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Terence T. L. Chong

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Personal Details

First Name: Terence
Middle Name: T. L.
Last Name: Chong
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RePEc Short-ID: pch395

Email:
Homepage: http://www.cuhk.edu.hk/eco/staff/tlchong/tlchong3.htm
Postal Address:
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Affiliation

Department of Economics
Chinese University of Hong Kong
Location: Shatin, Hong Kong
Homepage: http://www.cuhk.edu.hk/eco/
Email:
Phone: (852)2609 7035
Fax: (852)2603 5805
Postal: Shatin, N.T., Hong Kong
Handle: RePEc:edi:decuhhk (more details at EDIRC)

Works

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Working papers

  1. Ko, Stanley I. M. & Chong, Terence T. L. & Ghosh, Pulak, 2014. "Dirichlet Process Hidden Markov Multiple Change-point Model," MPRA Paper 57871, University Library of Munich, Germany.
  2. Wing Chan, Derek Wang, Terence Chong, 2014. "Price Limit And Stock Volatility In China During Financial Crises," LCERPA Working Papers wm0069, Laurier Centre for Economic Research and Policy Analysis.
  3. Chong, Terence Tai Leung & Ding, Haoyuan & Park, Sung Y, 2014. "Nonlinear Dependence between Stock and Real Estate Markets in China," MPRA Paper 57774, University Library of Munich, Germany.
  4. Chong, Terence Tai-Leung & Ng, Wing-Kam & Liew, Venus Khim-Sen, 2014. "Revisiting the Performance of MACD and RSI Oscillators," MPRA Paper 54149, University Library of Munich, Germany.
  5. Chong, Terence Tai Leung & Shui, Kenny Chi Wai & Wong, Vivian H, 2014. "The Nexus between Labour Wages and Property Rents in the Greater China Area," MPRA Paper 56880, University Library of Munich, Germany.
  6. Wang, Dingyan & Chong, Terence Tai-Leung & Chan, Wing Hong, 2014. "Price Limits and Stock Market Volatility in China," MPRA Paper 54146, University Library of Munich, Germany.
  7. Chong, Terence Tai Leung & Yan, Isabel K., 2014. "Estimating and Testing Threshold Regression Models with Multiple Threshold Variables," MPRA Paper 54732, University Library of Munich, Germany.
  8. Pang, Tianxiao & Zhang, Danna & Chong, Terence Tai-Leung, 2013. "Asymptotic Inferences for an AR(1) Model with a Change Point: Stationary and Nearly Non-stationary Cases," MPRA Paper 55312, University Library of Munich, Germany.
  9. Chen, Haiqiang & Chong, Terence Tai Leung & She, Yingni, 2013. "A Principal Component Approach to Measuring Investor Sentiment in China," MPRA Paper 54150, University Library of Munich, Germany.
  10. Chen, Haiqiang & Chong, Terence Tai Leung & Bai, Jushan, 2012. "Theory and Applications of TAR Model with Two Threshold Variables," MPRA Paper 54527, University Library of Munich, Germany.
  11. Chong, T.T.L. & Lu, L. & Ongena, S., 2012. "Does Banking Competition Alleviate or Worsen Credit Constraints Faced by Small and Medium Enterprises? Evidence from China (Replaces CentER DP 2011-006)," Discussion Paper 2012-013, Tilburg University, Center for Economic Research.
  12. Chong, T.T.L. & Lu, L. & Ongena, S., 2011. "Does Banking Competition Alleviate or Worsen Credit Constraints Faced by Small and Medium Enterprises? Evidence from China (Replaced by CentER DP 2012-013)," Discussion Paper 2011-006, Tilburg University, Center for Economic Research.
  13. Yan, Isabel K. & Chong, Terence & Lam, Tau-Hing, 2011. "Is the Chinese Stock Market Really Efficient," MPRA Paper 35219, University Library of Munich, Germany.
  14. Ng, Travis & Chong, Terence & Xin, Du, 2009. "The Value of Superstitions," MPRA Paper 13575, University Library of Munich, Germany.
  15. 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.
  16. 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.
  17. 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.
  18. 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.
  19. 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.
  20. 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.
  21. 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.
  22. 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.
  23. 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.
  24. 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.
  25. 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.
  26. 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.
  27. 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.
  28. Venus Khim-sen Liew & Terence Tai- leung Chong, 2003. "Effects of STAR and TAR types nonlinearities on order selection criteria," Econometrics 0307005, EconWPA.
  29. 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.
  30. 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.
  31. 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.
  32. 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.
  33. Terence Tai-leung Chong, 2003. "Modelling Smooth Transitional Economic Behavior," Departmental Working Papers _153, Chinese University of Hong Kong, Department of Economics.
  34. 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.
  35. Terence Tai-leung Chong, 2001. "Extracting From the Dow Jones Index," Departmental Working Papers _133, Chinese University of Hong Kong, Department of Economics.
  36. 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.
  37. 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.
  38. 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.
  39. 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.
  40. 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.
  41. Terence Tai-Leung, Chong, 1997. "Structural Change in AR(1) Models," Departmental Working Papers _079, Chinese University of Hong Kong, Department of Economics.
  42. 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.
  43. 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.
  44. 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.
  45. 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. Haiqiang Chen & Terence Tai Leung Chong & Yingni She, 2014. "A principal component approach to measuring investor sentiment in China," Quantitative Finance, Taylor & Francis Journals, vol. 14(4), pages 573-579, April.
  2. Terence Tai-Leung Chong & Wing-Kam Ng & Venus Khim-Sen Liew, 2014. "Revisiting the Performance of MACD and RSI Oscillators," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 7(1), pages 1-12, February.
  3. Terence Tai-Leung Chong & Tau-Hing Lam, 2013. "How To Make A Profitable Trading Strategy More Profitable?," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 58(03), pages 1350019-1-1.
  4. Kim man Lui & Terence T. L. Chong, 2013. "Do Technical Analysts Outperform Novice Traders: Experimental Evidence," Economics Bulletin, AccessEcon, vol. 33(4), pages 3080-3087.
  5. Chong, Terence Tai-Leung & Lu, Liping & Ongena, Steven, 2013. "Does banking competition alleviate or worsen credit constraints faced by small- and medium-sized enterprises? Evidence from China," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3412-3424.
  6. Terence Tai-Leung Chong & Wing Hei Mak & Isabel Kit-Ming Yan, 2013. "A Threshold Model Approach To Estimating The Abnormal Stock Returns," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 8(01), pages 1350001-1-1.
  7. He, Qing & Leung, Pak-Ho & Chong, Terence Tai-Leung, 2013. "Factor-augmented VAR analysis of the monetary policy in China," China Economic Review, Elsevier, vol. 25(C), pages 88-104.
  8. Kin-Ming Wong & Terence Tai-Leung Chong, 2013. "Minimum Wage and Shareholder Wealth: Evidence from Hong Kong," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 59(1), pages 85-97.
  9. Terence t. l. Chong & Xiaolei Wang, 2013. "Can analyst predict stock market crashes?," Economics Bulletin, AccessEcon, vol. 33(1), pages 158-166.
  10. Jean Eid & Travis Ng & Terence Tai-Leung Chong, 2013. "Shipping the Good Horses Out," Southern Economic Journal, Southern Economic Association, vol. 80(2), pages 540-561, October.
  11. Travis Ng & Terence Tai-Leung Chong & Man-Tat Siu & Benjamin Everard, 2013. "What determines the price of a racing horse?," Applied Economics, Taylor & Francis Journals, vol. 45(3), pages 369-382, January.
  12. Terence Tai-Leung Chong & Daniel Tak-Yan Law & Lin Zou, 2012. "Long-Term Adjustment Of Capital Structure: Evidence From Singapore, Hong Kong And Taiwan," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 57(04), pages 1250027-1-1.
  13. Chong, Terence Tai-Leung & Lam, Tau-Hing & Yan, Isabel Kit-Ming, 2012. "Is the Chinese stock market really inefficient?," China Economic Review, Elsevier, vol. 23(1), pages 122-137.
  14. Li, Yong & Chong, Terence Tai-Leung & Zhang, Jie, 2012. "Testing for a unit root in the presence of stochastic volatility and leverage effect," Economic Modelling, Elsevier, vol. 29(5), pages 2035-2038.
  15. Chong, Terence T.L. & Lu, Chenxi & Chan, Wing Hong, 2012. "Long-range dependence in the international diamond market," Economics Letters, Elsevier, vol. 116(3), pages 401-403.
  16. Terence Tai-Leung Chong & Ning Zhang & Qu Feng, 2011. "Structural Changes and Regional Disparity in China's Inflation," Economics Bulletin, AccessEcon, vol. 31(1), pages 572-583.
  17. Terence Tai-Leung Chong & Wing-Keung Wong & Juan Zhang, 2011. "A gravity analysis of international stock market linkages," Applied Economics Letters, Taylor & Francis Journals, vol. 18(14), pages 1315-1319.
  18. Haiqiang Chen & Terence Tai‐Leung Chong & Zimu Li, 2011. "Are Chinese Stock Market Cycles Duration Independent?," The Financial Review, Eastern Finance Association, vol. 46(1), pages 151-164, 02.
  19. Haiqiang Chen & Terence Tai-Leung Chong & Xin Duan, 2010. "A principal-component approach to measuring investor sentiment," Quantitative Finance, Taylor & Francis Journals, vol. 10(4), pages 339-347.
  20. Terence Tai-Leung Chong & Shuo Yuan & Isabel Kit-Ming Yan, 2010. "An Examination of the Underpricing of H-Share IPOs in Hong Kong," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 13(04), pages 559-582.
  21. Terence Tai-Leung Chong & Zimu Li & Haiqiang Chen & Melvin Hinich, 2010. "An investigation of duration dependence in the American stock market cycle," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(8), pages 1407-1416.
  22. Ng, Travis & Chong, Terence & Du, Xin, 2010. "The value of superstitions," Journal of Economic Psychology, Elsevier, vol. 31(3), pages 293-309, June.
  23. Terence Tai-Leung Chong & Kin Keung Luk, 2010. "Does the 'Dogs of the Dow' strategy work better in blue chips?," Applied Economics Letters, Taylor & Francis Journals, vol. 17(12), pages 1173-1175.
  24. Terence Tai-Leung Chong & Tau-Hing Lam, 2010. "Predictability of nonlinear trading rules in the U.S. stock market," Quantitative Finance, Taylor & Francis Journals, vol. 10(9), pages 1067-1076.
  25. Qing He & Terence Tai‐Leung Chong & Li Li & Jun Zhang, 2010. "A Competing Risks Analysis of Corporate Survival," Financial Management, Financial Management Association International, vol. 39(4), pages 1697-1718, December.
  26. Terence tai-leung Chong & Cally Choi & Benjamin Everard, 2009. "Who will win the Nobel Prize?," Economics Bulletin, AccessEcon, vol. 29(2), pages 1107-1116.
  27. 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.
  28. Terence tai-leung Chong & Angela Fung & Wing-ting Lee & Ka-lai Man, 2009. "Hedonic pricing models for metropolitan bus services," Economics Bulletin, AccessEcon, vol. 29(2), pages 630-637.
  29. Terence Tai-Leung Chong & Xiaolei Wang, 2009. "The Nexus between Analyst Forecast Dispersion and Expected Returns Surrounding Stock Market Crashes," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 2(1), pages 75-93, December.
  30. Terence Tai-Leung Chong & Winnie S. C. Leung & Rita W. Y. Yip & Howard Z. Huang, 2009. "Is the Convergence of Accounting Standards Good for Stock Markets?," Economics Bulletin, AccessEcon, vol. 29(3), pages 2079-2085.
  31. William Wai Him Tsang & Terence Tai Leung Chong, 2009. "Profitability of the On-Balance Volume Indicator," Economics Bulletin, AccessEcon, vol. 29(3), pages 2424-2431.
  32. He, Qing & Tai-Leung Chong, Terence & Shi, Kang, 2009. "What accounts for Chinese Business Cycle?," China Economic Review, Elsevier, vol. 20(4), pages 650-661, December.
  33. 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.
  34. 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.
  35. 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.
  36. 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.
  37. 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 & Francis Journals, vol. 15(14), pages 1111-1114.
  38. 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.
  39. Chong Terence T. L. & He Qing & Hinich Melvin J, 2008. "The Nonlinear Dynamics of Foreign Reserves and Currency Crises," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(4), pages 1-18, December.
  40. TerenceTai-Leung Chong & Xin Du , 2008. "Hedonic Pricing Models For Vehicle Registration Marks," Pacific Economic Review, Wiley Blackwell, vol. 13(2), pages 259-276, 05.
  41. Terence Tai-Leung Chong & Chen Li & Ho Tin Yu, 2008. "Structural Change in the Stock Market Efficiency after the Millennium: The MACD Approach," Economics Bulletin, AccessEcon, vol. 7(12), pages 1-6.
  42. Terence Tai-Leung Chong & Sheung Tat Chan, 2008. "Structural Change in the Efficiency of the Japanese Stock Market after the Millennium," Economics Bulletin, AccessEcon, vol. 7(7), pages 1-7.
  43. 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 & Francis Journals, vol. 17(16), pages 1349-1357.
  44. Vincent Wing-Shing Lam & Terence Tai-Leung Chong & Wing-Keung Wong, 2007. "Profitability of intraday and interday momentum strategies," Applied Economics Letters, Taylor & Francis Journals, vol. 14(15), pages 1103-1108.
  45. Thomas Shik & Terence Tai-Leung Chong, 2007. "A comparison of MA and RSI returns with exchange rate intervention," Applied Economics Letters, Taylor & Francis Journals, vol. 14(5), pages 371-383.
  46. Terence Tai-Leung Chong & Kwan-To Wong & Melvin Hinich, 2007. "Identification and Estimation of Structural-Change Models with Misclassification," Economics Bulletin, AccessEcon, vol. 3(36), pages 1-19.
  47. 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.
  48. 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.
  49. Hinich Melvin J. & Chong Terence T.L., 2007. "A Class Test for Fractional Integration," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 11(2), pages 1-24, May.
  50. 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.
  51. Terence Tai-Leung Chong, 2007. "Estimating the Fractionally Integrated Model with a Break in the Differencing Parameter," Economics Bulletin, AccessEcon, vol. 3(67), pages 1-10.
  52. 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.
  53. 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.
  54. Terence Tai-Leung Chong & Chi-Leung Wong & Venus Liew, 2006. "Estimation of the Autoregressive Order in the Presence of Measurement Errors," Economics Bulletin, AccessEcon, vol. 3(12), pages 1-10.
  55. Terence Tai-Leung Chong, 2006. "The polynomial aggregated AR(1) model," Econometrics Journal, Royal Economic Society, vol. 9(1), pages 98-122, 03.
  56. Terence Tai-Leung Chong, 2006. "Two-sided Matching, Who Marries Whom? And what Happens upon Divorce?," Economics Bulletin, AccessEcon, vol. 4(21), pages 1-7.
  57. 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).
  58. Venus Khim-Sen Liew & Terence Tai-leung Chong, 2005. "Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors," Economics Bulletin, AccessEcon, vol. 3(19), pages 1-5.
  59. 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.
  60. 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.
  61. 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 & Francis Journals, vol. 35(12), pages 1387-1392.
  62. Joseph Man-Joe Leung & Terence Tai-Leung Chong, 2003. "An empirical comparison of moving average envelopes and Bollinger Bands," Applied Economics Letters, Taylor & Francis Journals, vol. 10(6), pages 339-341.
  63. 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.
  64. 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.
  65. Chong, Terence Tai-Leung, 2001. "Structural Change In Ar(1) Models," Econometric Theory, Cambridge University Press, vol. 17(01), pages 87-155, February.
  66. 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.
  67. 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.
  68. 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.
  69. Tai-leung Chong, Terence, 1995. "Partial parameter consistency in a misspecified structural change model," Economics Letters, Elsevier, vol. 49(4), pages 351-357, October.

NEP Fields

13 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (2) 2011-04-09 2012-03-08
  2. NEP-CNA: China (2) 2005-12-09 2014-08-09
  3. NEP-COM: Industrial Competition (2) 2011-04-09 2012-03-08
  4. NEP-ECM: Econometrics (3) 2003-08-01 2014-03-30 2014-04-29
  5. NEP-ENT: Entrepreneurship (2) 2011-04-09 2012-03-08
  6. NEP-ETS: Econometric Time Series (4) 2003-07-29 2003-07-29 2014-03-30 2014-04-29. Author is listed
  7. NEP-FIN: Finance (1) 2005-12-09
  8. NEP-FMK: Financial Markets (3) 2005-12-09 2011-12-13 2014-03-15
  9. NEP-FOR: Forecasting (2) 2011-12-13 2014-04-29
  10. NEP-IFN: International Finance (1) 2003-07-29
  11. NEP-MFD: Microfinance (2) 2011-04-09 2012-03-08
  12. NEP-MIC: Microeconomics (1) 2011-04-09
  13. NEP-ORE: Operations Research (2) 2014-03-30 2014-04-29
  14. NEP-RMG: Risk Management (1) 2003-07-29
  15. NEP-SEA: South East Asia (3) 2003-07-29 2003-07-29 2005-12-09
  16. NEP-TRA: Transition Economics (6) 2005-12-09 2011-04-09 2011-12-13 2012-03-08 2014-03-15 2014-07-05. Author is listed
  17. NEP-URE: Urban & Real Estate Economics (1) 2014-07-05

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