Chi Keung Lau

Northumbria University

Senior Lecturer

City Campus East-1

NE1 8ST

United Kingdom

http://https://www.northumbria.ac.uk/about-us/our-staff/l/chi-keung-lau/

SCHOLARLY PAPERS

3

DOWNLOADS

252

CITATIONS

0

Scholarly Papers (3)

1.

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 Northumbria University
Downloads 153 (191,334)

Abstract:

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2.

Price and Volatility Spillovers Across the International Steam Coal Market

Number of pages: 53 Posted: 31 Mar 2017
Universiti Utara Malaysia, Newcastle Business School (NBS), Northumbria University, Newcastle upon Tyne, United Kingdom, University of North Carolina at Wilmington, Northumbria University, Trinity Business School, Trinity College Dublin and affiliation not provided to SSRN
Downloads 75 (315,282)

Abstract:

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Integration; Information transmissions; Generalized VAR model; Steam coal

3.

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, Northumbria University, University of Nevada, Las Vegas - Department of Economics and University of Nebraska at Omaha
Downloads 24 (496,437)

Abstract:

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