Nikolai Sheung-Chi Chow

Australian National University (ANU) - Research School of Economics

Canberra

Australia

SCHOLARLY PAPERS

13

DOWNLOADS

1,304

SSRN CITATIONS
Rank 36,095

SSRN RANKINGS

Top 36,095

in Total Papers Citations

23

CROSSREF CITATIONS

4

Ideas:
“  I am an Associate Lecturer and PhD Candidate at Australian National University. My current research focuses on behavioural finance, portfolio optimization, financial economics, applied econometrics, and investment decisions.  ”

Scholarly Papers (13)

1.

Analyzing the Hong Kong Stock Market Structure: A Complex Network Approach

Number of pages: 18 Posted: 21 Jul 2015
Shuo Huang, Nikolai Sheung-Chi Chow, Ronghua Xu and Wing-Keung Wong
Department of Economics, Hong Kong Baptist University, Australian National University (ANU) - Research School of Economics, City University of Hong Kong (CityU) and Asia University, Department of Finance
Downloads 271 (206,951)
Citation 8

Abstract:

Loading...

network; stock market; node strength; power-law distribution

2.

The Integration of the Chinese Stock Markets Following the Shanghai–Hong Kong Stock Connect: Evidence from Cointegration, Linear, and Nonlinear Causality Analysis

Number of pages: 28 Posted: 28 Feb 2018
Nikolai Sheung-Chi Chow, David Chui, Andy Cheng and Wing-Keung Wong
Australian National University (ANU) - Research School of Economics, The Hang Seng University of Hong Kong - Department of Economics and Finance, The Hang Seng University of Hong Kong - Department of Economics and Finance and Asia University, Department of Finance
Downloads 227 (246,235)
Citation 1

Abstract:

Loading...

financial integration, cointegration, Engle–Granger causality, error correction, nonlinear causality, multivariate setting

3.

Do Both Demand-Following and Supply-Leading Theories Hold True in Developing Countries?

Number of pages: 41 Posted: 02 Jul 2018
Nikolai Sheung-Chi Chow, João Paulo Vieito and Wing-Keung Wong
Australian National University (ANU) - Research School of Economics, Scholl of Business Studies - Polytechnic Instituto of Viana do Castelo and Asia University, Department of Finance
Downloads 150 (355,615)
Citation 8

Abstract:

Loading...

financial development, economic growth, cointegration, linear causality, nonlinear causality, developing countries, supply-leading hypothesis, demand-following theory

Empirical Study on the Behaviours of Different Types of Hong Kong Small Investors’ in Their Investment

Number of pages: 30 Posted: 18 Feb 2015 Last Revised: 13 Sep 2015
Nikolai Sheung-Chi Chow, Tai-Yuen Hon, Wing-Keung Wong and Kai Yin Woo
Australian National University (ANU) - Research School of Economics, Hong Kong Shue Yan University, Asia University, Department of Finance and Hong Kong Shue Yan University
Downloads 129 (401,799)

Abstract:

Loading...

investment decision; representative and conservative heuristics; excess volatility; underreaction; overreaction; magnitude effects; financial crisis

Empirical Study on the Behaviours of Different Types of Hong Kong Small Investors’ in Their Investment

Posted: 27 Aug 2015
Nikolai Sheung-Chi Chow, Tai-Yuen Hon, Wing-Keung Wong and Kai Yin Woo
Australian National University (ANU) - Research School of Economics, Hong Kong Shue Yan University, Asia University, Department of Finance and Hong Kong Shue Yan University

Abstract:

Loading...

investment decision, representative and conservative heuristics, excess volatility, underreaction, overreaction, magnitude effects, financial crisis

5.

Tests for Richness and Poorness: A Stochastic Dominance Analysis of Income Distributions

Number of pages: 17 Posted: 09 May 2015
Nikolai Sheung-Chi Chow, Francis T. Lui, Ma. Rebecca Valenzuela and Wing-Keung Wong
Australian National University (ANU) - Research School of Economics, Hong Kong University of Science and Technology, Monash University - Department of Economics and Asia University, Department of Finance
Downloads 110 (451,337)
Citation 4

Abstract:

Loading...

stochastic dominance tests, income distributions,, richness, poorness

6.

Central Moments, Stochastic Dominance and Expected Utility

Number of pages: 11 Posted: 09 Oct 2016
Raymond Honfu Chan, Nikolai Sheung-Chi Chow and Wing-Keung Wong
City University of Hong Kong, Australian National University (ANU) - Research School of Economics and Asia University, Department of Finance
Downloads 104 (469,931)

Abstract:

Loading...

higher order stochastic dominance, higher order central moments, expected-utility maximization, risk aversion, risk seeking, investment behaviors

Rescuing Mean-Variance Analysis for Most Investors with Risk Seeking on Losses

Number of pages: 20 Posted: 30 Jan 2022 Last Revised: 23 Aug 2022
Nikolai Sheung-Chi Chow and Wing-Keung Wong
Australian National University (ANU) - Research School of Economics and Asia University, Department of Finance
Downloads 63 (643,400)

Abstract:

Loading...

Prospect stochastic dominance,Mean-variance analysis,Mean-risk models, Stochastic dominance, Partial moments

A Note on Prospect Stochastic Dominance and Risk-return Analysis Tools

Number of pages: 14 Posted: 04 Feb 2022
Nikolai Sheung-Chi Chow and Wing-Keung Wong
Australian National University (ANU) - Research School of Economics and Asia University, Department of Finance
Downloads 38 (807,197)

Abstract:

Loading...

Prospect stochastic dominance, Mean-risk models

8.

Central Moments, Stochastic Dominance, and the Moment Rules

Number of pages: 20 Posted: 13 Sep 2017
Raymond Honfu Chan, Nikolai Sheung-Chi Chow, Xu Guo and Wing-Keung Wong
City University of Hong Kong, Australian National University (ANU) - Research School of Economics, Beijing Normal University (BNU) and Asia University, Department of Finance
Downloads 71 (594,022)
Citation 1

Abstract:

Loading...

Stochastic dominance, central moments, expected-utility maximization, risk aversion, risk seeking, investment behaviors, moment rule

9.

Modified Mean-Variance Analysis, Portfolio Optimization and Prospect Theory

Number of pages: 28 Posted: 09 Dec 2022 Last Revised: 09 Jan 2023
Nikolai Sheung-Chi Chow
Australian National University (ANU) - Research School of Economics
Downloads 66 (617,383)

Abstract:

Loading...

Prospect stochastic dominance,Mean-variance analysis,Mean-risk models, Stochastic dominance, Partial moments, Portfolio optimization, Prospect theory

Central Moments, Stochastic Dominance, Moment Rule, and Diversification

Number of pages: 13 Posted: 30 Aug 2021
Raymond Honfu Chan, Nikolai Sheung-Chi Chow, Xu Guo and Wing-Keung Wong
City University of Hong Kong, Australian National University (ANU) - Research School of Economics, Beijing Normal University (BNU) and Asia University, Department of Finance
Downloads 26 (911,488)
Citation 5

Abstract:

Loading...

Stochastic dominance, central moments, expected-utility maximization, risk aversion, risk seeking, investment behaviors, moment rule

11.

Revisiting Portfolio Optimization: The Interplay of Partial Moments, Mean-Variance Analysis, and Prospect Theory

Number of pages: 35 Posted: 25 May 2023
Nikolai Sheung-Chi Chow
Australian National University (ANU) - Research School of Economics
Downloads 49 (711,164)

Abstract:

Loading...

Prospect stochastic dominance, Mean-variance analysis, Mean-risk models, Stochastic dominance, Partial moments, Portfolio optimization, Prospect theory

12.

Could Omega Ratio Perform Better Than Sharpe Ratio?

Posted: 07 Aug 2019
Nikolai Sheung-Chi Chow, Richard Lu and Wing-Keung Wong
Australian National University (ANU) - Research School of Economics, Feng Chia University and Asia University, Department of Finance

Abstract:

Loading...

stochastic dominance, Omega Ratio, Sharpe ratio, utility

13.

Stock Market Liberalizations and Efficiency: The Case of Latin America

Posted: 20 Jan 2016
João Paulo Vieito, Wing-Keung Wong and Nikolai Sheung-Chi Chow
Scholl of Business Studies - Polytechnic Instituto of Viana do Castelo, Asia University, Department of Finance and Australian National University (ANU) - Research School of Economics

Abstract:

Loading...

Market Liberalization; Market Efficiency; Stochastic Dominance, Latin America