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The value premium puzzle, behavior versus risk: New evidence from China Journal article
Ephraim Clark, Zhuo Qiao. The value premium puzzle, behavior versus risk: New evidence from China[J]. The Quarterly Review of Economics and Finance, 2020, 76, 12-21.
Authors:  Ephraim Clark;  Zhuo Qiao
Favorite | TC[WOS]:4 TC[Scopus]:4  IF:2.9/3.1 | Submit date:2019/10/22
Value Premium Puzzle  Risk  Financial Inflexibility  Stochastic Dominance  
Has the difference in stock liquidity and stock returns between Chinese state owned and privately owned enterprises become smaller? Journal article
Zhuo Qiao, Kuntara Pukthuanthong. Has the difference in stock liquidity and stock returns between Chinese state owned and privately owned enterprises become smaller?[J]. Finance Research Letters, 2019, 28, 39-44.
Authors:  Zhuo Qiao;  Kuntara Pukthuanthong
Favorite | TC[WOS]:4 TC[Scopus]:4  IF:7.4/7.6 | Submit date:2019/08/01
Privately Owned Enterprises  Split-share Structure Reform  State Owned Enterprises  Stochastic Dominance  
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  
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