Wing-Keung Wong : Citation Profile


Are you Wing-Keung Wong?

Asia University

14

H index

29

i10 index

841

Citations

RESEARCH PRODUCTION:

182

Articles

142

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   30 years (1990 - 2020). See details.
   Cites by year: 28
   Journals where Wing-Keung Wong has often published
   Relations with other researchers
   Recent citing documents: 80.    Total self citations: 193 (18.67 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwo79
   Updated: 2021-03-01    RAS profile: 2021-01-24    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

McAleer, Michael (45)

Chang, Chia-Lin (20)

Guo, Xu (18)

GUPTA, RANGAN (13)

Clark, Ephraim (6)

Guo, Xu (6)

Lean, Hooi Hooi (5)

Chow, Sheung (3)

Plakandaras, Vasilios (3)

EL KHAMLICHI, ABDELBARI (3)

Bouri, Elie (2)

Zhu, Lixing (2)

Demirer, Riza (2)

Batmunkh, Munkh-Ulzii (2)

CHONG, Terence Tai Leung (2)

Wagner, Niklas (2)

Rjoub, Husam (2)

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

Is cited by:

McAleer, Michael (32)

GUPTA, RANGAN (27)

Lean, Hooi Hooi (22)

Shintani, Mototsugu (11)

LINTON, OLIVER (8)

Tiwari, Aviral (8)

Hammoudeh, Shawkat (7)

Vo, Duc (7)

Claveria, Oscar (7)

Demirer, Riza (6)

Shahbaz, Muhammad (6)

Cites to:

Lean, Hooi Hooi (297)

McAleer, Michael (291)

Guo, Xu (166)

Guo, Xu (68)

Clark, Ephraim (67)

Markowitz, Harry (62)

GUPTA, RANGAN (54)

Davidson, Russell (47)

Hanoch, Giora (44)

Duclos, Jean-Yves (44)

HOANG, Thi Hong Van (41)

Main data


Where Wing-Keung Wong has published?


Journals with more than one article published# docs
Sustainability17
Advances in Decision Sciences10
Journal of Risk and Financial Management10
European Journal of Operational Research9
Annals of Financial Economics (AFE)7
Economics Letters5
Mathematics and Computers in Simulation (MATCOM)5
Risk Management5
Applied Economics5
Applied Financial Economics4
Economies4
Economic Modelling4
International Association of Decision Sciences4
Applied Economics Letters3
Statistics & Probability Letters3
Pacific-Basin Finance Journal3
The Japanese Economic Review3
Economics Bulletin3
Accounting and Finance2
Mathematical Problems in Engineering2
Journal of Multinational Financial Management2
Quantitative Finance2
Estudios de Economia2
Global Economic Review2
International Review of Economics & Finance2
Journal of Management Sciences2
Energies2
Physica A: Statistical Mechanics and its Applications2
Journal of Asian Economics2
Statistical Papers2
Studies in Economics and Finance2
The North American Journal of Economics and Finance2
Journal of Business & Economic Statistics2
Multinational Finance Journal2
Resources Policy2
International Journal of Production Economics2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany46
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute22
Documentos de Trabajo del ICAE / Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico14
Tinbergen Institute Discussion Papers / Tinbergen Institute11
Post-Print / HAL9
Working Papers / University of Pretoria, Department of Economics7
KIER Working Papers / Kyoto University, Institute of Economic Research6
CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo3
Finance Working Papers / East Asian Bureau of Economic Research3
CARF F-Series / Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo2
Dresden Discussion Paper Series in Economics / Technische Universität Dresden, Faculty of Business and Economics, Department of Economics2

Recent works citing Wing-Keung Wong (2021 and 2020)


YearTitle of citing document
2020Protecting Scientific Integrity and Public Policy Pronouncements on COVID-19. (2020). McAleer, Michael. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:24:y:2020:i:1:p:70-84.

Full description at Econpapers || Download paper

2020Electricity Consumption and Economic Growth: A Time-Series Study on Pakistan. (2020). Gilal, Muhammad Akram ; Farooq, Sohail ; Khan, Raza Muhammad. In: Global Economics Review. RePEc:aaw:journl:v:5:y:2020:i:1:p:24-37.

Full description at Econpapers || Download paper

2020Promoting Improved Agricultural Technologies to Increase Smallholder Farm Production Efficiency: Ghanaian Study of Cassava Farmers. (2020). Ndebugri, Joseph ; Ndzebah, Samuel Kwesi ; Inkoom, Emmanuel Wisgtos. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:305329.

Full description at Econpapers || Download paper

2020Protecting Scientific Integrity and Public Policy Pronouncements on COVID-19. (2020). McAleer, Michael. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:1:p:70-84.

Full description at Econpapers || Download paper

2020Comments on Recent COVID-19 Research in JAMA. (2020). McAleer, Michael. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:3:p:63-83.

Full description at Econpapers || Download paper

2020Investing with Cryptocurrencies -- evaluating their potential for portfolio allocation strategies. (2020). Elendner, Hermann ; Hardle, Wolfgang Karl ; Trimborn, Simon ; Petukhina, Alla. In: Papers. RePEc:arx:papers:2009.04461.

Full description at Econpapers || Download paper

2020Does it pay to be green? A disaggregated analysis of U.S. firms with green patents. (2020). Przychodzen, Wojciech ; Segbotangni, Elyse A ; van Hoang, Thi Hong. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:3:p:1331-1361.

Full description at Econpapers || Download paper

2020Volatility transmission and volatility impulse response functions in the main and the satellite Renminbi exchange rate markets. (2020). Tsang, Andrew ; Funke, Michael ; Loermann, Julius. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2020_022.

Full description at Econpapers || Download paper

2020Econophysical bourse volatility – Global Evidence. (2020). Ghosh, Bikramaditya ; Mc, Krishna. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:2:p:87-107.

Full description at Econpapers || Download paper

2020Changes of the Time Intervals Specific to Calendar Anomalies: the Case of TOQ Effect on Bucharest Stock Exchange. (2020). RAMONA, DUMITRIU ; Razvan, Stefanescu. In: Risk in Contemporary Economy. RePEc:ddj:fserec:y:2020:p:264-273.

Full description at Econpapers || Download paper

2020Multivariate Stochastic Dominance: A Parametric Approach. (2020). Lozza, Sergio Ortobelli ; Kouaissah, Noureddine. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00368.

Full description at Econpapers || Download paper

2020How do Calendar Anomalies Affect an Investment Choice? A Proposal of an Analytic Hierarchy Process Model. (2020). Marcarelli, Gabriella ; Rossi, Matteo ; Lucadamo, Antonio ; Ferraro, Antonella. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-01-30.

Full description at Econpapers || Download paper

2020Interplay of the Macroeconomy and Real Estate: Systematic Review of Literature. (2020). Haw, Chan Tze ; Kwakye, Benjamin. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-05-30.

Full description at Econpapers || Download paper

2021Can the Leading US Energy Stock Prices be Predicted using the Ichimoku Cloud?. (2021). Kamalov, Firuz ; Gurrib, Ikhlaas ; Elshareif, Elgilani . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-7.

Full description at Econpapers || Download paper

2020The impact of Coronavirus (COVID-19) outbreak on faith-based investments: An original analysis. (2020). Sherif, Mohamed. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303300.

Full description at Econpapers || Download paper

2020Assessing the price dynamics of onshore and offshore RMB markets: An ITS model approach. (2020). Wang, Shouyang ; Zheng, Jiali ; Bao, Qin ; Sun, Yuying. In: China Economic Review. RePEc:eee:chieco:v:62:y:2020:i:c:s1043951x20300730.

Full description at Econpapers || Download paper

2020Alternative estimation method of earnings growth rate for PEGR strategy. (2020). Hsu, Chuan-Hao ; Chiang, Yi-Chein ; Liao, Tung Liang ; Ke, Mei-Chu ; Wang, Ming-Hui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300875.

Full description at Econpapers || Download paper

2020Time-varying asymmetric volatility spillover between global markets and China’s A, B and H-shares using EGARCH and DCC-EGARCH models. (2020). Singh, Anuradha ; Powell, Robert ; Yong, J ; Do, A. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940819301342.

Full description at Econpapers || Download paper

2020Portfolio diversification based on stochastic dominance under incomplete probability information. (2020). Kuosmanen, Timo ; Xu, Peng ; Liesio, Juuso. In: European Journal of Operational Research. RePEc:eee:ejores:v:286:y:2020:i:2:p:755-768.

Full description at Econpapers || Download paper

2020Dynamic interdependence of ASEAN5 with G5 stock markets. (2020). Liow, Kim ; Song, Jeongseop. In: Emerging Markets Review. RePEc:eee:ememar:v:45:y:2020:i:c:s1566014120300042.

Full description at Econpapers || Download paper

2020Price and volatility linkages between international REITs and oil markets. (2020). Soytas, Ugur ; GUPTA, RANGAN ; Gormus, Alper ; Nazlioglu, Saban. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301195.

Full description at Econpapers || Download paper

2020Do urbanization, income, and trade affect electricity consumption across Chinese provinces?. (2020). Tiwari, Aviral ; Gregori, Tullio. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301407.

Full description at Econpapers || Download paper

2020Asymmetric effects of geopolitical risks on energy returns and volatility under different market conditions. (2020). Zhang, Zitao ; Chen, Jinyu ; Hong, Kairong ; Qin, Yun . In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301912.

Full description at Econpapers || Download paper

2020Power supply and manufacturing growth: Evidence from Cameroon. (2020). Samuel, Fambon ; Amadu, Ismaila. In: Energy Policy. RePEc:eee:enepol:v:147:y:2020:i:c:s0301421520306339.

Full description at Econpapers || Download paper

2020Hedge fund strategies: A non-parametric analysis. (2020). Canepa, Alessandra ; Skinner, Frank S ; De, Maria. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521919301802.

Full description at Econpapers || Download paper

2020Dynamic and frequency-domain spillover among economic policy uncertainty, stock and housing markets in China. (2020). Xia, Tongshui ; Geng, Jiang-Bo ; Yao, Chen-Xi. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521919303126.

Full description at Econpapers || Download paper

2020The profitability of technical trading rules in the Bitcoin market. (2020). Gerritsen, Dirk ; Bouri, Elie ; Roubaud, David ; Ramezanifar, Ehsan. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319303770.

Full description at Econpapers || Download paper

2020Mean-variance model and investors’ diversification attitude: A theoretical revisit. (2020). Koumou, Gilles Boevi. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612318306160.

Full description at Econpapers || Download paper

2020Regime dependent effects and cyclical volatility spillover between crude oil price movements and stock returns. (2020). Onwuka, Kevin O ; Urom, Christian ; Yuni, Denis N ; Uma, Kalu E. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:10-29.

Full description at Econpapers || Download paper

2020Can China’s cross-sectional dispersion of stock returns influence the herding behaviour of traders in other local markets and China’s trading partners?. (2020). McGowan, C B ; Matemilola, Bolaji Tunde ; Bany-Ariffin, A N ; Chong, Oiping. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s1042443119302495.

Full description at Econpapers || Download paper

2020Eastern Halloween effect: A stochastic dominance approach. (2020). Li, YA ; Ali, Y ; Chow, Sheung Chi ; Cheng, Wui Wing ; Chui, David. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:68:y:2020:i:c:s1042443120301256.

Full description at Econpapers || Download paper

2020Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks. (2020). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:933-948.

Full description at Econpapers || Download paper

2020How does background risk affect portfolio choice: An analysis based on uncertain mean-variance model with background risk. (2020). Huang, Xiaoxia ; Yang, Tingting. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302997.

Full description at Econpapers || Download paper

2020Comparing high-dimensional conditional covariance matrices: Implications for portfolio selection. (2020). Ruiz, Esther ; Moura, Guilherme V. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301485.

Full description at Econpapers || Download paper

2020Regret aversion and asymmetric price distribution. (2020). Welzel, Peter ; Broll, Udo ; Wong, Kit Pong. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494920300037.

Full description at Econpapers || Download paper

2020The effect of credit card versus mobile payment on convenience and consumers’ willingness to pay. (2020). Wilken, Robert ; Maier, Erik ; Boden, Joe. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:52:y:2020:i:c:s096969891930219x.

Full description at Econpapers || Download paper

2020Revisiting the valuable roles of commodities for international stock markets. (2020). Czudaj, Robert ; Hussain, Syed Jawad ; Bouri, Elie ; Ali, Sajid. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719307275.

Full description at Econpapers || Download paper

2020The impact of oil and gold price fluctuations on the South African equity market: Volatility spillovers and financial policy implications. (2020). Bonga-Bonga, Lumengo ; Morema, Kgotso. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420719305999.

Full description at Econpapers || Download paper

2020Macro factors and the realized volatility of commodities: A dynamic network analysis. (2020). Zhang, Dayong ; Wei, Lijian ; Ji, Qiang ; Hu, Min. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720303718.

Full description at Econpapers || Download paper

2020Quantitative approach to estimating crude oil supply in Southern Europe. (2020). Klepikov, Vladimir Vladimirovich. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420719309341.

Full description at Econpapers || Download paper

2020Regional electricity demand and economic transition in China. (2020). He, Gang ; Liu, XU ; Lin, Jiang. In: Utilities Policy. RePEc:eee:juipol:v:64:y:2020:i:c:s0957178720300424.

Full description at Econpapers || Download paper

2020Gold and portfolio diversification: A stochastic dominance analysis of the Dow Jones Islamic indices. (2020). Zoubi, Taisier A ; Alkhazali, Osamah M. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x19303324.

Full description at Econpapers || Download paper

2020Forecasting Chinese industry return volatilities with RMB/USD exchange rate. (2020). Dong, Xiaodi ; Zhu, Huan ; Dai, Zhifeng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316929.

Full description at Econpapers || Download paper

2020A novel Granger causality method based on HSIC-Lasso for revealing nonlinear relationship between multivariate time series. (2020). Han, Min ; Li, Baisong ; Ren, Weijie. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:541:y:2020:i:c:s0378437119318217.

Full description at Econpapers || Download paper

2020Medium-term cycles in the dynamics of the Dow Jones Index for the period 1985–2019. (2020). Rodriguez, E ; Alvarez-Ramirez, J ; Ibarra-Valdez, C. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:546:y:2020:i:c:s037843711932223x.

Full description at Econpapers || Download paper

2020Behavioral data-driven analysis with Bayesian method for risk management of financial services. (2020). Yu, Min-Teh ; Sun, Edward W. In: International Journal of Production Economics. RePEc:eee:proeco:v:228:y:2020:i:c:s0925527320301250.

Full description at Econpapers || Download paper

2020Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis. (2020). Bouri, Elie ; Roubaud, David ; Hussain, Syed Jawad ; Lucey, Brian ; Kristoufek, Ladislav. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:156-164.

Full description at Econpapers || Download paper

2020Whose trades move stock prices? Evidence from the Taiwan Stock Exchange. (2020). Lin, Zong-Wei ; Hung, Pi-Hsia ; Lien, Donald. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:25-50.

Full description at Econpapers || Download paper

2020Social Risks of International Labour Migration in the Context of Global Challenges. (2020). Honchar, Liudmyla ; Oliinyk, Halyna ; Denysiuk, Iryna ; Liakisheva, Anna ; Kuzior, Aleksandra. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:9:p:197-:d:408248.

Full description at Econpapers || Download paper

2021Economic Calculus Qua an Instrument to Support Sustainable Development under Increasing Risk. (2021). Drozdowski, Grzegorz. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:1:p:15-:d:473510.

Full description at Econpapers || Download paper

2020Achieving Portfolio Diversification for Individuals with Low Financial Sustainability. (2020). Ho, Jang ; Kim, Woo Chang ; Lee, Yongjae. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:17:p:7073-:d:406234.

Full description at Econpapers || Download paper

2020Individual Investors, Average Skewness, and Market Returns. (2020). Park, Yuen Jung ; Kim, Jungmu. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:20:p:8357-:d:426280.

Full description at Econpapers || Download paper

2020Does ESG Affect the Stability of Dividend Policies in Europe?. (2020). Sarmento, Joaquim Miranda ; Barros, Victor ; Matos, Pedro Verga. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:21:p:8804-:d:433529.

Full description at Econpapers || Download paper

2020Sustainable Development of Entrepreneurial Orientation through Social Drivers. (2020). Munkhdelger, Tsevegjav ; Dadvari, Alaleh ; Altantsetseg, Purevdulam ; Moslehpour, Massoud ; Lkhagvasuren, Gerelt-Od. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:21:p:8816-:d:433780.

Full description at Econpapers || Download paper

2020Traditional Foods at the Click of a Button: The Preference for the Online Purchase of Romanian Traditional Foods during the COVID-19 Pandemic. (2020). Vermeir, Iris ; Petrescu-Mag, Ruxandra Malina ; Banatean-Dunea, Ioan ; Crista, Florin Laurentiu. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:23:p:9956-:d:452822.

Full description at Econpapers || Download paper

2020A Dynamic Credit Index System for TSMEs in China Using the Delphi and Analytic Hierarchy Process (AHP) Methods. (2020). Jia, Zhuoqiang ; Yu, AO ; Herrera, Francisco ; Deng, KE ; Zhang, Weike. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:5:p:1715-:d:324916.

Full description at Econpapers || Download paper

2020Sustainable Portfolio Optimization with Higher-Order Moments of Risk. (2020). Waqar, Syed M ; Imdad, Rana Shahid ; Khan, Kanwal Iqbal ; Ghafoor, Muhammad Mudassar. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:5:p:2006-:d:328913.

Full description at Econpapers || Download paper

2021Influence of Site Personalization and First Impression on Young Consumers’ Loyalty to Tourism Websites. (2021). Alvarez-Albelo, Carmen D ; Martinez-Gonzalez, Jose Alberto. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:3:p:1425-:d:489560.

Full description at Econpapers || Download paper

2020THE SEASONAL EFFECT ON THE CHINESE GOLD MARKET USING AN EMPIRICAL ANALYSIS OF THE SHANGHAI GOLD EXCHANGE. (2020). Maillebuau, Philippe ; Xiao, Bing. In: Post-Print. RePEc:hal:journl:hal-02905216.

Full description at Econpapers || Download paper

2020Asymmetric Dynamics between Uncertainty and Unemployment Flows in the United States. (2020). Troster, Victor ; Uddin, Gazi Salah ; Granberg, Mark ; Ahmed, Ali. In: LiU Working Papers in Economics. RePEc:hhs:liuewp:0007.

Full description at Econpapers || Download paper

2020Equity Contracts and Incentive Design in Start-Up Teams. (2020). Lovejoy, William S ; Leider, Stephen ; Kagan, Evgeny. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:10:p:4879-4898.

Full description at Econpapers || Download paper

2020Machine learning with parallel neural networks for analyzing and forecasting electricity demand. (2020). Sun, Edward ; Lin, Yi-Bing ; Chen, Yi-Ting. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:2:d:10.1007_s10614-019-09960-5.

Full description at Econpapers || Download paper

2020Finance–growth nexus in sub-Saharan Africa revisited: evidence based on a new composite index. (2020). Oladele, Patrick Olajide ; Adeyeye, Olufemi Patrick ; Aluko, Olufemi Adewale. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:53:y:2020:i:2:d:10.1007_s10644-019-09253-9.

Full description at Econpapers || Download paper

2020Diversification and portfolio theory: a review. (2020). Koumou, Gilles Boevi. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:3:d:10.1007_s11408-020-00352-6.

Full description at Econpapers || Download paper

2020The Extended Holiday Effect on US capital market. (2020). Stefanescu, Rzvan ; Dumitriu, Ramona. In: MPRA Paper. RePEc:pra:mprapa:100463.

Full description at Econpapers || Download paper

2020The impact of Israeli Geopolitical Risks on the Lebanese Financial Market: A Destabilizer Multiplier. (2020). Mansour-Ichrakieh, Layal. In: MPRA Paper. RePEc:pra:mprapa:99376.

Full description at Econpapers || Download paper

2020The Persistence of Stock Market Returns during the Presidential elections in Nigeria. (2020). YAYA, OLAOLUWA ; Adekoya, Oluwasegun ; Adesiyan, Femi. In: MPRA Paper. RePEc:pra:mprapa:99390.

Full description at Econpapers || Download paper

2020The Role of Investor Sentiment in Forecasting Housing Returns in China: A Machine Learning Approach. (2020). GUPTA, RANGAN ; Onay, Yigit ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:202055.

Full description at Econpapers || Download paper

2021Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis. (2021). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN ; Wohar, Mark E. In: Working Papers. RePEc:pre:wpaper:202102.

Full description at Econpapers || Download paper

2020.

Full description at Econpapers || Download paper

2021The Arrival of Information and Price Adjustment Across Extreme Quantiles: Global Evidence. (2021). Tripathi, Abhinava. In: IIM Kozhikode Society & Management Review. RePEc:sae:iimkoz:v:10:y:2021:i:1:p:7-19.

Full description at Econpapers || Download paper

2020.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021BREXIT referendum’s impact on the financial markets in the UK. (2021). Kiohos, Apostolos ; Stoupos, Nikolaos. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:157:y:2021:i:1:d:10.1007_s10290-020-00393-z.

Full description at Econpapers || Download paper

2020News Classification using Support Vector Machine to Model and Forecast Volatility. (2020). Waititu, Anthony Gichuhi ; Ngunyi, Antony ; Kenyatta, Alpha Basweti. In: Journal of Statistical and Econometric Methods. RePEc:spt:stecon:v:9:y:2020:i:1:f:9_1_1.

Full description at Econpapers || Download paper

2020Verification of Investment Opportunities on the Cryptocurrency Market within the Markowitz Framework. (2020). Turovtseva, Anna ; Sakowski, Pawe. In: Working Papers. RePEc:war:wpaper:2020-41.

Full description at Econpapers || Download paper

2020Bayesian assessment of Lorenz and stochastic dominance. (2020). Lander, David ; Chotikapanich, Duangkamon ; Griffiths, William ; Gunawan, David. In: Canadian Journal of Economics/Revue canadienne d'économique. RePEc:wly:canjec:v:53:y:2020:i:2:p:767-799.

Full description at Econpapers || Download paper

2020The predictability of stock market volatility in emerging economies: Relative roles of local, regional, and global business cycles. (2020). GUPTA, RANGAN ; Demirer, Riza ; Sun, Xiaojin ; Bouri, Elie. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:6:p:957-965.

Full description at Econpapers || Download paper

2020Analysis of the relationship between LSTM network traffic flow prediction performance and statistical characteristics of standard and nonstandard data. (2020). Doan, Erdem. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:8:p:1213-1228.

Full description at Econpapers || Download paper

2020Dynamic and frequency-domain spillover among economic policy uncertainty, stock and housing markets in China. (2020). Xia, Tongshui ; Geng, Jiang-Bo ; Yao, Chen-Xi. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521919303126.

Full description at Econpapers || Download paper

Works by Wing-Keung Wong:


YearTitleTypeCited
2018Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 In: Advances in Decision Sciences.
[Full Text][Citation analysis]
article0
2018RESEARCH IDEAS FOR ADVANCES IN DECISION SCIENCES (ADS): 22ND ANNIVERSARY SPECIAL ISSUE IN 2018 In: Advances in Decision Sciences.
[Full Text][Citation analysis]
article0
2018Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018.(2018) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2019Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018.(2019) In: Documentos de Trabajo del ICAE.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2018DECISION SCIENCES, ECONOMICS, FINANCE, BUSINESS, COMPUTING, AND BIG DATA: CONNECTIONS In: Advances in Decision Sciences.
[Full Text][Citation analysis]
article0
2019Optimal Solution Techniques in Decision Sciences A Review In: Advances in Decision Sciences.
[Full Text][Citation analysis]
article0
2019MOMENT GENERATING FUNCTION, EXPECTATION AND VARIANCE OF UBIQUITOUS DISTRIBUTIONS WITH APPLICATIONS IN DECISION SCIENCES: A REVIEW In: Advances in Decision Sciences.
[Full Text][Citation analysis]
article0
2019GRAPH THEORY AND ENVIRONMENTAL ALGORITHMIC SOLUTIONS TO ASSIGN VEHICLES APPLICATION TO GARBAGE COLLECTION IN VIETNAM In: Advances in Decision Sciences.
[Full Text][Citation analysis]
article0
2020Review of Matrix Theory with Applications in Education and Decision Sciences In: Advances in Decision Sciences.
[Full Text][Citation analysis]
article0
2020Review of Matrix Theory with Applications in Education and Decision Sciences.(2020) In: International Association of Decision Sciences.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2020Decision Sciences in Education: The STEMtech Model to Create Stem Products at High Schools in Vietnam In: Advances in Decision Sciences.
[Full Text][Citation analysis]
article0
2020Decision Sciences in Education: The STEMtech Model to Create Stem Products at High Schools in Vietnam.(2020) In: International Association of Decision Sciences.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2020A Scoring Rule for Factor and Autoregressive Models Under Misspecification In: Advances in Decision Sciences.
[Full Text][Citation analysis]
article0
2020A Scoring Rule for Factor and Autoregressive Models Under Misspecification.(2020) In: International Association of Decision Sciences.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2020Extension of Steins Lemmas to General Functions and Distributions* In: Advances in Decision Sciences.
[Full Text][Citation analysis]
article0
2020Extension of Steins Lemmas to General Functions and Distributions*.(2020) In: International Association of Decision Sciences.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2013Is Gold Good for Portfolio Diversification? A Stochastic Dominance Analysis of the Paris Stock Exchange In: Working Papers.
[Full Text][Citation analysis]
paper17
2015Is gold good for portfolio diversification? A stochastic dominance analysis of the Paris stock exchange.(2015) In: International Review of Financial Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
article
2015Is gold good for portfolio diversification? A stochastic dominance analysis of the Paris stock exchange.(2015) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 17
paper
2005Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan In: Review of Applied Economics.
[Full Text][Citation analysis]
article1
2005Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan.(2005) In: Finance Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2009Lessons learned from Chicagos emergency response to mass evacuations caused by Hurricane Katrina In: American Journal of Public Health.
[Full Text][Citation analysis]
article1
1997Uncovering Nonlinear Structure in Real-Time Stock-Market Indexes: The S&P 500, the DAX, the Nikkei 225, and the FTSE-100. In: Journal of Business & Economic Statistics.
[Citation analysis]
article82
1990Repeated Time Series Analysis of ARIMA-Noise Models. In: Journal of Business & Economic Statistics.
[Citation analysis]
article0
2014Investors’ preference towards risk: evidence from the Taiwan stock and stock index futures markets In: Accounting and Finance.
[Full Text][Citation analysis]
article3
2020The seasonality of gold prices in China does the risk‐aversion level matter? In: Accounting and Finance.
[Full Text][Citation analysis]
article2
2018The seasonality of gold prices in China: Does the risk-aversion level matter?.(2018) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 2
paper
2016THEORIES OF RISK: TESTING INVESTOR BEHAVIOR ON THE TAIWAN STOCK AND STOCK INDEX FUTURES MARKETS In: Economic Inquiry.
[Full Text][Citation analysis]
article3
2016Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets.(2016) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2017Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets.(2017) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2001Contagion or Inductance? Crisis 1997 Reconsidered In: The Japanese Economic Review.
[Full Text][Citation analysis]
article1
2009EFFICIENCY OF THE TAIWAN STOCK MARKET* In: The Japanese Economic Review.
[Full Text][Citation analysis]
article1
2016Profiteering from the Dot-Com Bubble, Subprime Crisis and Asian Financial Crisis In: The Japanese Economic Review.
[Full Text][Citation analysis]
article2
2013Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis.(2013) In: Working Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2013Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis.(2013) In: KIER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2016Profiteering from the Dot-Com Bubble, Subprime Crisis and Asian Financial Crisis.(2016) In: The Japanese Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2013Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis.(2013) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2013Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis.(2013) In: Documentos de Trabajo del ICAE.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2000Time Series Models in Non‐Normal Situations: Symmetric Innovations In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article0
2001Efficiencies of Rounded Optimal Approximate Designs for Small Samples In: Statistica Neerlandica.
[Full Text][Citation analysis]
article2
2020Sources of inequality in the Philippines: Insights from stochastic dominance tests for richness and poorness In: The World Economy.
[Full Text][Citation analysis]
article0
2018Causal relationships between economic policy uncertainty and housing market returns in China and India: evidence from linear and nonlinear panel and time series models In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article8
2016Causal Relationships between Economic Policy Uncertainty and Housing Market Returns in China and India: Evidence from Linear and Nonlinear Panel and Time Series Models.(2016) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 8
paper
2010Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach In: Working Papers in Economics.
[Full Text][Citation analysis]
paper27
2010Market efficiency of oil spot and futures: A mean-variance and stochastic dominance approach.(2010) In: Energy Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27
article
2010Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach.(2010) In: KIER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27
paper
2010A Trinomial Test for Paired Data When There are Many Ties In: Working Papers in Economics.
[Full Text][Citation analysis]
paper1
2011A trinomial test for paired data when there are many ties.(2011) In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2010A Trinomial Test for Paired Data When There are Many Ties.(2010) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2010A Trinomial Test for Paired Data When There are Many Ties.(2010) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2010A Trinomial Test for Paired Data When There are Many Ties.(2010) In: KIER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2009A Trinomial Test for Paired Data When There are Many Ties.(2009) In: CIRJE F-Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2010Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance In: Working Papers in Economics.
[Full Text][Citation analysis]
paper4
2010Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance.(2010) In: CARF F-Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2010Investor preferences for oil spot and futures based on mean-variance and stochastic dominance.(2010) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2011Investor Preferences for Oil Spot and Futures based on Mean-Variance and Stochastic Dominance.(2011) In: KIER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2010Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance.(2010) In: CIRJE F-Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2010Robust Estimation and Forecasting of the Capital Asset Pricing Model In: Working Papers in Economics.
[Full Text][Citation analysis]
paper1
2010Robust Estimation and Forecasting of the Capital Asset Pricing Model.(2010) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2010Robust Estimation and Forecasting of the Capital Asset Pricing Model.(2010) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2010Robust Estimation and Forecasting of the Capital Asset Pricing Model.(2010) In: KIER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2013Robust Estimation and Forecasting of the Capital Asset Pricing Model.(2013) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2012Robust Estimation and Forecasting of the Capital Asset Pricing Model.(2012) In: Documentos de Trabajo del ICAE.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2013ROBUST ESTIMATION AND FORECASTING OF THE CAPITAL ASSET PRICING MODEL.(2013) In: Annals of Financial Economics (AFE).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2013Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures In: Working Papers in Economics.
[Full Text][Citation analysis]
paper3
2013Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures.(2013) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2013Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures.(2013) In: Documentos de Trabajo del ICAE.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2010Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach In: CARF F-Series.
[Full Text][Citation analysis]
paper10
2010Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach.(2010) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2010Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach.(2010) In: CIRJE F-Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2007Stochastic Dominance Analysis of iShares In: Finance Working Papers.
[Full Text][Citation analysis]
paper10
2007Stochastic Dominance Analysis of iShares.(2007) In: The European Journal of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
article
2007Stochastic Dominance and Mean-Variance Measures of Profit and Loss for Business Planning and Investment In: Finance Working Papers.
[Full Text][Citation analysis]
paper13
2007Stochastic dominance and mean-variance measures of profit and loss for business planning and investment.(2007) In: European Journal of Operational Research.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
article
2007Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model In: Economics Bulletin.
[Full Text][Citation analysis]
article2
2010Linearity and stationarity of G7 government bond returns In: Economics Bulletin.
[Full Text][Citation analysis]
article1
2010Linearity and stationarity of G7 government bond returns.(2010) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2012Are Sectoral Outputs in Pakistan Led by Energy Consumption? In: Economics Bulletin.
[Full Text][Citation analysis]
article10
2011Test statistics for prospect and Markowitz stochastic dominances with applications In: Econometrics Journal.
[Citation analysis]
article10
2012Managing a scarce resource in a growing Asian economy: Water usage in Hong Kong In: Journal of Asian Economics.
[Full Text][Citation analysis]
article0
2015Cointegration and causality among the onshore and offshore markets for Chinas currency In: Journal of Asian Economics.
[Full Text][Citation analysis]
article3
2015Cointegration and Causality among the Onshore and Offshore Markets for Chinas Currency.(2015) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2013Stochastic dominance relationships between stock and stock index futures markets: International evidence In: Economic Modelling.
[Full Text][Citation analysis]
article2
2015Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange In: Economic Modelling.
[Full Text][Citation analysis]
article16
2015Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange.(2015) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 16
paper
2015The banking firm and risk taking in a two-moment decision model In: Economic Modelling.
[Full Text][Citation analysis]
article6
2015Production and hedging decisions under regret aversion In: Economic Modelling.
[Full Text][Citation analysis]
article5
2013The performance of commodity trading advisors: A mean-variance-ratio test approach In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article7
2017A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article2
2016A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction during Financial Crises.(2016) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2016A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction During Financial Crises.(2016) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2009Linear and nonlinear causality between changes in consumption and consumer attitudes In: Economics Letters.
[Full Text][Citation analysis]
article18
2013A note on almost stochastic dominance In: Economics Letters.
[Full Text][Citation analysis]
article5
2013A Note on Almost Stochastic Dominance.(2013) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2014Moment conditions for Almost Stochastic Dominance In: Economics Letters.
[Full Text][Citation analysis]
article2
2013Moment Conditions for Almost Stochastic Dominance.(2013) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
1999A note on convex stochastic dominance In: Economics Letters.
[Full Text][Citation analysis]
article16
2006Elasticity of risk aversion and international trade In: Economics Letters.
[Full Text][Citation analysis]
article14
2005Elasticity of risk aversion and international trade.(2005) In: Monash Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
paper
2007Optimisation of fault-tolerant fabric-cutting schedules using genetic algorithms and fuzzy set theory In: European Journal of Operational Research.
[Full Text][Citation analysis]
article3
2010Gains from diversification on convex combinations: A majorization and stochastic dominance approach In: European Journal of Operational Research.
[Full Text][Citation analysis]
article6
2010A pseudo-Bayesian model in financial decision making with implications to market volatility, under- and overreaction In: European Journal of Operational Research.
[Full Text][Citation analysis]
article4
2010Adaptive neural network model for time-series forecasting In: European Journal of Operational Research.
[Full Text][Citation analysis]
article11
2010Stochastic dominance and risk measure: A decision-theoretic foundation for VaR and C-VaR In: European Journal of Operational Research.
[Full Text][Citation analysis]
article13
2013Stochastic Dominance and Risk Measure: A Decision-Theoretic Foundation for VaR and C-VaR.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2011Do investors like to diversify? A study of Markowitz preferences In: European Journal of Operational Research.
[Full Text][Citation analysis]
article5
2012An improved estimation to make Markowitz’s portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment In: European Journal of Operational Research.
[Full Text][Citation analysis]
article9
2017Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency In: European Journal of Operational Research.
[Full Text][Citation analysis]
article3
2020Linear and nonlinear growth determinants: The case of Mongolia and its connection to China In: Emerging Markets Review.
[Full Text][Citation analysis]
article0
2020Linear and Nonlinear Growth Determinants: The Case of Mongolia and its Connection to China.(2020) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2012Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article5
2013How much have electricity shortages hampered Chinas GDP growth? In: Energy Policy.
[Full Text][Citation analysis]
article20
2016Almost stochastic dominance for risk averters and risk seeker In: Finance Research Letters.
[Full Text][Citation analysis]
article1
2005International momentum strategies: a stochastic dominance approach In: Journal of Financial Markets.
[Full Text][Citation analysis]
article20
2008Volatility switching and regime interdependence between information technology stocks 1995-2005 In: Global Finance Journal.
[Full Text][Citation analysis]
article8
2008Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article14
2008Stochastic dominance and behavior towards risk: The market for Internet stocks In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
article6
2014Key determinants of sustainable smartcard payment In: Journal of Retailing and Consumer Services.
[Full Text][Citation analysis]
article3
2019Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis In: Resources Policy.
[Full Text][Citation analysis]
article2
2019Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis.(2019) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 2
paper
2019Point and density forecasts of oil returns: The role of geopolitical risks In: Resources Policy.
[Full Text][Citation analysis]
article10
2018Point and Density Forecasts of Oil Returns: The Role of Geopolitical Risks.(2018) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 10
paper
2008Three-factor profile analysis with GARCH innovations In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]
article1
2008The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]
article5
2009Mapping the Presidential Election Cycle in US stock markets In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]
article13
2010Multivariate linear and nonlinear causality tests In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]
article14
2007Revisiting calendar anomalies in Asian stock markets using a stochastic dominance approach In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]
article20
2005Revisiting Calender Anomolies in Asian Stock Markets Using a Stochastic Dominance Approach.(2005) In: Monash Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
paper
2008Policy change and lead-lag relations among Chinas segmented stock markets In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]
article10
2008Stochastic dominance analysis of Asian hedge funds In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article16
2018Is wine a good choice for investment? In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article7
2017Is Wine a Good Choice for Investment?.(2017) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 7
paper
2020Does herding behavior exist in the Mongolian stock market? In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article0
2010Partially connected feedforward neural networks on Apollonian networks In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article0
2019Do both demand-following and supply-leading theories hold true in developing countries? In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article2
2018Do both demand-following and supply-leading theories hold true in developing countries?.(2018) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2012Intelligent product cross-selling system with radio frequency identification technology for retailing In: International Journal of Production Economics.
[Full Text][Citation analysis]
article9
2014Intelligent multi-objective decision-making model with RFID technology for production planning In: International Journal of Production Economics.
[Full Text][Citation analysis]
article5
2015Preferences of risk-averse and risk-seeking investors for oil spot and futures before, during and after the Global Financial Crisis In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article4
2018Theory and application of an economic performance measure of risk In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article1
2017Theory and Application of an Economic Performance Measure of Risk.(2017) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2017Theory and Application of an Economic Performance Measure of Risk.(2017) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2017Theory and Application of an Economic Performance Measure of Risk.(2017) In: Documentos de Trabajo del ICAE.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2005Estimating parameters in autoregressive models with asymmetric innovations In: Statistics & Probability Letters.
[Full Text][Citation analysis]
article11
2011Multivariate causality tests with simulation and application In: Statistics & Probability Letters.
[Full Text][Citation analysis]
article6
2011The mean-variance ratio test--A complement to the coefficient of variation test and the Sharpe ratio test In: Statistics & Probability Letters.
[Full Text][Citation analysis]
article2
1996Singapores experience with car quotas : Issues and policy processes In: Transport Policy.
[Full Text][Citation analysis]
article21
2017Optimal diversification, stochastic dominance, and sampling error In: American Journal of Business.
[Full Text][Citation analysis]
article0
2020Review on behavioral economics and behavioral finance In: Studies in Economics and Finance.
[Full Text][Citation analysis]
article0
2016Arbitrage opportunities, efficiency, and the role of risk preferences in the Hong Kong property market In: Studies in Economics and Finance.
[Full Text][Citation analysis]
article1
2016Arbitrage Opportunities, Efficiency, and the Role of Risk Preferences in the Hong Kong Property Market.(2016) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2017Specification Testing of Production in a Stochastic Frontier Model In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
paper2
2018Specification Testing of Production in a Stochastic Frontier Model.(2018) In: Sustainability.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2017Specification Testing of Production in a Stochastic Frontier Model.(2017) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2017Specification Testing of Production in a Stochastic Frontier Model.(2017) In: Documentos de Trabajo del ICAE.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2018Management Information, Decision Sciences, and Financial Economics : a connection In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
paper1
2018Management Information, Decision Sciences, and Financial Economics: A Connection.(2018) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2018Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
paper0
2018Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections.(2018) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2018Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections.(2018) In: Documentos de Trabajo del ICAE.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2018Why did Warrant Markets Close in China but not Taiwan? In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
paper1
2018Why did Warrant Markets Close in China but not Taiwan?.(2018) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2018Financial Credit Risk and Core Enterprise Supply Chains In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
paper0
2018Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
paper0
2018Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
paper4
2018Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains.(2018) In: Sustainability.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2019Financial credit risk evaluation based on core enterprise supply chains.(2019) In: Documentos de Trabajo del ICAE.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2018Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
paper1
2018Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections.(2018) In: Journal of Risk and Financial Management.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2018Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections.(2018) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2018Big data, computational science, economics, finance, marketing, management, and psychology: connections.(2018) In: Documentos de Trabajo del ICAE.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2015Behavioural, Financial, and Health & Medical Economics: A Connection In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
paper0
2015Behavioural, Financial, and Health & Medical Economics: A Connection.(2015) In: Documentos de Trabajo del ICAE.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2015Informatics, Data Mining, Econometrics and Financial Economics: A Connection In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
paper1
2016Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
paper1
2016Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization.(2016) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2016Spectrally-corrected estimation for high-dimensional markowitz mean-variance optimization.(2016) In: Documentos de Trabajo del ICAE.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2016Management Science, Economics and Finance: A Connection In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
paper2
2016Management Science, Economics and Finance: A Connection.(2016) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2016Management science, economics and finance: A connection.(2016) In: Documentos de Trabajo del ICAE.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2017Stochastic Dominance and Omega Ratio: Measures to Examine Market Efficiency, Arbitrage Opportunity, and Anomaly In: Economies.
[Full Text][Citation analysis]
article3
2020Editorial Statement and Research Ideas for Efficiency and Anomalies in Stock Markets In: Economies.
[Full Text][Citation analysis]
article0
2020Review on Efficiency and Anomalies in Stock Markets In: Economies.
[Full Text][Citation analysis]
article0
2020State Ownership and Risk-Taking Behavior: An Empirical Approach to Get Better Profitability, Investment, and Trading Strategies for Listed Corporates in Vietnam In: Economies.
[Full Text][Citation analysis]
article0
2020Do Oil Price Shocks and Other Factors Create Bigger Impacts on Islamic Banks than Conventional Banks? In: Energies.
[Full Text][Citation analysis]
article0
2020Implications of Oil Price Fluctuations for Tourism Receipts: The Case of Oil Exporting Countries In: Energies.
[Full Text][Citation analysis]
article0
2019Determining Distribution for the Quotients of Dependent and Independent Random Variables by Using Copulas In: Journal of Risk and Financial Management.
[Full Text][Citation analysis]
article0
2020An Empirical Analysis of the Volatility Spillover Effect between World-Leading and the Asian Stock Markets: Implications for Portfolio Management In: Journal of Risk and Financial Management.
[Full Text][Citation analysis]
article0
2020Editorial Statement for Mathematical Finance In: Journal of Risk and Financial Management.
[Full Text][Citation analysis]
article0
2020Risk and Financial Management of COVID-19 in Business, Economics and Finance In: Journal of Risk and Financial Management.
[Full Text][Citation analysis]
article4
2020Return and Volatility Transmission between World-Leading and Latin American Stock Markets: Portfolio Implications In: Journal of Risk and Financial Management.
[Full Text][Citation analysis]
article0
2008Do REITs Outperform Stocks and Fixed-Income Assets? New Evidence from Mean-Variance and Stochastic Dominance Approaches In: Journal of Risk and Financial Management.
[Full Text][Citation analysis]
article0
2009China’s Stock Market Integration with a Leading Power and a Close Neighbor In: Journal of Risk and Financial Management.
[Full Text][Citation analysis]
article4
2011A Pseudo-Bayesian Model for Stock Returns In Financial Crises In: Journal of Risk and Financial Management.
[Full Text][Citation analysis]
article1
2014International Diversification Versus Domestic Diversification: Mean-Variance Portfolio Optimization and Stochastic Dominance Approaches In: Journal of Risk and Financial Management.
[Full Text][Citation analysis]
article4
2019Determining Distribution for the Product of Random Variables by Using Copulas In: Risks.
[Full Text][Citation analysis]
article0
2018The Effects of Health Status on Life Insurance Holdings in 16 European Countries In: Sustainability.
[Full Text][Citation analysis]
article0
2018Why Are Warrant Markets Sustained in Taiwan but Not in China? In: Sustainability.
[Full Text][Citation analysis]
article3
2018Confucius and Herding Behaviour in the Stock Markets in China and Taiwan In: Sustainability.
[Full Text][Citation analysis]
article3
2018e-Purchase Intention of Taiwanese Consumers: Sustainable Mediation of Perceived Usefulness and Perceived Ease of Use In: Sustainability.
[Full Text][Citation analysis]
article5
2018Maslow Portfolio Selection for Individuals with Low Financial Sustainability In: Sustainability.
[Full Text][Citation analysis]
article3
2018Organizational Climate and Work Style: The Missing Links for Sustainability of Leadership and Satisfied Employees In: Sustainability.
[Full Text][Citation analysis]
article2
2019Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector In: Sustainability.
[Full Text][Citation analysis]
article3
2018Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector.(2018) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 3
paper
2019The Three Musketeers Relationships between Hong Kong, Shanghai and Shenzhen Before and After Shanghai–Hong Kong Stock Connect In: Sustainability.
[Full Text][Citation analysis]
article1
2019Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests In: Sustainability.
[Full Text][Citation analysis]
article4
2018Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests.(2018) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 4
paper
2019The Impact of Market Condition and Policy Change on the Sustainability of Intra-Industry Information Diffusion in China In: Sustainability.
[Full Text][Citation analysis]
article0
2020The Sustainability of Energy Substitution in the Chinese Electric Power Sector In: Sustainability.
[Full Text][Citation analysis]
article0
2020Sustainability of Green Tourism among International Tourists and Its Influence on the Achievement of Green Environment: Evidence from North Cyprus In: Sustainability.
[Full Text][Citation analysis]
article0
2020Modeling Co-Movement among Different Agricultural Commodity Markets: A Copula-GARCH Approach In: Sustainability.
[Full Text][Citation analysis]
article0
2020Could Mergers Become More Sustainable? A Study of the Stock Exchange Mergers of NASDAQ and OMX In: Sustainability.
[Full Text][Citation analysis]
article0
2020Sustainability of Both Pecking Order and Trade-Off Theories in Chinese Manufacturing Firms In: Sustainability.
[Full Text][Citation analysis]
article1
2016Disaggregated Energy Consumption and Sectoral Outputs in Thailand: ARDL Bound Testing Approach In: Journal of Management Sciences.
[Full Text][Citation analysis]
article4
2017A Principal Component Approach to Measuring Investor Sentiment in Hong Kong In: Journal of Management Sciences.
[Full Text][Citation analysis]
article2
2017A Principal Component Approach to Measuring Investor Sentiment in Hong Kong.(2017) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2012Integration-segregation decisions under general value functions : Create your own bundle -- choose 1, 2, or all 3 ! In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Full Text][Citation analysis]
paper0
2012Integration-segregation decisions under general value functions : Create your own bundle -- choose 1, 2, or all 3 !.(2012) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2012Integration-segregation decisions under general value functions: Create your own bundle — choose 1, 2, or all 3!.(2012) In: Documents de travail du Centre d'Economie de la Sorbonne.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2017The seasonality of Gold Prices in China: Evidence from Shanhai Gold Exchange In: Post-Print.
[Citation analysis]
paper0
2014The diversification of Chinese portfolios with gold quoted at the Shanghai Gold Exchange: A mean-variance and stochastic dominance analysis In: Post-Print.
[Citation analysis]
paper0
2016Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis In: Post-Print.
[Citation analysis]
paper0
2016Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis.(2016) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2017Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis.(2017) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2013An Integrated Model of Material Supplier Selection and Order Allocation Using Fuzzy Extended AHP and Multiobjective Programming In: Mathematical Problems in Engineering.
[Full Text][Citation analysis]
article0
2013Synchronization of Neuronal Networks via Control Rank Pinning Scheme In: Mathematical Problems in Engineering.
[Full Text][Citation analysis]
article0
2010New evidence on the relation between return volatility and trading volume In: Journal of Forecasting.
[Full Text][Citation analysis]
article12
2008Prospect and Markowitz stochastic dominance In: Annals of Finance.
[Full Text][Citation analysis]
article3
2005Prospect and Markowitz Stochastic Dominance.(2005) In: Monash Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2013Stochastic dominance analysis of CTA funds In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]
article2
2012Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China In: KIER Working Papers.
[Full Text][Citation analysis]
paper5
2015Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China.(2015) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2012Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China.(2012) In: Documentos de Trabajo del ICAE.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2019Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks In: Journal of Reviews on Global Economics.
[Full Text][Citation analysis]
article0
2017Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks.(2017) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2006The Disappearing Calendar Anomalies in the Singapore Stock Market In: Lahore Journal of Economics.
[Full Text][Citation analysis]
article18
2011Was there Abnormal Trading in the S&P 500 Index Options Prior to the September 11 Attacks? In: Multinational Finance Journal.
[Full Text][Citation analysis]
article0
2001Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets? In: Multinational Finance Journal.
[Full Text][Citation analysis]
article2
2005Robust Estimation of Multiple Regression Model with Non-normal Error: Symmetric Distribution In: Monash Economics Working Papers.
[Full Text][Citation analysis]
paper0
2006EVOLUTION OF DOLLAR/EURO EXCHANGE RATE BEFORE AND AFTER THE BIRTH OF EURO AND POLICY IMPLICATIONS In: Monash Economics Working Papers.
[Full Text][Citation analysis]
paper1
2016New Tests for Richness and Poorness:A Stochastic Dominance Analysis of Income Distributions in Hong Kong In: Monash Economics Working Papers.
[Full Text][Citation analysis]
paper3
2017Optimal designs for active controlled dose-finding trials with efficacy-toxicity outcomes In: Biometrika.
[Full Text][Citation analysis]
article1
2012Prospect Performance Evaluation: Making a Case for a Non-asymptotic UMPU Test In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
article1
2008The determinants of customer interactions with internet-enabled e-banking services In: Journal of the Operational Research Society.
[Full Text][Citation analysis]
article5
2017Kappa ratios and (higher-order) stochastic dominance In: Risk Management.
[Full Text][Citation analysis]
article1
2018The two-moment decision model with additive risks In: Risk Management.
[Full Text][Citation analysis]
article1
2017The Two-Moment Decision Model with Additive Risks.(2017) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2019Mean–variance, mean–VaR, and mean–CVaR models for portfolio selection with background risk In: Risk Management.
[Full Text][Citation analysis]
article0
2019Farinelli and Tibiletti ratio and stochastic dominance In: Risk Management.
[Full Text][Citation analysis]
article2
2017Farinelli and Tibiletti ratio and Stochastic Dominance.(2017) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2020New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management In: Risk Management.
[Full Text][Citation analysis]
article0
2018A new test of multivariate nonlinear causality In: PLOS ONE.
[Full Text][Citation analysis]
article2
2012New Non-Linearity Test to Circumvent the Limitation of Volterra Expansion In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2012A New Pseudo-Bayesian Model of Investors Behavior in Financial Crises In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2012On the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors In: MPRA Paper.
[Full Text][Citation analysis]
paper1
2013The best estimation for high-dimensional Markowitz mean-variance optimization In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2013Two-moment decision model for location-scale family with background asset In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2013Almost Stochastic Dominance and Moments In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2013Almost Stochastic Dominance and Moments.(2013) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2013Make Almost Stochastic Dominance really Almost In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2013An analysis of portfolio selection with multiplicative background risk In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2013Banking Firm and Two-Moment Decision Making In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2013Optimal Output for the Regret-Averse Competitive Firm Under Price Uncertainty In: MPRA Paper.
[Full Text][Citation analysis]
paper2
2015Optimal output for the regret-averse competitive firm under price uncertainty.(2015) In: Eurasian Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2013Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2014Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors.(2014) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2013Comparisons and Characterizations of the Mean-Variance, Mean-VaR, Mean-CVaR Models for Portfolio Selection With Background Risk In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2013Input Demand under Joint Energy and Output Prices Uncertainties In: MPRA Paper.
[Full Text][Citation analysis]
paper1
2017Input Demand Under Joint Energy and Output Prices Uncertainties.(2017) In: Asia-Pacific Journal of Operational Research (APJOR).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2014Specification Testing of Production Frontier Function in Stochastic Frontier Model In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2015High dimensional Global Minimum Variance Portfolio In: MPRA Paper.
[Full Text][Citation analysis]
paper2
2015Could the global financial crisis improve the performance of the G7 stocks markets? In: MPRA Paper.
[Full Text][Citation analysis]
paper2
2016Could the global financial crisis improve the performance of the G7 stocks markets?.(2016) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2015Good Approximation of Exponential Utility Function for Optimal Futures Hedging In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2016Stock Market Liberalizations and Efficiency: The Case of Latin America In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2016A stochastic-dominance approach to determining the optimal home-size purchase: The case of Hong Kong In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2016Multivariate Stochastic Dominance for Risk Averters and Risk Seekers In: MPRA Paper.
[Full Text][Citation analysis]
paper3
2016A General Optimal Investment Model in the Presence of Background Risk In: MPRA Paper.
[Full Text][Citation analysis]
paper1
2016A GENERAL OPTIMAL INVESTMENT MODEL IN THE PRESENCE OF BACKGROUND RISK.(2016) In: Annals of Financial Economics (AFE).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2016Making Markowitzs Portfolio Optimization Theory Practically Useful In: MPRA Paper.
[Full Text][Citation analysis]
paper2
2016Stochastic Dominance and Investors’ Behavior towards Risk: The Hong Kong Stocks and Futures Markets In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2016On the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors with Analysis of their Traditional and Internet Stocks In: MPRA Paper.
[Full Text][Citation analysis]
paper1
2016First Stochastic Dominance and Risk Measurement In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2016A New Nonlinearity Test to Circumvent the Limitation of Volterra Expansion with Applications In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2017A New Nonlinearity Test to Circumvent the Limitation of Volterra Expansion with Application.(2017) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2017Higher-Order Risk Measure and (Higher-Order) Stochastic Dominance In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2017The impacts of joint energy and output prices uncertainties in a mean-variance framework In: MPRA Paper.
[Full Text][Citation analysis]
paper1
2017Empirical Study on Conservative and Representative Heuristics of Hong Kong Small Investors Adopting Momentum and Contrarian Trading Strategies In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2018Time Diversification: Perspectives from the Economic Index of Riskiness In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2018TIME DIVERSIFICATION: PERSPECTIVES FROM THE ECONOMIC INDEX OF RISKINESS.(2018) In: Annals of Financial Economics (AFE).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2018The Role of Housing Sentiment in Forecasting US Home Sales Growth: Evidence from a Bayesian Compressed Vector Autoregressive Model In: Working Papers.
[Citation analysis]
paper0
2017Income and Consumption Inequality in the Philippines: A Stochastic Dominance Analysis of Household Unit Records In: ADBI Working Papers.
[Full Text][Citation analysis]
paper0
2009Profitability of Technical Analysis in the Singapore Stock Market: before and after the Asian Financial Crisis In: Journal of Economic Integration.
[Citation analysis]
article1
2018Can a Disinflationary Policy Have a Differential Impact on Sectoral Output? A Look at Sacrifice Ratios in OECD and Non-OECD Countries In: Margin: The Journal of Applied Economic Research.
[Full Text][Citation analysis]
article0
1997Government Policies and Private Housing Prices in Singapore In: Urban Studies.
[Full Text][Citation analysis]
article12
2018Top purchase intention priorities of Vietnamese low cost carrier passengers: expectations and satisfaction In: Eurasian Business Review.
[Full Text][Citation analysis]
article1
2008Preferences over location-scale family In: Economic Theory.
[Full Text][Citation analysis]
article4
2012Global Synchronization Stability for Stochastic Complex Dynamical Networks with Probabilistic Interval Time-Varying Delays In: Journal of Optimization Theory and Applications.
[Full Text][Citation analysis]
article0
2003R-charts for the exponential, Laplace and logistic processes In: Statistical Papers.
[Full Text][Citation analysis]
article0
2011Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models In: Statistical Papers.
[Full Text][Citation analysis]
article3
2007Profitability of intraday and interday momentum strategies In: Applied Economics Letters.
[Full Text][Citation analysis]
article2
2011A gravity analysis of international stock market linkages In: Applied Economics Letters.
[Full Text][Citation analysis]
article3
1995Moment condition failure in high frequency financial data: evidence from the S&P 500 In: Applied Economics Letters.
[Full Text][Citation analysis]
article6
2003How rewarding is technical analysis? Evidence from Singapore stock market In: Applied Financial Economics.
[Full Text][Citation analysis]
article26
2008Is being a super-power more important than being your close neighbour? A study of what moves the Australian stock market In: Applied Financial Economics.
[Full Text][Citation analysis]
article1
2011Regime-dependent relationships among the stock markets of the US, Australia and New Zealand: a Markov-switching VAR approach In: Applied Financial Economics.
[Full Text][Citation analysis]
article4
2013Market overreaction and underreaction: tests of the directional and magnitude effects In: Applied Financial Economics.
[Full Text][Citation analysis]
article3
1999Measuring international competitiveness: experience from East Asia In: Applied Economics.
[Full Text][Citation analysis]
article8
2011Evolution of the Trans-Atlantic exchange rate before and after the birth of the Euro and policy implications In: Applied Economics.
[Full Text][Citation analysis]
article5
2015Which is a better investment choice in the Hong Kong residential property market: a big or small property? In: Applied Economics.
[Full Text][Citation analysis]
article1
2018Diversification versus optimality: is there really a diversification puzzle? In: Applied Economics.
[Full Text][Citation analysis]
article2
2010Examining Stock Volatility in the Segmented Chinese Stock Markets: A SWARCH Approach In: Global Economic Review.
[Full Text][Citation analysis]
article1
2011Examining the Day-of-the-Week Effects in Chinese Stock Markets: New Evidence from a Stochastic Dominance Approach In: Global Economic Review.
[Full Text][Citation analysis]
article4
2004On the estimation of cost of capital and its reliability In: Quantitative Finance.
[Full Text][Citation analysis]
article9
2019Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 In: Documentos de Trabajo del ICAE.
[Full Text][Citation analysis]
paper0
2019Comparison of the production behavior of regret-averse and purely risk-averse firms In: Estudios de Economia.
[Full Text][Citation analysis]
article0
2019The impact of the global financial crisis on the efficiency and performance of Latin American stock markets In: Estudios de Economia.
[Full Text][Citation analysis]
article0
2006THE STOCHASTIC COMPONENT OF REALIZED VOLATILITY In: Annals of Financial Economics (AFE).
[Full Text][Citation analysis]
article0
2009GARCH AND VOLUME EFFECTS IN THE AUSTRALIAN STOCK MARKETS In: Annals of Financial Economics (AFE).
[Full Text][Citation analysis]
article1
2012STOCHASTIC DOMINANCE AND BEHAVIOR TOWARDS RISK: THE MARKET FOR ISHARES In: Annals of Financial Economics (AFE).
[Full Text][Citation analysis]
article1
2020WELFARE GAINS FROM MACRO-HEDGING In: Annals of Financial Economics (AFE).
[Full Text][Citation analysis]
article0
2006DO MONEY AND INTEREST RATES MATTER FOR STOCK PRICES? AN ECONOMETRIC STUDY OF SINGAPORE AND USA In: The Singapore Economic Review (SER).
[Full Text][Citation analysis]
article4
2014Technical Analysis and Financial Asset Forecasting:From Simple Tools to Advanced Techniques In: World Scientific Books.
[Full Text][Citation analysis]
book0
2006Do Winners Perform Better Than Losers? A Stochastic Dominance Approach In: World Scientific Book Chapters.
[Full Text][Citation analysis]
chapter1
2009Prospect theory and two moment model: the firm under price uncertainty In: Dresden Discussion Paper Series in Economics.
[Full Text][Citation analysis]
paper0
2010Prospect theory and hedging risks In: Dresden Discussion Paper Series in Economics.
[Full Text][Citation analysis]
paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team