Items where Author is Lau, Chi Keung
![[up]](/style/images/multi_up.png)
Up a levelAHP
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
Alliance learning
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
Apparel industry
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
Asian economies
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
Asian markets
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
Asian-Pacific currencies
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
Asymmetric causality
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
Asymmetric effects
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
Asymmetric information
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
Asymmetric response
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
Asymmetric spillover effects
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
ATC
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
Australia
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
Australia National Electricity Market
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
Banks
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
Bivariate GARCH model
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
Borsa Istanbul
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
BRICS
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
C33
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
CDS spreads
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
Central banks and their policies
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
China
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
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
China energy oil market
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
China regional conditional and unconditional income convergence
Lau, Marco Chi Keung (2010) New evidence about regional income divergence in China. China Economic Review, 21 (2). pp. 293-309. ISSN 1043951X
Chinese economy
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
Climate policy uncertainty
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
Cointegration analysis with breaks
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
Commodities
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
Commodity markets
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
Competitiveness
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
Conditional dependence
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
Contagion
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
Convergence
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
Copulas
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
Corruption
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
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
Crude oil markets
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
Decision support
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
E52
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
E58
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
Electricity prices
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
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
Emerging markets
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, 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
Employee protection
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
Employment services
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
Endogenous growth model
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
Endogenous unit root test
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
Equity premium puzzle
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
Error-correction
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
ESTAR
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
Lau, Marco Chi Keung (2010) New evidence about regional income divergence in China. China Economic Review, 21 (2). pp. 293-309. ISSN 1043951X
EU health reform
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
European sovereign debt stressful countries
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
Event study
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
Exchange rate conversion
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
Exploitative alliances
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
Explorative alliances
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
Export demand
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
Exports
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
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
Factor analysis
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
Fama-French model
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
Finance channels
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
Financial economic
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
Financial markets
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
Firm competitiveness
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
Foreign direct investment
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
Futures markets
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
Fuzzy
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
G21
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
Generalized VAR
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
Germany
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
Graduate employability
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
Granger causality
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
Gravity model
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
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
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
Health care expenditures
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
Hedging risk performance
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
Improvement methods
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
Individual-investor sentiment
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
Information searches
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
Information transmission
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
International portfolio diversification
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
Internet recruitment
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
Intertemporal hedging
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
Investors' Sentiments
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
Islamic and conventional stock indexes
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
Job search
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
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
Kaizen
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
Macro-economic variables
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
Macroeconomics and monetary economics
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
Market efficiency
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
MFA fibers and cottons
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
Military expenditure
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
MIST
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
Neuroeconomics
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
News-wire messages
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
Non-linear panel unit root test
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
Non-tariff barriers
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
Nonlinear panel unit root test
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
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
Nonlinear panel unit root tests
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
Oil
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
Panel non-linear unit root test
Lau, Marco Chi Keung (2010) New evidence about regional income divergence in China. China Economic Review, 21 (2). pp. 293-309. ISSN 1043951X
Political institutions
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
Precious metals
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
Price convergence
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
Process innovation
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
Range volatility estimators
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
Real business cycle
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
Regional income convergence
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
Regulatory focus
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
Research and development
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
Return and volatility transmission
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
Risk perceptions
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
Russia
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
Russian energy markets
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
Self-evaluation
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
Semivariance
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
Shanghai fuel oil futures contract (SHF)
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
Shareholder protection
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
Small- and medium-sized enterprises
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
SME performance
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
South Korea
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
Spillover index
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
Spillovers
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
Sports economics
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
Spot futures interlinkages
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
Stabilizing and destabilizing spillover effect
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
Stock index futures
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
Stock market volatility
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
Stock markets
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
Strategic asset allocation
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
Structural breaks
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
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
Structural change
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
Structural equation modeling
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
Tail dependence
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
Tariff barriers
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
Technology transfer
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
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
Textile and clothing industries
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
Textile industry
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
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
Textiles and apparel
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
Textiles and apparels
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
The VIX
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
Theory of planned behaviour
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
Tokyo oil futures contract (TKF)
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
Tourism index return
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
Trade flows
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
Traditional assets
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
Turkey
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
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
U.S.-Hong Kong/China trade
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
Uncertainty
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
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
Unemployment
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
Volatility
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
Volatility spillover
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
Volatility spillovers
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
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
Volatility transmission
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
Wavelet coherence
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
Wavelet methodology
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
Wavelets
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