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Why did warrant markets close in China but not Taiwan?

Wong, Wing Keung; Hooi Hooi Lean; McAleer, Michael; … - 2018

Persistent link: https://www.econbiz.de/10011863521

Why did warrant markets close in China but not Taiwan?

Wong, Wing Keung; Hooi Hooi Lean; McAleer, Michael; … - 2018

The paper bridges a gap in the literature by using moment analysis, CAPM statistics, stochastic dominance (SD) test, and volume analysis to examine investor preferences for warrants between China and Taiwan, and investigating why the market for warrants in China has to close while the market for...

Persistent link: https://www.econbiz.de/10011869273

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/10003775707

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. 276-289

Persistent link: https://www.econbiz.de/10003710638

Do the technical indicators reward chartists? : a study on the stock markets of China, Hong Kong and Taiwan

Wong, Wing Keung; Du, Jun; Chong, Terence Tai-Leung - In: Review of applied economics 1 (2005) 2, pp. 183-205

Persistent link: https://www.econbiz.de/10003779477

Globalization and emerging stock market integration : evidence from a FIVECM-MGARCH model

Chen, Heng; Lobo, Bento J.; Wong, Wing Keung - In: Global review of business and economic research 3 (2007) 1, pp. 47-65

Persistent link: https://www.econbiz.de/10003628141

Is Bitcoin a better portfolio diversifier than gold? : a copula and sectoral analysis for China

Pho, Kim-Hung; Ly, Sel; Lu, Richard; Hoang, Thi Hong Van; … - In: International review of financial analysis 74 (2021), pp. 1-30

Persistent link: https://www.econbiz.de/10012803931

Factors driving openness in China trade : corruption, exchange rate volatility, and macro determinants

Thong Trung Nguyen; Toan Luu Duc Huynh; Wong, Wing Keung - In: Review of Pacific Basin financial markets and policies 24 (2021) 2, pp. 2150016-1-2150016-25

Persistent link: https://www.econbiz.de/10012627832

An empirical analysis of the volatility spillover effect between world-leading and the Asian stock markets : implications for portfolio management

Yousaf, Imran; Ali, Shoaib; Wong, Wing Keung - In: Journal of risk and financial management : JRFM 13 (2020) 10/226, pp. 1-28

This study employs the Vector Autoregressive-Generalized Autoregressive Conditional Heteroskedasticity (VAR-AGARCH) model to examine both return and volatility spillovers from the USA (developed) and China (Emerging) towards eight emerging Asian stock markets during the full sample period, the...

Persistent link: https://www.econbiz.de/10012388066

Causal relationships between economic policy uncertainty and housing market returns in China and India : evidence from linear and nonlinear panel and time series models

Chow, Sheung Chi; Cuñado Eizaguirre, Juncal; Gupta, Rangan - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 2, pp. 1-15

Persistent link: https://www.econbiz.de/10011897378