Browsing Departments Kemmy Business School by Author "Hong, Hui"

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The forecastability of equity market returns: an empirical investigation of Chinese equity markets

Hong, Hui (University of Limerick, 2014)

This thesis is concerned with the predictability of equity market performance in China while accounting for the possibility of model instability. The study of return predictability, particularly that on time-varying ...
Inflation and the subsequent timing of the Chinese stock market

Hong, Hui; O'Brien, Fergal; Ryan, James (Asian Academy of Management (AAM) and Penerbit Universiti Sains Malaysia, 2014)

This paper examines market-timing strategies based on inflation in a sample of three stock market indices drawn from the Shanghai and the Shenzhen Stock Exchanges between February 2002 and May 2010. Specifically, this study ...
Stock return predictability and model instability: evidence from mainland China and Hong Kong

Hong, Hui; Chen, Naiwei; O'Brien, Fergal; Ryan, James (Elsevier, 2018)

This study examines the predictability of the Shanghai Composite, Shenzhen Composite and the Hang Seng China Enterprise index returns during the period 1993 to 2010, with emphasis on whether considering structural breaks ...

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