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Analysis and forecast of tracking performance of Hong Kong exchange-traded funds: Evidence from tracker fund and X iShares A50 Journal article
Chu, Patrick Kuok Kun. Analysis and forecast of tracking performance of Hong Kong exchange-traded funds: Evidence from tracker fund and X iShares A50[J]. Review of Pacific Basin Financial Markets and Policies, 2016, 19(4).
Authors:  Chu, Patrick Kuok Kun
Adobe PDF | Favorite | TC[WOS]:2 TC[Scopus]:3 | Submit date:2019/08/02
Co-integration  Economic Correction Model  Exchange-traded Funds  Pricing Deviation  Tracking Ability  
The global financial crisis and retail interest rate pass-through in Australia Journal article
Ming Hua Liu, Dimitris Margaritis, Zhuo Qiao. The global financial crisis and retail interest rate pass-through in Australia[J]. Review of Pacific Basin Financial Markets and Policies, 2016, 19(4).
Authors:  Ming Hua Liu;  Dimitris Margaritis;  Zhuo Qiao
Favorite | TC[WOS]:5 TC[Scopus]:8  IF:0.3/0.6 | Submit date:2019/08/01
Australian Banks  Error Correction Model  Global Financial Crisis  Mortgages  Personal Loans  Small Business Loans  
Empirical investigation of the causal relationships among herding, stock market returns, and illiquidity: Evidence from major Asian markets Journal article
Qiao, Zhuo, Chiang, Thomas C., Tan, Lin. Empirical investigation of the causal relationships among herding, stock market returns, and illiquidity: Evidence from major Asian markets[J]. Review of Pacific Basin Financial Markets and Policies, 2014, 17(3).
Authors:  Qiao, Zhuo;  Chiang, Thomas C.;  Tan, Lin
Favorite | TC[WOS]:8 TC[Scopus]:9 | Submit date:2018/11/06
A Study on Stock-selection and Market-timing Performance: Evidence from Hong Kong Mandatory Provident Fund Journal article
Chu, Patrick Kuok Kun, McKenzie, Michael. A Study on Stock-selection and Market-timing Performance: Evidence from Hong Kong Mandatory Provident Fund[J]. Review of Pacific Basin Financial Markets and Policies, 2008, 11(4), 617-650.
Authors:  Chu, Patrick Kuok Kun;  McKenzie, Michael
Adobe PDF | Favorite | TC[WOS]:2 TC[Scopus]:4  IF:0.3/0.6 | Submit date:2019/11/11
Pension Funds  Conditional Models  Market-timing Ability  Stock-selection Performance Evaluation  
Study on the Non-Random and Chaotic Behavior of Chinese Equities Market Journal article
Chu, Patrick Kuok Kun. Study on the Non-Random and Chaotic Behavior of Chinese Equities Market[J]. Review of Pacific Basin Financial Markets and Policies, 2003, 6(2), 199-222.
Authors:  Chu, Patrick Kuok Kun
Adobe PDF | Favorite | TC[Scopus]:10  IF:0.3/0.6 | Submit date:2019/11/11
Shanghai Stock Exchange  Chaos Theory  Rescaled Range Analysis  Hurst Exponent  Bds Test  Correlation Dimension Estimation  Shenzhen Stock Exchange