David Chui

The Hang Seng University of Hong Kong - Department of Economics and Finance

Hang Shin Link

Siu Lek Yuen

Shatin

United States

SCHOLARLY PAPERS

3

DOWNLOADS

194

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

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
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 164 (254,463)
Citation 1

Abstract:

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

2.

New Trading Strategy in Investment: A Study of the Hedge Funds From Emerging and Developed Markets

Number of pages: 9 Posted: 27 Jul 2022
Guangdong University of Foreign Studies, The Hang Seng University of Hong Kong, The Hang Seng University of Hong Kong - Department of Economics and Finance and Asia University, Department of Finance
Downloads 30 (639,636)

Abstract:

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Hedge fund strategies; Relative value; Equity hedge; T-Bill; Portfolio optimization; Stochastic dominance

3.

Eastern Halloween Effect: A Stochastic Dominance Approach

Journal of International Financial Markets, Institutions and Money, Forthcoming
Posted: 28 May 2019 Last Revised: 21 Aug 2020
The Hang Seng University of Hong Kong - Department of Economics and Finance, The Hang Seng University of Hong Kong, Australian National University (ANU) and Hong Kong Metropolitan University

Abstract:

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Halloween Effect; Sell in May and Go Away, Stochastic Dominance