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Stochastic dominance relationships between stock and stock index futures markets: International evidence
Qiao, Zhuo; Wong, Wing-Keung; Fung, Joseph K.W. - In: Economic modelling 33 (2013), pp. 552-559
Persistent link: https://www.econbiz.de/10010161427
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Revisit of the volume versus GARCH effects by univariate and bivariate GARCH models : evidence from US stock markets
Wong, Wing-keung; Penm, Jack H. W.; Qiao, Zhuo - In: International economics & finance journal : (IEFJ) 1 (2006) 1, pp. 47-66
Persistent link: https://www.econbiz.de/10009911361
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Volatility switching and regime interdependence between information technology stocks 1995–2005
Qiao, Zhuo; Smyth, Russell; Wong, Wing-Keung - In: Global finance journal 19 (2008) 2, pp. 139-156
Persistent link: https://www.econbiz.de/10008087797
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Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market
Qiao, Zhuo; Chiang, Thomas C.; Wong, Wing-Keung - In: Journal of international financial markets, … 18 (2008) 5, pp. 425-437
Persistent link: https://www.econbiz.de/10008097041
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Policy change and lead–lag relations among China's segmented stock markets
Qiao, Zhuo; Li, Yuming; Wong, Wing-Keung - In: Journal of multinational financial management 18 (2008) 3, pp. 276
Persistent link: https://www.econbiz.de/10007995503
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Regime-dependent relationships among the stock markets of the US, Australia and New Zealand: a Markov-switching VAR approach
Qiao, Zhuo; Li, Yuming; Wong, Wing-Keung - In: Applied financial economics 21 (2011) 24, pp. 1831-1842
Persistent link: https://www.econbiz.de/10009289536
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Volatility switching and regime interdependence between information technology stocks 1995–2005
Qiao, Zhuo; Smyth, Russell; Wong, Wing-Keung - In: Global finance journal 19 (2008) 2, pp. 139-157
Persistent link: https://www.econbiz.de/10008883731
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Policy change and lead–lag relations among China's segmented stock markets
Qiao, Zhuo; Li, Yuming; Wong, Wing-Keung - In: Journal of multinational financial management 18 (2008) 3, pp. 276-290
Persistent link: https://www.econbiz.de/10008884198
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Linear and nonlinear causality between changes in consumption and consumer attitudes
Qiao, Zhuo; McAleer, Michael; Wong, Wing-Keung - In: Economics letters 102 (2009) 3, pp. 161-165
Persistent link: https://www.econbiz.de/10008884970
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Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market
Qiao, Zhuo; Chiang, Thomas C.; Wong, Wing-Keung - In: Journal of international financial markets, … 18 (2008) 5, pp. 425-438
Persistent link: https://www.econbiz.de/10008899369