Terence Tai-Leung Chong

The Chinese University of Hong Kong (CUHK) - Lau Chor Tak Institute of Global Economics and Finance

Executive Director

13/F, Cheng Yu Tung Building

12 Chak Cheung Street

Hong Kong, Shatin, N.T.

Hong Kong

SCHOLARLY PAPERS

27

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1,712

SSRN CITATIONS
Rank 31,887

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Top 31,887

in Total Papers Citations

7

CROSSREF CITATIONS

15

Scholarly Papers (27)

1.

Portfolio Management during Epidemics: The Case of SARS in China

Number of pages: 11 Posted: 09 Sep 2010
Terence Tai-Leung Chong, Shen Lu and Wing-Keung Wong
The Chinese University of Hong Kong (CUHK) - Lau Chor Tak Institute of Global Economics and Finance, affiliation not provided to SSRN and Asia University, Department of Finance
Downloads 498 (60,283)

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SARS, Event Study, Cumulative Abnormal Return

2.

Does Banking Competition Alleviate or Worsen Credit Constraints Faced by Small- and Medium-Sized Enterprises? Evidence from China

European Banking Center Discussion Paper No. 2012-007
Number of pages: 51 Posted: 13 Feb 2011 Last Revised: 10 Dec 2014
Terence Tai-Leung Chong, Liping Lu and Steven Ongena
The Chinese University of Hong Kong (CUHK) - Lau Chor Tak Institute of Global Economics and Finance, VU University Amsterdam and University of Zurich - Department of Banking and Finance
Downloads 313 (103,658)
Citation 9

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Banking Competition, SMEs Financing, Credit Constraints

3.

淺析澳門“現金分享計劃”弊端及對策 (An Analysis of the Issues and Potential Alternatives to Macau's 'Wealth Partaking Scheme')

IGEF Working Paper No. 43
Number of pages: 11 Posted: 16 Mar 2016
Terence Tai-Leung Chong and Hao Jing
The Chinese University of Hong Kong (CUHK) - Lau Chor Tak Institute of Global Economics and Finance and Bank of China (Hong Kong)
Downloads 211 (154,917)

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4.

What Explains Herd Behavior in the Chinese Stock Market?

IGEF Working Paper No. 50
Number of pages: 25 Posted: 25 Aug 2016
Terence Tai-Leung Chong, Xiaojin Liu and Chenqi Zhu
The Chinese University of Hong Kong (CUHK) - Lau Chor Tak Institute of Global Economics and Finance, The Chinese University of Hong Kong (CUHK) - Department of Economics and University of California, Irvine - Paul Merage School of Business
Downloads 166 (192,260)
Citation 2

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A-Share Market, Herd Behavior, Return Dispersion, Systemic Risk

5.

A New Principal-Component Approach to Measure the Investor Sentiment

IGEF Working Paper No. 24
Number of pages: 21 Posted: 17 Jul 2015
Terence Tai-Leung Chong, Bingqing Cao and Wing-Keung Wong
The Chinese University of Hong Kong (CUHK) - Lau Chor Tak Institute of Global Economics and Finance, Hong Kong Baptist University (HKBU) and Asia University, Department of Finance
Downloads 126 (240,456)

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Principal component analysis; Market sentiment; CSI 300; Threshold model

6.

A Gravity Analysis of International Stock Market Linkages

Number of pages: 10 Posted: 03 Nov 2010
Wing-Keung Wong, Terence Tai-Leung Chong and Juan Zhang
Asia University, Department of Finance, The Chinese University of Hong Kong (CUHK) - Lau Chor Tak Institute of Global Economics and Finance and affiliation not provided to SSRN
Downloads 113 (260,521)

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Stock Market Correlations, Gravity Model, Home Bias, Exchange Rate Volatility

7.

What Should Central Banks Target? Evidence on the Impact of Monetary Policy Regimes on Economic Growth

Number of pages: 26 Posted: 06 Apr 2015
Kin Ming Wong and Terence Tai-Leung Chong
Hong Kong Baptist University (HKBU) and The Chinese University of Hong Kong (CUHK) - Lau Chor Tak Institute of Global Economics and Finance
Downloads 63 (371,788)

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Monetary Policy Regimes; Inflation Targeting; Exchange-rate Targeting; Economic Growth

8.

Does Monetary Policy Matter for Trade?

International Economics Volume 147, October 2016, Pages 107–125
Number of pages: 33 Posted: 03 Apr 2015 Last Revised: 13 Jan 2017
Kin Ming Wong and Terence Tai-Leung Chong
Hong Kong Baptist University (HKBU) and The Chinese University of Hong Kong (CUHK) - Lau Chor Tak Institute of Global Economics and Finance
Downloads 36 (470,154)

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Monetary Policy Regimes; Inflation Targeting; Exchange-rate Targeting; Gravity Model; Trade

9.

A Tale of Two Regimes: Classifying and Revisiting the Monetary Policy Regimes

IGEF Working Paper No. 25
Number of pages: 30 Posted: 17 Jul 2015
Kin Ming Wong and Terence Tai-Leung Chong
Hong Kong Baptist University (HKBU) and The Chinese University of Hong Kong (CUHK) - Lau Chor Tak Institute of Global Economics and Finance
Downloads 28 (509,416)
Citation 3

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10.

Generic Consistency of the Break-Point Estimator Under Specification Errors

Econometrics Journal, Vol. 6, pp. 167-192, June 2003
Number of pages: 26 Posted: 18 Sep 2003
Terence Tai-Leung Chong
The Chinese University of Hong Kong (CUHK) - Lau Chor Tak Institute of Global Economics and Finance
Downloads 27 (514,847)
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11.

從中國企業在非洲國家投資面臨的匯率匯兌風險來看人民幣國際化 (Looking at Reminbi Internationalization from the Perspective of Currency Exchange Risks Faced by Chinese Investors in Africa)

IGEF Working Paper No. 41
Number of pages: 9 Posted: 06 Jun 2016
Zhourui Yu and Terence Tai-Leung Chong
China-Africa Development Fund and The Chinese University of Hong Kong (CUHK) - Lau Chor Tak Institute of Global Economics and Finance
Downloads 22 (544,416)

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12.

The Sources of Country and Industry Variations in ASEAN Stock Returns

IGEF Working Paper No. 15
Number of pages: 38 Posted: 17 Jul 2015
Terence Tai-Leung Chong, Chee Wooi Hooy and Meng Horng Lee
The Chinese University of Hong Kong (CUHK) - Lau Chor Tak Institute of Global Economics and Finance, Universiti Sains Malaysia and Universiti Sains Malaysia (USM) - School of Management
Downloads 21 (550,623)

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International diversification; Country effects; Industry effects; Determinants; ASEAN

13.

The Polynomial Aggregated Ar(1) Model

Econometrics Journal, Vol. 9, No. 1, pp. 98-122, March 2006
Number of pages: 25 Posted: 08 May 2006
Terence Tai-Leung Chong
The Chinese University of Hong Kong (CUHK) - Lau Chor Tak Institute of Global Economics and Finance
Downloads 21 (550,623)
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Polynomial density, Long term, Aggregation, Multi-modality

14.

Forbes and Billionaires: A Note on the Productive and Unproductive Entrepreneurial Activities in China

IGEF Working Paper No. 30
Number of pages: 25 Posted: 08 Sep 2015
Terence Tai-Leung Chong and Bei Luo
The Chinese University of Hong Kong (CUHK) - Lau Chor Tak Institute of Global Economics and Finance and Hong Kong Baptist University (HKBU)
Downloads 17 (575,781)
Citation 1

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Forbes; Entrepreneurial activities; Institutional environment

15.

加强股票質押回購監管,防範系統性金融風險 (Enhancing the Regulation of Stock Pledged Repo Transactions, Guarding Against Systemic Financial Risk)

IGEF Working Paper No. 55
Number of pages: 12 Posted: 27 Jul 2017
Terence Tai-Leung Chong, Qing He and Evelyn Li
The Chinese University of Hong Kong (CUHK) - Lau Chor Tak Institute of Global Economics and Finance, Renmin University of China and Independent
Downloads 14 (595,094)

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16.

The Nexus between Labor Wages and Property Rents in the Greater China Area

IGEF Working Paper No. 17
Number of pages: 35 Posted: 17 Jul 2015
Terence Tai-Leung Chong, Kenny Chi-Wai Shui and Vivian Wong
The Chinese University of Hong Kong (CUHK) - Lau Chor Tak Institute of Global Economics and Finance, The Chinese University of Hong Kong (CUHK) and The Chinese University of Hong Kong (CUHK) - Lau Chor Tak Institute of Global Economics and Finance
Downloads 14 (595,094)

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Shadow wage; Property rental price; Central business district

17.

深港合作設立“中國離岸黃金人民幣交易場” (Collaboration Between Shenzhen and Hong Kong on Establishing a Chinese Offshore Renminbi Gold Exchange)

IGEF Working Paper No. 51
Number of pages: 11 Posted: 27 Jul 2017
Liqi Liu and Terence Tai-Leung Chong
The Chinese University of Hong Kong (CUHK) and The Chinese University of Hong Kong (CUHK) - Lau Chor Tak Institute of Global Economics and Finance
Downloads 8 (635,698)
Citation 2

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18.

Comments on 'The Rise of Benchmark Bonds in Emerging Asia'

BIS Paper No. 102h
Number of pages: 2 Posted: 22 May 2019
Terence Tai-Leung Chong
The Chinese University of Hong Kong (CUHK) - Lau Chor Tak Institute of Global Economics and Finance
Downloads 6 (649,594)

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19.

Hedonic Pricing Models for Vehicle Registration Marks

Pacific Economic Review, Vol. 13, Issue 2, pp. 259-276, May 2008
Number of pages: 18 Posted: 23 Apr 2008
Terence Tai-Leung Chong and Xin Du
The Chinese University of Hong Kong (CUHK) - Lau Chor Tak Institute of Global Economics and Finance and affiliation not provided to SSRN
Downloads 4 (663,666)
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20.

Can Poverty Be Alleviated in China?

Review of Income and Wealth, Vol. 64, Issue 1, pp. 192-212, 2018
Number of pages: 21 Posted: 20 Feb 2018
Cong Qin and Terence Tai-Leung Chong
Center for Financial Engineering and The Chinese University of Hong Kong (CUHK) - Lau Chor Tak Institute of Global Economics and Finance
Downloads 2 (680,887)
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average treatment effect on treated, poverty alleviation, propensity score matching, receiver operating characteristic curve, National Poor Counties

21.

Generic Consistency of the Break-Point Estimators Under Specification Errors in a Multiple-Break Model

Econometrics Journal, Vol. 11, Issue 2, pp. 287-307, July 2008
Number of pages: 21 Posted: 14 Jul 2008
Jushan Bai, Haiqiang Chen, Terence Tai-Leung Chong and Seraph Xin Wang
New York University (NYU) - Department of Economics, Xiamen University - Wang Yanan Institute for studies in Economics, The Chinese University of Hong Kong (CUHK) - Lau Chor Tak Institute of Global Economics and Finance and The Chinese University of Hong Kong
Downloads 2 (680,887)
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22.

Institutional Ownership and Private Equity Placements: Evidence from Chinese Listed Firms

International Review of Finance, Vol. 19, Issue 2, pp. 315-346, 2019
Number of pages: 32 Posted: 26 May 2020
Qing He, Dongxu Li, Liping Lu and Terence Tai-Leung Chong
Renmin University of China, Renmin University of China - School of Finance, VU University Amsterdam - Department of Finance and Financial Sector Management and The Chinese University of Hong Kong (CUHK) - Lau Chor Tak Institute of Global Economics and Finance
Downloads 0 (711,083)
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23.

Asymptotic Inferences for an AR(1) Model with a Change Point: Stationary and Nearly Non‐Stationary Cases

Journal of Time Series Analysis, Vol. 35, Issue 2, pp. 133-150, 2014
Number of pages: 18 Posted: 11 Feb 2014
Tianxiao Pang, Danna Zhang and Terence Tai-Leung Chong
Zhejiang University, Zhejiang University and The Chinese University of Hong Kong (CUHK) - Lau Chor Tak Institute of Global Economics and Finance
Downloads 0 (711,083)
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AR(1) model, change point, domain of attraction of the normal law, limiting distribution, least squares estimator

24.

Employment Effects of Minimum Wage in a Highly Competitive Labor Market: The Case of Foreign Domestic Helpers in Hong Kong

Empirical Economics Letters, 2012 Volume 11, Number 4, 349 - 356
Posted: 24 Jun 2011 Last Revised: 10 Dec 2014
Kin Ming Wong and Terence Tai-Leung Chong
Hong Kong Baptist University (HKBU) and The Chinese University of Hong Kong (CUHK) - Lau Chor Tak Institute of Global Economics and Finance

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minimum wage, employment, competitive labor market

25.

A Threshold Model for the Hong Kong Warrant Prices

Applied Financial Economics Letters
Posted: 24 Jun 2011
Kin Ming Wong and Terence Tai-Leung Chong
Hong Kong Baptist University (HKBU) and The Chinese University of Hong Kong (CUHK) - Lau Chor Tak Institute of Global Economics and Finance

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warrant pricing, threshold model

26.

Minimum Wage and Shareholder Wealth: Evidence from Hong Kong

Applied Economics Quarterly, Forthcoming
Posted: 24 Jun 2011 Last Revised: 07 Mar 2015
Kin Ming Wong and Terence Tai-Leung Chong
Hong Kong Baptist University (HKBU) and The Chinese University of Hong Kong (CUHK) - Lau Chor Tak Institute of Global Economics and Finance

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minimum wage, firm performance, event study, multivariate regression model

27.

Metlzer's Paradox and the Optimum Tariff in a Monetary Economy

Journal of Economic Integration
Posted: 14 May 1998
Theodore Palivos, Chong Kee Yip and Terence Tai-Leung Chong
Louisiana State University, Baton Rouge - Department of Economics, The Chinese University of Hong Kong (CUHK) - Department of Economics and The Chinese University of Hong Kong (CUHK) - Lau Chor Tak Institute of Global Economics and Finance

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