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Analysis of real GDP growth rates of greater China : an asymmetric conditional volatility approach

Ho, Kin-Yip; Tsui, Albert K. - In: China economic review : an international journal 15 (2004) 4, pp. 424-442

Persistent link: https://www.econbiz.de/10015174908

Monetary services and money demand in China

Yu, Qiao; Tsui, Albert K. - In: China economic review : an international journal 11 (2000) 2, pp. 134-148

Persistent link: https://www.econbiz.de/10001544355

Conditional heteroscedasticity with leverage effect in stock returns : evidence from the Chinese stock market

Long, Ling; Tsui, Albert K.; Zhang, Zhaoyong - In: Economic modelling 37 (2014), pp. 89-102

Persistent link: https://www.econbiz.de/10010416824

Value premium and institutional ownership in Chinese stock

An, Jiyoun; Ho, Kin-Yip; Zhou, Lanyue - In: KIEP visiting scholar's paper series (2011), pp. 366-384

Persistent link: https://www.econbiz.de/10009667753

Volatility and correlation dynamics of the mainland Chinese and Hong Kong stock markets : evidence from the A-, B-, hand- and red chip markets

Ho, Kin-Yip; Shi, Yanlin; Zhang, Zhaoyong - In: The journal of wealth management 17 (2014/15) 2, pp. 55-67

Persistent link: https://www.econbiz.de/10010401008

Stochastic economic models for actuarial use : an example from China

Huang, Fei; Butt, Adam; Ho, Kin-Yip - In: Annals of actuarial science : publ. by the Institute of … 8 (2014) 2, pp. 374-403

Persistent link: https://www.econbiz.de/10010422157

It takes two to tango : a regime-switching analysis of the correlation dynamics between the Mainland Chinese and Hong Kong stock markets

Ho, Kin-Yip; Shi, Yanlin; Zhang, Zhaoyong - In: Scottish journal of political economy : the journal of … 63 (2016) 1, pp. 41-65

Persistent link: https://www.econbiz.de/10011454981

The book-to-market anomaly in the Chinese stock markets

Ho, Kin-Yip; An, Jiyoun; Zhou, Lanyue - In: Journal of East Asian economic integration 19 (2015) 3, pp. 223-241

Persistent link: https://www.econbiz.de/10011376181

The book-to-market anomaly in the chinese stock markets

Ho, Kin-Yip; An, Jiyoun; Zhou, Lanyue - In: Journal of East Asian economic integration 19 (2015) 3, pp. 223-241

This paper examines the existence of value premium in the Chinese stock markets and empirically provides its explanation. Our results suggest that the value premium does exist in the Chinese markets, and investor sophistication is significant in explaining its existence. In particular, there is...

Persistent link: https://www.econbiz.de/10011572869

Does news matter in China's foreign exchange market? : Chinese RMB volatility and public information arrivals

Ho, Kin-Yip; Shi, Yanlin; Zhang, Zhaoyong - In: International review of economics & finance : IREF 52 (2017), pp. 302-321

Persistent link: https://www.econbiz.de/10011791354