Prof. Yin-Wong CHEUNG (張賢旺)

Research Output

  1. 1997
  2. Published

    Bandwidth selection, prewhitening, and the power of the Phillips-Perron test

    Cheung, Y. & Lai, K. S., 1997, In : Econometric Theory. 13, 5, p. 679-691

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journal

    Scopus citations: 12
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  3. 1996
  4. Published

    A causality-in-variance test and its application to financial market prices

    Cheung, Y. & Ng, L. K., May 1996, In : Journal of Econometrics. 72, 1-2, p. 33-48

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journal

    Scopus citations: 270
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  5. Deterministic, stochastic, and segmented trends in aggregate output: A cross-country analysis

    Cheung, Y. & Chinn, M. D., Jan 1996, In : Oxford Economic Papers. 48, 1, p. 134-162

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journal

    Scopus citations: 57
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  6. Stock market volatility and fractional integration

    Cheung, Y., 1996, In : International Journal of Finance and Economics. 1, 4, p. 263-273

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journal

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  7. 1995
  8. ESTIMATING FINITE SAMPLE CRITICAL VALUES FOR UNIT ROOT TESTS USING PURE RANDOM WALK PROCESSES: A NOTE

    Cheung, Y. & Lai, K. S., Sep 1995, In : Journal of Time Series Analysis. 16, 5, p. 493-498

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journal

    Scopus citations: 5
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  9. Published

    A search for long memory in international stock market returns

    Cheung, Y. & Lai, K. S., Aug 1995, In : Journal of International Money and Finance. 14, 4, p. 597-615

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journal

    Scopus citations: 140
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  10. PRACTITIONERS CORNER: Lag Order and Critical Values of a Modified Dickey‐Fuller Test

    Cheung, Y. & Lai, K. S., Aug 1995, In : Oxford Bulletin of Economics and Statistics. 57, 3, p. 411-419

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journal

    Scopus citations: 74
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  11. Lag order and critical values of the augmented dickey-fuller test

    CHEUNG, Y. & La, K. S., Jul 1995, In : Journal of Business and Economic Statistics. 13, 3, p. 277-280

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journal

    Scopus citations: 181
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  12. Published

    Purchasing power parity under the European Monetary System

    Cheung, Y., Fung, H., Kon S. Lai, S. L. & Lo, W., Apr 1995, In : Journal of International Money and Finance. 14, 2, p. 179-189

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journal

    Scopus citations: 26
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  13. How sensitive are trends to data definitions Results for East Asian and G5 countries

    Cheung, Y., Chinn, M. D. & Tran, T., Jan 1995, In : Applied Economics Letters. 2, 1, p. 1-6

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journal

    Scopus citations: 6
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  14. 1994
  15. Mean reversion in real exchange rates

    Cheung, Y. & Lai, K. S., Nov 1994, In : Economics Letters. 46, 3, p. 251-256

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journal

    Scopus citations: 35
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  16. On maximum likelihood estimation of the differencing parameter of fractionally-integrated noise with unknown mean

    Cheung, Y. & Diebold, F. X., Jun 1994, In : Journal of Econometrics. 62, 2, p. 301-316

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journal

    Scopus citations: 85
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  17. Aggregate output dynamics in the twentieth century

    Cheung, Y., May 1994, In : Economics Letters. 45, 1, p. 15-22

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journal

    Scopus citations: 5
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  18. Pacific-Basin stock markets and real activity

    Cheung, Y., He, J. & Ng, L., May 1994, In : Pacific-Basin Finance Journal. 2, 2-3, p. 349-373

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journal

    Scopus citations: 12
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  19. 1993
  20. FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION

    Cheung, Y. & Lai, K. S., Aug 1993, In : Oxford Bulletin of Economics and Statistics. 55, 3, p. 313-328

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journal

    Scopus citations: 659
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  21. TESTS FOR FRACTIONAL INTEGRATION: A MONTE CARLO INVESTIGATION

    Cheung, Y., Jul 1993, In : Journal of Time Series Analysis. 14, 4, p. 331-345

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journal

    Scopus citations: 104
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  22. Do Gold Market Returns Have Long Memory?

    Cheung, Y. & Lai, K. S., May 1993, In : Financial Review. 28, 2, p. 181-202

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journal

    Scopus citations: 75
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  23. Exchange rate risk premiums

    Cheng, Y., Apr 1993, In : Journal of International Money and Finance. 12, 2, p. 182-194

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journal

    Scopus citations: 26
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  24. Long-run purchasing power parity during the recent float

    Cheung, Y. & Lai, K. S., Feb 1993, In : Journal of International Economics. 34, 1-2, p. 181-192

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journal

    Scopus citations: 172
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  25. A fractional cointegration analysis of purchasing power parity

    CHEUNG, Y. & Lai, K. S., Jan 1993, In : Journal of Business and Economic Statistics. 11, 1, p. 103-112

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journal

    Scopus citations: 280
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