Prof. Yin-Wong CHEUNG (張賢旺)

Research Output

  1. 1995
  2. 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 journalNot applicablepeer-review

    Scopus citations: 5
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  3. 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 journalNot applicablepeer-review

    Scopus citations: 138
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  4. 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 journalNot applicablepeer-review

    Scopus citations: 71
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  5. 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 journalNot applicablepeer-review

    Scopus citations: 154
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  6. 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 journalNot applicablepeer-review

    Scopus citations: 26
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  7. 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 journalNot applicablepeer-review

    Scopus citations: 6
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  8. 1994
  9. 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 journalNot applicablepeer-review

    Scopus citations: 34
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  10. 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 journalNot applicablepeer-review

    Scopus citations: 84
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  11. 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 journalNot applicablepeer-review

    Scopus citations: 5
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  12. 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 journalNot applicablepeer-review

    Scopus citations: 12
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  13. 1993
  14. 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 journalNot applicablepeer-review

    Scopus citations: 644
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  15. 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 journalNot applicablepeer-review

    Scopus citations: 103
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  16. 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 journalNot applicablepeer-review

    Scopus citations: 70
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  17. 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 journalNot applicablepeer-review

    Scopus citations: 24
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  18. 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 journalNot applicablepeer-review

    Scopus citations: 169
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  19. 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 journalNot applicablepeer-review

    Scopus citations: 274
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  20. Long memory in foreign-exchange rates

    CHEUNG, Y., Jan 1993, In : Journal of Business and Economic Statistics. 11, 1, p. 93-101

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)Comment/debateNot applicable

    Scopus citations: 191
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  21. 1992
  22. Stock Price Dynamics and Firm Size: An Empirical investigation

    CHEUNG, Y. & NG, L. K., Dec 1992, In : The Journal of Finance. 47, 5, p. 1985-1997

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

    Scopus citations: 102
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  23. International evidence on output persistence from postwar data

    Cheung, Y. & Lai, K. S., Apr 1992, In : Economics Letters. 38, 4, p. 435-441

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

    Scopus citations: 9
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