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On the intraday return curves of Bitcoin : predictability and trading opportunities

Bouri, Elie; Lau, Chi Keung; Saeed, Tareq; Wang, Shixuan; … - In: International review of financial analysis 76 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012804738

Monetary policy uncertainty spillovers in time and frequency domains

Gupta, Rangan; Lau, Chi Keung; Nel, Jacobus A.; Sheng, Xin - In: Journal of economic structures : JES; the official … 9 (2020) 41, pp. 1-30

We use the recently created monthly Interest Rate Uncertainty measure, to investigate monetary policy uncertainty across the US, Germany, France, Italy, Spain, UK, Japan, Canada, and Sweden in both the time and frequency domains. We find that the largest spillover indices are from innovations in...

Persistent link: https://www.econbiz.de/10012256519

The impact of Baidu Index sentiment on the volatility of China's stock markets

Fang, Jianchun; Gozgor, Giray; Lau, Chi Keung; Lu, Zhou - In: Finance research letters 32 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012430747

The relationship between oil and financial markets in emerging economies : the significant role of Kazakhstan as the oil exporting country

Li, Haiping; Semeyutin, Artur; Lau, Chi Keung; Gozgor, Giray - In: Finance research letters 32 (2020), pp. 1-7

Persistent link: https://www.econbiz.de/10012430798

Measuring quantile dependence and testing directional predictability between Bitcoin, altcoins and traditional financial assets

Corbet, Shaen; Katsiampa, Paraskevi; Lau, Chi Keung - In: International review of financial analysis 71 (2020), pp. 1-21

Persistent link: https://www.econbiz.de/10012437167

The causal relationship between Bitcoin attention and Bitcoin returns : evidence from the Copula-based Granger causality test

Dastgir, Shabbir; Demir, Ender; Downing, Gareth; … - In: Finance research letters 28 (2019), pp. 160-164

Persistent link: https://www.econbiz.de/10012388046

Trading volume and the predictability of return and volatility in the cryptocurrency market

Bouri, Elie; Lau, Chi Keung; Lucey, Brian M.; Roubaud, David - In: Finance research letters 29 (2019), pp. 340-346

Persistent link: https://www.econbiz.de/10012419202

The role of uncertainty measures on the returns of gold

Gozgor, Giray; Lau, Chi Keung; Sheng, Xin; Yarovaya, Larisa - In: Economics letters 185 (2019), pp. 1-7

Persistent link: https://www.econbiz.de/10012304940

Listed zombie firms and top executive gender : evidence from an emerging market

Fang, Jianchun; Gozgor, Giray; Lau, Chi Keung; Wu, Wanshan - In: Pacific-Basin finance journal 62 (2020), pp. 1-17

Persistent link: https://www.econbiz.de/10012491115

Market integration between Turkey and eurozone countries

Apergēs, Nikolaos; Lau, Chi Keung; Öğücü Şen, Fatma; … - In: Emerging markets, finance and trade : EMFT 57 (2021) 9, pp. 2674-2686

Persistent link: https://www.econbiz.de/10012549939