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Submissions from 2011

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The mean–variance ratio test—A complement to the coefficient of variation test and the Sharpe ratio test, Zhidong Bai, Keyan Wang, and Wing Keung Wong

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Multivariate causality tests with simulation and application, Zhidong Bai, Wing Keung Wong, and Bingzhi Zhang

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A trinomial test for paired data when there are many ties, Guorui Bian, Michael McAleer, and Wing Keung Wong

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Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models, Shuangzhe Liu, Chris Heyde, and Wing Keung Wong

Submissions from 2010

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Multivariate linear and nonlinear causality tests, Zhidong Bai, Wing Keung Wong, and Bingzhi Zhang

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Grüss-Type Bounds for the Covariance of Transformed Random Variables, Martin Egozcue, Luis Fuentes Garcia, Wing Keung Wong, and Ricardas Zitikis

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Gains from diversification on convex combinations: A majorization and stochastic dominance approach, Martin Egozcue and Wing Keung Wong

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Segregation and Integration: A Study of the Behaviors of Investors with Extended Value Functions, Martin Egozcue and Wing Keung Wong

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A pseudo-Bayesian model in financial decision making with implications to market volatility, under- and overreaction, Kin Lam, Taisheng Liu, and Wing Keung Wong

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Market efficiency of oil spot and futures: A mean-variance and stochastic dominance approach, Hooi Hooi Lean, Michael McAleer, and Wing Keung Wong

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Linearity and stationarity of G7 government bond returns, Venus Khim-Sen Liew, Zhuo Qiao, and Wing Keung Wong

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Stochastic dominance and risk measure: A decision-theoretic foundation for VaR and C-VaR, Chenghu Ma and Wing Keung Wong

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How rewarding is technical analysis? Evidence from Singapore stock market, Wing Keung Wong, Meher Manzur, and Boon-Kiat Chew

Submissions from 2009

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On the Markowitz Mean-Variance Analysis of Self-Financing Portfolios, Zhidong Bai, Huixia Liu, and Wing Keung Wong

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Profitability of Technical Analysis in the Singapore Stock Market: before and after the Asian Financial Crisis, James J Kung and Wing Keung Wong

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Linear and nonlinear causality between changes in consumption and consumer attitudes, Zhuo Qiao, Michael McAleer, and Wing Keung Wong

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Mapping the Presidential Election Cycle in US stock markets, Wing Keung Wong and Michael McAleer

Submissions from 2008

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Is being a super-power more important than being your close neighbour? A study of what moves the Australian stock market, Heng Chen, Russell Smyth, and Wing Keung Wong

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Stochastic dominance and behavior towards risk: The market for Internet stocks, Wai Mun Fong, Hooi Hooi Lean, and Wing Keung Wong

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Are the Asian Equity Markets more Interdependent after the Financial Crisis?, Siew-Yen Foo, Wing Keung Wong, and Terence Tai-Leung Chong

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The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions, Hooi Hooi Lean, Wing Keung Wong, and Xibin Zhang

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Three-factor profile analysis with GARCH innovations, Pui Lam Leung and Wing Keung Wong

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Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market, Zhuo Qiao, Thomas C Chiang, and Wing Keung Wong

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Policy change and lead–lag relations among China's segmented stock markets, Zhuo Qiao, Yuming Li, and Wing Keung Wong

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Volatility switching and regime interdependence between information technology stocks 1995–2005, Zhuo Qiao, Russell Smyth, and Wing Keung Wong

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Prospect and Markowitz stochastic dominance, Wing Keung Wong and Raymond H. Chan

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Preferences over location-scale family, Wing Keung Wong and Chenghu Ma

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Stochastic dominance analysis of Asian hedge funds, Wing Keung Wong, Kok Fai Phoon, and Hooi Hooi Lean

Submissions from 2007

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Stochastic Dominance Analysis of iShares, Dominic Gasbarro, Wing Keung Wong, and J. Kenton Zumwalt

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Revisiting calendar anomalies in Asian stock markets using a stochastic dominance approach, Hooi Hooi Lean, Russell Smyth, and Wing Keung Wong

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Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model, Zhuo Qiao, Venus Khim-Sen Liew, and Wing Keung Wong

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Estimating parameters in autoregressive models in non-normal situations: symmetric innovations, Moti L Tiku, Wing Keung Wong, and Guorui Bian

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Stochastic dominance and mean–variance measures of profit and loss for business planning and investment, Wing Keung Wong

Submissions from 2006

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Elasticity of risk aversion and international trade, Udo Broll, Jack E Wahl, and Wing Keung Wong

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New variance ratio tests to identify random walk from the general mean reversion model, Kin Lam, Chun Mei Wong, and Wing Keung Wong

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Stochastic dominance theory for location-scale family, Wing Keung Wong

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The relationship between stock markets of major developed countries and Asian emerging markets, Wing Keung Wong and Raymond H Chan

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Do money and interest rates matter for stock prices? an econometric study of Singapore and USA, Wing Keung Wong, Habibullah Khan, and Jun Du

Submissions from 2005

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International momentum strategies: a stochastic dominance approach, Wai Mun Fong, Wing Keung Wong, and Hooi Hooi Lean

Submissions from 2004

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The relationship between stock markets of major developed countries and Asian emerging markets, Wing Keung Wong, Jack Penm, Richard Deane Terrell, and Karen Yann Ching Lim

Submissions from 2000

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Robust estimation in Capital Asset Pricing Model, Wing Keung Wong and Guorui Bian

Submissions from 1999

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Extension of stochastic dominance theory to random variables, Chi Kwong Li and Wing Keung Wong

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A note on convex stochastic dominance, Wing Keung Wong and Chi Kwong Li

Submissions from 1998

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Testing for a unit root in an ar(1) model using three and four moment approximations: symmetric distributions, Moti L Tiku and Wing Keung Wong