A re-examination on the calendar anomalies during Asian financial crisis : some empirical evidence from closure test principle and EGARCH-mean model

von Chia, Ricky Chee-Jiun
Veröffentlicht in Information efficiency and anomalies in Asian equity markets (2017)

Fisher hypothesis in high inflation economies : a nonlinear approach

von Liew, Venus Khim-sen
Veröffentlicht in Journal of international economic review (2011)

Revisiting purchasing power parity for Papua New Guinea

von Liew, Venus Khim-sen
Veröffentlicht in The empirical economics letters (2014)

Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian countries

von Liew, Venus Khim-sen
Veröffentlicht in Applied economics letters (2010)

Pre and post Chinese new year holiday effects : evidence from Hong Kong stock market

Veröffentlicht in The Singapore economic review (2015)

On the application of the rank tests for nonlinear cointegration to PPP: the case of Papua New Guinea

Veröffentlicht in Economic modelling (2012)

Day-of-the-week effects : evidence from the Chinese stock markets

von Chia, Ricky Chee-Jiun
Veröffentlicht in Journal of international economic review (2011)

Is the Hong Kong stock market asymmetrical in behavior?

von Liew, Venus Khim-sen
Veröffentlicht in The empirical economics letters (2015)

The day-of-the-week effect in the Hang Seng Index

von Chia, Ricky Chee-Jiun
Veröffentlicht in The empirical economics letters (2015)