Shenhuai Gao

University of Sydney Business School

Cnr. of Codrington and Rose Streets

Sydney, NSW 2006

Australia

SCHOLARLY PAPERS

4

DOWNLOADS

1,784

SSRN CITATIONS

1

CROSSREF CITATIONS

3

Scholarly Papers (4)

1.

Type I Spurious Regression in Econometrics

University of Technology, Finance and Economics Working Paper No. 114
Number of pages: 18 Posted: 03 Feb 2006
Carl Chiarella and Shenhuai Gao
University of Technology, Sydney - UTS Business School, Finance Discipline Group and University of Sydney Business School
Downloads 665 (75,254)
Citation 5

Abstract:

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type I spurious regression, systematic errors, invariant dynamic relations

2.

Modelling the Value of the S&P 500 - a System Dynamics Perspective

University of Technology, Finance and Economics Working Paper No. 115
Number of pages: 25 Posted: 03 Feb 2006
Carl Chiarella and Shenhuai Gao
University of Technology, Sydney - UTS Business School, Finance Discipline Group and University of Sydney Business School
Downloads 420 (131,893)
Citation 2

Abstract:

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stock price, intrinsic value, stock price bubble, adjustment process

3.

Solving the Price-Earnings Puzzle

UTS Working Paper No. 116
Number of pages: 13 Posted: 02 Feb 2006
Carl Chiarella and Shenhuai Gao
University of Technology, Sydney - UTS Business School, Finance Discipline Group and University of Sydney Business School
Downloads 374 (150,410)
Citation 1

Abstract:

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price (returns)-earnings relation, earnings response coefficient, type I spurious regression

4.

Continuous Time Model Estimation

Sydney U. of Technology Finance and Economics Working Paper No. 138
Number of pages: 15 Posted: 11 Aug 2005
Carl Chiarella and Shenhuai Gao
University of Technology, Sydney - UTS Business School, Finance Discipline Group and University of Sydney Business School
Downloads 325 (175,138)

Abstract:

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Continuous time model, Estimation, Trend and noise decomposition, Unit roots illusion