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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  
Policy change and lead-lag relations among China's segmented stock markets Journal article
Qiao Z., Li Y., Wong W.-K.. Policy change and lead-lag relations among China's segmented stock markets[J]. Journal of Multinational Financial Management, 2008, 18(3), 276.
Authors:  Qiao Z.;  Li Y.;  Wong W.-K.
Favorite | TC[WOS]:20 TC[Scopus]:29 | Submit date：2018/10/30
Granger Causality  Lead-lag Relation  Nonlinearity  Stock Market Segmentation  
Policy change and lead-lag relations among China's segmented stock markets Journal article
Qiao Z., Li Y., Wong W.-K.. Policy change and lead-lag relations among China's segmented stock markets[J]. Journal of Multinational Financial Management, 2008, 18(3), 276.
Authors:  Qiao Z.;  Li Y.;  Wong W.-K.
Favorite | TC[WOS]:20 TC[Scopus]:29 | Submit date：2018/10/30
Granger Causality  Lead-lag Relation  Nonlinearity  Stock Market Segmentation  
Policy change and lead–lag relations among China's segmented stock markets Journal article
Zhuo Qiao, Yuming Li, Wing-Keung Wong. Policy change and lead–lag relations among China's segmented stock markets[J]. Journal of Multinational Financial Management, 2007, 18(3), 276-289.
Authors:  Zhuo Qiao;  Yuming Li;  Wing-Keung Wong
Favorite | TC[WOS]:20 TC[Scopus]:29  IF:2.9/4.3 | Submit date：2019/11/01
Stock Market Segmentation  Nonlinearity  Lead–lag Relation  Granger Causality  
Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market Journal article
Zhuo Qiao, Thomas C. Chiang, Wing-Keung Wong. Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market[J]. Journal of International Financial Markets, Institutions and Money, 2007, 18(5), 425-437.
Authors:  Zhuo Qiao;  Thomas C. Chiang;  Wing-Keung Wong
Favorite | TC[Scopus]:45  IF:5.4/5.3 | Submit date：2019/11/01
Stock Market Segmentation  Fivecm  Multivariate Garch  Cointegration