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Do speculative bubbles migrate in the Chinese stock market?

He, Qing; Qian, Zongxin; Fei, Zhe; Chong, Terence Tai-Leung - In: Empirical economics : a journal of the Institute for … 56 (2019) 2, pp. 735-754

Persistent link: https://www.econbiz.de/10012041660

Executive stock option pricing in China under stochastic volatility

Chong, Terence Tai-Leung; Ding, Yue; Li, Yong - In: The journal of futures markets 35 (2015) 10, pp. 953-960

Persistent link: https://www.econbiz.de/10011392713

The nexus between analyst forecast dispersion and expected returns surrounding stock market crashes

Chong, Terence Tai-Leung; Wang, Xiaolei - In: Journal of risk and financial management : JRFM 2 (2009) 1, pp. 75-93

The performance of analysts’ forecasts has attracted increasing attention in recent years. However, as yet, no empirical study has investigated the nexus between the analyst forecast dispersion (AFD) and excess returns surrounding stock market crashes in any depth. This paper attempts to fill...

Persistent link: https://www.econbiz.de/10011556115

Nonlinear dependence between stock and real estate markets in China

Ding, Haoyuan; Chong, Terence Tai-Leung; Park, Sung Y. - In: Economics letters 124 (2014) 3, pp. 526-529

Persistent link: https://www.econbiz.de/10010495085

The stock-bond comovements and cross-market trading

Mengling Li; Zheng, Huanhuan; Chong, Terence Tai-Leung; … - In: Journal of economic dynamics & control 73 (2016), pp. 417-438

Persistent link: https://www.econbiz.de/10011709117

A new approach to modeling sector stock returns in China

Chong, Terence Tai-Leung; Li, Nasha; Zou, Lin - In: The Chinese economy 50 (2017) 5, pp. 305-322

Persistent link: https://www.econbiz.de/10011822211

Predictive models for disaggregate stock market volatility

Chong, Terence Tai-Leung; Ling, Shiyun - In: Financial markets and portfolio management 31 (2017) 3, pp. 261-288

Persistent link: https://www.econbiz.de/10011951759

Minimum wage and shareholder wealth : evidence from Hong Kong

Wong, Kin-ming; Chong, Terence Tai-Leung - In: Applied economics quarterly 59 (2013) 1, pp. 85-97

Persistent link: https://www.econbiz.de/10010190763

A threshold model approach to estimating the abnormal stock returns

Chong, Terence Tai-Leung; Mak, Wing Hei; Yan, Isabel K. M. - In: Annals of financial economics 8 (2013) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10010192088

Determining the contributions to price discovery for Chinese cross-listed stocks

Su, Qian; Chong, Terence Tai-Leung - In: Pacific-Basin finance journal 15 (2007) 2, pp. 140-153

Persistent link: https://www.econbiz.de/10003555144