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    Impact of microcredit on rural households: an evaluation using panel data 

    Khoi, P. D.; Cohen, David A.; Gan, Christopher; Nartea, Gilbert (Lincoln University. Faculty of Commerce, 2013-09)
    This paper investigates the impact of microcredit on rural households. The impact of a microcredit program on target households is subject to two main sources of bias, observed and unobserved bias. To evaluate the microcredit ...
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    Duration dependence test of rational speculative bubbles: a case study of the Hong Kong stock market 

    Gan, Christopher; Nartea, Gilbert; Dou, Ling Ling; Hu, Baiding (Business Perspectives, 2012)
    This study tests the presence of rational speculative bubbles in the Hong Kong stock market over a sample period from 1993-2008 using the duration dependence test. The duration dependence test shows no evidence of duration ...
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    Predictive ability of low-frequency volatility measures: Evidence from the Hong Kong stock markets 

    Gan, Christopher; Nartea, Gilbert; Wu, Ji (Elsevier, 2018-09)
    We employ low-frequency data to estimate historical volatility measures for Hong Kong stocks and examine the relationship between these measures and the one-month ahead stock return over thirty-five years. First, we employ ...
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    Author
    Gan, Christopher (3)
    Nartea, Gilbert (3)
    Cohen, David A. (1)Dou, Ling Ling (1)Hu, Baiding (1)Khoi, P. D. (1)Wu, Ji (1)Keyword1502 Banking, Finance And Investment (2)140210 International Economics and International Finance (1)150205 Investment and Risk Management (1)150308 International Business (1)asset pricing (1)duration dependence test (1)Finance (1)Hong Kong stock market (1)Hong Kong stock markets (1)idiosyncratic volatility (1)... View MoreDate Issued2018 (1)2013 (1)2012 (1)
    This service is managed by Library, Teaching and Learning
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