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The magnet effect of circuit breakers and its interactions with price limits
Wong, Kin-ming; Kong, Xiao Wei; Li, Min - In: Pacific-Basin finance journal 61 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012494412
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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
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Does the macroeconomy matter to market volatility? : evidence from US industries
Wu, Zhang; Chong, Terence Tai-Leung - In: Empirical economics : a quarterly journal of the … 61 (2021) 6, pp. 2931-2962
Persistent link: https://www.econbiz.de/10012664734
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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
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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