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Asymmetric volatility of real GDP : some evidence from Canada, Japan, the United Kingdom and the United States

Ho, Kin-Yip; Tsui, Albert K. - In: Japan and the world economy : international journal of … 15 (2003) 4, pp. 437-445

Persistent link: https://www.econbiz.de/10001813583

Conditional heteroscedasticity of exchange rates : further results based on the fractionally integrated approach

Tsui, Albert K.; Ho, Kin-Yip - In: Journal of applied econometrics 19 (2004) 5, pp. 637-642

Persistent link: https://www.econbiz.de/10002342812

A novel approach to portfolio selection using news volume and sentiment

Ho, Kin-Yip; Wang, Kun; Wang, Wanbin Walter - In: International review of finance : the official journal … 23 (2023) 4, pp. 903-917

Persistent link: https://www.econbiz.de/10014440425

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

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

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

Essays on time series and financial econometrics

Ho, Kin-Yip - 2008

Persistent link: https://www.econbiz.de/10011386958

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

The Book-to-Market Anomaly in the Chinese Stock Markets

Ho, Kin-Yip - 2016

Persistent link: https://www.econbiz.de/10013003265