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Duration dependence test of rational speculative bubbles : a case study of Hong Kong stock market

Gan, Christopher; Nartea, Gilbert V.; Ling, Dou Ling; … - In: Investment management and financial innovations 9 (2012) 2, pp. 37-48

Persistent link: https://www.econbiz.de/10009579430

Price stability properties and volatility analysis of precious metals : an ICSS algorithm aqpproach

Fatima, Sameen; Gan, Christopher; Hu, Baiding - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-15

This paper investigates the price stability properties of precious metals during the 1997 Asian Financial Crisis, 2007-2008 Global Financial Crisis, and 2010 Eurozone Crisis. To analyse the interaction between precious metal prices and the US stock market stock performances, we use the ICSS...

Persistent link: https://www.econbiz.de/10013471164

Volatility spillovers between stock market and hedge funds : evidence from Asia Pacific region

Fatima, Sameen; Gan, Christopher; Hu, Baiding - In: Journal of risk and financial management : JRFM 15 (2022) 9, pp. 1-39

This paper investigates the nature of volatility spillovers between stock returns and hedge funds returns in twelve Asia Pacific countries in the 1997-2018 period. The sample period encompasses sub periods, 1997 Asia financial crisis, 2008 Global financial crisis and 2010 Eurozone crisis; these...

Persistent link: https://www.econbiz.de/10013399819

An empirical analysis of Chinese stock price anomalies and volatility

Luo, Jin; Gan, Christopher; Hu, Baiding; Kao, Tzu-Hui - In: Investment management and financial innovations 6 (2009) 1, pp. 199-216

Persistent link: https://www.econbiz.de/10003917907

Are there rational speculative bubbles in the Philippine stock market?

Nartea, Gilbert V.; Hu, Bo; Hu, Baiding - In: The Philippine review of economics : a joint … 50 (2013) 1, pp. 23-44

Persistent link: https://www.econbiz.de/10010424583

Impact of hedging pressure on implied volatility in Financial Times and London Stock Exchange (FTSE) market

Guozhou, Li; Gan, Christopher; Sirimon Treepongkaruna - In: The international journal of business and finance … 3 (2009) 1, pp. 103-118

Persistent link: https://www.econbiz.de/10003955589

Predictive ability and profitability of simple technical trading rules : recent evidence from Southeast Asian stock markets

Yu, Hao; Nartea, Gilbert V.; Gan, Christopher; Yao, Lee Jian - In: International review of economics & finance : IREF 25 (2013), pp. 356-371

Persistent link: https://www.econbiz.de/10009693288

Good coups, bad coups : evidence from Thailand’s financial markets

Sutsarun Lumjiak; Nguyen Thi Thieu Quang; Gan, Christopher - In: Investment management and financial innovations 15 (2018) 2, pp. 68-86

Persistent link: https://www.econbiz.de/10012055108

Predictive ability of low-frequency volatility measures : evidence from the Hong Kong stock markets

Gan, Christopher; Nartea, Gilbert V.; Wu, Ji - In: Finance research letters 26 (2018), pp. 40-46

Persistent link: https://www.econbiz.de/10012005426

Revisiting the impact of stock market liquidity on bank liquidity creation : evidence from Malaysia

Toh, Moau Yong; Gan, Christopher; Li, Zhaohua - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 8, pp. 1776-1802

Persistent link: https://www.econbiz.de/10012210907