| Year |
Citation |
Score |
| 2011 |
Chow Y, Wong N. Property Value, User Cost, and Rent: An Investigation of the Residential Property Market in Hong Kong Journal of Business & Economics Research. 1. DOI: 10.19030/Jber.V1I9.3046 |
0.317 |
|
| 2009 |
Chow Y, Lam JTK, Yeung HS. Realized volatility of index constituent stocks in Hong Kong Mathematics and Computers in Simulation. 79: 2809-2818. DOI: 10.1016/J.Matcom.2008.10.007 |
0.388 |
|
| 2008 |
Chow Y, Liu M, Fan X. Broad-market return persistence and momentum profits Mathematics and Computers in Simulation. 78: 181-188. DOI: 10.1016/J.Matcom.2008.01.011 |
0.4 |
|
| 2003 |
Chow Y, Yung HHM, Zhang H. Expiration day effects: The case of Hong Kong Journal of Futures Markets. 23: 67-86. DOI: 10.1002/Fut.10054 |
0.374 |
|
| 2002 |
Chiang RC, Chow YF, Liu M. Residential mortgage lending and borrower risk: The relationship between mortgage spreads and individual characteristics Journal of Real Estate Finance and Economics. 25: 5-32. DOI: 10.1023/A:1015347516812 |
0.361 |
|
| 2001 |
Sequeira JM, McAleer M, Chow Y. Efficient Estimation and Testing of Alternative Models of Currency Futures Contracts Economic Record. 77: 270-282. DOI: 10.1111/1475-4932.T01-1-00022 |
0.372 |
|
| 2001 |
Chow Y. Arbitrage, Risk Premium, and Cointegration Tests of the Efficiency of Futures Markets Journal of Business Finance & Accounting. 28: 693-713. DOI: 10.1111/1468-5957.00390 |
0.425 |
|
| 2000 |
Chow Y, McAleer M, Sequeira JM. Pricing of Forward and Futures Contracts Journal of Economic Surveys. 14: 215-253. DOI: 10.1111/1467-6419.00110 |
0.414 |
|
| 2000 |
Chow Y, Huang C, Liu M. Valuation of adjustable rate mortgages with automatic stretching maturity Journal of Banking and Finance. 24: 1809-1829. DOI: 10.1016/S0378-4266(99)00100-4 |
0.314 |
|
| 1999 |
Chow Y, Liu M. Long Swings with Memory and Stock Market Fluctuations Journal of Financial and Quantitative Analysis. 34: 341-367. DOI: 10.2307/2676263 |
0.35 |
|
| 1999 |
Sequeira JM, McAleer M, Chow Y. Estimation of alternative pricing models for currency futures contracts Mathematics and Computers in Simulation. 48: 519-530. DOI: 10.1016/S0378-4754(99)00034-8 |
0.384 |
|
| 1998 |
Chow Y. Regime switching and cointegration tests of the efficiency of futures markets Journal of Futures Markets. 18: 871-901. DOI: 10.1002/(Sici)1096-9934(199812)18:8<871::Aid-Fut1>3.0.Co;2-# |
0.406 |
|
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