Items where Author is Lau, Chi Keung

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

Number of items: 171.

AHP

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

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

C33

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

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

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

Climate policy uncertainty

Cointegration analysis with breaks

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

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

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

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

Decision support

E52

E58

Electricity prices

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

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

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

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

Exploitative alliances

Explorative alliances

Export demand

Exports

Factor analysis

Fama-French model

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

Financial markets

Firm competitiveness

Foreign direct investment

Futures markets

Fuzzy

G21

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

Granger causality

Gravity model

Health care expenditures

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

Individual-investor sentiment

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

International portfolio diversification

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

Investors' Sentiments

Islamic and conventional stock indexes

Job search

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

Macro-economic variables

Macroeconomics and monetary economics

Market efficiency

MFA fibers and cottons

Military expenditure

MIST

Neuroeconomics

News-wire messages

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

Nonlinear panel unit root test

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

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

Precious metals

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

Range volatility estimators

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

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

Risk perceptions

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

Semivariance

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

Small- and medium-sized enterprises

SME performance

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

Spillovers

Sports economics

Spot futures interlinkages

Stabilizing and destabilizing spillover effect

Stock index futures

Stock market volatility

Stock markets

Strategic asset allocation

Structural breaks

Structural change

Structural equation modeling

Tail dependence

Tariff barriers

Technology transfer

Textile and clothing industries

Textile industry

Textiles and apparel

Textiles and apparels

The VIX

Theory of planned behaviour

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

Trade flows

Traditional assets

Turkey

U.S.-Hong Kong/China trade

Uncertainty

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

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