Terence Tai-Leung CHONG(莊太量)

Department of Economics
Esther Lee Building, Room 930
The Chinese University of Hong Kong
Shatin, New Territories
Hong Kong
Phone: (852) 2609-8193
Fax: (852) 2603-5805
E-mail: chong2064@cuhk.edu.hk


Education| Fellowships| Research Grants| Publications| Articles in Newspapers/Magazines| Social Services| Professional Services| Administration| Courses Taught| Seminar and Conference Presentations| Manuscripts


Biography Sketch

Prof Terence Chong received his Bachelor degree in Economics from the Chinese University of Hong Kong in 1991, and Ph.D. in Economics from the University of Rochester in 1995. He is currently the executive director of Institute of Global Economics and Finance, and associate professor of Economics, The Chinese University of Hong Kong. His main research areas include Econometrics and Finance. He has published over 200 Chinese and English articles covering a wide spectrum of topics in Econometrics, Finance, Mathematics, Psychology, Education and the Hong Kong Economy. Prof. Chong ranks top 37th worldwide in theoretical econometrics and top 5% authors worldwide according to the Number of Distinct Works and Number of Journal Pages per author. His papers appear in reputable international journals, including Journal of Econometrics, Econometric Theory, Econometric Review, Econometrics Journal, Financial Management, Quantitative Finance, Financial Review, Pacific-Basin Finance Journal, Journal of Economic Psychology, Economics Letters and China Economic Review. Some of his papers are lead articles or the most downloaded papers of the journals. He is currently the associate editor of Singapore Economic Review and Economics Bulletin, a Part-time member of the Central Policy Unit of the HKSAR Government, the Associate Dean of Students of New Asia College, a member of the Board of Governors of Hong Lok Yuen International School, and the director of the Financial Markets Program, Hong Kong Institute of Asia-Pacific Studies.

莊太量教授1991年獲香港中文大學經濟學學士，1995年獲美國羅徹斯特大學 (University of Rochester) 經濟學博士。同年起任中文大學經濟系助理教授，2000年起任副教授，2000-2005年於全球理論計量經濟學排名37。專業研究範疇為計量經濟學及財務技術分析，著有200餘篇論文發表於國際學術期刊以及本地報章。莊教授經常接受電子傳媒及報章訪問，並與中港政府官員和商界領袖交流經濟意見。莊教授現為香港中文大學全球經濟及金融研究所常務所長，亞太研究所金融市場研究計劃主任，新亞書院副輔導長，香港特別行政區政府中央政策組非全職顧問，香港學術及職業資歷評審局專家小組委員，康樂園國際學校校董及多份國際期刊的編輯委員。


Birth Place: Fu Jian, China

Education

Worldwide Ranking

-Ranked top 37th worldwide by theoretical econometrics publication in Table 15a of Baltagi B.H. (2007) "Worldwide Econometrics Rankings: (1989-2005)", Econometric Theory 23(5), pp 952-1012.
-Ranked top 55th worldwide by all econometrics publication in Table 16a of Baltagi B.H. (2007) "Worldwide Econometrics Rankings: (1989-2005)", Econometric Theory 23(5), pp 952-1012.
-Ranked top 5% worldwide by RePEc (Research Papers in Economics) according to:
  1. Number of Works
  2. Number of Distinct Works
  3. Number of Distinct Works, Weighted by Number of Authors
  4. Number of Journal Pages
  5. Number of Journal Pages, Weighted by Number of Authors
  6. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  7. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
-Top 10% authors in Asia by RePEc (Research Papers in Economics).

Editorial Service:

Associate Editor, Economics Bulletin, (Published by Vanderbilt University, U.S.A.)

Associate Editor, Singapore Economic Review

Selected Publications (Out of 80)

On Econometrics

[1] "Estimating the Differencing Parameter via the Partial Autocorrelation Function," Journal of Econometrics (Impact factor=1.79), 97, August 2000, pp. 365-381.

[2] "Structural Change in AR(1) Models," Econometric Theory (Impact factor=0.768), 17, No. 1, February 2001, pp. 87-155. (Most downloaded article of the journal)

[3] "Generic Consistency of the Break-Point Estimator under Specification Errors," Econometrics Journal (Impact factor=0.75), 6, June 2003, pp. 167-192.

[4] "The Polynomial Aggregated AR(1) Model," Econometrics Journal (Impact factor=0.75), 9, March 2006, pp. 98-122.

[5] "A Class Test for Fractional Integration," (with Melvin Hinich), Studies in Nonlinear Dynamics & Econometrics (Impact factor=0.702), 11, 2007, No. 2, Article 5.

[6] "Generic Consistency of the Break-Point Estimator under Specification Errors in a Multiple-Break Model," (with Jushan Bai, Haiqiang Chen and Xin Wang), Econometrics Journal (Impact factor=0.75), 11, July 2008, pp. 287-307.

[7] "The Nonlinear Dynamics of Foreign Reserves and Currency Crises," (with Melvin Hinich and Qing He), Studies in Nonlinear Dynamics & Econometrics (Impact factor=0.702), 12, 2008, No. 4, Article 2. (Top 10 popular article of the journal)

[8] "The Theory and Applications of TAR Model with two Threshold Variables," (with Jushan Bai and Haiqiang Chen), Econometric Review (Impact factor=1.22), 31(2), 2012, pp. 142–170.


On Finance

[9] "Is the Chinese Stock Market Really Inefficient?"(with Tau-Hing Lam and Isabel Yan), China Economic Review (Impact factor=1.154), 23(1), March 2012, 122-137.

[10] "A Competing Risks Analysis of Corporate Survival" (with Qing He, Li Li and Jun Zhang), Financial Management (Impact factor=0.889), Winter 2010, pp. 1697-1718.

[11] "Are Chinese Stock Market Cycles Duration Independent?" (with Zimu Li and Haiqiang Chen), Financial Review, 46, 2011, pp. 149-162.

[12] "Determining the Contribution to Price Discovery for Chinese Cross-listed Stocks" (with Qian Su), Pacific-Basin Finance Journal, 15, April 2007, pp. 140-153.

[13] "Do Momentum-based Strategies Work in Emerging Currency Markets?" (with Hugo Ip), Pacific-Basin Finance Journal, 17, September 2009, pp. 479-493. (Top 20 popular article of the journal)

[14] "A Principal-Factor Approach to Measuring Investor Sentiment" (with Xin Duan and Haiqiang Chen), Quantitative Finance (Impact factor=0.892), 10(4), April 2010, pp. 339-347. (Lead article)

[15] "Are Nonlinear Trading Rules Profitable in the U.S. Stock Market?" (with Tau-Hing Lam), Quantitative Finance (Impact factor=0.892), 10(9), November 2010 , pp. 1067 – 1076.


Others

[16] "What Accounts for Chinese Business Cycle?" (with Qing He and Kang Shi), China Economic Review (Impact factor=1.154), 20, December 2009, pp. 650-661.

[17] "The Value of Superstitions" (with Travis Ng and Xin Du), Journal of Economic Psychology (Impact factor=0.943), 31, June 2010, pp. 291-309.


Revise resubmission

[1] "Factor-Augmented VAR Analysis of the Monetary Policy in China" (with Pak Ho Leung and Qing He), China Economic Review (Impact factor=1.154), revised resubmission.

Selected Research Grants

Fellowships

Articles in Newspapers/Magazines

Social Services

Editorial and Professional Services

Faculty and Departmental Administration

Courses Taught and Job Placement of M.Phil. Students

Seminar and Conference Presentations

Manuscripts and Citations


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