Michael Chak-sham Wong : Citation Profile


Are you Michael Chak-sham Wong?

City University

4

H index

1

i10 index

106

Citations

RESEARCH PRODUCTION:

22

Articles

RESEARCH ACTIVITY:

   22 years (1995 - 2017). See details.
   Cites by year: 4
   Journals where Michael Chak-sham Wong has often published
   Relations with other researchers
   Recent citing documents: 39.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwo188
   Updated: 2020-08-01    RAS profile: 2019-01-16    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Szilagyi, Peter (2)

Batten, Jonathan (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Michael Chak-sham Wong.

Is cited by:

lucey, brian (6)

Balcilar, Mehmet (5)

GUPTA, RANGAN (4)

HOANG, Thi Hong Van (4)

Chang, Youngho (3)

LE, Thai-Ha (3)

Caporale, Guglielmo Maria (3)

Smales, Lee (3)

Lean, Hooi Hooi (2)

Batten, Jonathan (2)

CHONG, Terence Tai Leung (2)

Cites to:

Campbell, John (7)

Shiller, Robert (5)

Shahbaz, Muhammad (5)

Kyophilavong, Phouphet (4)

Jensen, Michael (3)

Hall, Maximilian (2)

Bollerslev, Tim (2)

Lo, Andrew (2)

Summers, Lawrence (2)

Shleifer, Andrei (2)

Pancaro, Cosimo (2)

Main data


Where Michael Chak-sham Wong has published?


Journals with more than one article published# docs
Emerging Markets Finance and Trade6
Journal of the Operational Research Society2
Omega2

Recent works citing Michael Chak-sham Wong (2018 and 2017)


YearTitle of citing document
2020Net Interest Marginof Commercial Banks in Vietnam. (2020). McAleer, Michael ; Suu, Nguyen Duy ; Pho, Kim-Hung ; Luu, Thu-Quang. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:24:y:2020:i:1:p:1-27.

Full description at Econpapers || Download paper

2020Does strategic commodities price respond to U.S. Partisan Conflict? Evidence from a parametric test of Granger causality in quantiles. (2018). Jiang, Yong. In: Papers. RePEc:arx:papers:1810.08396.

Full description at Econpapers || Download paper

2020Trade development between China and countries along the Belt and Road: A spatial econometric analysis based on trade competitiveness and complementarity. (2020). Chen, Dabo ; YAO, Aiping . In: Pacific Economic Review. RePEc:bla:pacecr:v:25:y:2020:i:2:p:205-227.

Full description at Econpapers || Download paper

2018The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin. (2018). Roubaud, David ; Bouri, Elie ; Elie, Bouri ; Al-Khazali, Osamah. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00024.

Full description at Econpapers || Download paper

2017Gold and inflation(s) – A time-varying relationship. (2017). Lucey, Brian M ; Vigne, Samuel A ; Sharma, Susan Sunila. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:88-101.

Full description at Econpapers || Download paper

2018The macroeconomic determinants of commodity futures volatility: Evidence from Chinese and Indian markets. (2018). Gupta, Rakesh ; Singh, Tarlok ; Li, Bin ; Mo, DI. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:543-560.

Full description at Econpapers || Download paper

2018Forecasting gold futures market volatility using macroeconomic variables in the United States. (2018). Fang, Libing ; Xiao, Wen ; Yu, Honghai. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:249-259.

Full description at Econpapers || Download paper

2020Volatility transmission to the fine wine market. (2020). ben Ameur, Hachmi ; le Fur, Eric ; Lefur, Eric . In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:307-316.

Full description at Econpapers || Download paper

2019An information theory perspective on the informational efficiency of gold price. (2019). Fernandez Bariviera, Aurelio ; Rosso, Osvaldo A ; Sorrosal-Forradellas, Teresa M ; Font-Ferrer, Alejandro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818304534.

Full description at Econpapers || Download paper

2017Heavy tails and asymmetry of returns in the Russian stock market. (2017). Ankudinov, Andrei ; Ibragimov, Rustam ; Lebedev, Oleg . In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:200-219.

Full description at Econpapers || Download paper

2019The short- and long-run efficiency of energy, precious metals, and base metals markets: Evidence from the exponential smooth transition autoregressive models. (2019). Cagli, Efe Caglar ; Mandaci, Pinar Evrim ; Taskin, Dilvin. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303354.

Full description at Econpapers || Download paper

2017How do banks determine their spreads under credit and liquidity risks during business cycles?. (2017). Guloglu, Bulent ; Aydemir, Resul. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:46:y:2017:i:c:p:147-157.

Full description at Econpapers || Download paper

2019The influence of investor sentiment on the monetary policy announcement liquidity response in precious metal markets. (2019). lucey, brian ; Smales, L A. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:60:y:2019:i:c:p:19-38.

Full description at Econpapers || Download paper

2019The risk premium of gold. (2019). Simen, Chardin Wese ; Prokopczuk, Marcel ; Benno, Duc Binh. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:94:y:2019:i:c:p:140-159.

Full description at Econpapers || Download paper

2017Commodity market volatility in the presence of U.S. and Chinese macroeconomic news. (2017). Smales, L A. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:7:y:2017:i:c:p:15-27.

Full description at Econpapers || Download paper

2018Does gold act as a safe haven against exchange rate fluctuations? The case of Pakistan rupee. (2018). Qureshi, Saba. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:40:y:2018:i:4:p:685-708.

Full description at Econpapers || Download paper

2018What drives the demand for information in the commodity market?. (2018). Aharon, David Y ; Qadan, Mahmoud. In: Resources Policy. RePEc:eee:jrpoli:v:59:y:2018:i:c:p:532-543.

Full description at Econpapers || Download paper

2020Stationarity of prices of precious and industrial metals using recent unit root methods: Implications for markets’ efficiency. (2020). Wahab, Bashir ; Adewuyi, Adeolu O ; Adeboye, Olusegun S. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719305987.

Full description at Econpapers || Download paper

2019The volatility effect on precious metals price returns in a stochastic volatility in mean model with time-varying parameters. (2019). Ozdemir, Zeynel ; Balcilar, Mehmet. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119313445.

Full description at Econpapers || Download paper

2017Does gold Liquidity learn from the greenback or the equity?. (2017). Smimou, K. In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:461-479.

Full description at Econpapers || Download paper

2018Nexus between the banking sector interest rate spread and interbank borrowing rate: An econometric investigation for Bangladesh. (2018). Kashem, Mohammad Abul ; Rahman, Mohammad Mafizur. In: Research in International Business and Finance. RePEc:eee:riibaf:v:43:y:2018:i:c:p:34-47.

Full description at Econpapers || Download paper

2018The impact of monetary policy on gold price dynamics. (2018). Fan, Jingwen ; Tucker, Jon ; Zhu, Yanhui. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:319-331.

Full description at Econpapers || Download paper

2017Institutional investor behavioral biases: syntheses of theory and evidence. (2017). Ahmad, Zamri ; Tuyon, Jasman ; Ibrahim, Haslindar. In: Management Research Review. RePEc:eme:mrrpps:mrr-04-2016-0091.

Full description at Econpapers || Download paper

2017Behavior of fund managers in Malaysian investment management industry. (2017). Ahmad, Zamri ; Tuyon, Jasman ; Ibrahim, Haslindar. In: Qualitative Research in Financial Markets. RePEc:eme:qrfmpp:qrfm-08-2016-0024.

Full description at Econpapers || Download paper

2018The volatility effect on precious metals prices in a stochastic volatility in mean model with time-varying parameters. (2018). Ozdemir, Zeynel ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-34.pdf.

Full description at Econpapers || Download paper

2018Common Banking across Heterogenous Regions. (2018). Menna, Lorenzo ; Dia, Enzo ; Zhang, Lin ; Jiang, Lunan. In: CFDS Discussion Paper Series. RePEc:fds:dpaper:201802.

Full description at Econpapers || Download paper

2019Bank Interest Rate Margin, Portfolio Composition and Institutional Constraints. (2019). Sathye, Milind ; Liu, Li Xian. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:121-:d:249615.

Full description at Econpapers || Download paper

2018Linking Importance–Performance Analysis, Satisfaction, and Loyalty: A Study of Savannah, GA. (2018). Deng, Jinyang ; Pierskalla, Chad D. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:3:p:704-:d:134797.

Full description at Econpapers || Download paper

2017The Risk Premium of Gold. (2017). Prokopczuk, Marcel ; Simen, Chardin Wese ; Benno, Duc Binh. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-616.

Full description at Econpapers || Download paper

2019Bitcoin fluctuations and the frequency of price overreactions. (2019). Plastun, Alex ; Oliinyk, Viktor ; Caporale, Guglielmo Maria. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:33:y:2019:i:2:d:10.1007_s11408-019-00332-5.

Full description at Econpapers || Download paper

2017The Impact of Macroeconomic News Surprises and Uncertainty of Major Economies on Returns and Volatility of Oil Futures. (2017). GUPTA, RANGAN ; Bahloul, Walid. In: Working Papers. RePEc:pre:wpaper:201715.

Full description at Econpapers || Download paper

2019The Risk Exposures of Safe Havens to Global and Regional Stock Market Shocks: A Novel Approach. (2019). Wohar, Mark ; GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201915.

Full description at Econpapers || Download paper

2018Volatility persistence and asymmetry under the microscope: The role of information demand for gold and oil. (2018). Panagiotidis, Theodore ; Bampinas, Georgios ; Rouska, Christina. In: Working Paper series. RePEc:rim:rimwps:18-13.

Full description at Econpapers || Download paper

2017Market efficiency of gold exchange-traded funds in India. (2017). Nargunam, Rupel ; Anuradha, N. In: Financial Innovation. RePEc:spr:fininn:v:3:y:2017:i:1:d:10.1186_s40854-017-0064-y.

Full description at Econpapers || Download paper

2017Do Scheduled Macroeconomic Announcements Influence Energy Price Jumps?. (2017). Chan, Kam Fong ; Gray, Philip. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:37:y:2017:i:1:p:71-89.

Full description at Econpapers || Download paper

2018The importance of global economic policy uncertainty in predicting gold futures market volatility: A GARCH‐MIDAS approach. (2018). Chen, Baizhu ; Fang, Libing ; Qian, Yichuo ; Yu, Honghai. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:38:y:2018:i:3:p:413-422.

Full description at Econpapers || Download paper

2018Volatility jumps and macroeconomic news announcements. (2018). Gray, Philip ; Chan, Kam F. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:38:y:2018:i:8:p:881-897.

Full description at Econpapers || Download paper

2017LONG RANGE DEPENDENCE AND STRUCTURAL BREAKS IN THE GOLD MARKETS. (2017). CHONG, Terence Tai Leung ; Leung, Terence Tai ; Chan, Wing Hong ; Lu, Chenxi. In: The Singapore Economic Review (SER). RePEc:wsi:serxxx:v:65:y:2017:i:02:n:s0217590817500096.

Full description at Econpapers || Download paper

2017Does investor attention matter? The attention-return relation in gold futures market. (2017). Yin, Libo ; Han, Liyan ; Xu, Yang. In: Economics Discussion Papers. RePEc:zbw:ifwedp:201737.

Full description at Econpapers || Download paper

Works by Michael Chak-sham Wong:


YearTitleTypeCited
1997Fund management performance, trend-chasing technical analysis and investment horizons: a case study In: Omega.
[Full Text][Citation analysis]
article0
1999The practice of investment management in Hong Kong: market forecasting and stock selection In: Omega.
[Full Text][Citation analysis]
article7
2008Macro stress tests and history-based stressed PD: the case of Hong Kong In: Journal of Financial Regulation and Compliance.
[Full Text][Citation analysis]
article1
2004Adoption of e-learning for work-based training: an exploratory study of the Hong Kong apparel industry In: International Journal of Innovation and Learning.
[Full Text][Citation analysis]
article0
2005Crafting an effective customer retention strategy: a review of halo effect on customer satisfaction in online auctions In: International Journal of Management and Enterprise Development.
[Full Text][Citation analysis]
article1
2003Market risk management of banks: implications from the accuracy of Value-at-Risk forecasts In: Journal of Forecasting.
[Full Text][Citation analysis]
article1
1997Abnormal Stock Returns Following Large One-day Advances and Declines: Evidence from Asia-Pacific Markets In: Asia-Pacific Financial Markets.
[Full Text][Citation analysis]
article4
2006The Importance and Performance of Key Success Factors of International Joint Venture Hotels in China In: Chinese Economy.
[Full Text][Citation analysis]
article1
2008The Determinants of Net Interest Margins of Commercial Banks in Mainland China In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
article9
2012Timing Ability of China Mutual Fund Investors In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
article0
2014Guest Editors Introduction: Emerging Market Risk Management In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
article0
2014Guest Editors Introduction: Emerging Market Risk Management.(2014) In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2014Stock Market Spread Trading: Argentina and Brazil Stock Indexes In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
article2
2014Stock Market Spread Trading: Argentina and Brazil Stock Indexes.(2014) In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2009Financial risk forecasting with nonlinear dynamics and support vector regression In: Journal of the Operational Research Society.
[Full Text][Citation analysis]
article0
2014On the formulation of credit barrier model using radial basis functions In: Journal of the Operational Research Society.
[Full Text][Citation analysis]
article0
In: .
[Full Text][Citation analysis]
article0
1995Market reactions to several popular trend-chasing technical signals In: Applied Economics Letters.
[Full Text][Citation analysis]
article0
2017Impacts of trade liberalization with China and Chinese FDI on Laos: evidence from the CGE model In: Journal of Chinese Economic and Business Studies.
[Full Text][Citation analysis]
article1
2005Equity ownership and management control in Sino-foreign joint venture hotels In: The Service Industries Journal.
[Full Text][Citation analysis]
article3
2001What moves the gold market? In: Journal of Futures Markets.
[Full Text][Citation analysis]
article76
2011THE BEAR MARKET IN CHINA: WHICH TRADES PUSH THE STOCK PRICES DOWN? In: Annals of Financial Economics (AFE).
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 2 2020. Contact: CitEc Team