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Air transport capacity and tourism demand: A panel cointegration approach with cross-sectionally augmented autoregressive distributed lag (CS-ARDL) model Journal article
Kuok,Rockie U.Kei, Koo,Tay T.R., Lim,Christine. Air transport capacity and tourism demand: A panel cointegration approach with cross-sectionally augmented autoregressive distributed lag (CS-ARDL) model[J]. Tourism Economics, 2023, 30(3), 702-727.
Authors:  Kuok,Rockie U.Kei;  Koo,Tay T.R.;  Lim,Christine
Favorite | TC[WOS]:1 TC[Scopus]:1  IF:3.6/4.4 | Submit date：2023/08/03
Air Transport Capacity  Australia  Autoregressive Distributed Lag Model  Cointegration  Cross-sectional Dependence  Panel Time Series  Tourism Demand  
Stock price prediction based on error correction model and Granger causality test Journal article
Ning, Yang, Wah, Liu Chun, Erdan, Luo. Stock price prediction based on error correction model and Granger causality test[J]. Cluster Computing, 2019, 22, 4849-4858.
Authors:  Ning, Yang;  Wah, Liu Chun;  Erdan, Luo
Favorite | TC[WOS]:7 TC[Scopus]:15  IF:3.6/2.2 | Submit date：2022/04/15
Cointegration Test  Granger-causality  Macroeconomic Variables  Stock Market Return  Unit Root Test  
Au Nanoclusters Sensitized Black TiO2-x Nanotubes for Enhanced Photodynamic Therapy Driven by Near-Infrared Light Journal article
Chu, Patrick Kuok Kun. Au Nanoclusters Sensitized Black TiO2-x Nanotubes for Enhanced Photodynamic Therapy Driven by Near-Infrared Light[J]. Journal of Investing, 2014, 23(1), 123 – 139.
Authors:  Chu, Patrick Kuok Kun
Adobe PDF | Favorite | TC[WOS]:14   IF:0.6/0.5 | Submit date：2019/11/11
Granger Causality Analysis  Liv-ex Fine Wine Index  Stock Market Index  Cointegration Analysis  Johansen Approach  
Size properties of Lagrange Multiplier cointegration tests in the presence of structural breaks Journal article
Pui Sun Tam. Size properties of Lagrange Multiplier cointegration tests in the presence of structural breaks[J]. Applied Economics Letters, 2011, 19(11), 1061-1064.
Authors:  Pui Sun Tam
Favorite | TC[WOS]:2 TC[Scopus]:2  IF:1.2/1.3 | Submit date：2019/11/01
Cointegration  Structural Break  Monte Carlo  Spurious Rejection  
Relationship between Macroeconomic Variables and Net Asset Values (NAV) of Equity Funds: Cointegration Evidence and Vector Error Correction Model of the Hong Kong Mandatory Provident Funds (MPFs) Journal article
Chu, Patrick Kuok Kun. Relationship between Macroeconomic Variables and Net Asset Values (NAV) of Equity Funds: Cointegration Evidence and Vector Error Correction Model of the Hong Kong Mandatory Provident Funds (MPFs)[J]. Journal of International Financial Markets Institutions & Money, 2011, 21(5), 792-810.
Authors:  Chu, Patrick Kuok Kun
Adobe PDF | Favorite | TC[WOS]:6 TC[Scopus]:9  IF:5.4/5.3 | Submit date：2019/11/11
Pension Fund  Causality Test  Cointegration Analysis  Unit Root Test  
The Price Linkages between the Equity Fund Price Levels and the Stock Markets: Evidences from Cointegration Approach and Causality Analysis of Hong Kong Mandatory Provident Fund (MPF) Journal article
Chu, Patrick Kuok Kun. The Price Linkages between the Equity Fund Price Levels and the Stock Markets: Evidences from Cointegration Approach and Causality Analysis of Hong Kong Mandatory Provident Fund (MPF)[J]. International Review of Financial Analysis, 2010, 19(4), 281-288.
Authors:  Chu, Patrick Kuok Kun
Adobe PDF | Favorite | TC[Scopus]:8 | Submit date：2019/11/11
Pension Fund  Causality Test  Cointegration Analysis  Unit Root Test  
Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market Journal article
Zhuo Qiao, Thomas C. Chiang, Wing-Keung Wong. Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market[J]. Journal of International Financial Markets, Institutions and Money, 2007, 18(5), 425-437.
Authors:  Zhuo Qiao;  Thomas C. Chiang;  Wing-Keung Wong
Favorite | TC[Scopus]:44  IF:5.4/5.3 | Submit date：2019/11/01
Stock Market Segmentation  Fivecm  Multivariate Garch  Cointegration  
A cointegration approach to the price dynamics of private housing A Singapore case study Journal article
David Ho Kim Hin, Javier Calero Cuervo. A cointegration approach to the price dynamics of private housing A Singapore case study[J]. Journal of Property Investment & Finance, 1999, 17(1), 35-60.
Authors:  David Ho Kim Hin;  Javier Calero Cuervo
Favorite | TC[Scopus]:25  IF:1.6/1.5 | Submit date：2019/10/17
Cointegration  Housing (Domestic Property)  Singapore