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Analysis and forecast of tracking performance of Hong Kong exchange-traded funds: Evidence from tracker fund and X iShares A50 Journal article
Review of Pacific Basin Financial Markets and Policies, 2016,Volume: 19,Issue: 4
Authors:  Chu,Patrick Kuok Kun
Favorite  |  View/Download:3/0  |  Submit date:2019/08/02
Co-integration  Economic Correction Model  Exchange-traded Funds  Pricing Deviation  Tracking Ability  
Does fine wine price contain useful information to forecast GDP? Evidence from major developed countries Journal article
Economic Modelling, 2014,Volume: 38,Page: 75 – 79
Authors:  Zhuo Qiao;  Patrick Kuok-Kun Chu
Favorite  |  View/Download:6/0  |  Submit date:2019/11/01
Price Of Fine Wine  Gdp  Granger Causality Test  Forecast  
Study on the Diversification Ability of Fine Wine Investment Journal article
The Journal of Investing, 2014,Volume: 23,Issue: 1,Page: 123 – 139
Authors:  Patrick Kuok Kun Chu
Favorite  |  View/Download:4/0  |  Submit date:2019/11/11
Granger Causality Analysis  Liv-ex Fine Wine Index  Stock Market Index  Cointegration Analysis  Johansen Approach  
Study on the Tracking Errors and their Determinants: Evidence from Hong Kong Exchange Traded Funds (ETFs) Journal article
Applied Financial Economics, 2011,Volume: 21,Page: 309-315
Authors:  Patrick Kuok-Kun Chu
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Traded Funds (Etfs)  Fund Expense Ratio  Fund Size  Tracking Error  
The Price Linkages between the Equity Fund Price Levels and the Stock Markets: Evidences from Cointegration Approach and Causality Analysis of Hong Kong Mandatory Provident Fund (MPF) Journal article
International Review of Financial Analysis, 2010,Volume: 19,Issue: 4,Page: 281-288
Authors:  Patrick Kuok-Kun Chu
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Pension Fund  Causality Test  Cointegration Analysis  Unit Root Test  
A Study on Stock-selection and Market-timing Performance: Evidence from Hong Kong Mandatory Provident Fund Journal article
Review of Pacific Basin Financial Markets and Policies, 2008,Volume: 11,Issue: 4,Page: 617-650
Authors:  Patrick Kuok-Kun Chu
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Pension Funds  Conditional Models  Market-timing Ability  Stock-selection Performance Evaluation  
Performance Persistence of Pension Fund Managers: Hong Kong Mandatory Provident Funds Book chapter
出自: Asia-Pacific Financial Markets: Integration, Innovation and Challenges:Emerald Group Publishing Limited, 2007, 页码: 393-424
Authors:  Patrick Kuok-Kun Chu
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PERFORMANCE PERSISTENCE OF PENSION FUND MANAGERS: EVIDENCE FROM HONG KONG MANDATORY PROVIDENT FUNDS Book chapter
出自: Asia-Pacific Financial Markets: Integration, Innovation and Challenges: Volume 8:Emerald Group Publishing Limited, 2007, 页码: 393-424
Authors:  Patrick Kuok-Kun Chu
Favorite  |  View/Download:11/0  |  Submit date:2020/07/17
Study on the Non-Random and Chaotic Behavior of Chinese Equities Market Journal article
Review of Pacific Basin Financial Markets and Policies, 2003,Volume: 6,Issue: 2,Page: 199-222
Authors:  Patrick Kuok-Kun Chu
Favorite  |  View/Download:3/0  |  Submit date:2019/11/11
Shanghai Stock Exchange  Chaos Theory  Rescaled Range Analysis  Hurst Exponent  Bds Test  Correlation Dimension Estimation  Shenzhen Stock Exchange