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The stock–bond comovements and cross-market trading Journal article
Journal of Economic Dynamics & Control, 2016,Volume: 73,Page: 417-438
Authors:  Mengling Li;  Huanhuan Zheng;  Terence Tai Leung Chong;  Yang Zhang
Favorite |  | TC[WOS]:13 TC[Scopus]:14 | Submit date：2019/08/02
Heterogeneity  Stock–bond Comovement  Markov Switching Var  Threshold Var  
Misvaluation comovement, market efficiency and the cross-section of stock returns: Evidence from China Journal article
Economic Systems, 2015,Volume: 39,Issue: 3,Page: 390-412
Authors:  Luo,Yan;  Ren,Jinjuan;  Wang,Yizhi
Favorite |  | TC[WOS]:9 TC[Scopus]:11 | Submit date：2019/08/01
Chinese Stock Market  Comovement  Market Efficiency  Stock Misvaluation  Stock Returns  
Pricing deviation, misvaluation comovement, and macroeconomic conditions Journal article
Journal of Banking & Finance, 2013,Volume: 37,Issue: 13,Page: 5285-5299
Authors:  Eric C.Chang;  YanLuo;  JinjuanRen
Favorite |  | TC[WOS]:10 TC[Scopus]:8 | Submit date：2019/10/03
Misvaluation  Systematic Risk  Conditions  Macroeconomic  Comovement  Market Efficiency  
Relationship between Macroeconomic Variables and Net Asset Values (NAV) of Equity Funds: Cointegration Evidence and Vector Error Correction Model of the Hong Kong Mandatory Provident Funds (MPFs) Journal article
JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY, 2011,Volume: 21,Issue: 5,Page: 792-810
Authors:  Chu, Patrick Kuok Kun
Adobe PDF | Favorite |  | TC[WOS]:6 TC[Scopus]:9 | Submit date：2019/11/11
Pension Fund  Causality Test  Cointegration Analysis  Unit Root Test