Terence Tai Leung CHONG
Personal Details
First Name: | Terence Tai Leung |
Middle Name: | |
Last Name: | Chong |
Suffix: | |
RePEc Short-ID: | pch395 |
[This author has chosen not to make the email address public] | |
http://www.cuhk.edu.hk/eco/staff/tlchong/tlchong3.htm | |
Terminal Degree: | 1995 Economics Department; University of Rochester (from RePEc Genealogy) |
Affiliation
Department of Economics
Chinese University of Hong Kong
Shatin, Hong Konghttp://www.cuhk.edu.hk/eco/
RePEc:edi:decuhhk (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Chong, Terence Tai Leung & Lo, Vincent Pok Ho, 2024.
"Is Hong Kong still an entrepôt under the Sino-U.S. trade war?,"
MPRA Paper
120642, University Library of Munich, Germany.
- Terence Tai Leung Chong & Vincent Pok Ho Lo, 2024. "Is Hong Kong still an entrepôt under the Sino‐U.S. trade war?," Pacific Economic Review, Wiley Blackwell, vol. 29(2), pages 267-295, May.
- Chong, Terence Tai Leung, 2024. "Economic Prospects of the Development of the Guangdong-Hong Kong-Macao Greater Bay Area: The Competitive Advantages and Importance of the Service Sector," MPRA Paper 120638, University Library of Munich, Germany.
- Lee, Cheuk Ling & Chong, Terence Tai Leung, 2024. "Distance to Abortion Facilities and Child Living Conditions-Implication of the Abortion Law Change in the United States," MPRA Paper 120640, University Library of Munich, Germany.
- Chandra, Sonal & Chong, Terence Tai Leung, 2024. "The Impact of Caste on Income Disparity in India Today. A Pan-India Panel Data Approach," MPRA Paper 120639, University Library of Munich, Germany.
- Chong, Terence Tai Leung & Li, Chen, 2020. "Search of Attention in Financial Market," MPRA Paper 99003, University Library of Munich, Germany.
- Chong, Terence Tai Leung & Hou, Siqi, 2020.
"Will Stock Rise on Valentine’s Day?,"
MPRA Paper
99058, University Library of Munich, Germany.
- Terence Tai-Leung Chong & Siqi Hou, 2021. "Will stock rise on Valentine’s Day?," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 14(5), pages 646-667, May.
- Chong, Terence Tai Leung & Liu, Hengliang, 2020. "How does the COVID-19 pandemic affect housing prices in China?," MPRA Paper 102103, University Library of Munich, Germany.
- Chong, Terence Tai Leung & Kwok, Stanley, 2019. "The Impact of Shanghai-Hong Kong Stock Connect on the Effectiveness of Price Limits in the Chinese Stock Market," MPRA Paper 92185, University Library of Munich, Germany.
- Chong, Terence Tai Leung & Wu, Zhang & Liu, Yuchen, 2019. "Market Reaction to iPhone Rumors," MPRA Paper 92014, University Library of Munich, Germany.
- Chong, Terence Tai Leung & Ka, Yiu Tung, 2019. "Forecasting Income Inequality with Demographic Projections," MPRA Paper 99160, University Library of Munich, Germany.
- Chong, Terence Tai Leung & Wang, Qiyu, 2018.
"Co-integrated or not? After the Shanghai-Hong Kong and Shenzhen-Hong Kong Stock Connection Schemes,"
MPRA Paper
92012, University Library of Munich, Germany.
- Wang, Qiyu & Chong, Terence Tai-Leung, 2018. "Co-integrated or not? After the Shanghai–Hong Kong and Shenzhen–Hong Kong Stock Connection Schemes," Economics Letters, Elsevier, vol. 163(C), pages 167-171.
- Chong, Terence Tai Leung & Wu, Zhang, 2018.
"Price Rigidity in China: Empirical Results at Home and Abroad,"
MPRA Paper
92013, University Library of Munich, Germany.
- Wu, Zhang & Chong, Terence Tai-Leung, 2019. "Price rigidity in China: Empirical results at home and abroad," China Economic Review, Elsevier, vol. 55(C), pages 218-235.
- Chong, Terence Tai Leung & Wu, Yueer, 2018.
"The Unusual Trading Volume and Earnings Surprises in China’s Market,"
MPRA Paper
92162, University Library of Munich, Germany.
- Terence Tai Leung Chong & Yueer Wu & Jue Su, 2020. "The Unusual Trading Volume and Earnings Surprises in China’s Market," JRFM, MDPI, vol. 13(10), pages 1-17, October.
- Chong, Terence Tai Leung & Zeng, Hanrui, 2018.
"Does studying in Hong Kong affect the ideological preferences of Chinese mainland undergraduates?,"
MPRA Paper
92038, University Library of Munich, Germany.
- Hanrui Zeng & Terence Tai-Leung Chong, 2018. "Does studying in Hong Kong affect the ideological preferences of Chinese mainland undergraduates?," Economic and Political Studies, Taylor & Francis Journals, vol. 6(4), pages 431-444, October.
- He, Qing & Gan, Jingyun & Wang, Shuwan & Chong, Terence Tai Leung, 2018.
"The Effects of Trading Suspensions in China,"
MPRA Paper
92037, University Library of Munich, Germany.
- He, Qing & Gan, Jingyun & Wang, Shuwan & Chong, Terence Tai-Leung, 2019. "The effects of trading suspensions in China," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
- Wang, Luxia & Chong, Terence Tai Leung & He, Yiyao & Liu, Yuchen, 2018. "The Underpricing of Venture Capital Backed IPOs in China," MPRA Paper 92079, University Library of Munich, Germany.
- Pang, Tianxiao & Du, Lingjie & Chong, Terence Tai Leung, 2018.
"Estimating Multiple Breaks in Nonstationary Autoregressive Models,"
MPRA Paper
92074, University Library of Munich, Germany.
- Pang, Tianxiao & Du, Lingjie & Chong, Terence Tai-Leung, 2021. "Estimating multiple breaks in nonstationary autoregressive models," Journal of Econometrics, Elsevier, vol. 221(1), pages 277-311.
- Chong, Terence Tai Leung & Lee, Nayoung & Sio, Chan-Ip, 2018.
"Threshold Effect of Scale and Skill in Active Mutual Fund Management,"
MPRA Paper
92075, University Library of Munich, Germany.
- Chong, Terence Tai-Leung & Lee, Nayoung & Sio, Chan-Ip, 2020. "Threshold effect of scale and skill in active mutual fund management," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
- Chong, Terence Tai-Leung & Cao, Bingqing & Wong, Wing Keung, 2017.
"A Principal Component Approach to Measuring Investor Sentiment in Hong Kong,"
MPRA Paper
77147, University Library of Munich, Germany.
- Terence Tai-Leung Chong, Bingqing Cao, Wing Keung Wong, 2017. "A Principal Component Approach to Measuring Investor Sentiment in Hong Kong," Journal of Management Sciences, Geist Science, Iqra University, Faculty of Business Administration, vol. 4(2), pages 237-247, October.
- Chong, Terence Tai Leung & Ding, Yue & Pang, Tianxiao, 2017.
"Extreme Risk Value and Dependence Structure of the China Securities Index 300,"
MPRA Paper
80556, University Library of Munich, Germany.
- Terence Tai-Leung Chong & Yue Ding & Tianxiao Pang, 2017. "Extreme Risk Value and Dependence Structure of the China Securities Index 300," Economics Bulletin, AccessEcon, vol. 37(1), pages 520-529.
- Gao, Yan & Zhang, Xinyu & Wang, Shouyang & Chong, Terence Tai Leung & Zou, Guohua, 2017.
"Frequentist model averaging for threshold models,"
MPRA Paper
92036, University Library of Munich, Germany.
- Yan Gao & Xinyu Zhang & Shouyang Wang & Terence Tai-leung Chong & Guohua Zou, 2019. "Frequentist model averaging for threshold models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(2), pages 275-306, April.
- Chong, Terence Tai Leung & He, Qing & Ip, Hugo Tak Sang & Siu, Jonathan T., 2017. "Profitability of CAPM Momentum Strategies in the US Stock Market," MPRA Paper 80563, University Library of Munich, Germany.
- Chong, Terence Tai Leung & Tsui, Chun & Chan, Wing Hong, 2017.
"Factor Pricing in Commodity Futures and the Role of Liquidity,"
MPRA Paper
80555, University Library of Munich, Germany.
- Terence Tai-Leung Chong & Sunny Chun Tsui & Wing Hong Chan, 2017. "Factor pricing in commodity futures and the role of liquidity," Quantitative Finance, Taylor & Francis Journals, vol. 17(11), pages 1745-1757, November.
- Chong, Terence Tai Leung & Yiu, Alex Wing-Ho, 2017.
"The Nexus between Visitor Arrivals and Residential Property Rents in Hong Kong,"
MPRA Paper
80531, University Library of Munich, Germany.
- Terence Tai‐Leung Chong & Alex Wing‐Ho Yiu, 2019. "Nexus between visitor arrivals and residential property rents in Hong Kong," Pacific Economic Review, Wiley Blackwell, vol. 24(3), pages 464-478, August.
- He, Qing & Li, Dongxu & Lu, Liping & Chong, Terence Tai Leung, 2017.
"Institutional Ownership and Private Equity Placements: Evidence from Chinese Listed Firms,"
MPRA Paper
92035, University Library of Munich, Germany.
- Qing He & Dongxu Li & Liping Lu & Terence Tai Leung Chong, 2019. "Institutional Ownership and Private Equity Placements: Evidence from Chinese Listed Firms," International Review of Finance, International Review of Finance Ltd., vol. 19(2), pages 315-346, June.
- Hooy, Chee-Wooi & Lee, Meng-Horng & Chong, Terence Tai Leung, 2017. "The Sources of Country and Industry Variations in ASEAN Stock Returns," MPRA Paper 80574, University Library of Munich, Germany.
- Chong, Terence Tai Leung & Pang, Tianxiao & Zhang, Danna & Liang, Yanling, 2017.
"Structural change in non-stationary AR(1) models,"
MPRA Paper
80510, University Library of Munich, Germany.
- Pang, Tianxiao & Tai-Leung Chong, Terence & Zhang, Danna & Liang, Yanling, 2018. "Structural Change In Nonstationary Ar(1) Models," Econometric Theory, Cambridge University Press, vol. 34(5), pages 985-1017, October.
- Chong, Terence Tai-Leung & Liu, Xiaojin & Zhu, Chenqi, 2016.
"What Explains Herd Behavior in the Chinese Stock Market?,"
MPRA Paper
72100, University Library of Munich, Germany.
- Terence Tai-Leung Chong & Xiaojin Liu & Chenqi Zhu, 2017. "What Explains Herd Behavior in the Chinese Stock Market?," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 18(4), pages 448-456, October.
- Chong, Terence Tai Leung & Law, Daniel Tak Yan & Yao, Feng, 2016. "The Debt-Equity Choice of Japanese Firms," MPRA Paper 80561, University Library of Munich, Germany.
- Luo, Bei & Chong, Terence Tai Leung, 2016.
"Entrepreneurial Activities and Institutional Environment in China,"
MPRA Paper
63395, University Library of Munich, Germany.
- Bei Luo & Terence Tai-Leung Chong, 2017. "Entrepreneurial activities and institutional environment in China," Economic and Political Studies, Taylor & Francis Journals, vol. 5(2), pages 179-194, April.
- Chong, Terence Tai Leung & Li, Nasha & Zou, Lin, 2016.
"A New Approach to Modelling Sector Stock Returns in China,"
MPRA Paper
80554, University Library of Munich, Germany.
- Terence Tai-Leung Chong & Nasha Li & Lin Zou, 2017. "A New Approach to Modeling Sector Stock Returns in China," Chinese Economy, Taylor & Francis Journals, vol. 50(5), pages 305-322, September.
- Chong, Terence Tai Leung & Liu, Wenqi, 2016.
"The Roadmap of Interest Rate Liberalization in China,"
MPRA Paper
80564, University Library of Munich, Germany.
- Terence Tai Leung Chong & Wenqi Liu, 2017. "The roadmap of interest rate liberalisation in China," Economic and Political Studies, Taylor & Francis Journals, vol. 5(4), pages 421-440, October.
- Chong, Terence Tai Leung & Lu, Chenxi & Chan, Wing H., 2016.
"Long Range Dependence and Structural Breaks in the Gold Markets,"
MPRA Paper
80553, University Library of Munich, Germany.
- Terence Tai Leung Chong & Chenxi Lu & Wing Hong Chan, 2020. "Long Range Dependence And Structural Breaks In The Gold Markets," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 65(02), pages 257-273, March.
- Li, Mengling & Zheng, Huanhuan & Chong, Terence Tai Leung & Zhang, Yang, 2016.
"The Stock-Bond Comovements and Cross-Market Trading,"
MPRA Paper
75871, University Library of Munich, Germany.
- Li, Mengling & Zheng, Huanhuan & Tai Leung Chong, Terence & Zhang, Yang, 2016. "The stock–bond comovements and cross-market trading," Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 417-438.
- He, Qing & Liu, Fangge & Qian, Zhongxin & Chong, Terence Tai Leung, 2016.
"Housing Prices and Business Cycle in China: A DSGE Analysis,"
MPRA Paper
75921, University Library of Munich, Germany.
- He, Qing & Liu, Fangge & Qian, Zongxin & Tai Leung Chong, Terence, 2017. "Housing prices and business cycle in China: A DSGE analysis," International Review of Economics & Finance, Elsevier, vol. 52(C), pages 246-256.
- He, Qing & Qian, Zongxin & Fei, Zhe & Chong, Terence Tai Leung, 2016.
"Do Speculative Bubbles Migrate in the Chinese Stock Market?,"
MPRA Paper
80575, University Library of Munich, Germany.
- Qing He & Zongxin Qian & Zhe Fei & Terence Tai-Leung Chong, 2019. "Do speculative bubbles migrate in the Chinese stock market?," Empirical Economics, Springer, vol. 56(2), pages 735-754, February.
- Xie, Wenjing & Ding, Haoyuan & Chong, Terence Tai Leung, 2016.
"The Nexus Between Social Capital and Bank Risk Taking,"
MPRA Paper
75924, University Library of Munich, Germany.
- Wenjing Xie & Haoyuan Ding & Terence Tai-Leung Chong, 2016. "The Nexus between Social Capital and Bank Risk Taking," JRFM, MDPI, vol. 9(3), pages 1-19, July.
- Chong, Terence Tai Leung & Tang, Alan Tsz Chung & Chan, Kwun Ho, 2016. "An Empirical Comparison of Fast and Slow Stochastics," MPRA Paper 80559, University Library of Munich, Germany.
- Chong, Terence Tai Leung & Lin, Shiyu, 2015.
"Predictive Models for Disaggregate Stock Market Volatility,"
MPRA Paper
68460, University Library of Munich, Germany.
- Terence Tai-Leung Chong & Shiyu Lin, 2017. "Predictive models for disaggregate stock market volatility," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 31(3), pages 261-288, August.
- Chong, Terence Tai Leung & Chen, Haiqiang & Wong, Tsz Nga & Yan, Isabel K., 2015.
"Estimation and Inference of Threshold Regression Models with Measurement Errors,"
MPRA Paper
68457, University Library of Munich, Germany.
- Chong Terence Tai-Leung & Chen Haiqiang & Wong Tsz-Nga & Yan Isabel Kit-Ming, 2018. "Estimation and inference of threshold regression models with measurement errors," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(2), pages 1-16, April.
- Chong, Terence Tai Leung & Ding, Yue & Li, Yong, 2015.
"Executive Stock Option Pricing in China under Stochastic Volatility,"
MPRA Paper
63397, University Library of Munich, Germany.
- Terence Tai Leung Chong & Yue Ding & Yong Li, 2015. "Executive Stock Option Pricing in China Under Stochastic Volatility," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 35(10), pages 953-960, October.
- Wang, Danli & Chong, Terence Tai Leung, 2015.
"Political Turnover and the Stock Performance of SOEs in China,"
MPRA Paper
68459, University Library of Munich, Germany.
- Danli Wang & Terence Tai-Leung Chong, 2017. "Political Turnover and the Stock Performance of SOEs in China," Chinese Economy, Taylor & Francis Journals, vol. 50(1), pages 21-33, January.
- Qin, Cong & Chong, Terence Tai Leung, 2015.
"Can Poverty be Alleviated in China?,"
MPRA Paper
68458, University Library of Munich, Germany.
- Cong Qin & Terence Tai Leung Chong, 2018. "Can Poverty be Alleviated in China?," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 64(1), pages 192-212, March.
- Chong, Terence Tai Leung & Wong, Kin Ming, 2015. "What Should Central Banks Target? Evidence on the Impact of Monetary Policy Regimes on Economic Growth," MPRA Paper 63499, University Library of Munich, Germany.
- Chong, Terence Tai Leung & Wong, Kin Ming, 2015.
"Does Monetary Policy Matter For Trade?,"
MPRA Paper
63502, University Library of Munich, Germany.
- Kin-Ming Wong & Terence Tai-Leung Chong, 2016. "Does monetary policy matter for trade?," International Economics, CEPII research center, issue 147, pages 107-125.
- Wong, Kin-Ming & Chong, Terence Tai-Leung, 2016. "Does monetary policy matter for trade?," International Economics, Elsevier, vol. 147(C), pages 107-125.
- Wong, Kin Ming & Chong, Terence Tai Leung, 2014. "A Tale of Two Regimes: Classifying and Revisiting the Monetary Policy Regimes," MPRA Paper 75922, University Library of Munich, Germany.
- Chong, Terence Tai Leung & He, Qing & Chan, Wing Hong, 2014.
"From Fixed to Float: A Competing Risks Analysis,"
MPRA Paper
60824, University Library of Munich, Germany.
- Terence Tai-Leung Chong & Qing He & Wing Hong Chan, 2016. "From Fixed to Float: A Competing Risks Analysis," International Economic Journal, Taylor & Francis Journals, vol. 30(4), pages 488-503, October.
- Chong, Terence Tai-Leung & Ng, Wing-Kam & Liew, Venus Khim-Sen, 2014.
"Revisiting the Performance of MACD and RSI Oscillators,"
MPRA Paper
54149, University Library of Munich, Germany.
- Terence Tai-Leung Chong & Wing-Kam Ng & Venus Khim-Sen Liew, 2014. "Revisiting the Performance of MACD and RSI Oscillators," JRFM, MDPI, vol. 7(1), pages 1-12, February.
- Chong, Terence Tai Leung & Shui, Kenny Chi Wai & Wong, Vivian H, 2014.
"The Nexus between Labour Wages and Property Rents in the Greater China Area,"
MPRA Paper
56880, University Library of Munich, Germany.
- Chong, Terence Tai-Leung & Shui, Kenny Chi-Wai & Wong, Vivian H., 2014. "The nexus between labor wages and property rents in the Greater China area," China Economic Review, Elsevier, vol. 30(C), pages 180-191.
- Chong, Terence Tai Leung & Poon, Ka-Ho, 2014.
"A New Recognition Algorithm for “Head-and-Shoulders” Price Patterns,"
MPRA Paper
60825, University Library of Munich, Germany.
- Chong Terence Tai-Leung & Poon Ka-Ho, 2017. "A new recognition algorithm for “head-and-shoulders” price patterns," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(5), pages 1-18, December.
- Wang, Dingyan & Chong, Terence Tai-Leung & Chan, Wing Hong, 2014. "Price Limits and Stock Market Volatility in China," MPRA Paper 54146, University Library of Munich, Germany.
- Wing Chan, Derek Wang, Terence Chong, 2014. "Price Limit And Stock Volatility In China During Financial Crises," LCERPA Working Papers wm0069, Laurier Centre for Economic Research and Policy Analysis.
- Chong, Terence Tai Leung & Ding, Haoyuan & Park, Sung Y, 2014.
"Nonlinear Dependence between Stock and Real Estate Markets in China,"
MPRA Paper
57774, University Library of Munich, Germany.
- Ding, Haoyuan & Chong, Terence Tai-leung & Park, Sung Y., 2014. "Nonlinear dependence between stock and real estate markets in China," Economics Letters, Elsevier, vol. 124(3), pages 526-529.
- Ko, Stanley I. M. & Chong, Terence T. L. & Ghosh, Pulak, 2014. "Dirichlet Process Hidden Markov Multiple Change-point Model," MPRA Paper 57871, University Library of Munich, Germany.
- Chong, Terence Tai Leung & Yan, Isabel K., 2014. "Estimating and Testing Threshold Regression Models with Multiple Threshold Variables," MPRA Paper 54732, University Library of Munich, Germany.
- Chong, Terence Tai Leung & Zhu, Tingting & Rafiq, M.S., 2013.
"Are Prices Sticky in Large Developing Economies? An Empirical Comparison of China and India,"
MPRA Paper
60985, University Library of Munich, Germany.
- Terence Tai Leung Chong & M. S. Rafiq & Tingting Juni Zhu & Zhang Wu, 2019. "Are Prices Sticky In Large Developing Economies? An Empirical Comparison Of China And India," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 64(02), pages 341-363, March.
- Chen, Haiqiang & Chong, Terence Tai Leung & She, Yingni, 2013.
"A Principal Component Approach to Measuring Investor Sentiment in China,"
MPRA Paper
54150, University Library of Munich, Germany.
- Haiqiang Chen & Terence Tai Leung Chong & Yingni She, 2014. "A principal component approach to measuring investor sentiment in China," Quantitative Finance, Taylor & Francis Journals, vol. 14(4), pages 573-579, April.
- Pang, Tianxiao & Zhang, Danna & Chong, Terence Tai-Leung, 2013. "Asymptotic Inferences for an AR(1) Model with a Change Point: Stationary and Nearly Non-stationary Cases," MPRA Paper 55312, University Library of Munich, Germany.
- Chong, T.T.L. & Lu, L. & Ongena, S., 2012. "Does Banking Competition Alleviate or Worsen Credit Constraints Faced by Small and Medium Enterprises? Evidence from China (Replaces EBC DP 2011-001)," Other publications TiSEM 138a068d-03af-47e7-baba-0, Tilburg University, School of Economics and Management.
- Chen, Haiqiang & Chong, Terence Tai Leung & Bai, Jushan, 2012.
"Theory and Applications of TAR Model with Two Threshold Variables,"
MPRA Paper
54527, University Library of Munich, Germany.
- Haiqiang Chen & Terence Chong & Jushan Bai, 2012. "Theory and Applications of TAR Model with Two Threshold Variables," Econometric Reviews, Taylor & Francis Journals, vol. 31(2), pages 142-170.
- Chong, T.T.L. & Lu, L. & Ongena, S., 2012.
"Does Banking Competition Alleviate or Worsen Credit Constraints Faced by Small and Medium Enterprises? Evidence from China (Replaces CentER DP 2011-006),"
Discussion Paper
2012-013, Tilburg University, Center for Economic Research.
- Chong, T.T.L. & Lu, L. & Ongena, S., 2012. "Does Banking Competition Alleviate or Worsen Credit Constraints Faced by Small and Medium Enterprises? Evidence from China (Replaces CentER DP 2011-006)," Other publications TiSEM b95dfffc-ad1d-40ff-8a57-6, Tilburg University, School of Economics and Management.
- Yan, Isabel K. & Chong, Terence & Lam, Tau-Hing, 2011.
"Is the Chinese Stock Market Really Efficient,"
MPRA Paper
35219, University Library of Munich, Germany.
- Chong, Terence Tai-Leung & Lam, Tau-Hing & Yan, Isabel Kit-Ming, 2012. "Is the Chinese stock market really inefficient?," China Economic Review, Elsevier, vol. 23(1), pages 122-137.
- Tarvis Ng & Terence Tai-Leung, Chong & Xin Du, 2009.
"The Value of Superstitions,"
Departmental Working Papers
_189, Chinese University of Hong Kong, Department of Economics.
- Ng, Travis & Chong, Terence & Du, Xin, 2010. "The value of superstitions," Journal of Economic Psychology, Elsevier, vol. 31(3), pages 293-309, June.
- Ng, Travis & Chong, Terence & Xin, Du, 2009. "The Value of Superstitions," MPRA Paper 13575, University Library of Munich, Germany.
- Terence Tai-Leung, Chong & Wai-Chun Lau & Kai-Yin Lui, 2007. "The Political Economy of Issuing a Typhoon Signal," Departmental Working Papers _186, Chinese University of Hong Kong, Department of Economics.
- Li Li & Qing He & Terence Tai-Leung, Chong, 2007. "A Competing Risk Analysis of Delistings," Departmental Working Papers _187, Chinese University of Hong Kong, Department of Economics.
- Qing He & Terence Tai-Leung, Chong, 2006. "Predicting Currency Crises in Emerging Asian Countries: A Dynamic Threshold Approach," Departmental Working Papers _183, Chinese University of Hong Kong, Department of Economics.
- Hugo Tak-Sang, IP & Terence Tai-Leung, Chong, 2006.
"Do Momentum-based Strategies Work in Emerging Currency Markets?,"
Departmental Working Papers
_181, Chinese University of Hong Kong, Department of Economics.
- Chong, Terence Tai-Leung & Ip, Hugo Tak-Sang, 2009. "Do momentum-based strategies work in emerging currency markets?," Pacific-Basin Finance Journal, Elsevier, vol. 17(4), pages 479-493, September.
- Wing Hei, Mak & Terence Tai-Leung, Chong & Isabel Kit-Ming, Yan, 2006. "Market Size, Book-to-Market Equity and the Cross-Section of Stock Returns: An Application of the Multiple-Variable Threshold Model," Departmental Working Papers _182, Chinese University of Hong Kong, Department of Economics.
- Shuo Yuan & Terence T. Chong, 2005. "What Cause(s) the Underpricing of H-Share IPO?," Departmental Working Papers _170, Chinese University of Hong Kong, Department of Economics.
- Qian Su & Terence T. Chong, 2005.
"Determining the Contributions to the Price Discovery for Chinese Cross-listed Stocks,"
Departmental Working Papers
_169, Chinese University of Hong Kong, Department of Economics.
- Su, Qian & Chong, Terence Tai-Leung, 2007. "Determining the contributions to price discovery for Chinese cross-listed stocks," Pacific-Basin Finance Journal, Elsevier, vol. 15(2), pages 140-153, April.
- Haiqiang Chen & Terence T. Chong, 2005. "Threshold Autoregressive Model with Multiple Threshold Variables," Departmental Working Papers _171, Chinese University of Hong Kong, Department of Economics.
- Wing-Keung Wong & Jun Du & Terence Tai-Leung Chong, 2005.
"Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan,"
Finance Working Papers
22587, East Asian Bureau of Economic Research.
- Wong, Wing-Keung & Du, Jun & Chong, Terence Tai-Leung, 2005. "Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, vol. 1(2), pages 1-23.
- Seraph Xin Wang & Terence Tai-leung Chong & Haiqiang Chen, 2004.
"Generic Consistency of the Break-Point Estimators under Specification Errors in a Multiple-Break Model,"
Departmental Working Papers
_160, Chinese University of Hong Kong, Department of Economics.
- Jushan Bai & Haiqiang Chen & Terence Tai-Leung Chong & Seraph Xin Wang, 2008. "Generic consistency of the break-point estimators under specification errors in a multiple-break model," Econometrics Journal, Royal Economic Society, vol. 11(2), pages 287-307, July.
- Xin Du & Terence Tai-leung Chong, 2004. "Do the Chinese have a Preference for the Number "8": A Hedonic Pricing Model for the Vehicle Registration Marks in Hong Kong," Departmental Working Papers _162, Chinese University of Hong Kong, Department of Economics.
- Terence Tai-leung Chong, 2004. "An Omnibus Test for the Fractionally Intergrated Model," Departmental Working Papers _158, Chinese University of Hong Kong, Department of Economics.
- Wai-hong Wong & Terence Tai-leung Chong & Venus Khim-sen Liew, 2004. "Value Creation and Long Term Performance of Hong Kong Spinoffs," Departmental Working Papers _165, Chinese University of Hong Kong, Department of Economics.
- Terence Tai-leung Chong, 2003. "Modelling Smooth Transitional Economic Behavior," Departmental Working Papers _153, Chinese University of Hong Kong, Department of Economics.
- Venus Khim-sen Liew & Terence Tai- leung Chong, 2003. "Effects of STAR and TAR types nonlinearities on order selection criteria," Econometrics 0307005, University Library of Munich, Germany.
- Venus Khim-sen Liew & Terence Tai-leung Chong, 2003. "Effects of ARCH Errors on Autoregressive Lag Length Selection Criteria," Departmental Working Papers _152, Chinese University of Hong Kong, Department of Economics.
- Lok-yee Leung & Terence Tai-leung Chong, 2003. "On the Profitability of Momentum Strategies and Relative Strength Index in the International Equity Markets," Departmental Working Papers _151, Chinese University of Hong Kong, Department of Economics.
- Quincy Chi fai Chan & Terence Tai-leung Chong, 2003. "A Profitability Comparison of Modal Point and Closing Price," Departmental Working Papers _150, Chinese University of Hong Kong, Department of Economics.
- Venus Khim-sen Liew & Ahmad Zubaidi Baharumshah & Terence Tai-leung Chong, 2003.
"Are Asian Real Exchange Rates Stationary?,"
International Finance
0307002, University Library of Munich, Germany, revised 01 Nov 2004.
- Liew, Venus Khim-sen & Baharumshah, Ahmad Zubaidi & Chong, Terence Tai-leung, 2004. "Are Asian real exchange rates stationary?," Economics Letters, Elsevier, vol. 83(3), pages 313-316, June.
- Terence Tai-leung Chong, 2002. "Testing for Structural Break of the U.S. Stock Market in the 911 Attacks," Departmental Working Papers _141, Chinese University of Hong Kong, Department of Economics.
- Terence Tai-leung Chong, 2001. "Extracting From the Dow Jones Index," Departmental Working Papers _133, Chinese University of Hong Kong, Department of Economics.
- Terence Tai-leung Chong & Kwan-to Wong, 2000.
"Time Series Properties of Aggregated AR(2) Processes,"
Departmental Working Papers
_130, Chinese University of Hong Kong, Department of Economics.
- Chong, Terence Tai-leung & Wong, Kwan-to, 2001. "Time series properties of aggregated AR(2) processes," Economics Letters, Elsevier, vol. 73(3), pages 325-332, December.
- Terence Tai-leung Chong, 2000. "Estimation, Inference, and the Long Memory Properties of Aggregated AR(1) Processes with Coefficients Drawn from a Polynomial Density Function," Departmental Working Papers _131, Chinese University of Hong Kong, Department of Economics.
- Terence Tai-Leung, Chong, 1998.
"Estimating the Differencing Parameter Via the Partial Autocorrelation Function,"
Departmental Working Papers
_088, Chinese University of Hong Kong, Department of Economics.
- Chong, Terence Tai-Leung, 2000. "Estimating the differencing parameter via the partial autocorrelation function," Journal of Econometrics, Elsevier, vol. 97(2), pages 365-381, August.
- Terence Tai-Leung, Chong & Gilbert Chiu-Sing, Lui, 1998.
"Estimating the Fractionally Integrated Process in the Presence of Measurement Errors,"
Departmental Working Papers
_090, Chinese University of Hong Kong, Department of Economics.
- Chong, Terence Tai-leung & Lui, Gilbert Chiu-sing, 1999. "Estimating the fractionally integrated process in the presence of measurement errors," Economics Letters, Elsevier, vol. 63(3), pages 285-294, June.
- Terence Tai-Leung, Chong & Gilbert Chiu-Sing, Lui, 1998. "A Simple Test for Fractionally Integrated Processes," Departmental Working Papers _087, Chinese University of Hong Kong, Department of Economics.
- Terence Tai-Leung, Chong, 1997.
"Structural Change in AR(1) Models,"
Departmental Working Papers
_079, Chinese University of Hong Kong, Department of Economics.
- Chong, Terence Tai-Leung, 2001. "Structural Change In Ar(1) Models," Econometric Theory, Cambridge University Press, vol. 17(1), pages 87-155, February.
- Tai-leung, Chong, 1996. "Estimating the Unit Root Process in the Presence of Measurement Errors," Departmental Working Papers _067, Chinese University of Hong Kong, Department of Economics.
- Tai-leung, Chong, 1996. "Estimation of and Testing for Structural Break in the Presence of Measurement Errors," Departmental Working Papers _065, Chinese University of Hong Kong, Department of Economics.
- Tai-leung, Chong & Wai-kit, Leung, 1996. "Seemingly Unexplosive Nonstationary Random Coefficient Autoregressive Processes, A Note," Departmental Working Papers _066, Chinese University of Hong Kong, Department of Economics.
- Tai-leung, Chong, 1996. "Estimating the Location of Break in Restricted Structural Change Models," Departmental Working Papers _068, Chinese University of Hong Kong, Department of Economics.
Articles
- Terence Tai Leung Chong & Vincent Pok Ho Lo, 2024.
"Is Hong Kong still an entrepôt under the Sino‐U.S. trade war?,"
Pacific Economic Review, Wiley Blackwell, vol. 29(2), pages 267-295, May.
- Chong, Terence Tai Leung & Lo, Vincent Pok Ho, 2024. "Is Hong Kong still an entrepôt under the Sino-U.S. trade war?," MPRA Paper 120642, University Library of Munich, Germany.
- Terence Tai Leung Chong & Sizhu Wang & Ce Zhang, 2023. "Understanding the digital economy in China: Characteristics, challenges, and prospects," Economic and Political Studies, Taylor & Francis Journals, vol. 11(4), pages 419-440, October.
- Terence Tai Leung Chong & Cornelia Yip & Patrick Ming Yu Ngai, 2022. "Economic implications of the sixth plenary session of the 19th CPC Central Committee for China’s Hong Kong," Economic and Political Studies, Taylor & Francis Journals, vol. 10(1), pages 9-18, January.
- Pang, Tianxiao & Du, Lingjie & Chong, Terence Tai-Leung, 2021.
"Estimating multiple breaks in nonstationary autoregressive models,"
Journal of Econometrics, Elsevier, vol. 221(1), pages 277-311.
- Pang, Tianxiao & Du, Lingjie & Chong, Terence Tai Leung, 2018. "Estimating Multiple Breaks in Nonstationary Autoregressive Models," MPRA Paper 92074, University Library of Munich, Germany.
- Zhang Wu & Terence Tai-Leung Chong, 2021. "Does the macroeconomy matter to market volatility? Evidence from US industries," Empirical Economics, Springer, vol. 61(6), pages 2931-2962, December.
- Terence Tai-Leung Chong & Siqi Hou, 2021.
"Will stock rise on Valentine’s Day?,"
Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 14(5), pages 646-667, May.
- Chong, Terence Tai Leung & Hou, Siqi, 2020. "Will Stock Rise on Valentine’s Day?," MPRA Paper 99058, University Library of Munich, Germany.
- Tianxiao Pang & Terence Tai-Leung Chong & Danna Zhang, 2021. "Non identification of structural change in non stationary AR(1) models," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 50(18), pages 4145-4166, August.
- Wang, Qiyu & Chong, Terence Tai-Leung, 2021. "Factor pricing of cryptocurrencies," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
- Terence Tai Leung Chong & Xiaoyang Li & Cornelia Yip, 2021. "The impact of COVID-19 on ASEAN," Economic and Political Studies, Taylor & Francis Journals, vol. 9(2), pages 166-185, April.
- Terence Tai Leung Chong & Chenxi Lu & Wing Hong Chan, 2020.
"Long Range Dependence And Structural Breaks In The Gold Markets,"
The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 65(02), pages 257-273, March.
- Chong, Terence Tai Leung & Lu, Chenxi & Chan, Wing H., 2016. "Long Range Dependence and Structural Breaks in the Gold Markets," MPRA Paper 80553, University Library of Munich, Germany.
- Terence Tai Leung Chong & Xiaoyang Li, 2020. "The development of Hong Kong housing market: past, present and future," Economic and Political Studies, Taylor & Francis Journals, vol. 8(1), pages 21-40, January.
- Alex Wing Ho Yiu & Terence Tai Leung Chong, 2020. "An instrumental variable approach to unveiling the determinants of flatted factory rent in Hong Kong," Economic and Political Studies, Taylor & Francis Journals, vol. 8(1), pages 115-138, January.
- Terence Tai Leung Chong & Yueer Wu & Jue Su, 2020.
"The Unusual Trading Volume and Earnings Surprises in China’s Market,"
JRFM, MDPI, vol. 13(10), pages 1-17, October.
- Chong, Terence Tai Leung & Wu, Yueer, 2018. "The Unusual Trading Volume and Earnings Surprises in China’s Market," MPRA Paper 92162, University Library of Munich, Germany.
- Chong, Terence Tai-Leung & Lee, Nayoung & Sio, Chan-Ip, 2020.
"Threshold effect of scale and skill in active mutual fund management,"
The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
- Chong, Terence Tai Leung & Lee, Nayoung & Sio, Chan-Ip, 2018. "Threshold Effect of Scale and Skill in Active Mutual Fund Management," MPRA Paper 92075, University Library of Munich, Germany.
- Terence Tai Leung Chong, 2020. "Editorial," Economic and Political Studies, Taylor & Francis Journals, vol. 8(1), pages 1-5, January.
- Terence Tai Leung Chong & Xiaoyang Li, 2019. "Understanding the China–US trade war: causes, economic impact, and the worst-case scenario," Economic and Political Studies, Taylor & Francis Journals, vol. 7(2), pages 185-202, April.
- Qing He & Dongxu Li & Liping Lu & Terence Tai Leung Chong, 2019.
"Institutional Ownership and Private Equity Placements: Evidence from Chinese Listed Firms,"
International Review of Finance, International Review of Finance Ltd., vol. 19(2), pages 315-346, June.
- He, Qing & Li, Dongxu & Lu, Liping & Chong, Terence Tai Leung, 2017. "Institutional Ownership and Private Equity Placements: Evidence from Chinese Listed Firms," MPRA Paper 92035, University Library of Munich, Germany.
- Wu, Zhang & Chong, Terence Tai-Leung, 2019.
"Price rigidity in China: Empirical results at home and abroad,"
China Economic Review, Elsevier, vol. 55(C), pages 218-235.
- Chong, Terence Tai Leung & Wu, Zhang, 2018. "Price Rigidity in China: Empirical Results at Home and Abroad," MPRA Paper 92013, University Library of Munich, Germany.
- Kin-Ming Wong & Terence Tai-Leung Chong, 2019. "Monetary policy regimes and growth revisited: evidence from a de facto classification," Oxford Economic Papers, Oxford University Press, vol. 71(4), pages 908-929.
- Terence Tai‐Leung Chong & Alex Wing‐Ho Yiu, 2019.
"Nexus between visitor arrivals and residential property rents in Hong Kong,"
Pacific Economic Review, Wiley Blackwell, vol. 24(3), pages 464-478, August.
- Chong, Terence Tai Leung & Yiu, Alex Wing-Ho, 2017. "The Nexus between Visitor Arrivals and Residential Property Rents in Hong Kong," MPRA Paper 80531, University Library of Munich, Germany.
- Terence Tai-leung Chong, 2019. "Editorial," Economic and Political Studies, Taylor & Francis Journals, vol. 7(2), pages 113-121, April.
- Yan Gao & Xinyu Zhang & Shouyang Wang & Terence Tai-leung Chong & Guohua Zou, 2019.
"Frequentist model averaging for threshold models,"
Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(2), pages 275-306, April.
- Gao, Yan & Zhang, Xinyu & Wang, Shouyang & Chong, Terence Tai Leung & Zou, Guohua, 2017. "Frequentist model averaging for threshold models," MPRA Paper 92036, University Library of Munich, Germany.
- Bei Luo & Terence Tai-Leung Chong, 2019. "Regional differences in self-employment in China," Small Business Economics, Springer, vol. 53(3), pages 813-837, October.
- Qing He & Zongxin Qian & Zhe Fei & Terence Tai-Leung Chong, 2019.
"Do speculative bubbles migrate in the Chinese stock market?,"
Empirical Economics, Springer, vol. 56(2), pages 735-754, February.
- He, Qing & Qian, Zongxin & Fei, Zhe & Chong, Terence Tai Leung, 2016. "Do Speculative Bubbles Migrate in the Chinese Stock Market?," MPRA Paper 80575, University Library of Munich, Germany.
- He, Qing & Gan, Jingyun & Wang, Shuwan & Chong, Terence Tai-Leung, 2019.
"The effects of trading suspensions in China,"
The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
- He, Qing & Gan, Jingyun & Wang, Shuwan & Chong, Terence Tai Leung, 2018. "The Effects of Trading Suspensions in China," MPRA Paper 92037, University Library of Munich, Germany.
- Terence Tai Leung Chong & M. S. Rafiq & Tingting Juni Zhu & Zhang Wu, 2019.
"Are Prices Sticky In Large Developing Economies? An Empirical Comparison Of China And India,"
The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 64(02), pages 341-363, March.
- Chong, Terence Tai Leung & Zhu, Tingting & Rafiq, M.S., 2013. "Are Prices Sticky in Large Developing Economies? An Empirical Comparison of China and India," MPRA Paper 60985, University Library of Munich, Germany.
- Pang, Tianxiao & Tai-Leung Chong, Terence & Zhang, Danna & Liang, Yanling, 2018.
"Structural Change In Nonstationary Ar(1) Models,"
Econometric Theory, Cambridge University Press, vol. 34(5), pages 985-1017, October.
- Chong, Terence Tai Leung & Pang, Tianxiao & Zhang, Danna & Liang, Yanling, 2017. "Structural change in non-stationary AR(1) models," MPRA Paper 80510, University Library of Munich, Germany.
- Hanrui Zeng & Terence Tai-Leung Chong, 2018.
"Does studying in Hong Kong affect the ideological preferences of Chinese mainland undergraduates?,"
Economic and Political Studies, Taylor & Francis Journals, vol. 6(4), pages 431-444, October.
- Chong, Terence Tai Leung & Zeng, Hanrui, 2018. "Does studying in Hong Kong affect the ideological preferences of Chinese mainland undergraduates?," MPRA Paper 92038, University Library of Munich, Germany.
- Wang, Qiyu & Chong, Terence Tai-Leung, 2018.
"Co-integrated or not? After the Shanghai–Hong Kong and Shenzhen–Hong Kong Stock Connection Schemes,"
Economics Letters, Elsevier, vol. 163(C), pages 167-171.
- Chong, Terence Tai Leung & Wang, Qiyu, 2018. "Co-integrated or not? After the Shanghai-Hong Kong and Shenzhen-Hong Kong Stock Connection Schemes," MPRA Paper 92012, University Library of Munich, Germany.
- Chong Terence Tai-Leung & Chen Haiqiang & Wong Tsz-Nga & Yan Isabel Kit-Ming, 2018.
"Estimation and inference of threshold regression models with measurement errors,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(2), pages 1-16, April.
- Chong, Terence Tai Leung & Chen, Haiqiang & Wong, Tsz Nga & Yan, Isabel K., 2015. "Estimation and Inference of Threshold Regression Models with Measurement Errors," MPRA Paper 68457, University Library of Munich, Germany.
- Cong Qin & Terence Tai Leung Chong, 2018.
"Can Poverty be Alleviated in China?,"
Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 64(1), pages 192-212, March.
- Qin, Cong & Chong, Terence Tai Leung, 2015. "Can Poverty be Alleviated in China?," MPRA Paper 68458, University Library of Munich, Germany.
- Terence T.L. Chong & Isabel K. Yan, 2018.
"Forecasting currency crises with threshold models,"
International Economics, CEPII research center, issue 156, pages 156-174.
- Chong, Terence T.L. & Yan, Isabel K., 2018. "Forecasting currency crises with threshold models," International Economics, Elsevier, vol. 156(C), pages 156-174.
- Meng-Horng Lee & Chee-Wooi Hooy & Terence Tai-Leung Chong, 2018. "The sources of country and industry variations in ASEAN," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 11(1), pages 19-35, January.
- Terence Tai-Leung Chong & Sunny Chun Tsui & Wing Hong Chan, 2017.
"Factor pricing in commodity futures and the role of liquidity,"
Quantitative Finance, Taylor & Francis Journals, vol. 17(11), pages 1745-1757, November.
- Chong, Terence Tai Leung & Tsui, Chun & Chan, Wing Hong, 2017. "Factor Pricing in Commodity Futures and the Role of Liquidity," MPRA Paper 80555, University Library of Munich, Germany.
- Terence Tai-Leung Chong & Xiaojin Liu & Chenqi Zhu, 2017.
"What Explains Herd Behavior in the Chinese Stock Market?,"
Journal of Behavioral Finance, Taylor & Francis Journals, vol. 18(4), pages 448-456, October.
- Chong, Terence Tai-Leung & Liu, Xiaojin & Zhu, Chenqi, 2016. "What Explains Herd Behavior in the Chinese Stock Market?," MPRA Paper 72100, University Library of Munich, Germany.
- Chong Terence Tai-Leung & Poon Ka-Ho, 2017.
"A new recognition algorithm for “head-and-shoulders” price patterns,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(5), pages 1-18, December.
- Chong, Terence Tai Leung & Poon, Ka-Ho, 2014. "A New Recognition Algorithm for “Head-and-Shoulders” Price Patterns," MPRA Paper 60825, University Library of Munich, Germany.
- Terence Tai Leung Chong & Wenqi Liu, 2017.
"The roadmap of interest rate liberalisation in China,"
Economic and Political Studies, Taylor & Francis Journals, vol. 5(4), pages 421-440, October.
- Chong, Terence Tai Leung & Liu, Wenqi, 2016. "The Roadmap of Interest Rate Liberalization in China," MPRA Paper 80564, University Library of Munich, Germany.
- He, Qing & Liu, Fangge & Qian, Zongxin & Tai Leung Chong, Terence, 2017.
"Housing prices and business cycle in China: A DSGE analysis,"
International Review of Economics & Finance, Elsevier, vol. 52(C), pages 246-256.
- He, Qing & Liu, Fangge & Qian, Zhongxin & Chong, Terence Tai Leung, 2016. "Housing Prices and Business Cycle in China: A DSGE Analysis," MPRA Paper 75921, University Library of Munich, Germany.
- Bei Luo & Terence Tai-Leung Chong, 2017.
"Entrepreneurial activities and institutional environment in China,"
Economic and Political Studies, Taylor & Francis Journals, vol. 5(2), pages 179-194, April.
- Luo, Bei & Chong, Terence Tai Leung, 2016. "Entrepreneurial Activities and Institutional Environment in China," MPRA Paper 63395, University Library of Munich, Germany.
- Terence Tai-Leung Chong & Shiyu Lin, 2017.
"Predictive models for disaggregate stock market volatility,"
Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 31(3), pages 261-288, August.
- Chong, Terence Tai Leung & Lin, Shiyu, 2015. "Predictive Models for Disaggregate Stock Market Volatility," MPRA Paper 68460, University Library of Munich, Germany.
- Danli Wang & Terence Tai-Leung Chong, 2017.
"Political Turnover and the Stock Performance of SOEs in China,"
Chinese Economy, Taylor & Francis Journals, vol. 50(1), pages 21-33, January.
- Wang, Danli & Chong, Terence Tai Leung, 2015. "Political Turnover and the Stock Performance of SOEs in China," MPRA Paper 68459, University Library of Munich, Germany.
- Terence Tai-Leung Chong & Yue Ding & Tianxiao Pang, 2017.
"Extreme Risk Value and Dependence Structure of the China Securities Index 300,"
Economics Bulletin, AccessEcon, vol. 37(1), pages 520-529.
- Chong, Terence Tai Leung & Ding, Yue & Pang, Tianxiao, 2017. "Extreme Risk Value and Dependence Structure of the China Securities Index 300," MPRA Paper 80556, University Library of Munich, Germany.
- Terence Tai-Leung Chong & Nasha Li & Lin Zou, 2017.
"A New Approach to Modeling Sector Stock Returns in China,"
Chinese Economy, Taylor & Francis Journals, vol. 50(5), pages 305-322, September.
- Chong, Terence Tai Leung & Li, Nasha & Zou, Lin, 2016. "A New Approach to Modelling Sector Stock Returns in China," MPRA Paper 80554, University Library of Munich, Germany.
- Terence Tai-Leung Chong, Bingqing Cao, Wing Keung Wong, 2017.
"A Principal Component Approach to Measuring Investor Sentiment in Hong Kong,"
Journal of Management Sciences, Geist Science, Iqra University, Faculty of Business Administration, vol. 4(2), pages 237-247, October.
- Chong, Terence Tai-Leung & Cao, Bingqing & Wong, Wing Keung, 2017. "A Principal Component Approach to Measuring Investor Sentiment in Hong Kong," MPRA Paper 77147, University Library of Munich, Germany.
- Li, Mengling & Zheng, Huanhuan & Tai Leung Chong, Terence & Zhang, Yang, 2016.
"The stock–bond comovements and cross-market trading,"
Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 417-438.
- Li, Mengling & Zheng, Huanhuan & Chong, Terence Tai Leung & Zhang, Yang, 2016. "The Stock-Bond Comovements and Cross-Market Trading," MPRA Paper 75871, University Library of Munich, Germany.
- Terence Tai-Leung Chong & Qing He & Wing Hong Chan, 2016.
"From Fixed to Float: A Competing Risks Analysis,"
International Economic Journal, Taylor & Francis Journals, vol. 30(4), pages 488-503, October.
- Chong, Terence Tai Leung & He, Qing & Chan, Wing Hong, 2014. "From Fixed to Float: A Competing Risks Analysis," MPRA Paper 60824, University Library of Munich, Germany.
- Kin-Ming Wong & Terence Tai-Leung Chong, 2016.
"Does monetary policy matter for trade?,"
International Economics, CEPII research center, issue 147, pages 107-125.
- Wong, Kin-Ming & Chong, Terence Tai-Leung, 2016. "Does monetary policy matter for trade?," International Economics, Elsevier, vol. 147(C), pages 107-125.
- Chong, Terence Tai Leung & Wong, Kin Ming, 2015. "Does Monetary Policy Matter For Trade?," MPRA Paper 63502, University Library of Munich, Germany.
- Wenjing Xie & Haoyuan Ding & Terence Tai-Leung Chong, 2016.
"The Nexus between Social Capital and Bank Risk Taking,"
JRFM, MDPI, vol. 9(3), pages 1-19, July.
- Xie, Wenjing & Ding, Haoyuan & Chong, Terence Tai Leung, 2016. "The Nexus Between Social Capital and Bank Risk Taking," MPRA Paper 75924, University Library of Munich, Germany.
- Terence Tai Leung Chong & Yue Ding & Yong Li, 2015.
"Executive Stock Option Pricing in China Under Stochastic Volatility,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 35(10), pages 953-960, October.
- Chong, Terence Tai Leung & Ding, Yue & Li, Yong, 2015. "Executive Stock Option Pricing in China under Stochastic Volatility," MPRA Paper 63397, University Library of Munich, Germany.
- Yujun Lian & Terence Tai-Leung Chong & Fangping Peng & Richard J. Cebula, 2015. "Economies of scale in the demand for money by firms in China," Applied Economics Letters, Taylor & Francis Journals, vol. 22(8), pages 641-645, May.
- Haiqiang Chen & Terence Tai Leung Chong & Yingni She, 2014.
"A principal component approach to measuring investor sentiment in China,"
Quantitative Finance, Taylor & Francis Journals, vol. 14(4), pages 573-579, April.
- Chen, Haiqiang & Chong, Terence Tai Leung & She, Yingni, 2013. "A Principal Component Approach to Measuring Investor Sentiment in China," MPRA Paper 54150, University Library of Munich, Germany.
- Ding, Haoyuan & Chong, Terence Tai-leung & Park, Sung Y., 2014.
"Nonlinear dependence between stock and real estate markets in China,"
Economics Letters, Elsevier, vol. 124(3), pages 526-529.
- Chong, Terence Tai Leung & Ding, Haoyuan & Park, Sung Y, 2014. "Nonlinear Dependence between Stock and Real Estate Markets in China," MPRA Paper 57774, University Library of Munich, Germany.
- Terence Tai-Leung Chong & Wing-Kam Ng & Venus Khim-Sen Liew, 2014.
"Revisiting the Performance of MACD and RSI Oscillators,"
JRFM, MDPI, vol. 7(1), pages 1-12, February.
- Chong, Terence Tai-Leung & Ng, Wing-Kam & Liew, Venus Khim-Sen, 2014. "Revisiting the Performance of MACD and RSI Oscillators," MPRA Paper 54149, University Library of Munich, Germany.
- Xiaojin Liu & Terence T.L. Chong, 2014. "The Private Benefits of Corporate Control: Evidence from China," Economic and Political Studies, Taylor & Francis Journals, vol. 2(1), pages 44-64, January.
- Chong, Terence Tai-Leung & Shui, Kenny Chi-Wai & Wong, Vivian H., 2014.
"The nexus between labor wages and property rents in the Greater China area,"
China Economic Review, Elsevier, vol. 30(C), pages 180-191.
- Chong, Terence Tai Leung & Shui, Kenny Chi Wai & Wong, Vivian H, 2014. "The Nexus between Labour Wages and Property Rents in the Greater China Area," MPRA Paper 56880, University Library of Munich, Germany.
- Chong, Terence Tai-Leung & Lu, Liping & Ongena, Steven, 2013. "Does banking competition alleviate or worsen credit constraints faced by small- and medium-sized enterprises? Evidence from China," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3412-3424.
- Terence Tai-Leung Chong & Tau-Hing Lam, 2013. "How To Make A Profitable Trading Strategy More Profitable?," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 58(03), pages 1-17.
- Terence Tai-Leung Chong & Wing Hei Mak & Isabel Kit-Ming Yan, 2013. "A Threshold Model Approach To Estimating The Abnormal Stock Returns," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 8(01), pages 1-17.
- Kim man Lui & Terence T. L. Chong, 2013. "Do Technical Analysts Outperform Novice Traders: Experimental Evidence," Economics Bulletin, AccessEcon, vol. 33(4), pages 3080-3087.
- Jean Eid & Travis Ng & Terence Tai-Leung Chong, 2013. "Shipping the Good Horses Out," Southern Economic Journal, John Wiley & Sons, vol. 80(2), pages 540-561, October.
- Kin-Ming Wong & Terence Tai-Leung Chong, 2013. "Minimum Wage and Shareholder Wealth: Evidence from Hong Kong," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 59(1), pages 85-97.
- He, Qing & Leung, Pak-Ho & Chong, Terence Tai-Leung, 2013. "Factor-augmented VAR analysis of the monetary policy in China," China Economic Review, Elsevier, vol. 25(C), pages 88-104.
- Travis Ng & Terence Tai-Leung Chong & Man-Tat Siu & Benjamin Everard, 2013.
"What determines the price of a racing horse?,"
Applied Economics, Taylor & Francis Journals, vol. 45(3), pages 369-382, January.
- Travis Ng & Terence Tai-Leung Chong & Man-Tat Siu & Benjamin Everard, 2013. "What determines the price of a racing horse?," Applied Economics, Taylor & Francis Journals, vol. 45(3), pages 369-382, January.
- Terence t. l. Chong & Xiaolei Wang, 2013. "Can analyst predict stock market crashes?," Economics Bulletin, AccessEcon, vol. 33(1), pages 158-166.
- Haiqiang Chen & Terence Chong & Jushan Bai, 2012.
"Theory and Applications of TAR Model with Two Threshold Variables,"
Econometric Reviews, Taylor & Francis Journals, vol. 31(2), pages 142-170.
- Chen, Haiqiang & Chong, Terence Tai Leung & Bai, Jushan, 2012. "Theory and Applications of TAR Model with Two Threshold Variables," MPRA Paper 54527, University Library of Munich, Germany.
- Chong, Terence Tai-Leung & Lam, Tau-Hing & Yan, Isabel Kit-Ming, 2012.
"Is the Chinese stock market really inefficient?,"
China Economic Review, Elsevier, vol. 23(1), pages 122-137.
- Yan, Isabel K. & Chong, Terence & Lam, Tau-Hing, 2011. "Is the Chinese Stock Market Really Efficient," MPRA Paper 35219, University Library of Munich, Germany.
- Terence Tai-Leung Chong & Daniel Tak-Yan Law & Lin Zou, 2012. "Long-Term Adjustment Of Capital Structure: Evidence From Singapore, Hong Kong And Taiwan," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 57(04), pages 1-22.
- Li, Yong & Chong, Terence Tai-Leung & Zhang, Jie, 2012. "Testing for a unit root in the presence of stochastic volatility and leverage effect," Economic Modelling, Elsevier, vol. 29(5), pages 2035-2038.
- Chong, Terence T.L. & Lu, Chenxi & Chan, Wing Hong, 2012. "Long-range dependence in the international diamond market," Economics Letters, Elsevier, vol. 116(3), pages 401-403.
- Terence Tai-Leung Chong & Ning Zhang & Qu Feng, 2011. "Structural Changes and Regional Disparity in China's Inflation," Economics Bulletin, AccessEcon, vol. 31(1), pages 572-583.
- Terence Tai-Leung Chong & Wing-Keung Wong & Juan Zhang, 2011. "A gravity analysis of international stock market linkages," Applied Economics Letters, Taylor & Francis Journals, vol. 18(14), pages 1315-1319.
- Tak Yan Law & Terence Tai-Leung Chong, 2011. "Thai Firms' Histories And Their Capital Structure," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 6(01), pages 1-14.
- Haiqiang Chen & Terence Tai‐Leung Chong & Zimu Li, 2011. "Are Chinese Stock Market Cycles Duration Independent?," The Financial Review, Eastern Finance Association, vol. 46(1), pages 151-164, February.
- Haiqiang Chen & Terence Tai-Leung Chong & Xin Duan, 2010. "A principal-component approach to measuring investor sentiment," Quantitative Finance, Taylor & Francis Journals, vol. 10(4), pages 339-347.
- Terence Tai-Leung Chong & Shuo Yuan & Isabel Kit-Ming Yan, 2010. "An Examination of the Underpricing of H-Share IPOs in Hong Kong," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 13(04), pages 559-582.
- Terence Tai-Leung Chong & Zimu Li & Haiqiang Chen & Melvin Hinich, 2010. "An investigation of duration dependence in the American stock market cycle," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(8), pages 1407-1416.
- Ng, Travis & Chong, Terence & Du, Xin, 2010.
"The value of superstitions,"
Journal of Economic Psychology, Elsevier, vol. 31(3), pages 293-309, June.
- Ng, Travis & Chong, Terence & Xin, Du, 2009. "The Value of Superstitions," MPRA Paper 13575, University Library of Munich, Germany.
- Tarvis Ng & Terence Tai-Leung, Chong & Xin Du, 2009. "The Value of Superstitions," Departmental Working Papers _189, Chinese University of Hong Kong, Department of Economics.
- Terence Tai-Leung Chong & Tau-Hing Lam, 2010. "Predictability of nonlinear trading rules in the U.S. stock market," Quantitative Finance, Taylor & Francis Journals, vol. 10(9), pages 1067-1076.
- Terence Tai-Leung Chong & Kin Keung Luk, 2010. "Does the 'Dogs of the Dow' strategy work better in blue chips?," Applied Economics Letters, Taylor & Francis Journals, vol. 17(12), pages 1173-1175.
- Qing He & Terence Tai‐Leung Chong & Li Li & Jun Zhang, 2010. "A Competing Risks Analysis of Corporate Survival," Financial Management, Financial Management Association International, vol. 39(4), pages 1697-1718, December.
- William Wai Him Tsang & Terence Tai Leung Chong, 2009. "Profitability of the On-Balance Volume Indicator," Economics Bulletin, AccessEcon, vol. 29(3), pages 2424-2431.
- Terence Tai-Leung Chong & Winnie S. C. Leung & Rita W. Y. Yip & Howard Z. Huang, 2009. "Is the Convergence of Accounting Standards Good for Stock Markets?," Economics Bulletin, AccessEcon, vol. 29(3), pages 2079-2085.
- Terence Tai-Leung Chong & Xiaobing Zhang, 2009. "The nexus between stock market value and demand for money in China," China Economic Journal, Taylor & Francis Journals, vol. 2(2), pages 203-207.
- Terence tai-leung Chong & Cally Choi & Benjamin Everard, 2009. "Who will win the Nobel Prize?," Economics Bulletin, AccessEcon, vol. 29(2), pages 1107-1116.
- He, Qing & Tai-Leung Chong, Terence & Shi, Kang, 2009. "What accounts for Chinese Business Cycle?," China Economic Review, Elsevier, vol. 20(4), pages 650-661, December.
- Terence tai-leung Chong & Angela Fung & Wing-ting Lee & Ka-lai Man, 2009. "Hedonic pricing models for metropolitan bus services," Economics Bulletin, AccessEcon, vol. 29(2), pages 630-637.
- Terence Tai-Leung Chong & Xiaolei Wang, 2009. "The Nexus between Analyst Forecast Dispersion and Expected Returns Surrounding Stock Market Crashes," JRFM, MDPI, vol. 2(1), pages 1-19, December.
- Terence Tai-Leung Chong & Tau-Hing Lam & Melvin J. Hinich, 2009. "Are Nonlinear Trading Rules Profitable In The Chinese Stock Market?," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 5(01), pages 1-20.
- Chong, Terence Tai-Leung & Ip, Hugo Tak-Sang, 2009.
"Do momentum-based strategies work in emerging currency markets?,"
Pacific-Basin Finance Journal, Elsevier, vol. 17(4), pages 479-493, September.
- Hugo Tak-Sang, IP & Terence Tai-Leung, Chong, 2006. "Do Momentum-based Strategies Work in Emerging Currency Markets?," Departmental Working Papers _181, Chinese University of Hong Kong, Department of Economics.
- Terence Tai‐Leung Chong & Xin Du, 2008. "Hedonic Pricing Models For Vehicle Registration Marks," Pacific Economic Review, Wiley Blackwell, vol. 13(2), pages 259-276, May.
- Chong, Terence Tai-Leung & Hinich, Melvin J. & Liew, Venus Khim-Sen & Lim, Kian-Ping, 2008. "Time series test of nonlinear convergence and transitional dynamics," Economics Letters, Elsevier, vol. 100(3), pages 337-339, September.
- Terence Tai-Leung Chong & Chen Li & Ho Tin Yu, 2008. "Structural Change in the Stock Market Efficiency after the Millennium: The MACD Approach," Economics Bulletin, AccessEcon, vol. 7(12), pages 1-6.
- Kin Ming Wong & Terence Tai-Leung Chong, 2008. "A threshold model for the Hong Kong warrant prices," Applied Financial Economics Letters, Taylor & Francis Journals, vol. 4(5), pages 337-339.
- Terence Tai-Leung Chong & Wing-Kam Ng, 2008. "Technical analysis and the London stock exchange: testing the MACD and RSI rules using the FT30," Applied Economics Letters, Taylor & Francis Journals, vol. 15(14), pages 1111-1114.
- Fang Huang & Jun Su & Terence Tai-Leung Chong, 2008. "Testing for Structural Change in the Nontradable Share Reform of the Chinese Stock Market," Chinese Economy, Taylor & Francis Journals, vol. 41(2), pages 24-33, March.
- Chong Terence T. L. & He Qing & Hinich Melvin J, 2008. "The Nonlinear Dynamics of Foreign Reserves and Currency Crises," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(4), pages 1-18, December.
- Chong, Terence Tai-Leung & Wong, Ying-Chiu & Yan, Isabel Kit-Ming, 2008. "International linkages of the Japanese stock market," Japan and the World Economy, Elsevier, vol. 20(4), pages 601-621, December.
- Terence Tai-Leung Chong & Sheung Tat Chan, 2008. "Structural Change in the Efficiency of the Japanese Stock Market after the Millennium," Economics Bulletin, AccessEcon, vol. 7(7), pages 1-7.
- Jushan Bai & Haiqiang Chen & Terence Tai-Leung Chong & Seraph Xin Wang, 2008.
"Generic consistency of the break-point estimators under specification errors in a multiple-break model,"
Econometrics Journal, Royal Economic Society, vol. 11(2), pages 287-307, July.
- Seraph Xin Wang & Terence Tai-leung Chong & Haiqiang Chen, 2004. "Generic Consistency of the Break-Point Estimators under Specification Errors in a Multiple-Break Model," Departmental Working Papers _160, Chinese University of Hong Kong, Department of Economics.
- Terence Tai-Leung Chong & Kwan-To Wong & Melvin Hinich, 2007. "Identification and Estimation of Structural-Change Models with Misclassification," Economics Bulletin, AccessEcon, vol. 3(36), pages 1-19.
- Su, Qian & Chong, Terence Tai-Leung, 2007.
"Determining the contributions to price discovery for Chinese cross-listed stocks,"
Pacific-Basin Finance Journal, Elsevier, vol. 15(2), pages 140-153, April.
- Qian Su & Terence T. Chong, 2005. "Determining the Contributions to the Price Discovery for Chinese Cross-listed Stocks," Departmental Working Papers _169, Chinese University of Hong Kong, Department of Economics.
- Terence Tai-Leung Chong, 2007. "Estimating the Fractionally Integrated Model with a Break in the Differencing Parameter," Economics Bulletin, AccessEcon, vol. 3(67), pages 1-10.
- Benjamin Everard & Terence Tai-Leung Chong, 2007. "The Revaluation and Future Adjustment of the Renminbi," Chinese Economy, Taylor & Francis Journals, vol. 40(5), pages 6-20, September.
- Terence Tai-Leung Chong & Thomas Chun-Sing Shik, 2007. "The risk-adjusted trading rule profits in currency spot cross-rates," Applied Financial Economics Letters, Taylor & Francis Journals, vol. 3(2), pages 71-76.
- Hinich Melvin J. & Chong Terence T.L., 2007. "A Class Test for Fractional Integration," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 11(2), pages 1-24, May.
- Terence Tai-Leung Chong & Lily Lok, 2007. "The Impact Of The 1997 Handover On The Efficiency Of The Hong Kong Stock Market," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 52(01), pages 27-38.
- Thomas Shik & Terence Tai-Leung Chong, 2007. "A comparison of MA and RSI returns with exchange rate intervention," Applied Economics Letters, Taylor & Francis Journals, vol. 14(5), pages 371-383.
- Vincent Wing-Shing Lam & Terence Tai-Leung Chong & Wing-Keung Wong, 2007. "Profitability of intraday and interday momentum strategies," Applied Economics Letters, Taylor & Francis Journals, vol. 14(15), pages 1103-1108.
- Terence Tai-Leung Chong, 2006. "The polynomial aggregated AR(1) model," Econometrics Journal, Royal Economic Society, vol. 9(1), pages 98-122, March.
- Terence Tai-Leung Chong & Chi-Leung Wong & Venus Liew, 2006. "Estimation of the Autoregressive Order in the Presence of Measurement Errors," Economics Bulletin, AccessEcon, vol. 3(12), pages 1-10.
- Wing-Shing Lam & Terence Tai-Leung Chong, 2006. "Profitability of the Directional Indicators," Applied Financial Economics Letters, Taylor & Francis Journals, vol. 2(6), pages 401-406.
- Terence Tai-Leung Chong & Qian Su, 2006. "On the Comovement of A and H Shares," Chinese Economy, Taylor & Francis Journals, vol. 39(5), pages 68-86, October.
- Terence Tai-Leung Chong, 2006. "Two-sided Matching, Who Marries Whom? And what Happens upon Divorce?," Economics Bulletin, AccessEcon, vol. 4(21), pages 1-7.
- Wong, Wing-Keung & Du, Jun & Chong, Terence Tai-Leung, 2005.
"Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan,"
Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, vol. 1(2), pages 1-23.
- Wing-Keung Wong & Jun Du & Terence Tai-Leung Chong, 2005. "Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan," Finance Working Papers 22587, East Asian Bureau of Economic Research.
- Venus Khim-Sen Liew & Terence Tai-leung Chong, 2005. "Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors," Economics Bulletin, AccessEcon, vol. 3(19), pages 1-5.
- Liew, Venus Khim-sen & Baharumshah, Ahmad Zubaidi & Chong, Terence Tai-leung, 2004.
"Are Asian real exchange rates stationary?,"
Economics Letters, Elsevier, vol. 83(3), pages 313-316, June.
- Venus Khim-sen Liew & Ahmad Zubaidi Baharumshah & Terence Tai-leung Chong, 2003. "Are Asian Real Exchange Rates Stationary?," International Finance 0307002, University Library of Munich, Germany, revised 01 Nov 2004.
- Venus Khim-Sen Liew & Terence Tai-Leung Chong & Kian-Ping Lim, 2003. "The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies," Applied Economics, Taylor & Francis Journals, vol. 35(12), pages 1387-1392.
- Joseph Man-Joe Leung & Terence Tai-Leung Chong, 2003. "An empirical comparison of moving average envelopes and Bollinger Bands," Applied Economics Letters, Taylor & Francis Journals, vol. 10(6), pages 339-341.
- Terence Tai-Leung Chong, 2003. "Generic consistency of the break-point estimator under specification errors," Econometrics Journal, Royal Economic Society, vol. 6(1), pages 167-192, June.
- Terence Chong, 2001. "Estimating the locations and number of change points by the sample-splitting method," Statistical Papers, Springer, vol. 42(1), pages 53-79, January.
- Chong, Terence Tai-Leung, 2001.
"Structural Change In Ar(1) Models,"
Econometric Theory, Cambridge University Press, vol. 17(1), pages 87-155, February.
- Terence Tai-Leung, Chong, 1997. "Structural Change in AR(1) Models," Departmental Working Papers _079, Chinese University of Hong Kong, Department of Economics.
- Chong, Terence Tai-leung & Wong, Kwan-to, 2001.
"Time series properties of aggregated AR(2) processes,"
Economics Letters, Elsevier, vol. 73(3), pages 325-332, December.
- Terence Tai-leung Chong & Kwan-to Wong, 2000. "Time Series Properties of Aggregated AR(2) Processes," Departmental Working Papers _130, Chinese University of Hong Kong, Department of Economics.
- Chong, Terence Tai-Leung, 2000.
"Estimating the differencing parameter via the partial autocorrelation function,"
Journal of Econometrics, Elsevier, vol. 97(2), pages 365-381, August.
- Terence Tai-Leung, Chong, 1998. "Estimating the Differencing Parameter Via the Partial Autocorrelation Function," Departmental Working Papers _088, Chinese University of Hong Kong, Department of Economics.
- Tai-leung Chong, Terence, 1999. "Asymptotic distribution of the sup-Wald statistic under specification errors," Structural Change and Economic Dynamics, Elsevier, vol. 10(3-4), pages 421-430, December.
- Chong, Terence Tai-leung & Lui, Gilbert Chiu-sing, 1999.
"Estimating the fractionally integrated process in the presence of measurement errors,"
Economics Letters, Elsevier, vol. 63(3), pages 285-294, June.
- Terence Tai-Leung, Chong & Gilbert Chiu-Sing, Lui, 1998. "Estimating the Fractionally Integrated Process in the Presence of Measurement Errors," Departmental Working Papers _090, Chinese University of Hong Kong, Department of Economics.
- Tai-leung Chong, Terence, 1995.
"Partial parameter consistency in a misspecified structural change model,"
Economics Letters, Elsevier, vol. 49(4), pages 351-357, October.
RePEc:taf:apfelt:v:4:y:2008:i:5:p:337-339 is not listed on IDEAS
RePEc:taf:apfelt:v:3:y:2007:i:2:p:71-76 is not listed on IDEAS
RePEc:taf:apfiec:v:17:y:2007:i:16:p:1349-1357 is not listed on IDEAS
Chapters
- Terence Tai Leung Chong, 2019. "Comments on "The rise of benchmark bonds in emerging Asia"," BIS Papers chapters, in: Bank for International Settlements (ed.), Asia-Pacific fixed income markets: evolving structure, participation and pricing, volume 102, pages 81-82, Bank for International Settlements.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 50 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-CNA: China (16) 2014-08-09 2015-01-14 2015-04-11 2015-12-28 2015-12-28 2016-06-25 2017-01-15 2017-01-15 2017-03-05 2017-08-06 2017-08-06 2017-08-13 2019-02-18 2019-02-18 2019-02-25 2020-08-17. Author is listed
- NEP-TRA: Transition Economics (14) 2011-12-13 2014-03-15 2014-07-05 2014-08-09 2015-04-11 2015-12-28 2016-06-25 2017-01-15 2017-01-15 2019-02-18 2019-02-18 2019-02-25 2019-02-25 2019-02-25. Author is listed
- NEP-FMK: Financial Markets (11) 2011-12-13 2014-03-15 2015-12-28 2016-06-25 2017-01-15 2017-03-05 2017-08-06 2017-08-13 2017-08-13 2019-02-25 2020-04-06. Author is listed
- NEP-ECM: Econometrics (8) 2003-08-01 2014-03-30 2014-04-29 2014-08-25 2015-12-28 2017-08-06 2019-02-18 2019-02-25. Author is listed
- NEP-ETS: Econometric Time Series (8) 2003-07-29 2003-07-29 2014-03-30 2014-04-29 2014-08-25 2017-08-06 2019-02-18 2019-02-25. Author is listed
- NEP-ORE: Operations Research (8) 2014-03-30 2014-04-29 2014-08-25 2015-12-28 2017-08-06 2017-08-06 2019-02-18 2019-02-25. Author is listed
- NEP-URE: Urban and Real Estate Economics (7) 2014-07-05 2014-08-09 2017-01-15 2017-08-06 2020-08-17 2024-05-06 2024-05-27. Author is listed
- NEP-MAC: Macroeconomics (5) 2015-01-14 2015-04-11 2015-04-11 2017-01-15 2019-02-18. Author is listed
- NEP-FOR: Forecasting (4) 2011-12-13 2014-04-29 2015-12-28 2020-04-13
- NEP-MON: Monetary Economics (4) 2015-01-14 2015-04-11 2015-04-11 2017-08-06
- NEP-SEA: South East Asia (4) 2003-07-29 2003-07-29 2017-08-06 2017-08-13
- NEP-CFN: Corporate Finance (3) 2017-08-06 2019-02-18 2019-02-25
- NEP-RMG: Risk Management (3) 2003-07-29 2015-12-28 2017-08-06
- NEP-CBA: Central Banking (2) 2015-04-11 2015-04-11
- NEP-HEA: Health Economics (2) 2020-08-17 2024-05-20
- NEP-INT: International Trade (2) 2015-04-11 2024-05-27
- NEP-LAW: Law and Economics (2) 2019-02-18 2024-05-20
- NEP-MST: Market Microstructure (2) 2017-01-15 2019-02-25
- NEP-AGE: Economics of Ageing (1) 2020-04-13
- NEP-BEC: Business Economics (1) 2019-02-18
- NEP-BIG: Big Data (1) 2020-04-13
- NEP-DEV: Development (1) 2024-05-27
- NEP-DGE: Dynamic General Equilibrium (1) 2017-01-15
- NEP-ENT: Entrepreneurship (1) 2017-01-15
- NEP-FDG: Financial Development and Growth (1) 2015-04-11
- NEP-HIS: Business, Economic and Financial History (1) 2017-08-06
- NEP-IFN: International Finance (1) 2003-07-29
- NEP-INV: Investment (1) 2024-05-27
- NEP-LMA: Labor Markets - Supply, Demand, and Wages (1) 2024-05-27
- NEP-NET: Network Economics (1) 2016-06-25
- NEP-PAY: Payment Systems and Financial Technology (1) 2019-02-18
- NEP-POL: Positive Political Economics (1) 2015-12-28
- NEP-SOC: Social Norms and Social Capital (1) 2017-01-15
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