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Qiao, Zhuo's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
822 |
Total
Citations
15 |
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1.
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Chiang, Thomas Chinan
Drexel University - Department of Finance Qiao, Zhuo
University of Macau Wong, Wing-Keung
Hong Kong Baptist University (HKBU)
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191
(79,038)
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6
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Return Volatility, Trading Volume, Nonlinear Granger Causality, High Frequency Data
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2.
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Qiao, Zhuo
University of Macau Liew, Venus Khim-Sen
Universiti Malaysia Sarawak Wong, Wing-Keung
Hong Kong Baptist University (HKBU)
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167
(89,700)
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4
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Volatility, Information Technology, Stock markets, Multivariate GARCH, IT Bubble
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3.
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Qiao, Zhuo
University of Macau Qiao, Weiwei
affiliation not provided to SSRN Wong, Wing-Keung
Hong Kong Baptist University (HKBU)
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115
(123,331)
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Markov-Switching ARCH Model, Volatility, Market Segmentation, China Stock Markets
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4.
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Qiao, Zhuo
University of Macau de Peretti, Christian
affiliation not provided to SSRN Chan, Chia-Ying
Yuan-Ze University - Department of Finance Wong, Wing-Keung
Hong Kong Baptist University (HKBU)
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109
(128,443)
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5
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Stochastic dominance, Market efficiency, Covered warrants, Bootstrap
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5.
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Qiao, Zhuo
University of Macau Liew, Venus Khim-Sen
Universiti Malaysia Sarawak Wong, Wing-Keung
Hong Kong Baptist University (HKBU)
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81
(156,703)
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government bond returns, G7, linearity, stationarity, nonlinear
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6.
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Wong, Wing-Keung
Hong Kong Baptist University (HKBU) Qiao, Weiwei
affiliation not provided to SSRN Qiao, Zhuo
University of Macau
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75
(164,234)
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Day-of-the-week effect, Mean-variance criterion, Stochastic dominance, Chinese stock markets
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7.
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Qiao, Zhuo
University of Macau Li, Yuming
California State University Wong, Wing-Keung
Hong Kong Baptist University (HKBU)
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49
(204,232)
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Markov Switching VAR, Regime-dependent Impulse Response, Hansen Test
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8.
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Lam, Keith
University of Macau - Faculty of Business Administration Qiao, Zhuo
University of Macau
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35
(233,041)
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Granger causality, Nonlinearity, stock market, Greater China
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Records 1 -
8
of 8 matches
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