Zhuo Qiao

University of Macau

Assistant Professor

P.O. Box 3001

Macau

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 40,639

SSRN RANKINGS

Top 40,639

in Total Papers Downloads

1,266

SSRN CITATIONS
Rank 17,485

SSRN RANKINGS

Top 17,485

in Total Papers Citations

35

CROSSREF CITATIONS

24

Scholarly Papers (15)

1.

New Evidence on the Relation between Return Volatility and Trading Volume

Number of pages: 26 Posted: 20 Jun 2010
Drexel University - Department of Finance, University of Macau and Asia University, Department of Finance
Downloads 268 (131,468)
Citation 8

Abstract:

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Return Volatility, Trading Volume, Nonlinear Granger Causality, High Frequency Data

2.

Does the Us it Stock Market Dominate Other it Stock Markets: Evidence from Multivariate GARCH Model

Number of pages: 19 Posted: 15 Aug 2006
University of Macau, Universiti Malaysia Sarawak and Asia University, Department of Finance
Downloads 186 (186,424)
Citation 9

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Volatility, Information Technology, Stock markets, Multivariate GARCH, IT Bubble

3.

Examining the Day-of-the-Week Effects in Chinese Stock Markets: New Evidence from a Stochastic Dominance Approach

Number of pages: 24 Posted: 22 Dec 2010
Wing-Keung Wong, Weiwei Qiao and Zhuo Qiao
Asia University, Department of Finance, affiliation not provided to SSRN and University of Macau
Downloads 154 (219,212)
Citation 6

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Day-of-the-week effect, Mean-variance criterion, Stochastic dominance, Chinese stock markets

4.

Stock Volatility in the Segmented Chinese Stock Markets: A SWARCH Approach

Number of pages: 33 Posted: 21 Feb 2010
Zhuo Qiao, Weiwei Qiao and Wing-Keung Wong
University of Macau, affiliation not provided to SSRN and Asia University, Department of Finance
Downloads 152 (221,561)

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Markov-Switching ARCH Model, Volatility, Market Segmentation, China Stock Markets

5.

Empirical Test of the Efficiency of UK Covered Warrants Market: Stochastic Dominance and Likelihood Ratio Test Approach

Number of pages: 45 Posted: 03 Feb 2010
University of Macau, affiliation not provided to SSRN, Yuan-Ze University - Department of Finance and Asia University, Department of Finance
Downloads 128 (253,964)
Citation 6

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Stochastic dominance, Market efficiency, Covered warrants, Bootstrap

6.

Linearity and Stationarity of G7 Government Bond Returns

Number of pages: 12 Posted: 10 Sep 2010
University of Macau, Universiti Malaysia Sarawak and Asia University, Department of Finance
Downloads 93 (317,056)

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government bond returns, G7, linearity, stationarity, nonlinear

7.

Regime-Dependent Relationships Among the Stock Markets of the US, Australia, and New Zealand: A Markov Switching VAR Approach

Number of pages: 29 Posted: 06 Jun 2011
Zhuo Qiao, Yuming Li and Wing-Keung Wong
University of Macau, California State University and Asia University, Department of Finance
Downloads 83 (340,317)
Citation 4

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Markov Switching VAR, Regime-dependent Impulse Response, Hansen Test

8.

Why Investors Buy Insurance and Try Their Luck with Lotteries as Well?

Number of pages: 1 Posted: 05 Jun 2017 Last Revised: 06 Apr 2020
Wing-Keung Wong and Zhuo Qiao
Asia University, Department of Finance and University of Macau
Downloads 73 (366,461)
Citation 1

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Stochastic Dominance, Risk Aversion, Risk Seeking, Utility Function, More Risky Asset, Less Risky Asset

9.

Do Information Transmissions among Stock Markets of Greater China Become Stronger? A Nonlinear Perspective

17th Conference on the Theories and Practices of Securities and Financial Markets, 2009
Number of pages: 30 Posted: 28 Apr 2010
Keith Lam and Zhuo Qiao
University of Macau - Faculty of Business Administration and University of Macau
Downloads 47 (453,167)

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Granger causality, Nonlinearity, stock market, Greater China

10.

Big Property or Small Property: Which is a Better Investment Choice? Evidence from the Hong Kong Residential Property Market

Number of pages: 32 Posted: 17 Aug 2015
Zhuo Qiao and Wing-Keung Wong
University of Macau and Asia University, Department of Finance
Downloads 40 (482,660)
Citation 5

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Mean-Variance Criterion; Stochastic Dominance; Property Size; Hong Kong Residential Property Market

11.

Has the Difference in Stock Liquidity and Stock Returns Between Chinese State Owned and Privately Owned Enterprises Become Smaller?

Finance Research Letters, Forthcoming
Number of pages: 15 Posted: 27 Mar 2018
Kuntara Pukthuanthong and Zhuo Qiao
University of Missouri, Columbia and University of Macau
Downloads 28 (542,549)

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Split-Share Structure Reform, State Owned Enterprises, Privately Owned Enterprises, Stochastic Dominance

12.

Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets

Number of pages: 29 Posted: 28 Nov 2017 Last Revised: 04 Dec 2017
Middlesex University Business School, University of Macau and Asia University, Department of Finance
Downloads 14 (633,509)

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stochastic dominance; risk aversion; risk seeking; prospect theory; behavioral economics; stock index futures

13.

Club Convergence Analysis of Regional Ecological Efficiency in China

Pacific Economic Review, Vol. 25, Issue 3, pp. 384-401, 2020
Number of pages: 18 Posted: 30 Sep 2020
Zhuo Qiao and Hao Chen
University of Macau and National Cheng Kung University
Downloads 0 (754,443)
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14.

Theories of Risk: Testing Investor Behavior on the Taiwan Stock and Stock Index Futures Markets

Economic Inquiry, Vol. 54, Issue 2, pp. 907-924, 2016
Number of pages: 18 Posted: 26 Feb 2016
Middlesex University Business School, University of Macau and Asia University, Department of Finance
Downloads 0 (754,443)
Citation 3
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15.

Investors’ Preference Towards Risk: Evidence from the Taiwan Stock and Stock Index Futures Markets

Accounting & Finance, Vol. 54, Issue 1, pp. 251-274, 2014
Number of pages: 24 Posted: 04 Mar 2014
University of Macau, Middlesex University Business School and Hong Kong Baptist University (HKBU)
Downloads 0 (754,443)
Citation 3
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Stochastic dominance, Stock index futures, Risk averter, Risk seeker, Utility maximization