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Information about:
Terence Tai Leung Chong

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Personal Details

First Name: Terence
Middle Name: Tai Leung
Last Name: Chong
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RePEc Short-ID: pch395

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Homepage: http://www.cuhk.edu.hk/eco/staff/tlchong/tlchong3.htm
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This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works
  2. Number of Distinct Works, Weighted by Number of Authors

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Ng, Travis & Chong, Terence & Xin, Du, 2009. "The Value of Superstitions," MPRA Paper 13575, University Library of Munich, Germany. [Downloadable!]
    Other versions:

  2. Wing-Keung Wong & Jun Du & Terence Tai-Leung Chong, 2009. "Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan," Finance Working Papers 1676, East Asian Bureau of Economic Research. [Downloadable!]

  3. Terence Tai-Leung, Chong & Wai-Chun Lau & Kai-Yin Lui, 2007. "The Political Economy of Issuing a Typhoon Signal," Departmental Working Papers _186, Chinese University of Hong Kong, Department of Economics.

  4. Li Li & Qing He & Terence Tai-Leung, Chong, 2007. "A Competing Risk Analysis of Delistings," Departmental Working Papers _187, Chinese University of Hong Kong, Department of Economics.

  5. Hugo Tak-Sang, IP & Terence Tai-Leung, Chong, 2006. "Do Momentum-based Strategies Work in Emerging Currency Markets?," Departmental Working Papers _181, Chinese University of Hong Kong, Department of Economics.
    Published as:

  6. Qing He & Terence Tai-Leung, Chong, 2006. "Predicting Currency Crises in Emerging Asian Countries: A Dynamic Threshold Approach," Departmental Working Papers _183, Chinese University of Hong Kong, Department of Economics.

  7. Wing Hei, Mak & Terence Tai-Leung, Chong & Isabel Kit-Ming, Yan, 2006. "Market Size, Book-to-Market Equity and the Cross-Section of Stock Returns: An Application of the Multiple-Variable Threshold Model," Departmental Working Papers _182, Chinese University of Hong Kong, Department of Economics.

  8. Qian Su & Terence T. Chong, 2005. "Determining the Contributions to the Price Discovery for Chinese Cross-listed Stocks," Departmental Working Papers _169, Chinese University of Hong Kong, Department of Economics.

  9. Shuo Yuan & Terence T. Chong, 2005. "What Cause(s) the Underpricing of H-Share IPO?," Departmental Working Papers _170, Chinese University of Hong Kong, Department of Economics.

  10. Wing-Keung Wong & Jun Du & Terence Tai-Leung Chong, 2005. "Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan," SCAPE Policy Research Working Paper Series 0512, National University of Singapore, Department of Economics, SCAPE. [Downloadable!]
    Published as:

  11. Haiqiang Chen & Terence T. Chong, 2005. "Threshold Autoregressive Model with Multiple Threshold Variables," Departmental Working Papers _171, Chinese University of Hong Kong, Department of Economics.

  12. Wai-hong Wong & Terence Tai-leung Chong & Venus Khim-sen Liew, 2004. "Value Creation and Long Term Performance of Hong Kong Spinoffs," Departmental Working Papers _165, Chinese University of Hong Kong, Department of Economics.

  13. Xin Du & Terence Tai-leung Chong, 2004. "Do the Chinese have a Preference for the Number "8": A Hedonic Pricing Model for the Vehicle Registration Marks in Hong Kong," Departmental Working Papers _162, Chinese University of Hong Kong, Department of Economics.

  14. Seraph Xin Wang & Terence Tai-leung Chong & Haiqiang Chen, 2004. "Generic Consistency of the Break-Point Estimators under Specification Errors in a Multiple-Break Model," Departmental Working Papers _160, Chinese University of Hong Kong, Department of Economics.
    Published as:

  15. Terence Tai-leung Chong, 2004. "An Omnibus Test for the Fractionally Intergrated Model," Departmental Working Papers _158, Chinese University of Hong Kong, Department of Economics.

  16. Venus Khim-sen Liew & Ahmad Zubaidi Baharumshah & Terence Tai-leung Chong, 2003. "Are Asian Real Exchange Rates Stationary?," International Finance 0307002, EconWPA, revised 01 Nov 2004. [Downloadable!]
    Published as:

  17. Lok-yee Leung & Terence Tai-leung Chong, 2003. "On the Profitability of Momentum Strategies and Relative Strength Index in the International Equity Markets," Departmental Working Papers _151, Chinese University of Hong Kong, Department of Economics.

  18. Quincy Chi fai Chan & Terence Tai-leung Chong, 2003. "A Profitability Comparison of Modal Point and Closing Price," Departmental Working Papers _150, Chinese University of Hong Kong, Department of Economics.

  19. Venus Khim-sen Liew & Terence Tai-leung Chong, 2003. "Effects of ARCH Errors on Autoregressive Lag Length Selection Criteria," Departmental Working Papers _152, Chinese University of Hong Kong, Department of Economics.

  20. Venus Khim-sen Liew & Terence Tai- leung Chong, 2003. "Effects of STAR and TAR types nonlinearities on order selection criteria," Econometrics 0307005, EconWPA. [Downloadable!]

  21. Terence Tai-leung Chong, 2003. "Modelling Smooth Transitional Economic Behavior," Departmental Working Papers _153, Chinese University of Hong Kong, Department of Economics.

  22. Terence Tai-leung Chong, 2002. "Testing for Structural Break of the U.S. Stock Market in the 911 Attacks," Departmental Working Papers _141, Chinese University of Hong Kong, Department of Economics.

  23. Terence Tai-leung Chong, 2001. "Extracting From the Dow Jones Index," Departmental Working Papers _133, Chinese University of Hong Kong, Department of Economics.

  24. Terence Tai-leung Chong, 2000. "Estimation, Inference, and the Long Memory Properties of Aggregated AR(1) Processes with Coefficients Drawn from a Polynomial Density Function," Departmental Working Papers _131, Chinese University of Hong Kong, Department of Economics.

  25. Terence Tai-leung Chong & Kwan-to Wong, 2000. "Time Series Properties of Aggregated AR(2) Processes," Departmental Working Papers _130, Chinese University of Hong Kong, Department of Economics.
    Published as:

  26. Terence Tai-Leung, Chong, 1998. "Estimating the Differencing Parameter Via the Partial Autocorrelation Function," Departmental Working Papers _088, Chinese University of Hong Kong, Department of Economics.
    Published as:

  27. Terence Tai-Leung, Chong & Gilbert Chiu-Sing, Lui, 1998. "A Simple Test for Fractionally Integrated Processes," Departmental Working Papers _087, Chinese University of Hong Kong, Department of Economics.

  28. Terence Tai-Leung, Chong & Gilbert Chiu-Sing, Lui, 1998. "Estimating the Fractionally Integrated Process in the Presence of Measurement Errors," Departmental Working Papers _090, Chinese University of Hong Kong, Department of Economics.
    Published as:

  29. Terence Tai-Leung, Chong, 1997. "Structural Change in AR(1) Models," Departmental Working Papers _079, Chinese University of Hong Kong, Department of Economics.
    Published as:

  30. Tai-leung, Chong & Wai-kit, Leung, 1996. "Seemingly Unexplosive Nonstationary Random Coefficient Autoregressive Processes, A Note," Departmental Working Papers _066, Chinese University of Hong Kong, Department of Economics.

  31. Tai-leung, Chong, 1996. "Estimation of and Testing for Structural Break in the Presence of Measurement Errors," Departmental Working Papers _065, Chinese University of Hong Kong, Department of Economics.

  32. Tai-leung, Chong, 1996. "Estimating the Unit Root Process in the Presence of Measurement Errors," Departmental Working Papers _067, Chinese University of Hong Kong, Department of Economics.

  33. Tai-leung, Chong, 1996. "Estimating the Location of Break in Restricted Structural Change Models," Departmental Working Papers _068, Chinese University of Hong Kong, Department of Economics.

Articles

  1. Chong, Terence Tai-Leung & Ip, Hugo Tak-Sang, 2009. "Do momentum-based strategies work in emerging currency markets?," Pacific-Basin Finance Journal, Elsevier, vol. 17(4), pages 479-493, September. [Downloadable!] (restricted)
    Other versions:

  2. Kin Ming Wong & Terence Tai-Leung Chong, 2008. "A threshold model for the Hong Kong warrant prices," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 4(5), pages 337-339. [Downloadable!] (restricted)

  3. Chong, Terence Tai-Leung & Wong, Ying-Chiu & Yan, Isabel Kit-Ming, 2008. "International linkages of the Japanese stock market," Japan and the World Economy, Elsevier, vol. 20(4), pages 601-621, December. [Downloadable!] (restricted)

  4. Terence Tai-Leung Chong & Sheung Tat Chan, 2008. "Structural Change in the Efficiency of the Japanese Stock Market after the Millennium," Economics Bulletin, Economics Bulletin, vol. 7(7), pages 1-7. [Downloadable!]

  5. Terence T. L. Chong & Qing He & Melvin J. Hinich, 2008. "The Nonlinear Dynamics of Foreign Reserves and Currency Crises," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 12(4). [Downloadable!]

  6. TerenceTai-Leung Chong & Xin Du , 2008. "Hedonic Pricing Models For Vehicle Registration Marks," Pacific Economic Review, Blackwell Publishing, vol. 13(2), pages 259-276, 05. [Downloadable!] (restricted)

  7. Chong, Terence Tai-Leung & Hinich, Melvin J. & Liew, Venus Khim-Sen & Lim, Kian-Ping, 2008. "Time series test of nonlinear convergence and transitional dynamics," Economics Letters, Elsevier, vol. 100(3), pages 337-339, September. [Downloadable!] (restricted)

  8. Jushan Bai & Haiqiang Chen & Terence Tai-Leung Chong & Seraph Xin Wang, 2008. "Generic consistency of the break-point estimators under specification errors in a multiple-break model," Econometrics Journal, Royal Economic Society, vol. 11(2), pages 287-307, 07. [Downloadable!] (restricted)
    Other versions:

  9. Terence Tai-Leung Chong & Wing-Kam Ng, 2008. "Technical analysis and the London stock exchange: testing the MACD and RSI rules using the FT30," Applied Economics Letters, Taylor and Francis Journals, vol. 15(14), pages 1111-1114. [Downloadable!] (restricted)

  10. Fang Huang & Jun Su & Terence Tai-Leung Chong, 2008. "Testing for Structural Change in the Nontradable Share Reform of the Chinese Stock Market," Chinese Economy, M.E. Sharpe, Inc., vol. 41(2), pages 24-33, March. [Downloadable!] (restricted)

  11. Siew-Yen Foo & Wing Keung Wong & Terence Tai-Leung Chong, 2008. "Are the Asian Equity Markets more Interdependent after the Financial Crisis?," Economics Bulletin, Economics Bulletin, vol. 6(16), pages 1-7. [Downloadable!]

  12. Chen Li & Ho Tin Yu & Terence Tai-Leung Chong, 2008. "Structural Change in the Stock Market Efficiency after the Millennium: The MACD Approach," Economics Bulletin, Economics Bulletin, vol. 7(12), pages 1-6. [Downloadable!]

  13. Melvin J. Hinich & Terence T.L. Chong, 2007. "A Class Test for Fractional Integration," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 11(2). [Downloadable!]

  14. Terence Tai-Leung Chong & Isabel Kit-Ming Yan & Guoxin Liu, 2007. "The Aggregated Structural-Change Model," Economics Bulletin, Economics Bulletin, vol. 3(2), pages 1-10. [Downloadable!]

  15. Terence Tai-Leung Chong & Lily Lok, 2007. "The Impact Of The 1997 Handover On The Efficiency Of The Hong Kong Stock Market," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 52(01), pages 27-38. [Downloadable!] (restricted)

  16. Terence Tai-Leung Chong, 2007. "Estimating the Fractionally Integrated Model with a Break in the Differencing Parameter," Economics Bulletin, Economics Bulletin, vol. 3(67), pages 1-10. [Downloadable!]

  17. Terence Tai-Leung Chong & Melvin Hinich & Kwan-To Wong, 2007. "Identification and Estimation of Structural-Change Models with Misclassification," Economics Bulletin, Economics Bulletin, vol. 3(36), pages 1-19. [Downloadable!]

  18. Su, Qian & Chong, Terence Tai-Leung, 2007. "Determining the contributions to price discovery for Chinese cross-listed stocks," Pacific-Basin Finance Journal, Elsevier, vol. 15(2), pages 140-153, April. [Downloadable!] (restricted)

  19. Terence Tai-Leung Chong & Thomas Chun-Sing Shik, 2007. "The risk-adjusted trading rule profits in currency spot cross-rates," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 3(2), pages 71-76. [Downloadable!] (restricted)

  20. Thomas C. Shik & Terence Tai-Leung Chong, 2007. "A comparison of MA and RSI returns with exchange rate intervention," Applied Economics Letters, Taylor and Francis Journals, vol. 14(5-6), pages 371-383. [Downloadable!] (restricted)

  21. Vincent Wing-Shing Lam & Terence Tai-Leung Chong & Wing-Keung Wong, 2007. "Profitability of intraday and interday momentum strategies," Applied Economics Letters, Taylor and Francis Journals, vol. 14(15), pages 1103-1108. [Downloadable!] (restricted)

  22. Benjamin Everard & Terence Tai-Leung Chong, 2007. "The Revaluation and Future Adjustment of the Renminbi," Chinese Economy, M.E. Sharpe, Inc., vol. 40(5), pages 6-20, September. [Downloadable!] (restricted)

  23. Qian Su & Terence Tai-Leung Chong & Isabel Kit-Ming Yan, 2007. "On the convergence of the Chinese and Hong Kong stock markets: a cointegration analysis of the A and H shares," Applied Financial Economics, Taylor and Francis Journals, vol. 17(16), pages 1349-1357. [Downloadable!] (restricted)

  24. Terence Tai-Leung Chong, 2006. "Two-sided Matching, Who Marries Whom? And what Happens upon Divorce?," Economics Bulletin, Economics Bulletin, vol. 4(21), pages 1-7. [Downloadable!]

  25. Terence Tai-Leung Chong, 2006. "The polynomial aggregated AR(1) model," Econometrics Journal, Royal Economic Society, vol. 9(1), pages 98-122, 03. [Downloadable!] (restricted)

  26. Terence Tai-Leung Chong & Qian Su, 2006. "On the Comovement of A and H Shares," Chinese Economy, M.E. Sharpe, Inc., vol. 39(5), pages 68-86, October. [Downloadable!] (restricted)

  27. Terence Tai-Leung Chong & Venus Liew & Yuanxiu Zhang & Chi-Leung Wong, 2006. "Estimation of the Autoregressive Order in the Presence of Measurement Errors," Economics Bulletin, Economics Bulletin, vol. 3(12), pages 1-10. [Downloadable!]

  28. Venus Khim-Sen Liew & Terence Tai-leung Chong, 2005. "Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors," Economics Bulletin, Economics Bulletin, vol. 3(19), pages 1-5. [Downloadable!]

  29. Wong, Wing-Keung & Du, Jun & Chong, Terence Tai-Leung, 2005. "Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan," Review of Applied Economics, Review of Applied Economics, vol. 1(2). [Downloadable!]
    Other versions:

  30. Liew, Venus Khim-sen & Baharumshah, Ahmad Zubaidi & Chong, Terence Tai-leung, 2004. "Are Asian real exchange rates stationary?," Economics Letters, Elsevier, vol. 83(3), pages 313-316, June. [Downloadable!] (restricted)
    Other versions:

  31. Joseph Man-Joe Leung & Terence Tai-Leung Chong, 2003. "An empirical comparison of moving average envelopes and Bollinger Bands," Applied Economics Letters, Taylor and Francis Journals, vol. 10(6), pages 339-341, April. [Downloadable!] (restricted)

  32. Venus Khim-Sen Liew & Terence Tai-Leung Chong & Kian-Ping Lim, 2003. "The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies," Applied Economics, Taylor and Francis Journals, vol. 35(12), pages 1387-1392, August. [Downloadable!] (restricted)

  33. Terence Tai-Leung Chong, 2003. "Generic consistency of the break-point estimator under specification errors," Econometrics Journal, Royal Economic Society, vol. 6(1), pages 167-192, 06. [Downloadable!] (restricted)

  34. Terence Chong, 2001. "Estimating the locations and number of change points by the sample-splitting method," Statistical Papers, Springer, vol. 42(1), pages 53-79, January. [Downloadable!] (restricted)

  35. Chong, Terence Tai-Leung, 2001. "Structural Change In Ar(1) Models," Econometric Theory, Cambridge University Press, vol. 17(01), pages 87-155, February. [Downloadable!]
    Other versions:

  36. Chong, Terence Tai-leung & Wong, Kwan-to, 2001. "Time series properties of aggregated AR(2) processes," Economics Letters, Elsevier, vol. 73(3), pages 325-332, December. [Downloadable!] (restricted)
    Other versions:

  37. Chong, Terence Tai-Leung, 2000. "Estimating the differencing parameter via the partial autocorrelation function," Journal of Econometrics, Elsevier, vol. 97(2), pages 365-381, August. [Downloadable!] (restricted)
    Other versions:

  38. Tai-leung Chong, Terence, 1999. "Asymptotic distribution of the sup-Wald statistic under specification errors," Structural Change and Economic Dynamics, Elsevier, vol. 10(3-4), pages 421-430, December. [Downloadable!] (restricted)

  39. Chong, Terence Tai-leung & Lui, Gilbert Chiu-sing, 1999. "Estimating the fractionally integrated process in the presence of measurement errors," Economics Letters, Elsevier, vol. 63(3), pages 285-294, June. [Downloadable!] (restricted)
    Other versions:

  40. Tai-leung Chong, Terence, 1995. "Partial parameter consistency in a misspecified structural change model," Economics Letters, Elsevier, vol. 49(4), pages 351-357, October. [Downloadable!] (restricted)

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CNA: China (1) 2005-12-09 Author is listed
  2. NEP-ECM: Econometrics (1) 2003-08-01 Author is listed
  3. NEP-ETS: Econometric Time Series (2) 2003-07-29 2003-07-29 Author is listed
  4. NEP-FIN: Finance (1) 2005-12-09 Author is listed
  5. NEP-FMK: Financial Markets (1) 2005-12-09 Author is listed
  6. NEP-IFN: International Finance (1) 2003-07-29 Author is listed
  7. NEP-RMG: Risk Management (1) 2003-07-29 Author is listed
  8. NEP-SEA: South East Asia (3) 2003-07-29 2003-07-29 2005-12-09 Author is listed
  9. NEP-TRA: Transition Economics (1) 2005-12-09 Author is listed
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This page was last updated on 2009-11-27.

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