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Publications

by members of

Department of Economics and Finance
Hang Seng University of Hong Kong
Shatin, Hong Kong

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Books |

Working papers

2022

  1. Jamel Saadaoui & Marco Chi Keung Lau & Yifei Cai, 2022. "Assessing Debt Stationarity and Sustainability in the Longer-Run with Fourier DF Unit Root Tests and Time-Varying Fiscal Reaction Functions," Working Papers 2022.07, International Network for Economic Research - INFER.

2021

  1. Xunpeng Shi & Tsun Se Cheong & Michael Zhou, 2021. "Economic and Emission Impact of Australia–China Trade Disruption: Implication for Regional Economic Integration," Working Papers DP-2021-20, Economic Research Institute for ASEAN and East Asia (ERIA).

2020

  1. Rangan Gupta & Chi Keung Marco Lau & Jacobus A Nel & Xin Sheng, 2020. "Monetary Policy Uncertainty Spillovers in Time- and Frequency-Domains," Working Papers 202005, University of Pretoria, Department of Economics.
  2. Edmond Berisha & David Gabauer & Rangan Gupta & Chi Keung Marco Lau, 2020. "Time-Varying Influence of Household Debt on Inequality in United Kingdom," Working Papers 202017, University of Pretoria, Department of Economics.

2019

  1. Christina Christou & Giray Gozgor & Rangan Gupta & Chi-Keung (Marco) Lau, 2019. "Are Uncertainties across the World Convergent?," Working Papers 201907, University of Pretoria, Department of Economics.
  2. Rangan Gupta & Chi-Keung (Marco) Lau & Xin Sheng, 2019. "Macroeconomic Uncertainty Connections across the US States: Evidence from a Bayesian Graphical Structural VAR (BGSVAR) Model," Working Papers 201910, University of Pretoria, Department of Economics.
  3. Elie Bouri & Rangan Gupta & Chi Keung Marco Lau & David Roubaud, 2019. "Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets," Working Papers 201927, University of Pretoria, Department of Economics.
  4. Matthew W. Clance & Giray Gozgor & Rangan Gupta & Chi Keung Marco Lau, 2019. "The Relationship between Economic Uncertainty and Corporate Tax Rates," Working Papers 201945, University of Pretoria, Department of Economics.
  5. Petre Caraiani & Rangan Gupta & Chi Keung Marco Lau & Hardik A. Marfatia, 2019. "Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment," Working Papers 201953, University of Pretoria, Department of Economics.
  6. Matteo Bonato & Rangan Gupta & Chi Keung Marco Lau & Shixuan Wang, 2019. "Moments-Based Spillovers across Gold and Oil Markets," Working Papers 201966, University of Pretoria, Department of Economics.
  7. Elie Bouri & Rangan Gupta & Chi Keung Marco Lau & David Roubaud, 2019. "The Predictability between Bitcoin and US Technology Stock Returns: Granger Causality in Mean, Variance, and Quantile," Working Papers 201971, University of Pretoria, Department of Economics.

2018

  1. Kola Akinsomi & Yener Coskun & Rangan Gupta & Marco Lau Chi Keung, 2018. "Impact of Volatility and Equity Market Uncertainty on Herd Behaviour: Evidence from UK REITs," ERES eres2018_52, European Real Estate Society (ERES).
  2. Elie Bouri & Rangan Gupta & Chi Keung Marco Lau & David Roubaud & Shixuan Wang, 2018. "Determinants of Retailers' Cross-channel Integration: An Innovation Diffusion Perspective on Omni-channel Retailing," Post-Print hal-02048581, HAL.
  3. Goodness C. Aye & Rangan Gupta & Chi Keung Marco Lau & Xin Sheng, 2018. "Is There a Role for Uncertainty in Forecasting Output Growth in OECD Countries? Evidence from a Time Varying Parameter-Panel Vector Autoregressive Model," Working Papers 201823, University of Pretoria, Department of Economics.
  4. Juncal Cunado & Rangan Gupta & Chi Keung Marco Lau & Xin Sheng, 2018. "Time-Varying Impact of Geopolitical Risks on Oil Prices," Working Papers 201841, University of Pretoria, Department of Economics.
  5. Rangan Gupta & Chi Keung Marco Lau & Vasilios Plakandaras & Wing-Keung Wong, 2018. "The Role of Housing Sentiment in Forecasting US Home Sales Growth: Evidence from a Bayesian Compressed Vector Autoregressive Model," Working Papers 201842, University of Pretoria, Department of Economics.
  6. Rangan Gupta & Chi Keung Marco Lau & Wendy Nyakabawo, 2018. "Predicting Aggregate and State-Level US House Price Volatility: The Role of Sentiment," Working Papers 201866, University of Pretoria, Department of Economics.
  7. Konstantinos Gkillas & Rangan Gupta & Chi Keung Marco Lau & Tahir Suleman, 2018. "Jumps Beyond the Realms of Cricket: India’s Performance in One Day Internationals and Stock Market Movements," Working Papers 201871, University of Pretoria, Department of Economics.

2017

  1. Mawuli Segnon & Chi Keung Lau & Bernd Wilfling & Rangan Gupta, 2017. "Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data," CQE Working Papers 6117, Center for Quantitative Economics (CQE), University of Muenster.
  2. Elie Bouri & Rangan Gupta & Seyedmehdi Hosseini & Chi Keung Marco Lau, 2017. "Does Global Fear Predict Fear in BRICS Stock Markets? Evidence from a Bayesian Graphical VAR Model," Working Papers 201704, University of Pretoria, Department of Economics.
  3. Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar, 2017. "U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict," Working Papers 201742, University of Pretoria, Department of Economics.
  4. Elie Bouri & Rangan Gupta & Chi Keung Marco Lau & David Roubaud & Shixuan Wang, 2017. "Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles," Working Papers 201750, University of Pretoria, Department of Economics.
  5. Rangan Gupta & Chi Keung Marco Lau & Seong-Min Yoon, 2017. "OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration," Working Papers 201754, University of Pretoria, Department of Economics.
  6. Lee, Wai Choi & Cheong, Tsun Se & Wu, Yanrui, 2017. "The Impacts of Financial Development, Urbanization, and Globalization on Income Inequality: A Regression-based Decomposition Approach," ADBI Working Papers 651, Asian Development Bank Institute.

2016

  1. Nicholas Apergis & Rangan Gupta & Chi Keung Marco Lau & Zinnia Mukherjee, 2016. "An Analysis of the Relationship between U.S. State Level Carbon Dioxide Emissions and Health Care Expenditure," Working Papers 201618, University of Pretoria, Department of Economics.
  2. Rangan Gupta & Chi Keung Marco Lau & Mark E. Wohar, 2016. "The Impact of US Uncertainty on the Euro Area in Good and Bad Times: Evidence from a Quantile Structural Vector Autoregressive Model," Working Papers 201681, University of Pretoria, Department of Economics.

2014

  1. Tsun Se Cheong & Yanrui Wu, 2014. "The Impacts of Structural Transformation and Industrial Upgrading on Regional Inequality in China," Economics Discussion / Working Papers 14-09, The University of Western Australia, Department of Economics.
  2. Tsun Se Cheong & Yanrui Wu, 2014. "Convergence and Transitional Dynamics of China's Industrial Output: A County-Level Study Using a New Framework of Distribution Dynamics Analysis," Economics Discussion / Working Papers 14-21, The University of Western Australia, Department of Economics.

2013

  1. Leung, Vincent K.K. & Lau, Chi Keung Marco & Zhang, Zhe, 2013. "Explorative Versus Exploitative Alliances—Evidence From The Glass Industry In China," MPRA Paper 47065, University Library of Munich, Germany.
  2. Su, Yongyang & Lau, Chi Keung Marco & Tan, Na, 2013. "Hedging China’s Energy Oil Market Risks," MPRA Paper 47134, University Library of Munich, Germany.
  3. Lau, Chi Keung Marco & Yang, Fu Steve & Zhang, Zhe & Leung, Vincent K.K., 2013. "Determinants of Innovative Activities: Evidence from Europe and Central Asia Region," MPRA Paper 47153, University Library of Munich, Germany.
  4. Fung, Ka Wai Terence & Lau, Chi Keung Marco & Chan, Kwok Ho, 2013. "The Conditional CAPM, Cross-Section Returns and Stochastic Volatility," MPRA Paper 52469, University Library of Munich, Germany.
  5. Fung, Ka Wai Terence & Lau, Chi Keung Marco, 2013. "Financial Development, Econmic Growth and R&D Cyclical Movement," MPRA Paper 52567, University Library of Munich, Germany.
  6. Fung, Ka Wai Terence & Lau, Chi Keung Marco & Chan, Kwok Ho, 2013. "A R&D Based Real Business Cycle Model," MPRA Paper 52571, University Library of Munich, Germany.
  7. Tsun Se Cheong & Yanrui Wu, 2013. "Globalization and Regional Inequality," Economics Discussion / Working Papers 13-10, The University of Western Australia, Department of Economics.
  8. Tsun Se Cheong & Yanrui Wu, 2013. "Inequality and Crime Rates in China," Economics Discussion / Working Papers 13-11, The University of Western Australia, Department of Economics.
  9. Rod Tyers & Ying Zhang & Tsun Se Cheong, 2013. "China’s Saving and Global Economic Performance," Economics Discussion / Working Papers 13-20, The University of Western Australia, Department of Economics.

2012

  1. Lou O'Neil, Mary & Bilgin, Mehmet Huseyin & Lau, Chi Keung Marco, 2012. "The Effects of Religious Beliefs on the Working Decisions of Women: Some Evidence from Turkey," MPRA Paper 46973, University Library of Munich, Germany.
  2. Lau, Chi Keung Marco & Suvankulov, Farrukh & Karabag, Solmaz Filiz, 2012. "Determinants of firm competitiveness: case of the Turkish textile and apparel industry," MPRA Paper 46974, University Library of Munich, Germany.
  3. Jianfu Shen & Frederik Pretorius, 2012. "Empirical testing of the flexibility value in land auction prices," ERES eres2012_124, European Real Estate Society (ERES).
  4. Tsun Se Cheong & Yanrui Wu, 2012. "Intra-Provincial Inequality in China: An Analysis of County-Level Data," Economics Discussion / Working Papers 12-17, The University of Western Australia, Department of Economics.
  5. Tsun Se Cheong, 2012. "The Patterns of Regional Inequality in China," Economics Discussion / Working Papers 12-18, The University of Western Australia, Department of Economics.
  6. Tsun Se Cheong & Yanrui Wu, 2012. "Regional Disparity, Transitional Dynamics and Convergence in China," Economics Discussion / Working Papers 12-23, The University of Western Australia, Department of Economics.

2011

  1. Lau, Chi Keung Marco & Chau, Frankie & Deesomsak, Rataporn, 2011. "Panel Unit Root Test with Nonlinear Mean Reversion and Smooth Breaks," MPRA Paper 53602, University Library of Munich, Germany.

2010

  1. Su, Yongyang & Lau, Marco Chi Keung, 2010. "Strategic asset allocation and intertemporal demands: with commodities as an asset class," MPRA Paper 26337, University Library of Munich, Germany.

2007

  1. Marco & Chi Keung Lau & To Kin-Man & Chester & Zhang Zhi Ming, 2007. "Forecasting Monthly Prices and Quantities: A Study of Apparel Cottons Export," EcoMod2007 23900047, EcoMod.
  2. Marco & Chi Keung Lau & To Kin-Man & Chester & Zhang Zhi-Ming, 2007. "Import Demand Response of MFA Apparel/Non-Apparel Fibers & Cottons in the U.S.: A Case of China & HK," EcoMod2007 23900048, EcoMod.

2006

  1. Marco & Chi Keung Lau & To Kin-Man & Chester & Zhang Zhi Ming, 2006. "MFA Fibers Imported From China & H.K. to U.S. - a Structural Change Analysis," EcoMod2006 272100049, EcoMod.

Journal articles

2023

  1. Guoqin Zhao & Tsun Se Cheong & Brian Tung & Yam Wing Siu, 2023. "The Characteristics of the Financially Vulnerable Groups Impacted by COVID-19 and Other Factors," Sustainability, MDPI, vol. 15(10), pages 1-21, May.

2022

  1. Segnon Mawuli & Wilfling Bernd & Lau Chi Keung & Gupta Rangan, 2022. "Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 26(1), pages 73-98, February.
  2. Elsayed, Ahmed H. & Gozgor, Giray & Lau, Chi Keung Marco, 2022. "Risk transmissions between bitcoin and traditional financial assets during the COVID-19 era: The role of global uncertainties," International Review of Financial Analysis, Elsevier, vol. 81(C).
  3. Yarovaya, Larisa & Brzeszczyński, Janusz & Goodell, John W. & Lucey, Brian & Lau, Chi Keung Marco, 2022. "Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).
  4. Aharon, David Y. & Demir, Ender & Lau, Chi Keung Marco & Zaremba, Adam, 2022. "Twitter-Based uncertainty and cryptocurrency returns," Research in International Business and Finance, Elsevier, vol. 59(C).
  5. Zhang, Dongna & Zhao, Zuoxiang & Lau, Chi Keung Marco, 2022. "Sovereign ESG and corporate investment: New insights from the United Kingdom," Technological Forecasting and Social Change, Elsevier, vol. 183(C).
  6. Nicholas Apergis & Chi Keung Lau, 2022. "Hotel Revenue Convergence: Evidence Across Star Hotels in Chinese Provinces," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 50(1), pages 37-51, June.
  7. Jianchun Fang & Giray Gozgor & Chi Keung Marco Lau & Neelu Seetaram, 2022. "Does policy uncertainty affect economic globalization? An empirical investigation," Applied Economics, Taylor & Francis Journals, vol. 54(22), pages 2510-2528, May.
  8. Petre Caraiani & Rangan Gupta & Chi Keung Marco Lau & Hardik A. Marfatia, 2022. "Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 23(3), pages 241-261, July.
  9. Ahmed H. Elsayed & Giray Gozgor & Chi Keung Marco Lau, 2022. "Causality and dynamic spillovers among cryptocurrencies and currency markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 2026-2040, April.
  10. Wanying Lu & Jianfu Shen, 2022. "Urban Leverage and Housing Price in China," JRFM, MDPI, vol. 15(2), pages 1-12, February.
  11. Tsun Se Cheong & Guanghua Wan & David Kam Hung Chui, 2022. "Unveiling the Relationship between Economic Growth and Equality for Developing Countries," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 30(5), pages 1-28, September.
  12. Xiaoguang Liu & Jian Yu & Tsun Se Cheong & Michal Wojewodzki, 2022. "The Future Evolution of Housing Price-to-Income Ratio in 171 Chinese Cities," Annals of Economics and Finance, Society for AEF, vol. 23(1), pages 159-196, May.
  13. Tan, Xiujie & Sun, Qian & Wang, Meiji & Se Cheong, Tsun & Yan Shum, Wai & Huang, Jinpeng, 2022. "Assessing the effects of emissions trading systems on energy consumption and energy mix," Applied Energy, Elsevier, vol. 310(C).
  14. Jing Li & Tsun Se Cheong & Wenyang Huang & Wai Yan Shum, 2022. "Examining the Regional Disparity of Agricultural Development: A Distribution Dynamics Approach," Sustainability, MDPI, vol. 14(19), pages 1-22, October.
  15. Andrew David Williams & Tsun Se Cheong & Michal Wojewodzki, 2022. "Transitional dynamics and the evolution of information transparency: a global analysis," Estudios de Economia, University of Chile, Department of Economics, vol. 49(1 Year 20), pages 31-62, June.

2021

  1. Elie Bouri & Rangan Gupta & Chi keung marco Lau & David Roubaud, 2021. "Risk aversion and Bitcoin returns in extreme quantiles," Economics Bulletin, AccessEcon, vol. 41(3), pages 1374-1386.
  2. Semeyutin, Artur & Gozgor, Giray & Lau, Chi Keung Marco & Xu, Bing, 2021. "Effects of idiosyncratic jumps and co-jumps on oil, gold, and copper markets," Energy Economics, Elsevier, vol. 104(C).
  3. Bouri, Elie & Lau, Chi Keung Marco & Saeed, Tareq & Wang, Shixuan & Zhao, Yuqian, 2021. "On the intraday return curves of Bitcoin: Predictability and trading opportunities," International Review of Financial Analysis, Elsevier, vol. 76(C).
  4. Demir, Ender & Simonyan, Serdar & García-Gómez, Conrado-Diego & Lau, Chi Keung Marco, 2021. "The asymmetric effect of bitcoin on altcoins: evidence from the nonlinear autoregressive distributed lag (NARDL) model," Finance Research Letters, Elsevier, vol. 40(C).
  5. Zhou Lu & Haiwei Li & Chi Keung Marco Lau & Aliyu Buhari Isah, 2021. "Preferences and Tourism Development under Uncertainty: An Empirical Study," Sustainability, MDPI, vol. 13(5), pages 1-9, February.
  6. Nicholas Apergis & Chi Keung Marco Lau & Fatma Öğücü Şen & Shixuan Wang, 2021. "Market Integration between Turkey and Eurozone Countries," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 57(9), pages 2674-2686, July.
  7. Edmond Berisha & David Gabauer & Rangan Gupta & Chi Keung Marco Lau, 2021. "Time-varying influence of household debt on inequality in United Kingdom," Empirical Economics, Springer, vol. 61(4), pages 1917-1933, October.
  8. Yong Tan & Marco Chi Keung Lau & Giray Gozgor, 2021. "Competition and Profitability: Impacts on Stability in Chinese Banking," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 28(2), pages 197-220, May.
  9. Matthew Clance & Giray Gozgor & Rangan Gupta & Chi Keung Marco Lau, 2021. "The Relationship Between Economic Policy Uncertainty And Corporate Tax Rates," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 16(01), pages 1-13, March.
  10. Cheng, Louis T.W. & Sharma, Piyush & Shen, Jianfu & Ng, Allen C.C., 2021. "Exploring the dark side of third-party certification effect in B2B relationships: A professional financial services perspective," Journal of Business Research, Elsevier, vol. 127(C), pages 123-136.
  11. Wai Choi Lee & Jianfu Shen & Tsun Se Cheong & Michal Wojewodzki, 2021. "Detecting conflicts of interest in credit rating changes: a distribution dynamics approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-23, December.
  12. Jianfu Shen & Eddie C.M. Hui & Kwokyuen Fan, 2021. "The Beta Anomaly in the REIT Market," The Journal of Real Estate Finance and Economics, Springer, vol. 63(3), pages 414-436, October.
  13. Jianfu Shen & Eddie C.M. Hui & Kwokyuen Fan, 2021. "Did Real Estate Professionals Anticipate the 2007-2008 Financial Crisis? Evidence from Insider Trading in the REITs," The Journal of Real Estate Finance and Economics, Springer, vol. 63(1), pages 122-142, July.
  14. Jianfu Shen, 2021. "Distress Risk and Stock Returns on Equity REITs," The Journal of Real Estate Finance and Economics, Springer, vol. 62(3), pages 455-480, April.
  15. Xunpeng Shi & Tsun Se Cheong & Jian Yu & Xiaoguang Liu, 2021. "Quality of Life and Relative Household Energy Consumption in China," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 29(5), pages 127-147, September.
  16. Yu, Jian & Shi, Xunpeng & Cheong, Tsun Se, 2021. "Distribution dynamics of China's household consumption upgrading," Structural Change and Economic Dynamics, Elsevier, vol. 58(C), pages 193-203.
  17. Jianxin Wu & Yanrui Wu & Tsun Se Cheong, 2021. "New evidence on the convergence and regional clusters in China: a weighted continuous distribution dynamics approach," Applied Economics, Taylor & Francis Journals, vol. 53(8), pages 976-995, February.
  18. Tsun Se Cheong & Jing Li & Wui Wing Cheng, 2021. "Distribution dynamics of China’s regional housing price disparity," International Journal of Urban Sciences, Taylor & Francis Journals, vol. 25(1), pages 51-70, January.

2020

  1. Christina Christou & Giray Gozgor & Rangan Gupta & Chi keung Marco Lau, 2020. "Are Uncertainties across the World Convergent?," Economics Bulletin, AccessEcon, vol. 40(1), pages 855-862.
  2. Bonato, Matteo & Gupta, Rangan & Lau, Chi Keung Marco & Wang, Shixuan, 2020. "Moments-based spillovers across gold and oil markets," Energy Economics, Elsevier, vol. 89(C).
  3. Apergis, Nicholas & Gozgor, Giray & Lau, Chi Keung Marco & Wang, Shixuan, 2020. "Dependence structure in the Australian electricity markets: New evidence from regular vine copulae," Energy Economics, Elsevier, vol. 90(C).
  4. Corbet, Shaen & Katsiampa, Paraskevi & Lau, Chi Keung Marco, 2020. "Measuring quantile dependence and testing directional predictability between Bitcoin, altcoins and traditional financial assets," International Review of Financial Analysis, Elsevier, vol. 71(C).
  5. Fang, Jianchun & Gozgor, Giray & Lau, Chi-Keung Marco & Lu, Zhou, 2020. "The impact of Baidu Index sentiment on the volatility of China's stock markets," Finance Research Letters, Elsevier, vol. 32(C).
  6. Li, Haiping & Semeyutin, Artur & Lau, Chi Keung Marco & Gozgor, Giray, 2020. "The relationship between oil and financial markets in emerging economies: The significant role of Kazakhstan as the oil exporting country," Finance Research Letters, Elsevier, vol. 32(C).
  7. Fang, Jianchun & Gozgor, Giray & Lau, Chi-Keung Marco & Wu, Wanshan & Yan, Cheng, 2020. "Listed zombie firms and top executive gender: Evidence from an emerging market," Pacific-Basin Finance Journal, Elsevier, vol. 62(C).
  8. Gupta, Rangan & Lau, Chi-Keung (Marco) & Sheng, Xin, 2020. "Graph theory-based network analysis of regional uncertainties of the US Economy," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 540(C).
  9. Coskun, Esra Alp & Lau, Chi Keung Marco & Kahyaoglu, Hakan, 2020. "Uncertainty and herding behavior: evidence from cryptocurrencies," Research in International Business and Finance, Elsevier, vol. 54(C).
  10. Liu, Wei & Semeyutin, Artur & Lau, Chi Keung Marco & Gozgor, Giray, 2020. "Forecasting Value-at-Risk of Cryptocurrencies with RiskMetrics type models," Research in International Business and Finance, Elsevier, vol. 54(C).
  11. Rangan Gupta & Chi Keung Marco Lau & Jacobus A. Nel & Xin Sheng, 2020. "Monetary policy uncertainty spillovers in time and frequency domains," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 9(1), pages 1-30, December.
  12. Juncal Cunado & Rangan Gupta & Chi Keung Marco Lau & Xin Sheng, 2020. "Time-Varying Impact of Geopolitical Risks on Oil Prices," Defence and Peace Economics, Taylor & Francis Journals, vol. 31(6), pages 692-706, August.
  13. Konstantinos Gkillas & Rangan Gupta & Chi Keung Marco Lau & Muhammad Tahir Suleman, 2020. "Jumps beyond the realms of cricket: India's performance in One Day Internationals and stock market movements," Journal of Applied Statistics, Taylor & Francis Journals, vol. 47(6), pages 1109-1127, April.
  14. Jerry W. Chen & In-Mu Haw & Jianfu Shen & Pauline W. Wong, 2020. "The economic benefits of returned-global Chinese IPOs," Review of Quantitative Finance and Accounting, Springer, vol. 55(4), pages 1207-1239, November.
  15. Winnie P. H. Poon & Jianfu Shen, 2020. "The roles of rating outlooks: the predictor of creditworthiness and the monitor of recovery efforts," Review of Quantitative Finance and Accounting, Springer, vol. 55(3), pages 1063-1091, October.
  16. Chi Cheong Allen Ng & Jianfu Shen, 2020. "Quality investing in Asian stock markets," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(3), pages 3033-3064, September.
  17. Shi, Xunpeng & Wang, Keying & Cheong, Tsun Se & Zhang, Hongwu, 2020. "Prioritizing driving factors of household carbon emissions: An application of the LASSO model with survey data," Energy Economics, Elsevier, vol. 92(C).
  18. Zhang, Hongwu & Shi, Xunpeng & Cheong, Tsun Se & Wang, Keying, 2020. "Convergence of carbon emissions at the household level in China: A distribution dynamics approach," Energy Economics, Elsevier, vol. 92(C).
  19. Shi, Xunpeng & Yu, Jian & Cheong, Tsun Se, 2020. "Convergence and distribution dynamics of energy consumption among China's households," Energy Policy, Elsevier, vol. 142(C).

2019

  1. Rangan Gupta & Chi Keung Marco Lau & Seong-Min Yoon, 2019. "OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration," Advances in Decision Sciences, Asia University, Taiwan, vol. 23(4), pages 1-23, December.
  2. Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar, 2019. "US Fiscal Policy and Asset Prices: The Role of Partisan Conflict," International Review of Finance, International Review of Finance Ltd., vol. 19(4), pages 851-862, December.
  3. Giray Gozgor & Chi Keung Marco Lau & Zhou Lu, 2019. "Convergence clustering in the Chinese provinces: New evidence from several macroeconomic indicators," Review of Development Economics, Wiley Blackwell, vol. 23(3), pages 1331-1346, August.
  4. Lin, Zhibin & You, Kefei & Lau, Chi Keung & Demir, Ender, 2019. "Segmenting global tourism markets: A panel club convergence approach," Annals of Tourism Research, Elsevier, vol. 75(C), pages 165-185.
  5. Gozgor, Giray & Lau, Chi Keung Marco & Zeng, Yan & Lin, Zhibin, 2019. "The effectiveness of the legal system and inbound tourism," Annals of Tourism Research, Elsevier, vol. 76(C), pages 24-35.
  6. Gozgor, Giray & Lau, Chi Keung Marco & Sheng, Xin & Yarovaya, Larisa, 2019. "The role of uncertainty measures on the returns of gold," Economics Letters, Elsevier, vol. 185(C).
  7. Apergis, Nicholas & Gozgor, Giray & Lau, Chi Keung Marco & Wang, Shixuan, 2019. "Decoding the Australian electricity market: New evidence from three-regime hidden semi-Markov model," Energy Economics, Elsevier, vol. 78(C), pages 129-142.
  8. Ji, Qiang & Bouri, Elie & Lau, Chi Keung Marco & Roubaud, David, 2019. "Dynamic connectedness and integration in cryptocurrency markets," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 257-272.
  9. Dastgir, Shabbir & Demir, Ender & Downing, Gareth & Gozgor, Giray & Lau, Chi Keung Marco, 2019. "The causal relationship between Bitcoin attention and Bitcoin returns: Evidence from the Copula-based Granger causality test," Finance Research Letters, Elsevier, vol. 28(C), pages 160-164.
  10. Bouri, Elie & Lau, Chi Keung Marco & Lucey, Brian & Roubaud, David, 2019. "Trading volume and the predictability of return and volatility in the cryptocurrency market," Finance Research Letters, Elsevier, vol. 29(C), pages 340-346.
  11. Fang, Jianchun & Lau, Chi-Keung Marco & Lu, Zhou & Tan, Yong & Zhang, Hua, 2019. "Bank performance in China: A Perspective from Bank efficiency, risk-taking and market competition," Pacific-Basin Finance Journal, Elsevier, vol. 56(C), pages 290-309.
  12. Aysan, Ahmet Faruk & Demir, Ender & Gozgor, Giray & Lau, Chi Keung Marco, 2019. "Effects of the geopolitical risks on Bitcoin returns and volatility," Research in International Business and Finance, Elsevier, vol. 47(C), pages 511-518.
  13. Rangan Gupta & Chi Keung Marco Lau & Mark E. Wohar, 2019. "The impact of US uncertainty on the Euro area in good and bad times: evidence from a quantile structural vector autoregressive model," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 46(2), pages 353-368, May.
  14. Goodness C. Aye & Rangan Gupta & Chi Keung Marco Lau & Xin Sheng, 2019. "Is there a role for uncertainty in forecasting output growth in OECD countries? Evidence from a time-varying parameter-panel vector autoregressive model," Applied Economics, Taylor & Francis Journals, vol. 51(33), pages 3624-3631, July.
  15. Jianfu Shen & Frederik Pretorius & Xin Li, 2019. "Does Joint Bidding Reduce Competition? Evidence from Hong Kong Land Auctions," The Journal of Real Estate Finance and Economics, Springer, vol. 58(1), pages 111-132, January.
  16. Lafang Wang & Tsun Se Cheong & Yanrui Wu & Jianxin Wu, 2019. "Convergence and Intercountry Inequality within Asia: A Combined Approach Using Decomposition Techniques and Transitional Dynamics Analysis," Asian Economic Journal, East Asian Economic Association, vol. 33(4), pages 341-362, December.
  17. Cheong, Tsun Se & Li, Victor Jing & Shi, Xunpeng, 2019. "Regional disparity and convergence of electricity consumption in China: A distribution dynamics approach," China Economic Review, Elsevier, vol. 58(C).
  18. Delin Zhuang & Wai Choi Lee & Tsun Se Cheong & Huaqing Wu & Baoyu Peng, 2019. "Revisiting income inequality in rural China: a decomposition by regression approach," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 24(3), pages 452-467, July.
  19. Wai Choi Lee & Tsun Se Cheong & Yanrui Wu & Jianxin Wu, 2019. "The Impacts of Financial Development, Urbanization, and Globalization on Income Inequality: A Regression-based Decomposition Approach," Asian Economic Papers, MIT Press, vol. 18(2), pages 126-141, Summer.
  20. Jing Li & Tsun Se Cheong & Jianfa Shen & Dahai Fu, 2019. "Urbanization And Rural–Urban Consumption Disparity: Evidence From China," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 64(04), pages 983-996, September.
  21. Tsun Se Cheong & Andy W. W. Cheng & Victor J. Li, 2019. "Evolutionary Trend Of Foreign Investment In China: A Combined Decomposition And Transitional Dynamics Approach," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 64(04), pages 1037-1055, September.

2018

  1. Bouri, Elie & Gupta, Rangan & Hosseini, Seyedmehdi & Lau, Chi Keung Marco, 2018. "Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model," Emerging Markets Review, Elsevier, vol. 34(C), pages 124-142.
  2. Fang, Jianchun & Lau, Chi Keung Marco & Lu, Zhou & Wu, Wanshan, 2018. "Estimating Peak uranium production in China – Based on a Stella model," Energy Policy, Elsevier, vol. 120(C), pages 250-258.
  3. Gozgor, Giray & Lau, Chi Keung Marco & Lu, Zhou, 2018. "Energy consumption and economic growth: New evidence from the OECD countries," Energy, Elsevier, vol. 153(C), pages 27-34.
  4. Bilgin, Mehmet Huseyin & Gozgor, Giray & Lau, Chi Keung Marco & Sheng, Xin, 2018. "The effects of uncertainty measures on the price of gold," International Review of Financial Analysis, Elsevier, vol. 58(C), pages 1-7.
  5. Demir, Ender & Gozgor, Giray & Lau, Chi Keung Marco & Vigne, Samuel A., 2018. "Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation," Finance Research Letters, Elsevier, vol. 26(C), pages 145-149.
  6. Bouri, Elie & Gupta, Rangan & Lau, Chi Keung Marco & Roubaud, David & Wang, Shixuan, 2018. "Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles," The Quarterly Review of Economics and Finance, Elsevier, vol. 69(C), pages 297-307.
  7. Apergis, Nicholas & Gupta, Rangan & Lau, Chi Keung Marco & Mukherjee, Zinnia, 2018. "U.S. state-level carbon dioxide emissions: Does it affect health care expenditure?," Renewable and Sustainable Energy Reviews, Elsevier, vol. 91(C), pages 521-530.
  8. Lau, Chi Keung Marco & Sheng, Xin, 2018. "Inter- and intra-regional analysis on spillover effects across international stock markets," Research in International Business and Finance, Elsevier, vol. 46(C), pages 420-429.
  9. Jianfu Shen & Frederik Pretorius & K. W. Chau, 2018. "Land Auctions with Budget Constraints," The Journal of Real Estate Finance and Economics, Springer, vol. 56(3), pages 443-471, April.
  10. Michal Wojewodzki & Winnie P.H. Poon & Jianfu Shen, 2018. "The role of credit ratings on capital structure and its speed of adjustment: an international study," The European Journal of Finance, Taylor & Francis Journals, vol. 24(9), pages 735-760, June.
  11. Wu, Jianxin & Wu, Yanrui & Se Cheong, Tsun & Yu, Yanni, 2018. "Distribution dynamics of energy intensity in Chinese cities," Applied Energy, Elsevier, vol. 211(C), pages 875-889.
  12. Cheong, Tsun Se & Wu, Yanrui, 2018. "Convergence and transitional dynamics of China's industrial output: A county-level study using a new framework of distribution dynamics analysis," China Economic Review, Elsevier, vol. 48(C), pages 125-138.
  13. Tsun Se Cheong & Jing Li, 2018. "Transitional distribution dynamics of housing affordability in Australia, Canada and USA," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, vol. 11(1), pages 204-222, January.

2017

  1. Yarovaya, Larisa & Brzeszczyński, Janusz & Lau, Chi Keung Marco, 2017. "Asymmetry in spillover effects: Evidence for international stock index futures markets," International Review of Financial Analysis, Elsevier, vol. 53(C), pages 94-111.
  2. Nicholas Apergis & Chi Keung Marco Lau, 2017. "How deviations from FOMC’s monetary policy decisions from a benchmark monetary policy rule affect bank profitability: evidence from U.S. banks," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 9(4), pages 354-371, November.
  3. Mehmet Huseyin Bilgin & Giray Gozgor & Chi Keung Marco Lau, 2017. "Institutions and gravity model: the role of political economy and corporate governance," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 7(3), pages 421-436, December.
  4. Winnie P. H. Poon & Jianfu Shen & John E. Burnett, 2017. "An Empirical Study of International Spillover of Sovereign Risk to Bank Credit Risk," The Financial Review, Eastern Finance Association, vol. 52(2), pages 281-302, May.
  5. Li, Victor Jing & Cheng, Andy Wui Wing & Cheong, Tsun Se, 2017. "Home purchase restriction and housing price: A distribution dynamics analysis," Regional Science and Urban Economics, Elsevier, vol. 67(C), pages 1-10.

2016

  1. Yarovaya, Larisa & Brzeszczyński, Janusz & Lau, Chi Keung Marco, 2016. "Intra- and inter-regional return and volatility spillovers across emerging and developed markets: Evidence from stock indices and stock index futures," International Review of Financial Analysis, Elsevier, vol. 43(C), pages 96-114.
  2. Yarovaya, Larisa & Brzeszczyński, Janusz & Lau, Chi Keung Marco, 2016. "Volatility spillovers across stock index futures in Asian markets: Evidence from range volatility estimators," Finance Research Letters, Elsevier, vol. 17(C), pages 158-166.
  3. Aloui, Chaker & Hkiri, Besma & Lau, Chi Keung Marco & Yarovaya, Larisa, 2016. "Investors’ sentiment and US Islamic and conventional indexes nexus: A time–frequency analysis," Finance Research Letters, Elsevier, vol. 19(C), pages 54-59.
  4. Gozgor, Giray & Lau, Chi Keung Marco & Bilgin, Mehmet Huseyin, 2016. "Commodity markets volatility transmission: Roles of risk perceptions and uncertainty in financial markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 44(C), pages 35-45.
  5. L. Schmitz & D. P. Fulton & E. Ruskov & C. Lau & B. H. Deng & T. Tajima & M. W. Binderbauer & I. Holod & Z. Lin & H. Gota & M. Tuszewski & S. A. Dettrick & L. C. Steinhauer, 2016. "Suppressed ion-scale turbulence in a hot high-β plasma," Nature Communications, Nature, vol. 7(1), pages 1-11, December.
  6. Ka Wai Terence Fung & Chi Keung Marco Lau & Kwok Ho Chan, 2016. "An R&D-based real business cycle model," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 63(4), pages 327-358, December.
  7. Chi Keung Marco Lau & Ender Demir & Mehmet Huseyin Bilgin, 2016. "A Nonlinear Model of Military Expenditure Convergence: Evidence From Estar Nonlinear Unit Root Test," Defence and Peace Economics, Taylor & Francis Journals, vol. 27(3), pages 392-403, June.
  8. Ng, Chi Cheong Allen & Shen, Jianfu, 2016. "Screen winners from losers using simple fundamental analysis in the Pacific-Basin stock markets," Pacific-Basin Finance Journal, Elsevier, vol. 39(C), pages 159-177.
  9. Shen, Jianfu & Firth, Michael & Poon, Winnie P.H., 2016. "Credit Expansion, Corporate Finance and Overinvestment: Recent Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 39(C), pages 16-27.
  10. Jianfu Shen & Xianting Yin, 2016. "Credit expansion, state ownership and capital structure of Chinese real estate companies," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 34(3), pages 263-275, April.
  11. Wu, Jianxin & Wu, Yanrui & Guo, Xiumei & Cheong, Tsun Se, 2016. "Convergence of carbon dioxide emissions in Chinese cities: A continuous dynamic distribution approach," Energy Policy, Elsevier, vol. 91(C), pages 207-219.
  12. Shi Li & Tsun Se Cheong, 2016. "Convergence and mobility of rural household income in China," China Agricultural Economic Review, Emerald Group Publishing Limited, vol. 8(3), pages 383-398, September.
  13. Tsun Se Cheong & Yanrui Wu & Jianxin Wu, 2016. "Evolution of carbon dioxide emissions in Chinese cities: trends and transitional dynamics," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 21(3), pages 357-377, July.

2015

  1. Fung, Ka Wai Terence & Demir, Ender & Lau, Chi Keung Marco & Chan, Kwok Ho, 2015. "Reexamining sports-sentiment hypothesis: Microeconomic evidences from Borsa Istanbul," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 34(C), pages 337-355.
  2. Vincent K.K. Leung & Marco Chi Keung Lau & Zhe Zhang & Flora F. Gu, 2015. "Explorative versus exploitative alliances: evidence from the glass industry in China," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 13(2), pages 127-146, May.
  3. Chi Keung Marco Lau & Fu Steve Yang & Zhe Zhang & Vincent K. K. Leung, 2015. "Determinants Of Innovative Activities: Evidence From Europe And Central Asia Region," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 60(01), pages 1-18.
  4. Tsun Se Cheong & Yanrui Wu, 2015. "Crime rates and inequality: a study of crime in contemporary China," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 20(2), pages 202-223, April.

2014

  1. Fung, Ka Wai Terence & Lau, Chi Keung Marco & Chan, Kwok Ho, 2014. "The conditional equity premium, cross-sectional returns and stochastic volatility," Economic Modelling, Elsevier, vol. 38(C), pages 316-327.
  2. Ender DEMIR & Chi Keung Marco LAU & Ka Wai Terence FUNG, 2014. "The Effect Of International Soccer Games On Exchange Rates Using Evidence From Turkey," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 5(2), pages 145-156.
  3. Cheong, Tsun Se & Wu, Yanrui, 2014. "The impacts of structural transformation and industrial upgrading on regional inequality in China," China Economic Review, Elsevier, vol. 31(C), pages 339-350.

2013

  1. Lau, Chi Keung Marco & Demir, Ender & Bilgin, Mehmet Huseyin, 2013. "Experience-based corporate corruption and stock market volatility: Evidence from emerging markets," Emerging Markets Review, Elsevier, vol. 17(C), pages 1-13.
  2. Chi Keung Marco Lau & Mehmet Huseyin Bilgin, 2013. "Hedging with Chinese Aluminum Futures: International Evidence with Return and Volatility Spillover Indices Under Structural Breaks," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 49(S1), pages 37-48, January.
  3. Alisher Akhmedjonov & Marco Chi Keung Lau & Berna Balcı İzgi, 2013. "New evidence of regional income divergence in post-reform Russia," Applied Economics, Taylor & Francis Journals, vol. 45(18), pages 2675-2682, June.
  4. Jianfu Shen & Frederik Pretorius, 2013. "Binomial option pricing models for real estate development," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 31(5), pages 418-440, August.
  5. Cheong, Tsun Se & Wu, Yanrui, 2013. "Regional disparity, transitional dynamics and convergence in China," Journal of Asian Economics, Elsevier, vol. 29(C), pages 1-14.

2012

  1. Lau, Chi Keung Marco & Suvankulov, Farrukh & Su, Yongyang & Chau, Frankie, 2012. "Some cautions on the use of nonlinear panel unit root tests: Evidence from a modified series-specific non-linear panel unit-root test," Economic Modelling, Elsevier, vol. 29(3), pages 810-816.
  2. Akhmedjonov, Alisher & Lau, Chi Keung, 2012. "Do energy prices converge across Russian regions?," Economic Modelling, Elsevier, vol. 29(5), pages 1623-1631.
  3. Suvankulov, Farrukh & Lau, Marco Chi Keung & Ogucu, Fatma, 2012. "Price regulation and relative price convergence: Evidence from the retail gasoline market in Canada," Energy Policy, Elsevier, vol. 40(C), pages 325-334.
  4. Mehmet Huseyin Bilgin & Chi Keung Marco Lau & Ender Demir, 2012. "Technology Transfer, Finance Channels, And Sme Performance: New Evidence From Developing Countries," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 57(03), pages 1-20.

2011

  1. Yongyang SU & Chi Keung Marco LAU & Mehmet Hüseyin BİLGİN, 2011. "Do structural breaks in exchange rate volatility matter? Evidence from Asia-Pacific currencies," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 26(304), pages 57-78.
  2. Mehmet Huseyin Bilgin & Chi Keung Marco Lau & Gokhan Karabulut, 2011. "Technology transfer and enterprise performance: a firm-level analysis in China," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 13(3), pages 489-498, April.

2010

  1. LAU, Chi Keung Marco, 2010. "New evidence about regional income divergence in China," China Economic Review, Elsevier, vol. 21(2), pages 293-309, June.
  2. Chi-Keung Lau, 2010. "Convergence Across the United States: Evidence from Panel ESTAR Unit Root Test," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 16(1), pages 52-64, February.

2009

  1. Chi‐Keung Lau & Kin‐Man To & Zhiming Zhang & Jing Chen, 2009. "Determinants of Competitiveness: Observations in China's Textile and Apparel Industries," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 17(2), pages 45-64, March.
  2. Chi Keung Marco Lau, 2009. "A more powerful panel unit root test with an application to PPP," Applied Economics Letters, Taylor & Francis Journals, vol. 16(1), pages 75-80.

Books

2015

  1. Mehmet Huseyin Bilgin & Hakan Danis & Ender Demir & Chi Keung Marco Lau (ed.), 2015. "Innovation, Finance, and the Economy," Eurasian Studies in Business and Economics, Springer, edition 127, number 978-3-319-15880-8, December.

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