venus Liew - Two-sided Matching, Who Marries Whom? And what Happens upon Divorce? (RePEc:ebl:ecbull:eb-06d00005)
by Terence Tai-Leung Chong - Identification and Estimation of Structural-Change Models with Misclassification (RePEc:ebl:ecbull:eb-07c20004)
by Terence Tai-Leung Chong & Kwan-To Wong & Melvin Hinich - Estimating the Fractionally Integrated Model with a Break in the Differencing Parameter (RePEc:ebl:ecbull:eb-07c20012)
by Terence Tai-Leung Chong - Structural Change in the Efficiency of the Japanese Stock Market after the Millennium (RePEc:ebl:ecbull:eb-08g10008)
by Terence Tai-Leung Chong & Sheung Tat Chan - Structural Change in the Stock Market Efficiency after the Millennium: The MACD Approach (RePEc:ebl:ecbull:eb-08g10011)
by Terence Tai-Leung Chong & Chen Li & Ho Tin Yu - Is the Convergence of Accounting Standards Good for Stock Markets? (RePEc:ebl:ecbull:eb-08m40002)
by Terence Tai-Leung Chong & Winnie S. C. Leung & Rita W. Y. Yip & Howard Z. Huang - Hedonic pricing models for metropolitan bus services (RePEc:ebl:ecbull:eb-09-00143)
by Terence tai-leung Chong & Angela Fung & Wing-ting Lee & Ka-lai Man - Who will win the Nobel Prize? (RePEc:ebl:ecbull:eb-09-00260)
by Terence tai-leung Chong & Cally Choi & Benjamin Everard - Profitability of the On-Balance Volume Indicator (RePEc:ebl:ecbull:eb-09-00423)
by William Wai Him Tsang & Terence Tai Leung Chong - Structural Changes and Regional Disparity in China's Inflation (RePEc:ebl:ecbull:eb-10-00424)
by Terence Tai-Leung Chong & Ning Zhang & Qu Feng - Can analyst predict stock market crashes? (RePEc:ebl:ecbull:eb-12-00924)
by Terence t. l. Chong & Xiaolei Wang - Do Technical Analysts Outperform Novice Traders: Experimental Evidence (RePEc:ebl:ecbull:eb-13-00765)
by Kim man Lui & Terence T. L. Chong - Extreme Risk Value and Dependence Structure of the China Securities Index 300 (RePEc:ebl:ecbull:eb-16-00292)
by Terence Tai-Leung Chong & Yue Ding & Tianxiao Pang - Generic consistency of the break-point estimators under specification errors in a multiple-break model (RePEc:ect:emjrnl:v:11:y:2008:i:2:p:287-307)
by Jushan Bai & Haiqiang Chen & Terence Tai-Leung Chong & Seraph Xin Wang - Generic consistency of the break-point estimator under specification errors (RePEc:ect:emjrnl:v:6:y:2003:i:1:p:167-192)
by Terence Tai-Leung Chong - The polynomial aggregated AR(1) model (RePEc:ect:emjrnl:v:9:y:2006:i:1:p:98-122)
by Terence Tai-Leung Chong - What accounts for Chinese Business Cycle? (RePEc:eee:chieco:v:20:y:2009:i:4:p:650-661)
by He, Qing & Tai-Leung Chong, Terence & Shi, Kang - Is the Chinese stock market really inefficient? (RePEc:eee:chieco:v:23:y:2012:i:1:p:122-137)
by Chong, Terence Tai-Leung & Lam, Tau-Hing & Yan, Isabel Kit-Ming - Factor-augmented VAR analysis of the monetary policy in China (RePEc:eee:chieco:v:25:y:2013:i:c:p:88-104)
by He, Qing & Leung, Pak-Ho & Chong, Terence Tai-Leung - The nexus between labor wages and property rents in the Greater China area (RePEc:eee:chieco:v:30:y:2014:i:c:p:180-191)
by Chong, Terence Tai-Leung & Shui, Kenny Chi-Wai & Wong, Vivian H. - Price rigidity in China: Empirical results at home and abroad (RePEc:eee:chieco:v:55:y:2019:i:c:p:218-235)
by Wu, Zhang & Chong, Terence Tai-Leung - The stock–bond comovements and cross-market trading (RePEc:eee:dyncon:v:73:y:2016:i:c:p:417-438)
by Li, Mengling & Zheng, Huanhuan & Tai Leung Chong, Terence & Zhang, Yang - Testing for a unit root in the presence of stochastic volatility and leverage effect (RePEc:eee:ecmode:v:29:y:2012:i:5:p:2035-2038)
by Li, Yong & Chong, Terence Tai-Leung & Zhang, Jie - The effects of trading suspensions in China (RePEc:eee:ecofin:v:50:y:2019:i:c:s106294081830055x)
by He, Qing & Gan, Jingyun & Wang, Shuwan & Chong, Terence Tai-Leung - Threshold effect of scale and skill in active mutual fund management (RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305618)
by Chong, Terence Tai-Leung & Lee, Nayoung & Sio, Chan-Ip - Factor pricing of cryptocurrencies (RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940820302308)
by Wang, Qiyu & Chong, Terence Tai-Leung - Time series test of nonlinear convergence and transitional dynamics (RePEc:eee:ecolet:v:100:y:2008:i:3:p:337-339)
by Chong, Terence Tai-Leung & Hinich, Melvin J. & Liew, Venus Khim-Sen & Lim, Kian-Ping - Long-range dependence in the international diamond market (RePEc:eee:ecolet:v:116:y:2012:i:3:p:401-403)
by Chong, Terence T.L. & Lu, Chenxi & Chan, Wing Hong - Nonlinear dependence between stock and real estate markets in China (RePEc:eee:ecolet:v:124:y:2014:i:3:p:526-529)
by Ding, Haoyuan & Chong, Terence Tai-leung & Park, Sung Y. - Co-integrated or not? After the Shanghai–Hong Kong and Shenzhen–Hong Kong Stock Connection Schemes (RePEc:eee:ecolet:v:163:y:2018:i:c:p:167-171)
by Wang, Qiyu & Chong, Terence Tai-Leung - Partial parameter consistency in a misspecified structural change model (RePEc:eee:ecolet:v:49:y:1995:i:4:p:351-357)
by Tai-leung Chong, Terence - Estimating the fractionally integrated process in the presence of measurement errors (RePEc:eee:ecolet:v:63:y:1999:i:3:p:285-294)
by Chong, Terence Tai-leung & Lui, Gilbert Chiu-sing - Time series properties of aggregated AR(2) processes (RePEc:eee:ecolet:v:73:y:2001:i:3:p:325-332)
by Chong, Terence Tai-leung & Wong, Kwan-to - Are Asian real exchange rates stationary? (RePEc:eee:ecolet:v:83:y:2004:i:3:p:313-316)
by Liew, Venus Khim-sen & Baharumshah, Ahmad Zubaidi & Chong, Terence Tai-leung - Estimating multiple breaks in nonstationary autoregressive models (RePEc:eee:econom:v:221:y:2021:i:1:p:277-311)
by Pang, Tianxiao & Du, Lingjie & Chong, Terence Tai-Leung - Estimating the differencing parameter via the partial autocorrelation function (RePEc:eee:econom:v:97:y:2000:i:2:p:365-381)
by Chong, Terence Tai-Leung - Does monetary policy matter for trade? (RePEc:eee:inteco:v:147:y:2016:i:c:p:107-125)
by Wong, Kin-Ming & Chong, Terence Tai-Leung - Forecasting currency crises with threshold models (RePEc:eee:inteco:v:156:y:2018:i:c:p:156-174)
by Chong, Terence T.L. & Yan, Isabel K. - International linkages of the Japanese stock market (RePEc:eee:japwor:v:20:y:2008:i:4:p:601-621)
by Chong, Terence Tai-Leung & Wong, Ying-Chiu & Yan, Isabel Kit-Ming - Does banking competition alleviate or worsen credit constraints faced by small- and medium-sized enterprises? Evidence from China (RePEc:eee:jbfina:v:37:y:2013:i:9:p:3412-3424)
by Chong, Terence Tai-Leung & Lu, Liping & Ongena, Steven - The value of superstitions (RePEc:eee:joepsy:v:31:y:2010:i:3:p:293-309)
by Ng, Travis & Chong, Terence & Du, Xin - Determining the contributions to price discovery for Chinese cross-listed stocks (RePEc:eee:pacfin:v:15:y:2007:i:2:p:140-153)
by Su, Qian & Chong, Terence Tai-Leung - Do momentum-based strategies work in emerging currency markets? (RePEc:eee:pacfin:v:17:y:2009:i:4:p:479-493)
by Chong, Terence Tai-Leung & Ip, Hugo Tak-Sang - Housing prices and business cycle in China: A DSGE analysis (RePEc:eee:reveco:v:52:y:2017:i:c:p:246-256)
by He, Qing & Liu, Fangge & Qian, Zongxin & Tai Leung Chong, Terence - Asymptotic distribution of the sup-Wald statistic under specification errors (RePEc:eee:streco:v:10:y:1999:i:3-4:p:421-430)
by Tai-leung Chong, Terence - Will stock rise on Valentine’s Day? (RePEc:eme:rbfpps:rbf-02-2021-0015)
by Terence Tai-Leung Chong & Siqi Hou - The Unusual Trading Volume and Earnings Surprises in China’s Market (RePEc:gam:jjrfmx:v:13:y:2020:i:10:p:244-:d:428944)
by Terence Tai Leung Chong & Yueer Wu & Jue Su - The Nexus between Analyst Forecast Dispersion and Expected Returns Surrounding Stock Market Crashes (RePEc:gam:jjrfmx:v:2:y:2009:i:1:p:75-93:d:28364)
by Terence Tai-Leung Chong & Xiaolei Wang - Revisiting the Performance of MACD and RSI Oscillators (RePEc:gam:jjrfmx:v:7:y:2014:i:1:p:1-12:d:33440)
by Terence Tai-Leung Chong & Wing-Kam Ng & Venus Khim-Sen Liew - The Nexus between Social Capital and Bank Risk Taking (RePEc:gam:jjrfmx:v:9:y:2016:i:3:p:9-:d:75007)
by Wenjing Xie & Haoyuan Ding & Terence Tai-Leung Chong - A Principal Component Approach to Measuring Investor Sentiment in Hong Kong (RePEc:gei:journl:v:4:y:2017:i:2:p:237-247)
by Terence Tai-Leung Chong, Bingqing Cao, Wing Keung Wong - Predictive models for disaggregate stock market volatility (RePEc:kap:fmktpm:v:31:y:2017:i:3:d:10.1007_s11408-017-0291-2)
by Terence Tai-Leung Chong & Shiyu Lin - Regional differences in self-employment in China (RePEc:kap:sbusec:v:53:y:2019:i:3:d:10.1007_s11187-018-0063-z)
by Bei Luo & Terence Tai-Leung Chong - On the Comovement of A and H Shares (RePEc:mes:chinec:v:39:y:2006:i:5:p:68-86)
by Terence Tai-Leung Chong & Qian Su - The Revaluation and Future Adjustment of the Renminbi (RePEc:mes:chinec:v:40:y:2007:i:5:p:6-20)
by Benjamin Everard & Terence Tai-Leung Chong - Testing for Structural Change in the Nontradable Share Reform of the Chinese Stock Market (RePEc:mes:chinec:v:41:y:2008:i:2:p:24-33)
by Fang Huang & Jun Su & Terence Tai-Leung Chong - Political Turnover and the Stock Performance of SOEs in China (RePEc:mes:chinec:v:50:y:2017:i:1:p:21-33)
by Danli Wang & Terence Tai-Leung Chong - A New Approach to Modeling Sector Stock Returns in China (RePEc:mes:chinec:v:50:y:2017:i:5:p:305-322)
by Terence Tai-Leung Chong & Nasha Li & Lin Zou - Monetary policy regimes and growth revisited: evidence from a de facto classification (RePEc:oup:oxecpp:v:71:y:2019:i:4:p:908-929.)
by Kin-Ming Wong & Terence Tai-Leung Chong - How does the COVID-19 pandemic affect housing prices in China? (RePEc:pra:mprapa:102103)
by Chong, Terence Tai Leung & Liu, Hengliang - Economic Prospects of the Development of the Guangdong-Hong Kong-Macao Greater Bay Area: The Competitive Advantages and Importance of the Service Sector (RePEc:pra:mprapa:120638)
by Chong, Terence Tai Leung - The Impact of Caste on Income Disparity in India Today. A Pan-India Panel Data Approach (RePEc:pra:mprapa:120639)
by Chandra, Sonal & Chong, Terence Tai Leung - Distance to Abortion Facilities and Child Living Conditions-Implication of the Abortion Law Change in the United States (RePEc:pra:mprapa:120640)
by Lee, Cheuk Ling & Chong, Terence Tai Leung - Is Hong Kong still an entrepôt under the Sino-U.S. trade war? (RePEc:pra:mprapa:120642)
by Chong, Terence Tai Leung & Lo, Vincent Pok Ho - The Value of Superstitions (RePEc:pra:mprapa:13575)
by Ng, Travis & Chong, Terence & Xin, Du - Is the Chinese Stock Market Really Efficient (RePEc:pra:mprapa:35219)
by Yan, Isabel K. & Chong, Terence & Lam, Tau-Hing - Price Limits and Stock Market Volatility in China (RePEc:pra:mprapa:54146)
by Wang, Dingyan & Chong, Terence Tai-Leung & Chan, Wing Hong - Revisiting the Performance of MACD and RSI Oscillators (RePEc:pra:mprapa:54149)
by Chong, Terence Tai-Leung & Ng, Wing-Kam & Liew, Venus Khim-Sen - A Principal Component Approach to Measuring Investor Sentiment in China (RePEc:pra:mprapa:54150)
by Chen, Haiqiang & Chong, Terence Tai Leung & She, Yingni - Theory and Applications of TAR Model with Two Threshold Variables (RePEc:pra:mprapa:54527)
by Chen, Haiqiang & Chong, Terence Tai Leung & Bai, Jushan - Estimating and Testing Threshold Regression Models with Multiple Threshold Variables (RePEc:pra:mprapa:54732)
by Chong, Terence Tai Leung & Yan, Isabel K. - Asymptotic Inferences for an AR(1) Model with a Change Point: Stationary and Nearly Non-stationary Cases (RePEc:pra:mprapa:55312)
by Pang, Tianxiao & Zhang, Danna & Chong, Terence Tai-Leung - The Nexus between Labour Wages and Property Rents in the Greater China Area (RePEc:pra:mprapa:56880)
by Chong, Terence Tai Leung & Shui, Kenny Chi Wai & Wong, Vivian H - Nonlinear Dependence between Stock and Real Estate Markets in China (RePEc:pra:mprapa:57774)
by Chong, Terence Tai Leung & Ding, Haoyuan & Park, Sung Y - Dirichlet Process Hidden Markov Multiple Change-point Model (RePEc:pra:mprapa:57871)
by Ko, Stanley I. M. & Chong, Terence T. L. & Ghosh, Pulak - From Fixed to Float: A Competing Risks Analysis (RePEc:pra:mprapa:60824)
by Chong, Terence Tai Leung & He, Qing & Chan, Wing Hong - A New Recognition Algorithm for “Head-and-Shoulders” Price Patterns (RePEc:pra:mprapa:60825)
by Chong, Terence Tai Leung & Poon, Ka-Ho - Are Prices Sticky in Large Developing Economies? An Empirical Comparison of China and India (RePEc:pra:mprapa:60985)
by Chong, Terence Tai Leung & Zhu, Tingting & Rafiq, M.S. - Entrepreneurial Activities and Institutional Environment in China (RePEc:pra:mprapa:63395)
by Luo, Bei & Chong, Terence Tai Leung - Executive Stock Option Pricing in China under Stochastic Volatility (RePEc:pra:mprapa:63397)
by Chong, Terence Tai Leung & Ding, Yue & Li, Yong - What Should Central Banks Target? Evidence on the Impact of Monetary Policy Regimes on Economic Growth (RePEc:pra:mprapa:63499)
by Chong, Terence Tai Leung & Wong, Kin Ming - Does Monetary Policy Matter For Trade? (RePEc:pra:mprapa:63502)
by Chong, Terence Tai Leung & Wong, Kin Ming - Estimation and Inference of Threshold Regression Models with Measurement Errors (RePEc:pra:mprapa:68457)
by Chong, Terence Tai Leung & Chen, Haiqiang & Wong, Tsz Nga & Yan, Isabel K. - Can Poverty be Alleviated in China? (RePEc:pra:mprapa:68458)
by Qin, Cong & Chong, Terence Tai Leung - Political Turnover and the Stock Performance of SOEs in China (RePEc:pra:mprapa:68459)
by Wang, Danli & Chong, Terence Tai Leung - Predictive Models for Disaggregate Stock Market Volatility (RePEc:pra:mprapa:68460)
by Chong, Terence Tai Leung & Lin, Shiyu - What Explains Herd Behavior in the Chinese Stock Market? (RePEc:pra:mprapa:72100)
by Chong, Terence Tai-Leung & Liu, Xiaojin & Zhu, Chenqi - The Stock-Bond Comovements and Cross-Market Trading (RePEc:pra:mprapa:75871)
by Li, Mengling & Zheng, Huanhuan & Chong, Terence Tai Leung & Zhang, Yang - Housing Prices and Business Cycle in China: A DSGE Analysis (RePEc:pra:mprapa:75921)
by He, Qing & Liu, Fangge & Qian, Zhongxin & Chong, Terence Tai Leung - A Tale of Two Regimes: Classifying and Revisiting the Monetary Policy Regimes (RePEc:pra:mprapa:75922)
by Wong, Kin Ming & Chong, Terence Tai Leung - The Nexus Between Social Capital and Bank Risk Taking (RePEc:pra:mprapa:75924)
by Xie, Wenjing & Ding, Haoyuan & Chong, Terence Tai Leung - A Principal Component Approach to Measuring Investor Sentiment in Hong Kong (RePEc:pra:mprapa:77147)
by Chong, Terence Tai-Leung & Cao, Bingqing & Wong, Wing Keung - Structural change in non-stationary AR(1) models (RePEc:pra:mprapa:80510)
by Chong, Terence Tai Leung & Pang, Tianxiao & Zhang, Danna & Liang, Yanling - The Nexus between Visitor Arrivals and Residential Property Rents in Hong Kong (RePEc:pra:mprapa:80531)
by Chong, Terence Tai Leung & Yiu, Alex Wing-Ho - Long Range Dependence and Structural Breaks in the Gold Markets (RePEc:pra:mprapa:80553)
by Chong, Terence Tai Leung & Lu, Chenxi & Chan, Wing H. - A New Approach to Modelling Sector Stock Returns in China (RePEc:pra:mprapa:80554)
by Chong, Terence Tai Leung & Li, Nasha & Zou, Lin - Factor Pricing in Commodity Futures and the Role of Liquidity (RePEc:pra:mprapa:80555)
by Chong, Terence Tai Leung & Tsui, Chun & Chan, Wing Hong - Extreme Risk Value and Dependence Structure of the China Securities Index 300 (RePEc:pra:mprapa:80556)
by Chong, Terence Tai Leung & Ding, Yue & Pang, Tianxiao - An Empirical Comparison of Fast and Slow Stochastics (RePEc:pra:mprapa:80559)
by Chong, Terence Tai Leung & Tang, Alan Tsz Chung & Chan, Kwun Ho - The Debt-Equity Choice of Japanese Firms (RePEc:pra:mprapa:80561)
by Chong, Terence Tai Leung & Law, Daniel Tak Yan & Yao, Feng - Profitability of CAPM Momentum Strategies in the US Stock Market (RePEc:pra:mprapa:80563)
by Chong, Terence Tai Leung & He, Qing & Ip, Hugo Tak Sang & Siu, Jonathan T. - The Roadmap of Interest Rate Liberalization in China (RePEc:pra:mprapa:80564)
by Chong, Terence Tai Leung & Liu, Wenqi - The Sources of Country and Industry Variations in ASEAN Stock Returns (RePEc:pra:mprapa:80574)
by Hooy, Chee-Wooi & Lee, Meng-Horng & Chong, Terence Tai Leung - Do Speculative Bubbles Migrate in the Chinese Stock Market? (RePEc:pra:mprapa:80575)
by He, Qing & Qian, Zongxin & Fei, Zhe & Chong, Terence Tai Leung - Co-integrated or not? After the Shanghai-Hong Kong and Shenzhen-Hong Kong Stock Connection Schemes (RePEc:pra:mprapa:92012)
by Chong, Terence Tai Leung & Wang, Qiyu - Price Rigidity in China: Empirical Results at Home and Abroad (RePEc:pra:mprapa:92013)
by Chong, Terence Tai Leung & Wu, Zhang - Market Reaction to iPhone Rumors (RePEc:pra:mprapa:92014)
by Chong, Terence Tai Leung & Wu, Zhang & Liu, Yuchen - Institutional Ownership and Private Equity Placements: Evidence from Chinese Listed Firms (RePEc:pra:mprapa:92035)
by He, Qing & Li, Dongxu & Lu, Liping & Chong, Terence Tai Leung - Frequentist model averaging for threshold models (RePEc:pra:mprapa:92036)
by Gao, Yan & Zhang, Xinyu & Wang, Shouyang & Chong, Terence Tai Leung & Zou, Guohua - The Effects of Trading Suspensions in China (RePEc:pra:mprapa:92037)
by He, Qing & Gan, Jingyun & Wang, Shuwan & Chong, Terence Tai Leung - Does studying in Hong Kong affect the ideological preferences of Chinese mainland undergraduates? (RePEc:pra:mprapa:92038)
by Chong, Terence Tai Leung & Zeng, Hanrui - Estimating Multiple Breaks in Nonstationary Autoregressive Models (RePEc:pra:mprapa:92074)
by Pang, Tianxiao & Du, Lingjie & Chong, Terence Tai Leung - Threshold Effect of Scale and Skill in Active Mutual Fund Management (RePEc:pra:mprapa:92075)
by Chong, Terence Tai Leung & Lee, Nayoung & Sio, Chan-Ip - The Underpricing of Venture Capital Backed IPOs in China (RePEc:pra:mprapa:92079)
by Wang, Luxia & Chong, Terence Tai Leung & He, Yiyao & Liu, Yuchen - The Unusual Trading Volume and Earnings Surprises in China’s Market (RePEc:pra:mprapa:92162)
by Chong, Terence Tai Leung & Wu, Yueer - The Impact of Shanghai-Hong Kong Stock Connect on the Effectiveness of Price Limits in the Chinese Stock Market (RePEc:pra:mprapa:92185)
by Chong, Terence Tai Leung & Kwok, Stanley - Search of Attention in Financial Market (RePEc:pra:mprapa:99003)
by Chong, Terence Tai Leung & Li, Chen - Will Stock Rise on Valentine’s Day? (RePEc:pra:mprapa:99058)
by Chong, Terence Tai Leung & Hou, Siqi - Forecasting Income Inequality with Demographic Projections (RePEc:pra:mprapa:99160)
by Chong, Terence Tai Leung & Ka, Yiu Tung - Frequentist model averaging for threshold models (RePEc:spr:aistmt:v:71:y:2019:i:2:d:10.1007_s10463-017-0642-9)
by Yan Gao & Xinyu Zhang & Shouyang Wang & Terence Tai-leung Chong & Guohua Zou - Do speculative bubbles migrate in the Chinese stock market? (RePEc:spr:empeco:v:56:y:2019:i:2:d:10.1007_s00181-017-1369-4)
by Qing He & Zongxin Qian & Zhe Fei & Terence Tai-Leung Chong - Does the macroeconomy matter to market volatility? Evidence from US industries (RePEc:spr:empeco:v:61:y:2021:i:6:d:10.1007_s00181-020-02001-3)
by Zhang Wu & Terence Tai-Leung Chong - Estimating the locations and number of change points by the sample-splitting method (RePEc:spr:stpapr:v:42:y:2001:i:1:p:53-79)
by Terence Chong - An empirical comparison of moving average envelopes and Bollinger Bands (RePEc:taf:apeclt:v:10:y:2003:i:6:p:339-341)
by Joseph Man-Joe Leung & Terence Tai-Leung Chong - Profitability of intraday and interday momentum strategies (RePEc:taf:apeclt:v:14:y:2007:i:15:p:1103-1108)
by Vincent Wing-Shing Lam & Terence Tai-Leung Chong & Wing-Keung Wong - A comparison of MA and RSI returns with exchange rate intervention (RePEc:taf:apeclt:v:14:y:2007:i:5:p:371-383)
by Thomas Shik & Terence Tai-Leung Chong - Technical analysis and the London stock exchange: testing the MACD and RSI rules using the FT30 (RePEc:taf:apeclt:v:15:y:2008:i:14:p:1111-1114)
by Terence Tai-Leung Chong & Wing-Kam Ng - Does the 'Dogs of the Dow' strategy work better in blue chips? (RePEc:taf:apeclt:v:17:y:2010:i:12:p:1173-1175)
by Terence Tai-Leung Chong & Kin Keung Luk - A gravity analysis of international stock market linkages (RePEc:taf:apeclt:v:18:y:2011:i:14:p:1315-1319)
by Terence Tai-Leung Chong & Wing-Keung Wong & Juan Zhang - Economies of scale in the demand for money by firms in China (RePEc:taf:apeclt:v:22:y:2015:i:8:p:641-645)
by Yujun Lian & Terence Tai-Leung Chong & Fangping Peng & Richard J. Cebula - Unknown item RePEc:taf:apfelt:v:3:y:2007:i:2:p:71-76 (article)
- Unknown item RePEc:taf:apfelt:v:4:y:2008:i:5:p:337-339 (article)
- Unknown item RePEc:taf:apfiec:v:17:y:2007:i:16:p:1349-1357 (article)
- What determines the price of a racing horse? (RePEc:taf:applec:45:y:2013:i:3:p:369-382)
by Travis Ng & Terence Tai-Leung Chong & Man-Tat Siu & Benjamin Everard - The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies (RePEc:taf:applec:v:35:y:2003:i:12:p:1387-1392)
by Venus Khim-Sen Liew & Terence Tai-Leung Chong & Kian-Ping Lim - What determines the price of a racing horse? (RePEc:taf:applec:v:45:y:2013:i:3:p:369-382)
by Travis Ng & Terence Tai-Leung Chong & Man-Tat Siu & Benjamin Everard - Theory and Applications of TAR Model with Two Threshold Variables (RePEc:taf:emetrv:v:31:y:2012:i:2:p:142-170)
by Haiqiang Chen & Terence Chong & Jushan Bai - What Explains Herd Behavior in the Chinese Stock Market? (RePEc:taf:hbhfxx:v:18:y:2017:i:4:p:448-456)
by Terence Tai-Leung Chong & Xiaojin Liu & Chenqi Zhu - From Fixed to Float: A Competing Risks Analysis (RePEc:taf:intecj:v:30:y:2016:i:4:p:488-503)
by Terence Tai-Leung Chong & Qing He & Wing Hong Chan - An investigation of duration dependence in the American stock market cycle (RePEc:taf:japsta:v:37:y:2010:i:8:p:1407-1416)
by Terence Tai-Leung Chong & Zimu Li & Haiqiang Chen & Melvin Hinich - Non identification of structural change in non stationary AR(1) models (RePEc:taf:lstaxx:v:50:y:2021:i:18:p:4145-4166)
by Tianxiao Pang & Terence Tai-Leung Chong & Danna Zhang - The sources of country and industry variations in ASEAN (RePEc:taf:macfem:v:11:y:2018:i:1:p:19-35)
by Meng-Horng Lee & Chee-Wooi Hooy & Terence Tai-Leung Chong - A principal-component approach to measuring investor sentiment (RePEc:taf:quantf:v:10:y:2010:i:4:p:339-347)
by Haiqiang Chen & Terence Tai-Leung Chong & Xin Duan - Predictability of nonlinear trading rules in the U.S. stock market (RePEc:taf:quantf:v:10:y:2010:i:9:p:1067-1076)
by Terence Tai-Leung Chong & Tau-Hing Lam - A principal component approach to measuring investor sentiment in China (RePEc:taf:quantf:v:14:y:2014:i:4:p:573-579)
by Haiqiang Chen & Terence Tai Leung Chong & Yingni She - Factor pricing in commodity futures and the role of liquidity (RePEc:taf:quantf:v:17:y:2017:i:11:p:1745-1757)
by Terence Tai-Leung Chong & Sunny Chun Tsui & Wing Hong Chan - Profitability of the Directional Indicators (RePEc:taf:raflxx:v:2:y:2006:i:6:p:401-406)
by Wing-Shing Lam & Terence Tai-Leung Chong - The risk-adjusted trading rule profits in currency spot cross-rates (RePEc:taf:raflxx:v:3:y:2007:i:2:p:71-76)
by Terence Tai-Leung Chong & Thomas Chun-Sing Shik - A threshold model for the Hong Kong warrant prices (RePEc:taf:raflxx:v:4:y:2008:i:5:p:337-339)
by Kin Ming Wong & Terence Tai-Leung Chong - The nexus between stock market value and demand for money in China (RePEc:taf:rcejxx:v:2:y:2009:i:2:p:203-207)
by Terence Tai-Leung Chong & Xiaobing Zhang - Economic implications of the sixth plenary session of the 19th CPC Central Committee for China’s Hong Kong (RePEc:taf:repsxx:v:10:y:2022:i:1:p:9-18)
by Terence Tai Leung Chong & Cornelia Yip & Patrick Ming Yu Ngai - Understanding the digital economy in China: Characteristics, challenges, and prospects (RePEc:taf:repsxx:v:11:y:2023:i:4:p:419-440)
by Terence Tai Leung Chong & Sizhu Wang & Ce Zhang - The Private Benefits of Corporate Control: Evidence from China (RePEc:taf:repsxx:v:2:y:2014:i:1:p:44-64)
by Xiaojin Liu & Terence T.L. Chong - Entrepreneurial activities and institutional environment in China (RePEc:taf:repsxx:v:5:y:2017:i:2:p:179-194)
by Bei Luo & Terence Tai-Leung Chong - The roadmap of interest rate liberalisation in China (RePEc:taf:repsxx:v:5:y:2017:i:4:p:421-440)
by Terence Tai Leung Chong & Wenqi Liu - Does studying in Hong Kong affect the ideological preferences of Chinese mainland undergraduates? (RePEc:taf:repsxx:v:6:y:2018:i:4:p:431-444)
by Hanrui Zeng & Terence Tai-Leung Chong - Editorial (RePEc:taf:repsxx:v:7:y:2019:i:2:p:113-121)
by Terence Tai-leung Chong - Understanding the China–US trade war: causes, economic impact, and the worst-case scenario (RePEc:taf:repsxx:v:7:y:2019:i:2:p:185-202)
by Terence Tai Leung Chong & Xiaoyang Li - Editorial (RePEc:taf:repsxx:v:8:y:2020:i:1:p:1-5)
by Terence Tai Leung Chong - An instrumental variable approach to unveiling the determinants of flatted factory rent in Hong Kong (RePEc:taf:repsxx:v:8:y:2020:i:1:p:115-138)
by Alex Wing Ho Yiu & Terence Tai Leung Chong - The development of Hong Kong housing market: past, present and future (RePEc:taf:repsxx:v:8:y:2020:i:1:p:21-40)
by Terence Tai Leung Chong & Xiaoyang Li - The impact of COVID-19 on ASEAN (RePEc:taf:repsxx:v:9:y:2021:i:2:p:166-185)
by Terence Tai Leung Chong & Xiaoyang Li & Cornelia Yip - Does Banking Competition Alleviate or Worsen Credit Constraints Faced by Small and Medium Enterprises? Evidence from China (Replaces CentER DP 2011-006) (RePEc:tiu:tiucen:b95dfffc-ad1d-40ff-8a57-658f22722c86)
by Chong, T.T.L. & Lu, L. & Ongena, S. - Does Banking Competition Alleviate or Worsen Credit Constraints Faced by Small and Medium Enterprises? Evidence from China (Replaces EBC DP 2011-001) (RePEc:tiu:tiutis:138a068d-03af-47e7-baba-0be1ef37c6ff)
by Chong, T.T.L. & Lu, L. & Ongena, S. - Does Banking Competition Alleviate or Worsen Credit Constraints Faced by Small and Medium Enterprises? Evidence from China (Replaces CentER DP 2011-006) (RePEc:tiu:tiutis:b95dfffc-ad1d-40ff-8a57-658f22722c86)
by Chong, T.T.L. & Lu, L. & Ongena, S. - Price Limit And Stock Volatility In China During Financial Crises (RePEc:wlu:lcerpa:wm0069)
by Wing Chan, Derek Wang, Terence Chong - Executive Stock Option Pricing in China Under Stochastic Volatility (RePEc:wly:jfutmk:v:35:y:2015:i:10:p:953-960)
by Terence Tai Leung Chong & Yue Ding & Yong Li - Shipping the Good Horses Out (RePEc:wly:soecon:v:80:y:2013:i:2:p:540-561)
by Jean Eid & Travis Ng & Terence Tai-Leung Chong - Effects of STAR and TAR types nonlinearities on order selection criteria (RePEc:wpa:wuwpem:0307005)
by Venus Khim-sen Liew & Terence Tai- leung Chong - Are Asian Real Exchange Rates Stationary? (RePEc:wpa:wuwpif:0307002)
by Venus Khim-sen Liew & Ahmad Zubaidi Baharumshah & Terence Tai-leung Chong - Are Nonlinear Trading Rules Profitable In The Chinese Stock Market? (RePEc:wsi:afexxx:v:05:y:2009:i:01:n:s201049520950002x)
by Terence Tai-Leung Chong & Tau-Hing Lam & Melvin J. Hinich - Thai Firms' Histories And Their Capital Structure (RePEc:wsi:afexxx:v:06:y:2011:i:01:n:s2010495211500047)
by Tak Yan Law & Terence Tai-Leung Chong - A Threshold Model Approach To Estimating The Abnormal Stock Returns (RePEc:wsi:afexxx:v:08:y:2013:i:01:n:s2010495213500012)
by Terence Tai-Leung Chong & Wing Hei Mak & Isabel Kit-Ming Yan - An Examination of the Underpricing of H-Share IPOs in Hong Kong (RePEc:wsi:rpbfmp:v:13:y:2010:i:04:n:s0219091510002074)
by Terence Tai-Leung Chong & Shuo Yuan & Isabel Kit-Ming Yan - The Impact Of The 1997 Handover On The Efficiency Of The Hong Kong Stock Market (RePEc:wsi:serxxx:v:52:y:2007:i:01:n:s0217590807002543)
by Terence Tai-Leung Chong & Lily Lok - Long-Term Adjustment Of Capital Structure: Evidence From Singapore, Hong Kong And Taiwan (RePEc:wsi:serxxx:v:57:y:2012:i:04:n:s0217590812500270)
by Terence Tai-Leung Chong & Daniel Tak-Yan Law & Lin Zou - How To Make A Profitable Trading Strategy More Profitable? (RePEc:wsi:serxxx:v:58:y:2013:i:03:n:s0217590813500197)
by Terence Tai-Leung Chong & Tau-Hing Lam - Are Prices Sticky In Large Developing Economies? An Empirical Comparison Of China And India (RePEc:wsi:serxxx:v:64:y:2019:i:02:n:s0217590816500314)
by Terence Tai Leung Chong & M. S. Rafiq & Tingting Juni Zhu & Zhang Wu - Long Range Dependence And Structural Breaks In The Gold Markets (RePEc:wsi:serxxx:v:65:y:2020:i:02:n:s0217590817500096)
by Terence Tai Leung Chong & Chenxi Lu & Wing Hong Chan