Books and Book Chapters
- Zhuo Qiao and Patrick, Kuok Kun Chu, Does fine wine price contain useful information to forecast GDP? Evidence from major developed countries, Economic Modelling, forthcoming.
- Zhuo Qiao, Thomas C. Chiang and Lin Tan, Empirical investigation of the causal relationships among herding, stock market returns, and illiquidity: Evidence from
major Asian markets, Review of Pacific Basin Financial Markets and Policies, forthcoming.
- Zhuo Qiao, Wing-Keung Wong and Joseph K W. Fung (2013), Stochastic dominance relationships between stock and stock index futures markets: International evidence, Economic Modelling, Vol. 33, 552-559.
- Chia-ying Chan, Christian de Peretti, Zhuo Qiao and Wing-Keung Wong (2012), Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach, Journal of Empirical Finance, Vol. 19(1), 162-174.
- Zhuo Qiao, Yuming Li and Wing-Keung Wong (2011), Regime-dependent relationships among the stock markets of the US, Australia and New Zealand: a Markov-switching VAR approach, Applied Financial Economics, Vol. 21(24), 1831-1841.
- Zhuo Qiao, Weiwei Qiao and Wing-Keung Wong (2011), Examining the Day-of-the-Week effects in Chinese stock markets: New evidence from a stochastic dominance approach, Global Economic Review, Vol. 40(3), 251-267.
- Zhuo Qiao and Keith Lam (2011), Granger causal relations among Greater China stock markets: a Nonlinear perspective, Applied Financial Economics, Vol. 21(19),
- Zhuo Qiao, Weiwei Qiao and Wing-Keung Wong (2010), Examining stock volatility in the segmented Chinese stock markets: a SWARCH approach, Global Economic Review, Vol. 39, 225-246.
- Thomas C. Chiang, Zhuo Qiao and Wing-Keung Wong (2010), New evidence on the relation between return volatility and trading volume, Journal of Forecasting, Vol. 29, 502-515.
- Zhuo Qiao, Michael McAleer and Wing-Keung Wong (2009), Linear and nonlinear causality between changes in consumption and consumer attitudes, Economics Letters, Vol. 102, 161-164.
- Zhuo Qiao, Russell Smyth and Wing-Keung Wong (2008), Volatility switching and regime interdependence between information technology stocks 1995-2005, Global Finance Journal, Vol. 19(2), 139-156.
- Zhuo Qiao, Yuming Li and Wing-Keung Wong (2008), Policy change and lead-lag relations among China’s segmented stock markets, Journal of Multinational Financial Management, Vol. 18(3), 276-289.
- Zhuo Qiao, Thomas C. Chiang and Wing-Keung Wong (2008), Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and Hong Kong stock market, Journal of International Financial
Markets, Institutions & Money, Vol. 18, 425-437.
- Thomas C. Chiang, Zhuo Qiao and Wing-Keung Wong, A Markov switching GARCH model of stock return volatility: Evidence from Chinese markets, Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration, Greg N. Gregoriou and Razvan Pascalau (Eds.), 49-73, London: Palgrave MacMillan (2011).
- Zhuo Qiao and Wing-Keung Wong, Revisiting volume vs. GARCH effects using univariate and bivariate GARCH models: Evidence from U.S. stock markets, Handbook of Quantitative Finance and Risk Management, Cheng-Few Lee and John Lee (Eds.), 1173-1181, Springer (2010).
- Zhuo Qiao, Venus Khim-Sen Liew and Wing-Keung Wong, Examining the impact of the US IT stock market on other IT stock markets, Handbook of Quantitative Finance and Risk Management, Cheng-Few Lee and John Lee (Eds.), 1283-1291,