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The risk premiums of the four-factor asset pricing model in the Hong Kong stock market
Lam, Keith; Li, Frank - In: Applied financial economics 18 (2008) 20, pp. 1667
Persistent link: https://www.econbiz.de/10008147092
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The risk premiums of the four-factor asset pricing model in the Hong Kong stock market
Lam, Keith; Li, Frank - In: Applied financial economics 18 (2008) 19-21, pp. 1667-1680
Persistent link: https://www.econbiz.de/10008167929
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Intertemporal profitability and the stability of technical analysis: evidences from the Hong Kong stock exchange
Cheung, William; Lam, Keith; Yeung, HangFai - In: Applied economics 43 (2011) 15, pp. 1945-1964
Persistent link: https://www.econbiz.de/10009134014
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Stochastic dominance relationships between stock and stock index futures markets: International evidence
Qiao, Zhuo; Wong, Wing-Keung; Fung, Joseph K.W. - In: Economic modelling 33 (2013), pp. 552-559
Persistent link: https://www.econbiz.de/10010161427
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Volatility switching and regime interdependence between information technology stocks 1995–2005
Qiao, Zhuo; Smyth, Russell; Wong, Wing-Keung - In: Global finance journal 19 (2008) 2, pp. 139-156
Persistent link: https://www.econbiz.de/10008087797
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Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market
Qiao, Zhuo; Chiang, Thomas C.; Wong, Wing-Keung - In: Journal of international financial markets, … 18 (2008) 5, pp. 425-437
Persistent link: https://www.econbiz.de/10008097041
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Policy change and lead–lag relations among China's segmented stock markets
Qiao, Zhuo; Li, Yuming; Wong, Wing-Keung - In: Journal of multinational financial management 18 (2008) 3, pp. 276
Persistent link: https://www.econbiz.de/10007995503
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Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach
Chan, Chia-Ying; de Peretti, Christian; Qiao, Zhuo; … - In: Journal of empirical finance 19 (2012) 1, pp. 162-175
Persistent link: https://www.econbiz.de/10009817546
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Revisit of the volume versus GARCH effects by univariate and bivariate GARCH models : evidence from US stock markets
Wong, Wing-keung; Penm, Jack H. W.; Qiao, Zhuo - In: International economics & finance journal : (IEFJ) 1 (2006) 1, pp. 47-66
Persistent link: https://www.econbiz.de/10009911361
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Granger causal relations among Greater China stock markets: a nonlinear perspective
Qiao, Zhuo; Lam, Keith S. K. - In: Applied financial economics 21 (2011) 19, pp. 1437-1451
Persistent link: https://www.econbiz.de/10009185339