Arbitrage opportunities, efficiency, and the role of risk preferences in the Hong Kong property market
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DOI: 10.1108/SEF-03-2015-0079
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- Tsang, Chun-Kei & Wong, Wing-Keung & Horowitz, Ira, 2016. "Arbitrage Opportunities, Efficiency, and the Role of Risk Preferences in the Hong Kong Property Market," MPRA Paper 74347, University Library of Munich, Germany.
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"Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections,"
JRFM, MDPI, vol. 11(1), pages 1-29, March.
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Documentos de Trabajo del ICAE
2018-09, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
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- Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018. "Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections," Tinbergen Institute Discussion Papers 18-024/III, Tinbergen Institute.
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"Theories Of Risk: Testing Investor Behavior On The Taiwan Stock And Stock Index Futures Markets,"
Economic Inquiry, Western Economic Association International, vol. 54(2), pages 907-924, April.
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- Clark, Ephraim & Qiao, Zhuo & Wong, Wing-Keung, 2017. "Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets," MPRA Paper 82888, University Library of Munich, Germany.
- Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018.
"Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections,"
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MDPI, Open Access Journal, vol. 11(1), pages 1-29, March.
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- Chia-Lin Chang & Wing-Keung Wong & Michael McAleer, 2018. "Big data, computational science, economics, finance, marketing, management, and psychology: connections," Documentos de Trabajo del ICAE 2018-05, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
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- Zhidong Bai & Hua Li & Michael McAleer & Wing-Keung Wong, 2012. "Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China," KIER Working Papers 820, Kyoto University, Institute of Economic Research.
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- Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2010. "Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach," KIER Working Papers 718, Kyoto University, Institute of Economic Research.
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CIRJE F-Series
CIRJE-F-705, CIRJE, Faculty of Economics, University of Tokyo.
- Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2010. "Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach," CARF F-Series CARF-F-201, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Lean, H.H. & McAleer, M.J. & Wong, W.-K., 2010. "Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach," Econometric Institute Research Papers EI 2010-11, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
More about this item
Keywords
Urban studies; Stochastic dominance; Housing investment; Investors with S-shaped and reverse S-shaped utilities; Risk averters; Risk seekers;All these keywords.
JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- R31 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Real Estate Markets, Spatial Production Analysis, and Firm Location - - - Housing Supply and Markets
Statistics
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