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The Risk-Return Behavior of Real Estate Mezzanine Investment (REMI) – The Singapore Experience Journal article
HO, D.K.M., Cuervo, J. C.. The Risk-Return Behavior of Real Estate Mezzanine Investment (REMI) – The Singapore Experience[J]. Journal of Economics and Public Finance, 2020, 65-89.
Authors:  HO, D.K.M.;  Cuervo, J. C.
Favorite |  | Submit date：2022/08/31
REMI (real estate mezzanine investment)  Binomial asset tree (BAT) model  Real estate and capital markets risk  Financial LTV ratio risk  bank’s senior debt  Direct real estate asset  
A formal approach to candlestick pattern classification in financial time series Journal article
Weilong Hu, Yain-Whar Si, Simon Fong, Raymond Yiu Keung Lau. A formal approach to candlestick pattern classification in financial time series[J]. Applied Soft Computing, 2019, 84, 105700.
Authors:  Weilong Hu;  Yain-Whar Si;  Simon Fong;  Raymond Yiu Keung Lau
Favorite | TC[WOS]:18 TC[Scopus]:21  IF:7.2/7.0 | Submit date：2021/03/09
Financial Time Series  Candlestick Chart Patterns  Formal Specifications  Pattern Matching  Stock Markets  
The determinants and pricing of liquidity commonality around the world Journal article
Moshirian, Fariborz, Qian, Xiaolin, Wee, Claudia Koon Ghee, Zhang, Bohui. The determinants and pricing of liquidity commonality around the world[J]. JOURNAL OF FINANCIAL MARKETS, 2017, 33, 22-41.
Authors:  Moshirian, Fariborz;  Qian, Xiaolin;  Wee, Claudia Koon Ghee;  Zhang, Bohui
Favorite | TC[WOS]:45 TC[Scopus]:47  IF:2.1/2.5 | Submit date：2018/10/30
Liquidity Commonality  Pricing Of Liquidity  International Financial Markets  
A Self-Organizing State Space Type Microstructure Model for Financial Asset Allocation Journal article
Gan,Min, Chen,Long, Zhang,Chun Yang, Peng,Hui. A Self-Organizing State Space Type Microstructure Model for Financial Asset Allocation[J]. IEEE Access, 2016, 4, 8035-8043.
Authors:  Gan,Min;  Chen,Long;  Zhang,Chun Yang;  Peng,Hui
Favorite | TC[WOS]:1 TC[Scopus]:2  IF:3.4/3.7 | Submit date：2021/03/09
Asset Allocation  Financial Markets  Market Microstructure Model  Monte Carlo Particle Filter  Self-organizing State Space Model  
A Self-Organizing State Space Type Microstructure Model for Financial Asset Allocation Journal article
Gan M., Chen L., Zhang C.-Y., Peng H.. A Self-Organizing State Space Type Microstructure Model for Financial Asset Allocation[J]. IEEE Access, 2016, 4, 8035-8043.
Authors:  Gan M.;  Chen L.;  Zhang C.-Y.;  Peng H.
Favorite | TC[WOS]:1 TC[Scopus]:2 | Submit date：2019/02/13
Asset Allocation  Financial Markets  Market Microstructure Model  Monte Carlo Particle Filter  Self-organizing State Space Model