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How to improve the profitability of momentum strategies

Chong, Terence Tai-Leung; Leung, Lok-Yee; Liew, Venus … - In: Journal of world economic review 14 (2019) 2, pp. 153-164

Persistent link: https://www.econbiz.de/10012310779

Minimum wage and shareholder wealth : evidence from Hong Kong

Wong, Kin-ming; Chong, Terence Tai-Leung - In: Applied economics quarterly 59 (2013) 1, pp. 85-97

Persistent link: https://www.econbiz.de/10010190763

Are Chinese stock market cycles duration independent?

Chen, Haiqiang; Chong, Terence Tai-Leung; Li, Zimu - In: The financial review : the official publication of the … 46 (2011) 1, pp. 151-164

Persistent link: https://www.econbiz.de/10008901166

Nonlinear dependence between stock and real estate markets in China

Ding, Haoyuan; Chong, Terence Tai-Leung; Park, Sung Y. - In: Economics letters 124 (2014) 3, pp. 526-529

Persistent link: https://www.econbiz.de/10010495085

Profitability of intraday and interday momentum strategies

Lam, Vincent Wing-shing; Chong, Terence Tai-Leung; … - In: Applied economics letters 14 (2007) 13/15, pp. 1103-1108

Persistent link: https://www.econbiz.de/10003606867

Determining the contributions to price discovery for Chinese cross-listed stocks

Su, Qian; Chong, Terence Tai-Leung - In: Pacific-Basin finance journal 15 (2007) 2, pp. 140-153

Persistent link: https://www.econbiz.de/10003555144

Executive stock option pricing in China under stochastic volatility

Chong, Terence Tai-Leung; Ding, Yue; Li, Yong - In: The journal of futures markets 35 (2015) 10, pp. 953-960

Persistent link: https://www.econbiz.de/10011392713

Predictive models for disaggregate stock market volatility

Chong, Terence Tai-Leung; Ling, Shiyun - In: Financial markets and portfolio management 31 (2017) 3, pp. 261-288

Persistent link: https://www.econbiz.de/10011951759

A new recognition algorithm for "head-and-shoulders" price patterns

Chong, Terence Tai-Leung; Poon, Ka-Ho - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 5, pp. 1-18

Persistent link: https://www.econbiz.de/10011897602

The nexus between analyst forecast dispersion and expected returns surrounding stock market crashes

Chong, Terence Tai-Leung; Wang, Xiaolei - In: Journal of risk and financial management : JRFM 2 (2009) 1, pp. 75-93

The performance of analysts’ forecasts has attracted increasing attention in recent years. However, as yet, no empirical study has investigated the nexus between the analyst forecast dispersion (AFD) and excess returns surrounding stock market crashes in any depth. This paper attempts to fill...

Persistent link: https://www.econbiz.de/10011556115