Zhuo Qiao

University of Macau

Assistant Professor

P.O. Box 3001

Macau

SCHOLARLY PAPERS

13

DOWNLOADS
Rank 48,335

SSRN RANKINGS

Top 48,335

in Total Papers Downloads

1,336

SSRN CITATIONS
Rank 21,899

SSRN RANKINGS

Top 21,899

in Total Papers Citations

32

CROSSREF CITATIONS

13

Scholarly Papers (13)

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 275 (154,220)
Citation 8

Abstract:

Loading...

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 193 (216,077)
Citation 9

Abstract:

Loading...

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 159 (255,068)
Citation 6

Abstract:

Loading...

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 156 (259,118)

Abstract:

Loading...

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 134 (292,028)
Citation 6

Abstract:

Loading...

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 95 (370,739)

Abstract:

Loading...

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 87 (391,454)
Citation 4

Abstract:

Loading...

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 78 (417,318)
Citation 1

Abstract:

Loading...

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

9.

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 53 (506,521)
Citation 5

Abstract:

Loading...

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

10.

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 50 (519,467)

Abstract:

Loading...

Granger causality, Nonlinearity, stock market, Greater China

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 39 (572,140)

Abstract:

Loading...

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 17 (717,613)

Abstract:

Loading...

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

13.

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 (892,524)
Citation 3

Abstract:

Loading...