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type_genre:"Article in journal"
~person:"Lau, Chi Keung"
~subject:"CAPM"
~subject:"Estimation"
~subject:"Volatility"
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Lau, Chi Keung
Gupta, Rangan
67
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21
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17
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17
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1
The relationship between economic policy uncertainty and corporate tax rates
Clance, Matthew
;
Gozgor, Giray
;
Gupta, Rangan
;
Lau, Chi …
- In:
Annals of financial economics
16
(
2021
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10012650833
Saved in:
2
Uncertainty and herding behavior : evidence from cryptocurrencies
Coskun, Esra Alp
;
Lau, Chi Keung
;
Kahyaoglu, Hakan
- In:
Research in international business and finance
54
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012581355
Saved in:
3
Effects of the geopolitical risks on Bitcoin returns and volatility
Aysan, Ahmet Faruk
;
Demir, Ender
;
Gozgor, Giray
;
Lau, …
- In:
Research in international business and finance
47
(
2019
),
pp. 511-518
Persistent link: https://www.econbiz.de/10012135791
Saved in:
4
Is there a role for uncertainty in forecasting output growth in OECD countries? : evidence from a time-varying parameter-panel vector autoregressive model
Aye, Goodness C.
;
Gupta, Rangan
;
Lau, Chi Keung
;
Sheng, Xin
- In:
Applied economics
51
(
2019
)
33
,
pp. 3624-3631
Persistent link: https://www.econbiz.de/10012196883
Saved in:
5
The role of uncertainty measures on the returns of gold
Gozgor, Giray
;
Lau, Chi Keung
;
Sheng, Xin
;
Yarovaya, Larisa
- In:
Economics letters
185
(
2019
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012304940
Saved in:
6
Does economic policy uncertainty predict the Bitcoin returns? : an empirical investigation
Demir, Ender
;
Gozgor, Giray
;
Lau, Chi Keung
;
Vigne, …
- In:
Finance research letters
26
(
2018
),
pp. 145-149
Persistent link: https://www.econbiz.de/10012005628
Saved in:
7
The effects of uncertainty measures on the price of gold
Bilgin, Mehmet Huseyin
;
Gozgor, Giray
;
Lau, Chi Keung
; …
- In:
International review of financial analysis
58
(
2018
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012006362
Saved in:
8
Commodity markets volatility transmission : roles of risk perceptions and uncertainty in financial markets
Gozgor, Giray
;
Lau, Chi Keung
;
Bilgin, Mehmet Huseyin
- In:
Journal of international financial markets, …
44
(
2016
),
pp. 35-45
Persistent link: https://www.econbiz.de/10011690371
Saved in:
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