Similar Search Results

Is the Chinese stock market really inefficient?

Chong, Terence Tai-Leung; Lam, Tau-hing; Yan, Isabel K. M. - In: China economic review : an international journal 23 (2012) 1, pp. 122-137

Persistent link: https://www.econbiz.de/10015174287

Explaining the financial instability hypothesis with endogenous investment : a nonlinear model predictive control approach

Chong, Terence Tai-Leung; Cebula, Richard J.; Peng, Fangping - In: Journal of mathematical finance 5 (2015) 2, pp. 83-87

Persistent link: https://www.econbiz.de/10011398677

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

Forecasting currency crises with threshold models

Chong, Terence Tai-Leung; Yan, Isabel K. M. - In: International economics : a journal published by CEPII … 156 (2018), pp. 156-174

Persistent link: https://www.econbiz.de/10012027260

Forecasting the exchange rates

Baharumshah, Ahmad Zubaidi; Liew, Venus Khim-sen; Lim, … - In: Open economy macroeconomics in East Asia, (pp. 101-124). 2005

Persistent link: https://www.econbiz.de/10003230763

Forecasting performance of exponential smooth transition autoregressive exchange rate models

Baharumshah, Ahmad Zubaidi; Liew, Venus Khim-sen - In: Open economies review 17 (2006) 2, pp. 235-251

Persistent link: https://www.econbiz.de/10003306949

Stock return predictability and the adaptive markets hypothesis : evidence from century-long US data

Kim, Jae H.; Shamsuddin, Abul; Lim, Kian-Ping - In: Journal of empirical finance 18 (2011) 5, pp. 868-879

Persistent link: https://www.econbiz.de/10009492527

Non-linear predictability in G7 stock index returns

Lim, Kian-Ping; Chee-Wooi Hooy - In: The Manchester School 81 (2013) 4, pp. 620-637

Persistent link: https://www.econbiz.de/10009784859