Michael Chak-sham Wong : Citation Profile

Are you Michael Chak-sham Wong?

City University

4

H index

3

i10 index

148

Citations

RESEARCH PRODUCTION:

22

Articles

RESEARCH ACTIVITY:

   24 years (1995 - 2019). See details.
   Cites by year: 6
   Journals where Michael Chak-sham Wong has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwo188
   Updated: 2023-05-27    RAS profile: 2019-01-16    
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Relations with other researchers

Works with:

Kyophilavong, Phouphet (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:

Caporale, Guglielmo Maria (6)

GUPTA, RANGAN (6)

Balcilar, Mehmet (5)

lucey, brian (5)

HOANG, Thi Hong Van (4)

Plastun, Alex (4)

Smales, Lee (4)

LE, Thai-Ha (3)

Chang, Youngho (3)

Narayan, Paresh (2)

Wong, Wing-Keung (2)

Cites to:

Campbell, John (7)

Shiller, Robert (5)

Shahbaz, Muhammad (5)

Kyophilavong, Phouphet (4)

MacDonald, Ronald (3)

Bollerslev, Tim (3)

Bahmani-Oskooee, Mohsen (3)

Jensen, Michael (3)

Vieira, Flavio (3)

Froot, Kenneth (3)

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
Omega2
Journal of the Operational Research Society2

Recent works citing Michael Chak-sham Wong (2022 and 2021)

YearTitle of citing document
2022On Stock Return Patterns Following Large Monthly Price Movements: Empirical Evidence from India. (2022). Sendilvelu, Kannadas ; Parthasarathy, Srikanth. In: Economic Thought journal. RePEc:bas:econth:y:2022:i:3:p:249-268.

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2022Periodicity of trading activity in foreign exchange markets. (2022). Chen, Tao ; Chang, Haodong. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:2:p:445-465.

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2021Macroeconomic forecasts and commodity futures volatility. (2021). Liu, Xiaoquan ; Jiang, Ying ; Deschamps, Bruno ; Guo, Ranran ; Ye, Wuyi. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:981-994.

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2021Media effects matter: Macroeconomic announcements in the gold futures market. (2021). Yu, Fengyan ; Li, Wenyu ; Sun, Wenjia ; Liang, QI. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:1-12.

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2022Scheduled macroeconomic news announcements and intraday market sentiment. (2022). Ryu, Doojin ; Cho, Hoon ; Seok, Sangik. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000882.

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2021How do macroeconomic news surprises affect round-the-clock price discovery of gold?. (2021). Ilango, Balakrishnan ; Sehgal, Sanjay ; Sobti, Neharika. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002209.

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2022Co-jumps in the U.S. interest rates and precious metals markets and their implications for investors. (2022). Downing, Gareth ; Semeyutin, Artur. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000503.

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2021Financial access and interest rate spread: An international assessment. (2021). Galvis Ciro, Juan Camilo ; Gargalhone, Micheli ; Galvis-Ciro, Juan Camilo ; de Moraes, Claudio . In: Journal of Economics and Business. RePEc:eee:jebusi:v:114:y:2021:i:c:s0148619520304021.

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2022Economic drivers of volatility and correlation in precious metal markets. (2022). Nguyen, Duc Khuong ; Goutte, Stéphane ; Walther, Thomas ; Dinh, Theu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:28:y:2022:i:c:s240585132100074x.

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2021The GOLD market as a safe haven against the stock market uncertainty: Evidence from geopolitical risk. (2021). ben Maatoug, Abderrazek ; Triki, Mohamed Bilel . In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s030142072030903x.

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2021Oil-gold nexus: Evidence from regime switching-quantile regression approach. (2021). Mokni, Khaled ; Youssef, Manel. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002270.

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2022Upward/downward multifractality and efficiency in metals futures markets: The impacts of financial and oil crises. (2022). Kang, Sanghoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000940.

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2022Does golds hedging uncertainty aura fade away?. (2022). Moldovan, Nicoleta-Claudia ; Lobon, Oana-Ramona ; Umar, Muhammad ; Pang, Lidong ; Su, Chi-Wei. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s030142072200174x.

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2022How does the COVID-19 outbreak affect the causality between gold and the stock market? New evidence from the extreme Granger causality test. (2022). Hong, Yanran ; Ma, Feng ; Wang, LU ; Liang, Chao. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003051.

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2022Out-of-sample predictability of gold market volatility: The role of US Nonfarm Payroll. (2022). Gupta, Rangan ; Bouri, Elie ; Salisu, Afees A. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:86:y:2022:i:c:p:482-488.

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2023Interest margins, lending rates and bank productivity among Chinese provinces. (2023). Menna, Lorenzo ; Zhang, Lin ; Jiang, Lunan ; Dia, Enzo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:104-127.

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2022False Safe Haven Assets: Evidence From the Target Volatility Strategy Based on Recurrent Neural Network. (2022). Będowska-Sójka, Barbara ; Perez, Katarzyna ; Grobelny, Przemysaw ; Bdowska-Sojka, Barbara ; Kaczmarek, Tomasz. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531921002312.

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2023Heterogeneous Impacts of Policy Sentiment with Different Themes on Real Estate Market: Evidence from China. (2023). Liu, Shuqin ; Lv, Benfu ; Ma, Diandian. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:2:p:1690-:d:1037103.

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2022Economic drivers of volatility and correlation in precious metal markets. (2022). Walther, Thomas ; Nguyen, Khuong ; Goutte, Stephane ; Dinh, Theu. In: Working Papers. RePEc:hal:wpaper:halshs-03672469.

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2021What explains the investment decision-making behaviour? The role of financial literacy and financial risk tolerance. (2021). Binti, Dewi Fariha ; Noreen, Umara ; Ahmed, Zaheer. In: Afro-Asian Journal of Finance and Accounting. RePEc:ids:afasfa:v:11:y:2021:i:1:p:1-19.

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2021Gold and oil prices: abnormal returns, momentum and contrarian effects. (2021). Plastun, Alex ; Caporale, Guglielmo Maria. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:35:y:2021:i:3:d:10.1007_s11408-021-00380-w.

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2021Interest Rate Spreads in the Baltics and the Rest of the Euro Area: Understanding the Factors behind the Differences. (2021). Vilerts, Karlis ; Benkovskis, Konstantins ; Tkacevs, Olegs. In: Discussion Papers. RePEc:ltv:dpaper:202102.

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2022Will Gold Always Shine amid World Uncertainty?. (2022). Lobon, Oana-Ramona ; Umar, Muhammad ; Pang, Lidong ; Su, Chi-Wei. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:58:y:2022:i:12:p:3425-3438.

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2021Out-of-Sample Predictability of Gold Market Volatility: The Role of US Nonfarm Payroll. (2021). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202143.

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2021Does economic uncertainty matter in international commodity futures markets?. (2021). Kim, Sunyoung ; Kwon, Kyung Yoon. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:849-869.

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2021The response of precious metal futures markets to unconventional monetary surprises in the presence of uncertainty. (2021). Chebbi, Tarek. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:1897-1916.

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2021The relationship between gold price and the American financial market. (2021). Bejaoui, Azza ; Regaieg, Rym ; Mgadmi, Nidhal ; Moussa, Wajdi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:6149-6155.

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2021Forty years of the Journal of Futures Markets: A bibliometric overview. (2021). Kumar, Satish ; Baker, Kent H ; Pandey, Nitesh. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:7:p:1027-1054.

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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]		article10
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]		article8
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]		article17
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]		article1
2019Are Devaluations Expansionary in Laos? In: Global Business Review.
[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]		article3
2005Equity ownership and management control in Sino-foreign joint venture hotels In: The Service Industries Journal.
[Full Text][Citation analysis]		article4
2001What moves the gold market? In: Journal of Futures Markets.
[Full Text][Citation analysis]		article99
2011THE BEAR MARKET IN CHINA: WHICH TRADES PUSH THE STOCK PRICES DOWN? In: Annals of Financial Economics (AFE).
[Full Text][Citation analysis]		article0

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