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Stock return anomalies from ending-digit effects around the world Journal article
Tao Chen. Stock return anomalies from ending-digit effects around the world[J]. Global Economic Review, 2017, 46(4), 464-494.
Authors:  Tao Chen
Favorite | TC[WOS]:3 TC[Scopus]:4 | Submit date：2018/10/30
Ending Digits  Return Anomalies  Momentum Trading  Behavioral Finance  
Examining the Day-of-the-Week effects in Chinese stock markets: New evidence from a stochastic dominance approach Journal article
Zhuo Qiao, Weiwei Qia, Wing-Keung Wong. Examining the Day-of-the-Week effects in Chinese stock markets: New evidence from a stochastic dominance approach[J]. Global Economic Review, 2011, 40(3).
Authors:  Zhuo Qiao;  Weiwei Qia;  Wing-Keung Wong
Favorite | TC[WOS]:32 TC[Scopus]:4  IF:1.9/1.6 | Submit date：2019/11/01
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
Zhuo Qiao, Weiwei Qiao, Wing-Keung Wong. Examining stock volatility in the segmented Chinese stock markets: a SWARCH approach[J]. Global Economic Review, 2010, 39(3), 225-246.
Authors:  Zhuo Qiao;  Weiwei Qiao;  Wing-Keung Wong
Favorite | TC[WOS]:6 TC[Scopus]:9  IF:1.9/1.6 | Submit date：2019/11/01
Markov-switching Arch  Chinese Stock Markets  Volatility Spillover  Volatility  Market Segmentation  
China and Northeast Asian cooperation: The economic‐security nexus Journal article
Hu, WX. China and Northeast Asian cooperation: The economic‐security nexus[J]. Global Economic Review, 1999, 28(2), 50-67.
Authors:  Hu, WX
Favorite | TC[Scopus]:0  IF:1.9/1.6 | Submit date：2020/10/14