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1

Technical analysis and the London stock exchange: testing the MACD and RSI rules using the FT30

Chong, Terence Tai-Leung, Ng, Wing-Kam

Journal:

Applied Economics Letters

Année:

2008

Langue:

english

Fichier:

PDF, 101 KB

english, 2008

2

Does banking competition alleviate or worsen credit constraints faced by small- and medium-sized enterprises? Evidence from China

Chong, Terence Tai-Leung, Lu, Liping, Ongena, Steven

Journal:

Journal of Banking & Finance

Année:

2013

Langue:

english

Fichier:

PDF, 548 KB

english, 2013

3

Factor pricing in commodity futures and the role of liquidity

Chong, Terence Tai-Leung, Tsui, Sunny Chun, Chan, Wing Hong

Journal:

Quantitative Finance

Année:

2017

Langue:

english

Fichier:

PDF, 711 KB

english, 2017

4

HOW TO MAKE A PROFITABLE TRADING STRATEGY MORE PROFITABLE?

CHONG, TERENCE TAI-LEUNG, LAM, TAU-HING

Journal:

The Singapore Economic Review

Année:

2013

Langue:

english

Fichier:

PDF, 177 KB

english, 2013

5

An empirical comparison of moving average envelopes and Bollinger Bands

Leung, Joseph Man-Joe, Chong, Terence Tai-Leung

Journal:

Applied Economics Letters

Année:

2003

Langue:

english

Fichier:

PDF, 187 KB

english, 2003

6

A principal-component approach to measuring investor sentiment

Chen, Haiqiang, Chong, Terence Tai-Leung, Duan, Xin

Journal:

Quantitative Finance

Année:

2010

Langue:

english

Fichier:

PDF, 809 KB

english, 2010

7

What Explains Herd Behavior in the Chinese Stock Market?

Chong, Terence Tai-Leung, Liu, Xiaojin, Zhu, Chenqi

Journal:

Journal of Behavioral Finance

Année:

2017

Langue:

english

Fichier:

PDF, 633 KB

english, 2017

8

A new recognition algorithm for “head-and-shoulders” price patterns

Chong, Terence Tai-Leung, Poon, Ka-Ho

Journal:

Studies in Nonlinear Dynamics and Econometrics

Année:

2017

Langue:

english

Fichier:

PDF, 2.49 MB

english, 2017

9

Are Chinese Stock Market Cycles Duration Independent?

Haiqiang Chen, Terence Tai-Leung Chong, Zimu Li

Journal:

Financial Review

Année:

2011

Langue:

english

Fichier:

PDF, 347 KB

english, 2011

10

Political Turnover and the Stock Performance of SOEs in China

Wang, Danli, Chong, Terence Tai-Leung

Journal:

Chinese Economy

Année:

2017

Langue:

english

Fichier:

PDF, 557 KB

english, 2017

11

Profitability of intraday and interday momentum strategies

Wing-Shing Lam, Vincent, Chong, Terence Tai-Leung, Wong, Wing-Keung

Journal:

Applied Economics Letters

Année:

2007

Langue:

english

Fichier:

PDF, 112 KB

english, 2007

12

An investigation of duration dependence in the American stock market cycle

Chong, Terence Tai-Leung, Li, Zimu, Chen, Haiqiang, Hinich, Melvin J.

Journal:

Journal of Applied Statistics

Année:

2010

Langue:

english

Fichier:

PDF, 94 KB

english, 2010

13

A comparison of MA and RSI returns with exchange rate intervention

Shik, Thomas C., Chong, Terence Tai-Leung

Journal:

Applied Economics Letters

Année:

2007

Langue:

english

Fichier:

PDF, 134 KB

english, 2007

14

Predictability of nonlinear trading rules in the U.S. stock market

Chong, Terence Tai-Leung, Lam, Tau-Hing

Journal:

Quantitative Finance

Année:

2010

Langue:

english

Fichier:

PDF, 156 KB

english, 2010

15

Does the ‘Dogs of the Dow’ strategy work better in blue chips?

Chong, Terence Tai-Leung, Luk, Kin Keung

Journal:

Applied Economics Letters

Année:

2010

Langue:

english

Fichier:

PDF, 97 KB

english, 2010

16

ARE NONLINEAR TRADING RULES PROFITABLE IN THE CHINESE STOCK MARKET?

CHONG, TERENCE TAI-LEUNG, LAM, TAU-HING, HINICH, MELVIN J.

Journal:

Annals of Financial Economics

Année:

2009

Langue:

english

Fichier:

PDF, 151 KB

english, 2009

17

LONG-TERM ADJUSTMENT OF CAPITAL STRUCTURE: EVIDENCE FROM SINGAPORE, HONG KONG AND TAIWAN

CHONG, TERENCE TAI-LEUNG, TAK-YAN LAW, DANIEL, ZOU, LIN

Journal:

The Singapore Economic Review

Année:

2012

Langue:

english

Fichier:

PDF, 187 KB

english, 2012

18

Forbes and Billionaires: A Note on the Productive and Unproductive Entrepreneurial Activities in China

Chong, Terence Tai-Leung, Luo, Bei

Journal:

SSRN Electronic Journal

Année:

2015

Langue:

english

Fichier:

PDF, 385 KB

english, 2015

19

Threshold Effect of Scale and Skill in Active Mutual Fund Management

Tai-Leung Chong, Terence, Lee, Nayoung, Sio, Chan-Ip

Journal:

The North American Journal of Economics and Finance

Année:

2019

Langue:

english

Fichier:

PDF, 700 KB

english, 2019

20

Estimating the differencing parameter via the partial autocorrelation function

Terence Tai-Leung Chong

Journal:

Journal of Econometrics

Année:

2000

Langue:

english

Fichier:

PDF, 152 KB

english, 2000

21

HEDONIC PRICING MODELS FOR VEHICLE REGISTRATION MARKS

Terence Tai-Leung Chong, Xin Du

Journal:

Pacific Economic Review

Année:

2008

Langue:

english

Fichier:

PDF, 127 KB

english, 2008

22

International linkages of the Japanese stock market

Terence Tai-Leung Chong, Ying-Chiu Wong, Isabel Kit-Ming Yan

Journal:

Japan and the World Economy

Année:

2008

Langue:

english

Fichier:

PDF, 1.40 MB

english, 2008

23

Is the Chinese stock market really inefficient?

Terence Tai-Leung Chong, Tau-Hing Lam, Isabel Kit-Ming Yan

Journal:

China Economic Review

Année:

2012

Langue:

english

Fichier:

PDF, 243 KB

english, 2012

24

Do momentum-based strategies work in emerging currency markets?

Terence Tai-Leung Chong, Hugo Tak-Sang Ip

Journal:

Pacific-Basin Finance Journal

Année:

2009

Langue:

english

Fichier:

PDF, 363 KB

english, 2009

25

A THRESHOLD MODEL APPROACH TO ESTIMATING THE ABNORMAL STOCK RETURNS

CHONG, TERENCE TAI-LEUNG, MAK, WING HEI, YAN, ISABEL KIT-MING

Journal:

Annals of Financial Economics

Année:

2013

Langue:

english

Fichier:

PDF, 170 KB

english, 2013

26

The nexus between labor wages and property rents in the Greater China area

Chong, Terence Tai-Leung, Shui, Kenny Chi-Wai, Wong, Vivian H.

Journal:

China Economic Review

Année:

2014

Langue:

english

Fichier:

PDF, 277 KB

english, 2014

27

An Omnibus Test for Time Series Model I ( d )

Chong, Terence Tai-Leung, Hinich, Melvin J.

Journal:

Communications in Statistics - Simulation and Computation

Année:

2008

Langue:

english

Fichier:

PDF, 117 KB

english, 2008

28

Is the Rate-of-Change Oscillator Profitable?

Chong, Terence Tai-Leung, Leung, Ka Wai, Yuen, Ho Yin

Journal:

The Journal of Investing

Année:

2011

Langue:

english

Fichier:

PDF, 416 KB

english, 2011

29

Does monetary policy matter for trade?

Wong, Kin-Ming, Chong, Terence Tai-Leung

Journal:

International Economics

Année:

2016

Langue:

english

Fichier:

PDF, 735 KB

english, 2016

30

The risk-adjusted trading rule profits in currency spot cross-rates

Chong, Terence Tai-Leung, Shik, Thomas Chun-Sing

Journal:

Applied Financial Economics Letters

Année:

2007

Langue:

english

Fichier:

PDF, 184 KB

english, 2007

31

Profitability of the Directional Indicators

Lam, Wing-Shing, Chong, Terence Tai-Leung

Journal:

Applied Financial Economics Letters

Année:

2006

Langue:

english

Fichier:

PDF, 191 KB

english, 2006

32

The sources of country and industry variations in ASEAN

Lee, Meng-Horng, Hooy, Chee-Wooi, Chong, Terence Tai-Leung

Journal:

Macroeconomics and Finance in Emerging Market Economies

Année:

2017

Langue:

english

Fichier:

PDF, 1.39 MB

english, 2017

33

Estimation and inference of threshold regression models with measurement errors

Chong, Terence Tai-Leung, Chen, Haiqiang, Wong, Tsz-Nga, Yan, Isabel Kit-Ming

Journal:

Studies in Nonlinear Dynamics and Econometrics

Année:

2017

Langue:

english

Fichier:

PDF, 230 KB

english, 2017

34

Do speculative bubbles migrate in the Chinese stock market?

He, Qing, Qian, Zongxin, Fei, Zhe, Chong, Terence Tai-Leung

Journal:

Empirical Economics

Année:

2017

Langue:

english

Fichier:

PDF, 693 KB

english, 2017

35

On the sample variance of explosive random coefficient autoregressive processes

Terence Tai-Leung Chong, Wai-Kit Leung

Journal:

Applied Mathematics Letters

Année:

2011

Langue:

english

Fichier:

PDF, 220 KB

english, 2011

36

The empirical quest for

Terence Tai-Leung Chong

Journal:

Computers & Mathematics with Applications

Année:

2008

Langue:

english

Fichier:

PDF, 261 KB

english, 2008

37

Estimating the locations and number of change points by the sample-splitting method

Terence Tai-Leung Chong

Journal:

Statistical Papers

Année:

2001

Langue:

english

Fichier:

PDF, 2.89 MB

english, 2001

38

Generic consistency of the break-point estimator under specification errors

Terence Tai-Leung Chong

Journal:

The Econometrics Journal

Année:

2003

Langue:

english

Fichier:

PDF, 137 KB

english, 2003

39

The polynomial aggregated AR(1) model

Terence Tai-Leung Chong

Journal:

The Econometrics Journal

Année:

2006

Langue:

english

Fichier:

PDF, 174 KB

english, 2006

40

Generic consistency of the break-point estimators under specification errors in a multiple-break model

Jushan Bai, Haiqiang Chen, Terence Tai-Leung Chong, Seraph Xin Wang

Journal:

The Econometrics Journal

Année:

2008

Langue:

english

Fichier:

PDF, 171 KB

english, 2008

41

What accounts for Chinese Business Cycle?

Qing He, Terence Tai-Leung Chong, Kang Shi

Journal:

China Economic Review

Année:

2009

Langue:

english

Fichier:

PDF, 1.90 MB

english, 2009

42

Are Asian real exchange rates stationary?

Venus Khim-sen Liew, Ahmad Zubaidi Baharumshah, Terence Tai-leung Chong

Journal:

Economics Letters

Année:

2004

Langue:

english

Fichier:

PDF, 74 KB

english, 2004

43

Time series test of nonlinear convergence and transitional dynamics

Terence Tai-Leung Chong, Melvin J. Hinich, Venus Khim-Sen Liew, Kian-Ping Lim

Journal:

Economics Letters

Année:

2008

Langue:

english

Fichier:

PDF, 126 KB

english, 2008

44

Testing for a unit root in the presence of stochastic volatility and leverage effect

Yong Li, Terence Tai-Leung Chong, Jie Zhang

Journal:

Economic Modelling

Année:

2012

Langue:

english

Fichier:

PDF, 173 KB

english, 2012

45

Determining the contributions to price discovery for Chinese cross-listed stocks

Qian Su, Terence Tai-Leung Chong

Journal:

Pacific-Basin Finance Journal

Année:

2007

Langue:

english

Fichier:

PDF, 193 KB

english, 2007

46

Time series properties of aggregated AR(2) processes

Terence Tai-leung Chong, Kwan-to Wong

Journal:

Economics Letters

Année:

2001

Langue:

english

Fichier:

PDF, 54 KB

english, 2001

47

Estimating the fractionally integrated process in the presence of measurement errors

Terence Tai-leung Chong, Gilbert Chiu-sing Lui

Journal:

Economics Letters

Année:

1999

Langue:

english

Fichier:

PDF, 646 KB

english, 1999

48

Asymptotic distribution of the sup-Wald statistic under specification errors

Terence Tai-leung Chong

Journal:

Structural Change and Economic Dynamics

Année:

1999

Langue:

english

Fichier:

PDF, 94 KB

english, 1999

49

A Competing Risks Analysis of Corporate Survival

Qing He, Terence Tai-Leung Chong, Li Li, Jun Zhang

Journal:

Financial Management

Année:

2010

Langue:

english

Fichier:

PDF, 453 KB

english, 2010

50

Theory and Applications of TAR Model with Two Threshold Variables

Chen, Haiqiang, Chong, Terence Tai-Leung, Bai, Jushan

Journal:

Econometric Reviews

Année:

2012

Langue:

english

Fichier:

PDF, 441 KB

english, 2012