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Forecasting currency crises with threshold models

Chong, Terence Tai-Leung; Yan, Isabel K. M. - In: International economics : a journal published by CEPII … 156 (2018), pp. 156-174

Persistent link: https://www.econbiz.de/10012027260

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

Economies of scale in the demand for money by firms in China

Lian, Yujun; Chong, Terence Tai-Leung; Peng, Fangping; … - In: Applied economics letters 22 (2015) 7/9, pp. 641-645

Persistent link: https://www.econbiz.de/10010529386

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

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

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

A gravity analysis of international stock market linkages

Chong, Terence Tai-Leung; Wong, Wing Keung; Zhang, Juan - In: Applied economics letters 18 (2011) 13/15, pp. 1315-1319

Persistent link: https://www.econbiz.de/10009348038

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

The debt-equity choice of Japanese firms

Chong, Terence Tai-Leung; Yao, Feng - 2013

Persistent link: https://www.econbiz.de/10010363118