Items where Author is Lau, Chi Keung

2018

Demir, Ender, Gozgor, Giray, Lau, Marco Chi Keung and Vigne, Samuel A. (2018) Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation. Finance Research Letters. ISSN 1544-6123

2017

Bilgin, Mehmet Huseyin, Gozgor, Giray and Lau, Marco Chi Keung (2017) Institutions and Gravity Model: The Role of Political Economy and Corporate Governance. Eurasian Business Review, 7 (3). pp. 421-436. ISSN 1309-4297

Wu, Weiou, Lau, Marco Chi Keung and Vigne, Samuel A. (2017) Modelling Asymmetric Conditional Dependence between Shanghai and Hong Kong stock markets. Research in International Business and Finance, 42. pp. 1137-1149. ISSN 0275-5319

Bouri, Elie, Gupta, Rangan, Hosseini, Seyedmehdi and Lau, Marco Chi Keung (2017) Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model. Emerging Markets Review. ISSN 1566-0141

Yarovaya, Larisa, Brzeszczynski, Janusz and Lau, Marco Chi Keung (2017) Asymmetry in Spillover Effects: Evidence for International Stock Index Futures Markets. International Review of Financial Analysis, 53. pp. 94-111. ISSN 1057-5219

Apergis, Nicholas and Lau, Marco Chi Keung (2017) How Deviations from FOMC's Monetary Policy Decisions from a Benchmark Policy Rule Affect Bank Profitability: Evidence from U.S. Banks. Journal of Financial Economic Policy, 9 (4). pp. 354-371. ISSN 1757-6385

Apergis, Nicholas, Barunik, Jozef and Lau, Marco Chi Keung (2017) Good Volatility, Bad Volatility: What Drives the Asymmetric Connectedness of Australian Electricity Markets? Energy Economics, 66. pp. 108-115. ISSN 1873-6181

Aloui, Chaker, Hkiri, Besma, Lau, Marco Chi Keung and Yarovaya, Larisa (2017) Information Transmission Across Stock Indices and Stock Index Futures: International Evidence Using Wavelet Framework. Research in International Business and Finance. ISSN 0275-5319

Lau, Marco Chi Keung, Vigne, Samuel A., Wang, Shixuan and Yarovaya, Larisa (2017) Return Spillovers Between White Precious Metal ETFs: The Role of Oil, Gold, and Global Equity. International Review of Financial Analysis, 52. pp. 316-332. ISSN 1057-5219

Demir, Ender, Alici, Zeynep Asli and Lau, Marco Chi Keung (2017) Macro Explanatory Factors of Turkish Tourism Companies' Stock Returns. Asia Pacific Journal of Tourism Research, 22 (4). pp. 370-380. ISSN 1094-1665

Chen, Wanling, Lau, Marco Chi Keung, Boansi, David and Bilgin, Mehmet Huseyin (2017) Effects of Trade Cost on the Textile and Apparel Market: Evidence from Asian Countries. The Journal of the Textile Institute, 108 (6). pp. 971-986. ISSN 1754-2340

Yizhong, Xie, Lin, Zhibin, Baranchenko, Yevhen, Lau, Marco Chi Keung, Yukhanaev, Andrey and Lu, Hailing (2017) Employability and Job Search Behavior: A Six-Wave Longitudinal Study of Chinese University Graduates. Employee Relations, 39 (2). pp. 223-239. ISSN 0142-5455

Ma, Jie, Lin, Zhibin and Lau, Marco Chi Keung (2017) Prioritising the Enablers for the Successful Implementation of Kaizen in China: A Fuzzy AHP Study. International Journal of Quality & Reliability Management, 34 (4). pp. 549-568. ISSN 0265-671X

2016

Fung, Ka Wai Terence, Lau, Marco Chi Keung and Chan, Kwok Ho (2016) An R&D-based Real Business Cycle Model. International Review of Economics, 63 (4). pp. 327-358. ISSN 1863-4613

Aloui, Chaker, Hkiri, Besma, Lau, Marco Chi Keung and Yarovaya, Larisa (2016) Investor's Sentiment and US Islamic and Conventional Indexes Nexus: A Time-Frequency Analysis. Finance Research Letters, 19. pp. 54-59. ISSN 1544-6123

Apergis, Nicholas, Lau, Marco Chi Keung and Yarovaya, Larisa (2016) Media Sentiment and CDS Spread Spillovers: Evidence from the GIIPS Countries. International Review of Financial Analysis, 47. pp. 50-59. ISSN 1057-5219

Gozgor, Giray, Lau, Marco Chi Keung and 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, 44. pp. 35-45. ISSN 1042-4431

Lib, Zhibin, Quan, Rose, Lau, Marco Chi Keung and Ma, Jie (2016) Customer Perceived Value of Frequent Flyer Programmes: An Empirical Study of Airline Passengers in China. In: Consumerism and Buying Behavior in Developing Nations. IGI Global, pp. 30-52. ISBN 9781522502821

Yarovaya, Larisa and Lau, Marco Chi Keung (2016) Stock Market Comovements Around the Global Financial Crisis: Evidence from the UK, BRICS and MIST Markets. Research in International Business and Finance, 37. pp. 605-619. ISSN 0275-5319

Yarovaya, Larisa, Brzeszczynski, Janusz and Lau, Marco Chi Keung (2016) Volatility Spillovers Across Stock Index Futures in Asian Markets: Evidence from Range Volatility Estimators. Finance Research Letters, 17. pp. 158-166. ISSN 1544-6123

Lau, Marco Chi Keung, Lin, Zhibin, Boansi, David and Ma, Jie Kitt (2016) The Lack of Market Integration in the Chinese Beer and Wine Markets: Evidence from Stationarity Test. In: Brewing, Beer and Pubs. Palgrave Macmillan, pp. 123-144. ISBN 9781137466174

Yarovaya, Larisa, Brzeszczynski, Janusz and Lau, Marco Chi Keung (2016) Intra- and Inter-Regional Return and Volatility Spillovers Across Emerging and Developing Markets: Evidence from Stock Indices and Stock Index Futures. International Review of Financial Analysis, 43. pp. 96-114. ISSN 1057-5219

Lau, Marco Chi Keung, Demir, Ender and Bilgin, Mehmet Huseyin (2016) A Nonlinear Model of Military Expenditure Convergence: Evidence from Estar Nonlinear Unit Root Test. Defence and Peace Economics, 27 (3). pp. 392-403. ISSN 1476-8267

2015

Apergis, Nicholas and Lau, Marco Chi Keung (2015) Structural Breaks and Electricity Prices: Further Evidence on the Role of Climate Policy Uncertainties in the Australian Electricity Market. Energy Economics, 52 (A). pp. 176-182. ISSN 1873-6181

Guo, Qing King, Lau, Marco Chi Keung, Li, Kunwang and Song, Ligang (2015) National Energy Market Integration. In: China's Domestic Transformation in a Global Context. China Update Series . Australian National University Press, pp. 111-136. ISBN 9781925022681

Leung, Vincent K. K., Lau, Marco Chi Keung, Zhang, Zhe and Gu, Flora F. (2015) Explorative versus Exploitative Alliances: Evidence from the Glass Industry in China. Journal of Chinese Economic and Business Studies, 13 (2). pp. 127-146. ISSN 1476-5284

Lau, Marco Chi Keung, Yang, Fu Steve, Zhang, Zhe and Leung, Vincent K. K. (2015) Determinants of Innovative Activities: Evidence from Europe and Central Asia Region. The Singapore Economic Review, 60 (1). ISSN 1793-6837

Fung, Ka Wai Terence, Demir, Ender, Lau, Marco Chi Keung and Chan, Kwok Ho (2015) Reexamining Sports-Sentiment Hypothesis: Microeconomic Evidences from Borsa Istanbul. Journal of International Financial Markets, Institutions and Money, 34. pp. 337-355. ISSN 1042-4431

2014

Demir, Ender, Lau, Marco Chi Keung and Fung, Ka Wai Terence (2014) The Effect of International Soccer Games on Exchange Rates Using Evidence from Turkey. Journal of Advanced Studies in Finance, 5 (2). pp. 145-156. ISSN 2068-8393

Lau, Marco Chi Keung, Fung, Ka Wai Terence and Pugalis, Lee (2014) Is Health Care Expenditure Across Europe Converging? Findings from the Application of a Nonlinear Panel Unit Root Test. Eurasian Business Review, 4 (2). pp. 137-156. ISSN 1309-4297

Lau, Marco Chi Keung, Su, Yongyang, Tan, Na and Zhang, Zhe (2014) Hedging China's Energy Oil Market Risks. Eurasian Economic Review, 4 (1). pp. 99-112. ISSN 2147-429X

Fung, Ka Wai Terence, Lau, Marco Chi Keung and Chan, Kwok Ho (2014) The Conditional Equity Premium, Cross-Sectional Returns and Stochastic Volatility. Economic Modelling, 38. pp. 316-327. ISSN 0264-9993

Karabag, Solmaz Filiz, Lau, Marco Chi Keung and Suvankulov, Farrukh (2014) Determinants of Firm Competitiveness: Case of the Turkish Textile and Apparel Industry. The Journal of the Textile Institute, 105 (1). pp. 1-11. ISSN 1754-2340

2013

Lau, Marco Chi Keung, Demir, Ender and Bilgin, Mehmet Huseyin (2013) Experience-based corporate corruption and stock market volatility: Evidence from emerging markets. Emerging Markets Review, 17. pp. 1-13. ISSN 1566-0141

Su, Yongyang, Lau, Marco Chi Keung and Chau, Frankie (2013) Commodity Futures and Strategic Asset Allocation. In: Alternative Investments: Instruments, Performance, Benchmarks, and Strategies. Robert W. Kolb Series in Finance . Wiley, pp. 399-418. ISBN 9781118241127

Akhmedjonov, Alisher, Lau, Marco Chi Keung and İzgi, Berna Balcı (2013) New evidence of regional income divergence in post-reform Russia. Applied Economics, 45 (18). pp. 2675-2682. ISSN 0003-6846

2012

Bilgin, Mehmet Huseyin, Lau, Marco Chi Keung and Demir, Ender (2012) Technology Transfer, Finance Channels, and SME Performance: New Evidence from Developing Countries. The Singapore Economic Review, 57 (3). p. 1250020. ISSN 0217-5908

Akhmedjonov, Alisher and Lau, Marco Chi Keung (2012) Do energy prices converge across Russian regions? Economic Modelling, 29 (5). pp. 1623-1631. ISSN 0264-9993

Suvankulov, Farrukh, Lau, Marco Chi Keung and Chau, Frankie Ho Chi (2012) Job search on the internet and its outcome. Internet Research, 22 (3). pp. 298-317. ISSN 1066-2243

2011

Bilgin, Mehmet Hüseyin, Su, Yongyang and Lau, Marco Chi Keung (2011) Do structural breaks in exchange rate volatility matter? Evidence from Asia-Pacific currencies. İktisat İşletme ve Finans, 26 (304). ISSN 1300-610X

2010

Lau, Marco Chi Keung and Bilgin, Mehmet Huseyin (2010) Export Conditions of the Chinese Textile Industry: An Analysis in Comparison with Selected ASEAN Countries. Textile Research Journal, 80 (19). pp. 2028-2045. ISSN 0040-5175

Lau, Marco Chi Keung (2010) New evidence about regional income divergence in China. China Economic Review, 21 (2). pp. 293-309. ISSN 1043951X

2009

Lau, Marco Chi Keung, To, Kin-Man, Zhang, Zhiming and Chen, Jing (2009) Determinants of Competitiveness: Observations in China's Textile and Apparel Industries. China & World Economy, 17 (2). pp. 45-64. ISSN 16712234

Lau, Marco Chi Keung (2009) A more powerful panel unit root test with an application to PPP. Applied Economics Letters, 16 (1). pp. 75-80. ISSN 1350-4851

2008

Lau, Marco Chi Keung, To, Chester Kin-Man and Zhang, Zhiming (2008) MFA fibers and cotton imported to the United States from China and Hong Kong—a structural change analysis. Journal of the Textile Institute, 99 (1). pp. 29-36. ISSN 0040-5000