Dr. WOO Kai Yin

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Position
Associate Head of Department
Associate Professor
 
Chinese Name
胡佳賢博士
 
Main Affiliation
 
Personal Site
 
Email
 
Research Interests
Financial Economics
Applied Econometrics
 
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Status
staff
 

Publications

Results 1-20 of 26

Issue DateTitleAuthor(s)Type
12025Hedging global stock markets with bitcoin, precious metals, copper, crude oil and agricultural commodities: Evidence from multivariate asymmetric GARCH approachDr. WOO Kai Yin ; Zheng, Zhuangxing Working Paper
22023Equity, cryptocurrency and precious metal markets: a TVP-VAR extended joint connectedness approachDr. WOO Kai Yin ; Dr. LEE Shu Kam ; Yau, Man-Lung Working Paper
32017Empirical study on conservative and representative heuristics of Hong Kong small investors adopting momentum and contrarian trading strategiesHON Tai Yuen, Kurt ; Dr. WOO Kai Yin ; Chow, Sheung-chi ; Wong, Wing-keung Working Paper
42016Competition or collusion in the Hong Kong grocery industry : analysis of threshold cointegration with asymmetric adjustmentsDr. WOO Kai Yin ; Dr. LEE Shu Kam ; Shum, Paul Working Paper
52015Critical values of the GLS TAR and GLS MTAR cointegration tests under consistent threshold estimationDr. WOO Kai Yin ; Dr. LEE Shu Kam Working Paper
62015香港青年競爭力指標系統研究李樹甘博士 ; 楊偉文博士 ; 李綺雯教授 ; 胡佳賢博士 ; 曾俊基博士 ; 鍾艷紅 ; 徐永業 ; 吳祖堯 ; 張文瀚 ; 劉穎霖 Research Report
72015Empirical study on the behaviours of different types of Hong Kong small investors' in their investmentHON Tai Yuen, Kurt ; Dr. WOO Kai Yin ; Chow, Sheung-chi ; Wong, Wing-keung Working Paper
82015Integration of the Indian market with national stock marketsDr. WOO Kai Yin ; Xu, Hui-hui Working Paper
92014Price spreads between international and China’s crude oilDr. WOO Kai Yin ; Chan Hing-lin Working Paper
102014Study on the performance of initial public offerings in Hong Kong during 2008 to 2012Dr. WOO Kai Yin ; Chan, Leong-kwan Working Paper
112014Evidence from asymmetric adjustment and causality between consumer and producer prices in the four selected European economiesDr. LEE Shu Kam ; Ng, Cho-yiu, Joe ; Dr. WOO Kai Yin Working Paper
122013Threshold adjustments to intranational PPP in CanadaDr. WOO Kai Yin ; Dr. LEE Shu Kam ; Chan, Alan Working Paper
132013An investigation into the nonlinear relationship between the international and the domestic crude oil prices in ChinaDr. WOO Kai Yin ; Chan Hing-lin Working Paper
142013Threshold cointegration and causality between CPI and PPI in selected countries : some international evidenceDr. WOO Kai Yin ; Jia, Lin Xuan Working Paper
152012Economic freedom and growthDr. LEE Shu Kam ; Dr. WOO Kai Yin ; Dr. YEUNG Wai Man, Raymond Working Paper
162011Studying the dynamic relationships between residential property prices, stock prices, and GDP in Hong KongDr. WOO Kai Yin ; Chan Hing-lin Working Paper
172010A time varying parameter approach to price convergence in ChinaDr. LEE Shu Kam ; Dr. WOO Kai Yin ; Dr. YEUNG Wai Man, Raymond Working Paper
182009Empirical Investigation of the day-of-the-week effect on the return and conditional variance using EGARCH model : The case study of the H-sharesDr. WOO Kai Yin ; Chan Hing-lin Working Paper
192007Goods market integration and half-life measurment across Chinese regionsDr. LEE Shu Kam ; Dr. WOO Kai Yin Working Paper
202007The discrepancy between the total value of monetary transactions and GDP in ChinaDr. POON Che Cheong ; Dr. WOO Kai Yin Working Paper

Projects


Results 1-1 of 1

TitlePrincipal InvestigatorFunding Year
Empirical tests of economic integration and estimates of transaction costs: A study of belt and road initiative = 經濟融合的實証檢驗和交易費用的估算: 一帶一路倡議的研究Dr. WOO Kai Yin2020-2021

Events


Results 1-1 of 1

NameVenueStart DateEnd DateType
International Conference: Theoretical and Applied EconometricsHong Kong Shue Yan University18-07-201918-07-2019Conference