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Does Herding Matter in the Chinese Stock Markets? Journal article
So,Simon M.S.. Does Herding Matter in the Chinese Stock Markets?[J]. Review of Economic Analysis, 2023, 15(1), 63-83.
Authors:  So,Simon M.S.
Favorite | TC[Scopus]:0  IF:0.7/0.6 | Submit date：2023/08/03
Asymmetric Behavior  Chinese Stock Markets  Herd Behavior  
Co-skewness and expected return: Evidence from international stock markets Journal article
Dong, L., Kot, H. W., Lam, S. K., Liu, M.. Co-skewness and expected return: Evidence from international stock markets[J]. Journal of International Financial Markets, Institutions & Money, 2021.
Authors:  Dong, L.;  Kot, H. W.;  Lam, S. K.;  Liu, M.
Favorite |  | Submit date：2022/01/26
Co-skewness  Stock Return  International Stock Markets  Market Integration  Perceived Uncertainty  
Intraday Herding on Cross-Listed Stocks ─ Spillover and Abnormal Return Journal article
Lai, R.N., Zhang, Y.. Intraday Herding on Cross-Listed Stocks ─ Spillover and Abnormal Return[J]. Chinese Economy, 2020, 25-61.
Authors:  Lai, R.N.;  Zhang, Y.
Favorite | TC[WOS]:3 TC[Scopus]:5 | Submit date：2022/06/15
Herding  Cross-listing  Chinese Stock Markets  Hong Kong Stock Market  
Spillover and Profitability of Intraday Herding on Cross-Listed Stocks Journal article
LAI, Rose Neng, Yang Zhang. Spillover and Profitability of Intraday Herding on Cross-Listed Stocks[J]. CHINESE ECONOMY, 2019, 53(1), 25-61.
Authors:  LAI, Rose Neng;  Yang Zhang
Favorite | TC[WOS]:3 TC[Scopus]:5  IF:1.4/1.3 | Submit date：2019/10/21
Herding  Cross-listing  Chinese Stock Markets  Hong Kong Stock Market  
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  
Is Liquidity Risk Priced in Chinese Stock Markets Conference paper
Lam, S. K., Tam, H. K.. Is Liquidity Risk Priced in Chinese Stock Markets[C], 2015.
Authors:  Lam, S. K.;  Tam, H. K.
Favorite |  | Submit date：2022/07/27
Asset Pricing  Liquidity Four-factor Model  Fama And French Three-factor Model  High Moments  China Stock Markets  
Asset Pricing and Liquidity Risk: Evidence from China Conference paper
Lam, S. K., Tam, H. K.. Asset Pricing and Liquidity Risk: Evidence from China[C], Sydney:Australasian Finance and Banking Conference, 2013.
Authors:  Lam, S. K.;  Tam, H. K.
Favorite |  | Submit date：2022/07/27
Asset pricing  Liquidity four-factor model  Fama and French three-factor model  High moments  China stock markets  
Regime-dependent relationships among the stock markets of the US, Australia and New Zealand: a Markov-switching VAR approach Journal article
Zhuo Qiao, Yuming Li, Wing-Keung Wong. Regime-dependent relationships among the stock markets of the US, Australia and New Zealand: a Markov-switching VAR approach[J]. Applied Financial Economics, 2011, 21(24), 1831-1841.
Authors:  Zhuo Qiao;  Yuming Li;  Wing-Keung Wong
Favorite | TC[Scopus]:24 | Submit date：2019/10/22
Markov Switching Var  Stock Markets  Dynamic Relationships  Regime-dependent Impulse Response  Hansen Test  
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