Terence Tai-Leung Chong
Economics and Econometrics · 2001–2015
A researcher in the Science corpus: 6 papers; trusts 10 researchers and is trusted by 10 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 13 citations into it; #8,650 of 23,481 by trust here, #15,581 by citations
- Finance — 8 citations into it; #3,991 of 10,518 by trust here, #6,671 by citations
Whom Terence Tai-Leung Chong trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Terence Tai-Leung Chong overall
- S. Ko
- Doojin Ryu
- Charles Truong
- Pierre Perron
- Hyeyoen Kim
- Pulak Ghosh
- Haiqiang Chen
- Laurent Oudre
- Jean-Yves Pitarakis
- Heejin Yang
Papers from Terence Tai-Leung Chong's perspective
Ordered by how strongly the researchers Terence Tai-Leung Chong trusts endorse each paper. Same corpus, a different order for every researcher.
- The Cross‐Section of Expected Stock Returns
- Identifying Bull and Bear Markets in Stock Returns
- Trading Volume and Serial Correlation in Stock Returns
- Price Momentum and Trading Volume
- Sample Splitting and Threshold Estimation
- The Behavior of Stock-Market Prices
- Liquidity and Autocorrelations in Individual Stock Returns
- Estimation and forecasting in models with multiple breaks
- Dynamic Volume-Return Relation of Individual Stocks
- Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era
Their papers
- STRUCTURAL CHANGE IN AR(1) MODELS (2001) — 89 citations
- Dirichlet Process Hidden Markov Multiple Change-point Model (2015) — 57 citations
- Technical analysis and the London stock exchange: testing the MACD and RSI rules using the FT30 (2008) — 217 citations
- Theory and Applications of TAR Model with Two Threshold Variables (2012) — 54 citations
- Are Asian Real Exchange Rates Stationary (2004) — 126 citations
- An empirical comparison of moving average envelopes and Bollinger Bands (2003) — 58 citations