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The maximum-return-and-minimum-volatility effect : evidence from choosing risky and riskless assets to form a portfolio
Lv, Zhihui; Chu, Amanda M. Y.; Wong, Wing Keung; … - In: Risk management : an international journal 23 (2021) 1/2, pp. 97-122
Persistent link: https://www.econbiz.de/10012544573
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Should Investors Choose Both the Highest-Return and Small-Variance Assets When the Mean-Variance Rule Says No? A Study of Health Care and T-Bill in the Investment
Lv, Zhihui - 2020
The high-speed growth of the health care sector has given this sector an increasingly important role in the stock market. This sector however has the highest mean in our study and a low correlation with the business cycle. On the other hand, T-Bill is also an important asset in investment...
Persistent link: https://www.econbiz.de/10012841796
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What is an optimal allocation in Hong Kong stock, real estate, and money markets : an individual asset, efficient frontier portfolios, or a naïve portfolio? : is this a new financi...
Lv, Zhihui; Tsang, Chun Kei; Wagner, Niklas F.; Wong, … - In: Emerging markets, finance & trade : a journal of the … 59 (2023) 5, pp. 1554-1571
Persistent link: https://www.econbiz.de/10014289728
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Spillovers of US market volatility and monetary policy uncertainty to global stock markets
Chiang, Thomas C. - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10013187644
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Real stock market returns and inflation : evidence from uncertainty hypotheses
Chiang, Thomas C. - In: Finance research letters 53 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014472359
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Asymmetric return and volatility responses to composite news from stock markets
Chiang, Thomas C.; Chen, Cathy W. S.; So, Mike Ka-pui - In: Multinational finance journal : MF ; quarterly … 11 (2007) 3/4, pp. 179-210
Persistent link: https://www.econbiz.de/10003709545
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Dynamic stock-bond return correlations and financial market uncertainty
Chiang, Thomas C.; Li, Jiandong; Yang, Sheng-Yung - In: Review of quantitative finance and accounting 45 (2015) 1, pp. 59-88
Persistent link: https://www.econbiz.de/10011333137
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Dynamic herding behavior in pacific-basin markets : evidence and implications
Chiang, Thomas C.; Li, Jiandong; Lin Tan; Nelling, Edward - In: Multinational finance journal : MF ; quarterly … 17 (2013) 3/4, pp. 165-200
Persistent link: https://www.econbiz.de/10011457676
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The intertemporal risk-return relationship : evidence from international markets
Chiang, Thomas C.; Li, Huimin; Zheng, Dazhi - In: Journal of international financial markets, … 39 (2015), pp. 156-180
Persistent link: https://www.econbiz.de/10011475720
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Empirical analysis of short-term Eurocurrency rates : evidence from a transfer function error correction model
Chiang, Thomas C. - In: Journal of economics & business 47 (1995) 4, pp. 335-351
Persistent link: https://www.econbiz.de/10001191276