Chi Keung Lau

University of Huddersfield

Queensgate

Huddersfield HD1 3DH

United Kingdom

SCHOLARLY PAPERS

4

DOWNLOADS

633

SSRN CITATIONS

3

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Rethinking Financial Contagion: Information Transmission Mechanism During the COVID-19 Pandemic.

Number of pages: 46 Posted: 17 May 2020 Last Revised: 01 Jun 2020
University of Southampton - Southampton Business School, Newcastle Business School (NBS), Northumbria University, Newcastle upon Tyne, United Kingdom, University of Akron - Department of Finance, College of Business Administration, Trinity Business School, Trinity College Dublin and University of Huddersfield
Downloads 370 (86,893)
Citation 2

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Contagion, COVID-19, Return and Volatility Transmission, Spillovers Effect, Coronavirus, Black Swan

2.

Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs

Akinsomi, Omokolade, Coskun, Yener, Gupta, Rangan and Lau, Chi Keung Marco. (2016). Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs, Working Paper. No. 2016-88. December 28. University of Pretoria.
Number of pages: 15 Posted: 01 Jan 2017
University of the Witwatersrand, Capital Markets Board of Turkey, University of Pretoria - Department of Economics and University of Huddersfield
Downloads 157 (203,788)

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3.

Price and Volatility Spillovers Across the International Steam Coal Market

Number of pages: 53 Posted: 31 Mar 2017
The University of Sydney, Newcastle Business School (NBS), Northumbria University, Newcastle upon Tyne, United Kingdom, University of North Carolina at Wilmington, University of Huddersfield, Trinity Business School, Trinity College Dublin and University of Southampton - Southampton Business School
Downloads 81 (326,985)

Abstract:

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Integration; Information transmissions; Generalized VAR model; Steam coal

4.

U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict

International Review of Finance, Forthcoming
Number of pages: 19 Posted: 19 Jun 2017 Last Revised: 26 May 2018
University of Pretoria - Department of Economics, University of Huddersfield, University of Nevada, Las Vegas - Department of Economics and University of Nebraska at Omaha
Downloads 25 (531,539)

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Quantile structural VAR, fiscal policy, stock prices, house prices, partisan conflict