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University of Macau
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Return Volatility, Trading Volume, Nonlinear Granger Causality, High Frequency Data
Volatility, Information Technology, Stock markets, Multivariate GARCH, IT Bubble
Day-of-the-week effect, Mean-variance criterion, Stochastic dominance, Chinese stock markets
Markov-Switching ARCH Model, Volatility, Market Segmentation, China Stock Markets
Stochastic dominance, Market efficiency, Covered warrants, Bootstrap
government bond returns, G7, linearity, stationarity, nonlinear
Markov Switching VAR, Regime-dependent Impulse Response, Hansen Test
Stochastic Dominance, Risk Aversion, Risk Seeking, Utility Function, More Risky Asset, Less Risky Asset
Granger causality, Nonlinearity, stock market, Greater China
Mean-Variance Criterion; Stochastic Dominance; Property Size; Hong Kong Residential Property Market
Split-Share Structure Reform, State Owned Enterprises, Privately Owned Enterprises, Stochastic Dominance
stochastic dominance; risk aversion; risk seeking; prospect theory; behavioral economics; stock index futures
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Stochastic dominance, Stock index futures, Risk averter, Risk seeker, Utility maximization
