Kok Haur Ng - Publications, H-index & Citations

Kok Haur Ng

universiti malaya

14H指数

83论文数

563被引数

收录论文 19

发表时间

Gold returns and monetary liquidity: A wavelet-conditional structural granger causality analysis of inflation and interest rate effects 金价回报与货币流动性：通胀和利率效应的波let-条件结构格兰杰因果分析

Research in International Business and Finance

IF6.9

2026-08-22

PREAI

Yaxing Li; Wee-Yeap Lau; Kok-Haur Ng

When Transparency Backfires: The Nonlinear Effects of Information Disclosure Quality on Green Technological Progress 当透明度产生反作用：信息披露质量对绿色技术进步的非线性影响

Emerging Markets Finance and Trade

IF3.1

2026-07-22

PREAI

Junlin He; Kok-Haur Ng; Cintya Lanchimba; Ping Gong

Can environmental, social, and governance rating divergence harm the green total factor productivity? Evidence from Chinese listed firms 环境、社会和治理评级分歧是否会影响绿色全要素生产率？来自中国上市公司的证据

Journal of Environmental Management

IF8.4

2026-06-14

PREAI

Junlin He; Kok-Haur Ng; Wee-Yeap Lau; David Allen; Wei-Theng Lau

SPATIAL NETWORK OF DIGITAL TALENT MOBILITY AND ITS IMPACT ON ECONOMIC GROWTH IN URBAN AGGLOMERATIONS IN CHINA 陈义芳; 吴凯华. 数字人才流动的空间网络及其对中国城市群经济增长的影响. 新加坡经济评论, 2026. 提前在线发表. [谷歌学术] [CrossRef]

Singapore Economic Review

IF1.2

2026-01-01

PREAI

Chen, Yuanfang; Ng, Kok-haur

From Crisis to Crisis: The Roles of Interest Rate and Inflation in Shaping Stock Returns in Selected Advanced Economies 从危机到危机：利率和通货膨胀在塑造选定发达经济体股票回报中的作用

International Review of Economics & Finance

IF5.6

2025-12-06

OAAI

Yaxing Li; Wee-Yeap Lau; Kok-Haur Ng

Modelling volatility and return based on a two-stage Log-BiACARR framework and intraday information: Evidence from Guangdong and Hubei carbon emission trading markets 基于两阶段Log-BiACARR框架和日内信息的波动率与收益率建模：来自广东和湖北碳排放交易市场的证据

Physica A: Statistical Mechanics and its Applications

IF3.1

2025-11-03

PREAI

Junlin He; Kok-Haur Ng; Shelton Peiris; David Allen

Long memory tempered stochastic range model 长记忆衰减随机范围模型

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION

IF0.8

2025-11-01

PREAI

Khoo, Zhi De; Koh, You Beng; Ng, Kok Haur; Ng, Kooi Huat

A machine learning-enhanced three-stage SBM-DEA model with undesirable outputs for measuring green total factor productivity on a global scale 一种基于机器学习增强的三阶段SBM-DEA模型，包含非期望产出，用于在全球范围内衡量绿色全要素生产率

Finance Research Letters

IF6.9

2025-10-01

PREAI

Junlin He; Wee-Yeap Lau; Kok-Haur Ng

From crisis to crisis: The moderating role of inflation and interest rate on the impact of liquidity on stock returns in selected advanced economies 从危机到危机：通货膨胀和利率对流动性影响股票收益的调节作用在选定的发达经济体中的表现

Borsa Istanbul Review

IF7.1

2025-09-11

OAAI

Yaxing Li; Wee-Yeap Lau; Kok-Haur Ng

Impact of unconventional monetary policy on stock market in selected economies during and post-COVID-19 pandemic 非传统货币政策在新冠疫情期间及之后对选定经济体股票市场的影响

b e journal of economic analysis policy

IF8.7

2025-08-18

PREAI

Yaxing Li; Wee-Yeap Lau; Kok-Haur Ng

Impact of ESG on Chinese-Listed Companies: From a New Perspective of Firm Value ESG对中国上市公司的影晌：基于企业价值的新视角

Asia-Pacific Financial Markets

IF2.6

2025-06-13

OAAI

Qiyu Li; Wee-Yeap Lau; Kok-Haur Ng

The application of fractional calculus in economic growth modelling: An approach based on regression analysis

HELIYON

IF3.6

2024-08-01

OAAI

Cheow, Yi Herng; Ng, Kok Haur; Phang, Chang; Ng, Kooi Huat

Forecasting volatility of stock indices: Improved GARCH-type models through combined weighted volatility measure and weighted volatility indicators

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE

IF3.9

2024-03-01

PREAI

De Khoo, Zhi; Ng, Kok Haur; Koh, You Beng; Ng, Kooi Huat

Dynamic volatility modelling of Bitcoin using time-varying transition probability Markov-switching GARCH model

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE

IF3.9

2021-04-01

PREAI

Tan, Chia-Yen; Koh, You-Beng; Ng, Kok-Haur; Ng, Kooi-Huat

On the speculative nature of cryptocurrencies: A study on Garman and Klass volatility measure

FINANCE RESEARCH LETTERS

IF6.9

2020-01-01

PREAI

Tan, Shay-Kee; Chan, Jennifer So-Kuen; Ng, Kok-Haur

Quantile range-based volatility measure for modelling and forecasting volatility using high frequency data

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE

IF3.9

2019-01-01

PREAI

Tan, Shay-Kee; Ng, Kok-Haur; Chan, Jennifer So-Kuen; Mohamed, Ibrahim

Efficient modelling and forecasting with range based volatility models and its application

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE

IF3.9

2017-11-01

PREAI

Ng, Kok Haur; Peiris, Shelton; Chan, Jennifer So-Kuen; Allen, David; Ng, Kooi Huat

Estimation and forecasting with logarithmic autoregressive conditional duration models: A comparative study with an application

EXPERT SYSTEMS WITH APPLICATIONS

IF7.5

2014-06-01

PREAI

Ng, K. H.; Peiris, Shelton; Gerlach, Richard

Estimating and simulating Weibull models of risk or price durations: An application to ACD models

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE

IF3.9

2013-08-01

PREAI

Allen, David; Ng, K. H.; Peiris, Shelton

研究方向