Chi Keung Marco Lau

Affiliation not provided to SSRN
SCHOLARLY PAPERS

9

DOWNLOADS

498

SSRN CITATIONS

9

CROSSREF CITATIONS

2

Scholarly Papers (9)

1.

Strategic Asset Allocation and Intertemporal Hedging Demands: With Commodities as an Asset Class

Number of pages: 34 Posted: 01 Nov 2010 Last Revised: 02 Sep 2011
Yongyang Su and Chi Keung Marco Lau
Suffolk University - Department of Economics and affiliation not provided to SSRN
Downloads 189 (191,582)
Citation 2

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Strategic asset allocation, portfolio choice, commodities, commodity futures, hedging demand

2.

Bank Performance in China: A Perspective from Bank Efficiency, Risk-taking and Market Competition

Number of pages: 43 Posted: 31 Mar 2017 Last Revised: 20 Jul 2020
Jianchun Fang, Chi Keung Marco Lau, Zhou Lu, Yong Tan and Hua Zhang
Zhejiang University, affiliation not provided to SSRN, Tianijin Univesity of Commerce, University of Huddersfield - Business School and Zhejiang University
Downloads 161 (219,942)
Citation 5

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interest rate liberalization, bank competition, bank efficiency, bank profitability, China

3.

The Impacts of Competition and Profitability on Stability: Evidence from the Chinese Banking Industry

International Journal of the Economics of Business
Number of pages: 36 Posted: 03 Nov 2017 Last Revised: 05 Aug 2020
Yong Tan, Chi Keung Marco Lau and Giray Gozgor
University of Huddersfield - Business School, affiliation not provided to SSRN and Istanbul Medeniyet University
Downloads 93 (329,781)
Citation 2

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competition, risk, efficiency, Chinese banking

4.

Twitter-Based Uncertainty and Cryptocurrency Returns

Number of pages: 26 Posted: 22 Mar 2021
⸹ David Y. Aharon, Ender Demir, Chi Keung Marco Lau and Adam Zaremba
Ono Academic College, Istanbul Medeniyet University, affiliation not provided to SSRN and Montpellier Business School
Downloads 42 (491,907)

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Uncertainty, Twitter, Cryptocurrency, Bitcoin, Quantile-in-Quantile, Directional test, Granger-causality, Copula

5.

Measuring Quantile Dependence and Testing Directional Predictability between Bitcoin, Altcoins and Traditional Financial Assets

Number of pages: 53 Posted: 02 Feb 2021
Shaen Corbet, Paraskevi Katsiampa and Chi Keung Marco Lau
Dublin City University, Sheffield University Management School and affiliation not provided to SSRN
Downloads 13 (663,270)
Citation 1

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6.

Convergence Clustering in the Chinese Provinces: New Evidence from Several Macroeconomic Indicators

Review of Development Economics, Vol. 23, Issue 3, pp. 1331-1346, 2019
Number of pages: 16 Posted: 05 Jun 2020
Giray Gozgor, Chi Keung Marco Lau and Zhou Lu
Istanbul Medeniyet University, affiliation not provided to SSRN and Tianjin University of Commerce
Downloads 0 (780,131)
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Chinese economy, convergence clustering, nonlinearity, regional economic activity, regional inflation, spatial distributions

7.

Us Fiscal Policy and Asset Prices: The Role of Partisan Conflict

International Review of Finance, Vol. 19, Issue 4, pp. 851-862, 2019
Number of pages: 12 Posted: 26 May 2020
Rangan Gupta, Chi Keung Marco Lau, Stephen M. Miller and Mark E. Wohar
University of Pretoria - Department of Economics, affiliation not provided to SSRN, University of Nevada, Las Vegas - Department of Economics and University of Nebraska at Omaha
Downloads 0 (780,131)
Citation 2
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8.

New Evidence About Regional Income Divergence in China

China Economic Review, Vol. 21, No. 2, pp. 293-309, June 2011
Posted: 12 Apr 2011
Chi Keung Marco Lau
affiliation not provided to SSRN

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China Regional Conditional and Unconditional Income Convergence, Panel Non-linear Unit Root Test, ESTAR

9.

A More Powerful Panel Unit Test with an Application to PPP

Posted: 23 Feb 2009
Chi Keung Marco Lau
affiliation not provided to SSRN

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Monte Carlo Simulation, Panel Unit Root test, Real Exchange Rate