English | 繁體

Search in the results

UM

Browse/Search Results:  1-10 of 18 Help

Selected(0)Clear Items/Page:    Sort:
Theories of risk: Testing investor behavior on the taiwan stock and stock index futures markets Journal article
Clark,Ephraim, Qiao,Zhuo, Wong,Wing Keung. Theories of risk: Testing investor behavior on the taiwan stock and stock index futures markets[J]. Economic Inquiry, 2016, 54(2), 907-924.
Authors:  Clark,Ephraim;  Qiao,Zhuo;  Wong,Wing Keung
Favorite | TC[WOS]:22 TC[Scopus]:32 | Submit date：2019/08/01
Theories of risk: testing investor’s behavior on the Taiwan stock and stock index futures markets Journal article
Ephraim Clark, Zhuo Qiao, Wing‐Keung Wong. Theories of risk: testing investor’s behavior on the Taiwan stock and stock index futures markets[J]. Economic inpuiry, 2015, 54(2), 907–924.
Authors:  Ephraim Clark;  Zhuo Qiao;  Wing‐Keung Wong
Favorite | TC[WOS]:22 TC[Scopus]:32 | Submit date：2019/10/22
Which is a better investment choice in the Hong Kong residential property market: a big or small property? Journal article
Zhuo Qiao, Wing Keung Wong. Which is a better investment choice in the Hong Kong residential property market: a big or small property?[J]. Applied Economics, 2015, 47(16), 1670-1685.
Authors:  Zhuo Qiao;  Wing Keung Wong
Favorite | TC[WOS]:17 TC[Scopus]:23 | Submit date：2019/08/01
Hong Kong Residential Property Market  Mean–variance Criterion  Property Size  Stochastic Dominance  
Stochastic dominance relationships between stock and stock index futures markets: International evidence Journal article
Zhuo Qiao, Wing-Keung Wong, Joseph K.W. Fung. Stochastic dominance relationships between stock and stock index futures markets: International evidence[J]. Economic Modelling, 2013, 33, 552-559.
Authors:  Zhuo Qiao;  Wing-Keung Wong;  Joseph K.W. Fung
Favorite | TC[WOS]:15 TC[Scopus]:19  IF:4.2/4.2 | Submit date：2019/11/01
Stochastic Dominance  Risk Averter  Risk Seeker  Stock  Index Futures  
Investors’ preference towards risk: Evidence from the Taiwan stock and stock index futures markets Journal article
Zhuo Qiao, Ephraim Clark, Wing‐Keung Wong. Investors’ preference towards risk: Evidence from the Taiwan stock and stock index futures markets[J]. Accounting and Finance, 2012, 54, 251–274.
Authors:  Zhuo Qiao;  Ephraim Clark;  Wing‐Keung Wong
Favorite | TC[WOS]:22 TC[Scopus]:28 | Submit date：2019/11/01
Stochastic Dominance  Risk Seeker  Utility Maximization  Stock Index Futures  Risk Averter  
Regime-dependent relationships among the stock markets of the US, Australia and New Zealand: a Markov-switching VAR approach Journal article
Zhuo Qiao, Yuming Li, Wing-Keung Wong. Regime-dependent relationships among the stock markets of the US, Australia and New Zealand: a Markov-switching VAR approach[J]. Applied Financial Economics, 2011, 21(24), 1831-1841.
Authors:  Zhuo Qiao;  Yuming Li;  Wing-Keung Wong
Favorite | TC[Scopus]:24 | Submit date：2019/10/22
Markov Switching Var  Stock Markets  Dynamic Relationships  Regime-dependent Impulse Response  Hansen Test  
Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach Journal article
Chia-YingChan, Christian de Peretti, Zhuo Qiao, Wing-Keung Wong. Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach[J]. Journal of Empirical Finance, 2011, 19(1), 162-174.
Authors:  Chia-YingChan;  Christian de Peretti;  Zhuo Qiao;  Wing-Keung Wong
Favorite | TC[WOS]:33 TC[Scopus]:40  IF:2.1/3.0 | Submit date：2019/11/01
Covered Warrants  Market Efficiency  Stochastic Dominance  Bootstrap Likelihood Test  
Examining the Day-of-the-Week effects in Chinese stock markets: New evidence from a stochastic dominance approach Journal article
Zhuo Qiao, Weiwei Qia, Wing-Keung Wong. Examining the Day-of-the-Week effects in Chinese stock markets: New evidence from a stochastic dominance approach[J]. Global Economic Review, 2011, 40(3).
Authors:  Zhuo Qiao;  Weiwei Qia;  Wing-Keung Wong
Favorite | TC[WOS]:32 TC[Scopus]:4  IF:1.9/1.6 | Submit date：2019/11/01
Day-of-the-week Effect  Stochastic Dominance  Chinese Stock Markets  Mean-variance Criterion  
Examining stock volatility in the segmented Chinese stock markets: a SWARCH approach Journal article
Zhuo Qiao, Weiwei Qiao, Wing-Keung Wong. Examining stock volatility in the segmented Chinese stock markets: a SWARCH approach[J]. Global Economic Review, 2010, 39(3), 225-246.
Authors:  Zhuo Qiao;  Weiwei Qiao;  Wing-Keung Wong
Favorite | TC[WOS]:6 TC[Scopus]:9  IF:1.9/1.6 | Submit date：2019/11/01
Markov-switching Arch  Chinese Stock Markets  Volatility Spillover  Volatility  Market Segmentation  
New evidence on the relation between return volatility and trading volume Journal article
Thomas C. Chiang, Zhuo Qiao, Wing-Keung Wong. New evidence on the relation between return volatility and trading volume[J]. Journal of Forecasting, 2010(29), 502–515.
Authors:  Thomas C. Chiang;  Zhuo Qiao;  Wing-Keung Wong
Favorite | TC[WOS]:40 TC[Scopus]:48 | Submit date：2019/11/01
Return Volatility  High Frequency Data  Trading Volume  Non-linear Granger Causality