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On the Performance of Nai͏̈ve, Analyst and Composite Earnings Forecasts: Evidence from Hong Kong

Cheng, Joseph W.; Fan, Dennis K.; So, Raymond W. - In: Journal of international financial management and accounting 14 (2003) 2, pp. 146-165

Persistent link: https://www.econbiz.de/10007104989

A switching regression approach to the stationarity of systematic and non-systematic risks : the Hong Kong experience

Cheng, Joseph W. - In: Applied financial economics 7 (1997) 1, pp. 45-57

Persistent link: https://www.econbiz.de/10001219240

The factor structure of time-varying conditional volume

Chang, Eric Chieh; Cheng, Joseph W.; Pinegar, J. Michael - In: Journal of empirical finance 15 (2008) 2, pp. 251-264

Persistent link: https://www.econbiz.de/10003699133

Short-sales constraints and price discovery : evidence from the Hong Kong market

Chang, Eric Chieh; Cheng, Joseph W.; Yu, Yinghui - In: The journal of finance : the journal of the American … 62 (2007) 5, pp. 2097-2121

Persistent link: https://www.econbiz.de/10003550016

The profitability of momentum trading strategies : empirical evidence from Hong Kong

Cheng, Joseph W.; Wu, Hiu-fung - In: International review of economics & finance : IREF 19 (2010) 4, pp. 527-538

Persistent link: https://www.econbiz.de/10008992298

Short-sale constraints : reductions in costs of capital or overvaluation? ; evidence from Hong Kong

Chang, Eric Chieh; Cheng, Joseph W.; Pinegar, J. Michael; … - In: Pacific-Basin finance journal 20 (2012) 3, pp. 506-520

Persistent link: https://www.econbiz.de/10009532239

An examination of herd behavior in equity markets : an international perspective

Chang, Eric Chieh; Cheng, Joseph W.; Khorana, Ajay - In: Journal of banking & finance 24 (2000) 10, pp. 1651-1679

Persistent link: https://www.econbiz.de/10001511633

Further evidence on the variability of inflation and relative price variability

Chang, Eric Chieh; Cheng, Joseph W. - In: Economics letters 66 (2000) 1, pp. 71-77

Persistent link: https://www.econbiz.de/10001435935

Does futures trading increase stock market volatility? : The case of the Nikkei stock index futures markets

Chang, Eric C.; Cheng, Joseph W.; Pinegar, J. Michael - In: Journal of banking & finance 23 (1999) 5, pp. 727-753

Persistent link: https://www.econbiz.de/10001379054

An Examination of Herd Behavior in Equity Markets : An International Perspective

Khorana, Ajay - 2001

We examine the investment behavior of market participants within different international markets (i.e., U.S., Hong Kong, Japan, South Korea, and Taiwan), specifically with regard to their tendency to exhibit herd behavior. We find no evidence of herding on the part of market participants in the...

Persistent link: https://www.econbiz.de/10012788220