Hongbing Ouyang

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We study the market segmentation between A-shares and B-shares as well as A-shares and H-shares through the panel data of duel-listing companies. The segmentation can be reflected by the consistency of asset pricing, or by the information transferring mechanism. Therefore, we divide the close-to-close return between weeks into two parts: close-to-open(More)
This study introduces an improved method for nonparametric regression and pattern identification in the research of technical analysis based on the concept of stopping time. We are interested in the efficacy, predictability, and profitability of 10 patterns from chart analysis. Using Hong Kong stock data, we attempt to identify these patterns and test their(More)
Identification of Load Factor’s Determinants is an important issue for airline industry management. This paper discusses the influence element of Chinese Airline Industry load factor based on the historical high frequency data. We set a SVAR model for the analysis and apply a TARCH-M model to discuss its ARCH effect. Our research finds that one(More)
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