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A statistical analysis of global economies using time varying copulas

Afuecheta, Emmanuel; Nadarajah, Saralees; Chan, Stephen - In: Computational economics 58 (2021) 4, pp. 1167-1194

Persistent link: https://www.econbiz.de/10012697904

The adaptive market hypothesis in the high frequency cryptocurrency market

Chu, Jeffrey; Zhang, Yuanyuan; Chan, Stephen - In: International review of financial analysis 64 (2019), pp. 221-231

Persistent link: https://www.econbiz.de/10012208474

Is the wealth of the Forbes 400 lists really Pareto distributed?

Chan, Stephen; Chu, Jeffrey; Nadarajah, Saralees - In: Economics letters 152 (2017), pp. 9-14

Persistent link: https://www.econbiz.de/10011800764

An extreme value analysis of the tail relationships between returns and volumes for high frequency cryptocurrencies

Chan, Stephen; Chu, Jeffrey; Zhang, Yuanyuan; … - In: Research in international business and finance 59 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013402146

The adaptive market hypothesis of Decentralized finance (DeFi)

Zhang, Yuanyuan; Chan, Stephen; Chu, Jeffrey; Shih, … - In: Applied economics 55 (2023) 42, pp. 4975-4989

Persistent link: https://www.econbiz.de/10014334903

On the market efficiency and liquidity of high-frequency cryptocurrencies in a bull and bear market

Zhang, Yuanyuan; Chan, Stephen; Chu, Jeffrey; Sulieman, Hana - In: Journal of risk and financial management : JRFM 13 (2020) 1/8, pp. 1-14

The market for cryptocurrencies has experienced extremely turbulent conditions in recent times, and we can clearly identify strong bull and bear market phenomena over the past year. In this paper, we utilise algorithms for detecting turnings points to identify both bull and bear phases in...

Persistent link: https://www.econbiz.de/10012173261