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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

What explains herd behavior in the Chinese stock market?

Chong, Terence Tai-Leung; Liu, Xiaojin; Zhu, Chenqi - In: The journal of behavioral finance : a publication of … 18 (2017) 4, pp. 448-456

Persistent link: https://www.econbiz.de/10012008657

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

A new recognition algorithm for "head-and-shoulders" price patterns

Chong, Terence Tai-Leung; Poon, Ka-Ho - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 5, pp. 1-18

Persistent link: https://www.econbiz.de/10011897602

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

How to improve the profitability of momentum strategies

Chong, Terence Tai-Leung; Leung, Lok-yee; Liew, Venus … - In: International economics & finance journal : (IEFJ) 2 (2007) 1/2, pp. 19-30

Persistent link: https://www.econbiz.de/10003791243

Technical analysis and the London stock exchange : testing the MACD and RSI rules using the FT30

Chong, Terence Tai-Leung; Ng, Wing-Kam - In: Applied economics letters 15 (2008) 13/15, pp. 1111-1114

Persistent link: https://www.econbiz.de/10003801269

Does the "Dogs of the Dow" strategy work better in blue chips?

Chong, Terence Tai-Leung; Kin Keung Luk - In: Applied economics letters 17 (2010) 10/12, pp. 1173-1175

Persistent link: https://www.econbiz.de/10008699158

Testing for a unit root in the presence of stochastic volatility and leverage effect

Li, Yong; Chong, Terence Tai-Leung; Zhang, Jie - In: Economic modelling 29 (2012) 5, pp. 2035-2038

Persistent link: https://www.econbiz.de/10009666985