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International asset allocation with regime switching : evidence from the ETFs
Jiang, Pan; Liu, Qingfu; Tse, Yiuman - In: Asia-Pacific journal of financial studies 44 (2015) 5, pp. 661-687
Persistent link: https://www.econbiz.de/10011470997
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How do lenders evaluate borrowers in peer-to-peer lending in China?
Shiyi, Chen; Gu, Yan; Liu, Qingfu; Tse, Yiuman - In: International review of economics & finance : IREF 69 (2020), pp. 651-662
Persistent link: https://www.econbiz.de/10012487072
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Extended trading in Chinese index markets : informed or uninformed?
Hua, Renhai; Liu, Qingfu; Tse, Yiuman - In: Pacific-Basin finance journal 36 (2016), pp. 112-122
Persistent link: https://www.econbiz.de/10011668766
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Including commodity futures in asset allocation in China
Liu, Qingfu; Tse, Yiuman; Zhang, Linlin - In: Quantitative finance 18 (2018) 9, pp. 1487-1499
Persistent link: https://www.econbiz.de/10011913170
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Overnight returns of stock indexes : evidence from ETFs and futures
Liu, Qingfu; Tse, Yiuman - In: International review of economics & finance : IREF 48 (2017), pp. 440-451
Persistent link: https://www.econbiz.de/10011747329
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The impact of public health em3010 ergencies on small and medium-sized enterprises : evidence from China
Liu, Qingfu; Shi, Chen; Tse, Yiuman; Zhang, Linlin - In: Global finance journal 58 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014633180
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Stock market prediction with deep learning : the case of China
Liu, Qingfu; Tao, Zhenyi; Tse, Yiuman; Wang, Chuanjie - In: Finance research letters 46 (2022) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10013339194
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Forecasts for international financial series with VMD algorithms
Guo, Wei; Liu, Qingfu; Luo, Zhidan; Tse, Yiuman - In: Journal of Asian economics 80 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013431356
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Price disparity between Chinese A- and H-shares : dividends, currency values, and the interest rate differential
Jiao, Feng; Liu, Qingfu; Tse, Yiuman; Wang, Zhiqin - In: Global finance journal 53 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013412727
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A hybrid prediction model with time-varying gain tracking differentiator in Taylor expansion : evidence from precious metals
Luo, Zhidan; Guo, Wei; Liu, Qingfu; Tse, Yiuman - In: Journal of forecasting 42 (2023) 5, pp. 1138-1149
Persistent link: https://www.econbiz.de/10014338826