Wing-Keung Wong : Citation Profile


Are you Wing-Keung Wong?

Asia University

15

H index

33

i10 index

956

Citations

RESEARCH PRODUCTION:

197

Articles

143

Papers

2

Chapters

RESEARCH ACTIVITY:

   31 years (1990 - 2021). See details.
   Cites by year: 30
   Journals where Wing-Keung Wong has often published
   Relations with other researchers
   Recent citing documents: 179.    Total self citations: 199 (17.23 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwo79
   Updated: 2021-11-20    RAS profile: 2021-09-04    
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Relations with other researchers


Works with:

McAleer, Michael (45)

Chang, Chia-Lin (20)

Guo, Xu (18)

GUPTA, RANGAN (14)

Guo, Xu (6)

Clark, Ephraim (6)

Lean, Hooi Hooi (5)

EL KHAMLICHI, ABDELBARI (5)

Chow, Sheung (3)

Plakandaras, Vasilios (3)

Rjoub, Husam (2)

Demirer, Riza (2)

CHONG, Terence Tai Leung (2)

Ravazzolo, Francesco (2)

Zhu, Lixing (2)

Wagner, Niklas (2)

Batmunkh, Munkh-Ulzii (2)

Sartore, Domenico (2)

Bouri, Elie (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 (39)

GUPTA, RANGAN (32)

Lean, Hooi Hooi (23)

Shintani, Mototsugu (11)

Tiwari, Aviral (9)

LINTON, OLIVER (8)

Lander, David (7)

Vo, Duc (7)

Hammoudeh, Shawkat (7)

Claveria, Oscar (7)

Demirer, Riza (7)

Cites to:

McAleer, Michael (318)

Lean, Hooi Hooi (309)

Guo, Xu (169)

Clark, Ephraim (72)

Guo, Xu (70)

GUPTA, RANGAN (67)

Markowitz, Harry (64)

Chang, Chia-Lin (59)

Davidson, Russell (48)

HOANG, Thi Hong Van (47)

Hanoch, Giora (45)

Main data


Where Wing-Keung Wong has published?


Journals with more than one article published# docs
Sustainability21
Journal of Risk and Financial Management13
Advances in Decision Sciences10
European Journal of Operational Research9
Annals of Financial Economics (AFE)8
Risk Management6
Economies5
Mathematics and Computers in Simulation (MATCOM)5
Economics Letters5
Applied Economics5
Applied Financial Economics4
Economic Modelling4
International Association of Decision Sciences4
Economics Bulletin3
The Japanese Economic Review3
Applied Economics Letters3
Pacific-Basin Finance Journal3
Statistics & Probability Letters3
Journal of Asian Economics2
Journal of Multinational Financial Management2
International Journal of Production Economics2
Studies in Economics and Finance2
Journal of Business & Economic Statistics2
International Review of Financial Analysis2
The North American Journal of Economics and Finance2
Resources Policy2
Energies2
Global Economic Review2
Multinational Finance Journal2
Journal of Management Sciences2
Estudios de Economia2
Accounting and Finance2
Physica A: Statistical Mechanics and its Applications2
Quantitative Finance2
Mathematical Problems in Engineering2
International Review of Economics & Finance2
Statistical Papers2

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 Econmicas y Empresariales, Instituto Complutense de Anlisis Econmico14
Tinbergen Institute Discussion Papers / Tinbergen Institute11
Post-Print / HAL9
Working Papers / University of Pretoria, Department of Economics8
KIER Working Papers / Kyoto University, Institute of Economic Research6
Monash Economics Working Papers / Monash University, Department of Economics6
Finance Working Papers / East Asian Bureau of Economic Research3
CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo3
Dresden Discussion Paper Series in Economics / Technische Universitt Dresden, Faculty of Business and Economics, Department of Economics2
CARF F-Series / Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo2

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.

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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.

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2021.

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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.

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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.

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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.

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2021The influence of Consumers’ Purchase intention on Smart Wearable Device: A study of Consumers in East China. (2021). Wei, Chen. In: International Journal of Science and Business. RePEc:aif:journl:v:5:y:2021:i:8:p:46-72.

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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.

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2021Temporal-Relational Hypergraph Tri-Attention Networks for Stock Trend Prediction. (2021). Yin, Yilong ; Wang, Meng ; Nie, Xiushan ; Zhang, Chunyun ; Du, Juan ; Li, Xiaojie ; Cui, Chaoran. In: Papers. RePEc:arx:papers:2107.14033.

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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.

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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.

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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.

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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.

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

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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.

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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.

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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.

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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.

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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.

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2021On efficient exact experimental designs for ordered treatments. (2021). Davidov, Ori ; Singh, Satya Prakash. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:164:y:2021:i:c:s0167947321001390.

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2021Mitigating downside risk of portfolio diversification: Wine versus other tangible assets. (2021). Maurer, Frantz ; Masset, Philippe. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001681.

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2021Precautionary saving in mean-variance models and different sources of risk. (2021). Bonilla, Claudio ; Vergara, Marcos. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:280-289.

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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.

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2020The effect of economic policy uncertainty on China’s housing market. (2020). Ning, Shao-Lin ; Lin, Wen-Yuan ; Huang, Wei-Ling . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818301700.

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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.

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2021Oil price shocks, geopolitical risks, and green bond market dynamics. (2021). Lee, Chien-Chiang ; Li, Yong-Yi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301972.

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2021Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach. (2021). Ravazzolo, Francesco ; GUPTA, RANGAN ; Caporin, Massimiliano. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302291.

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2021The impact of offshore exchange rate expectations on onshore exchange rates: The case of Chinese RMB. (2021). Xu, Xiangyun ; Ren, Junfan ; Shen, Yao ; Jia, Fei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302321.

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2021Continuous wavelet analysis of Chinese renminbi: Co-movement and lead-lag relationship between onshore and offshore exchange rates. (2021). Hamori, Shigeyuki ; Kinkyo, Takuji ; Xu, Lei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000012.

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2021Risk spillover and network connectedness analysis of China’s green bond and financial markets: Evidence from financial events of 2015–2020. (2021). Li, Yangyang ; Gao, Yang ; Wang, Yaojun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000231.

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2021Analysis of the gold fixing price fluctuation in different times based on the directed weighted networks. (2021). Jiang, LE ; Zhang, Guangyong ; Fu, Min ; Tian, Lixin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000668.

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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.

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2021Second order of stochastic dominance efficiency vs mean variance efficiency. (2021). Truck, Stefan ; Lozza, Sergio Ortobelli ; Malavasi, Matteo. In: European Journal of Operational Research. RePEc:eee:ejores:v:290:y:2021:i:3:p:1192-1206.

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2021Catch me if you scan: Data-driven prescriptive modeling for smart store environments. (2021). Flath, Christoph M ; Hauser, Matthias ; Thiesse, Frederic. In: European Journal of Operational Research. RePEc:eee:ejores:v:294:y:2021:i:3:p:860-873.

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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.

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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.

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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.

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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.

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2021Electricity consumption and economic growth at the state and sectoral level in India: Evidence using heterogeneous panel data methods. (2021). Tiwari, Aviral ; Nair, Sthanu R ; Eapen, Leena Mary. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304047.

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2021The roles of political risk and crude oil in stock market based on quantile cointegration approach: A comparative study in China and US. (2021). Fatemian, Farhad ; You, Wanhai ; Li, Yehua ; Guo, Yawei. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321001031.

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2021Average residential outage cost estimates for the lower 48 states in the US. (2021). Chen, Y ; Zarnikau, J ; Tishler, A ; Woo, C K. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001754.

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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.

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2021Geopolitical risk and crude oil security: A Chinese perspective. (2021). Su, Chi-Wei ; Wang, Kai-Hua ; Umar, Muhammad. In: Energy. RePEc:eee:energy:v:219:y:2021:i:c:s0360544220326621.

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2021Probability density forecasts for steam coal prices in China: The role of high-frequency factors. (2021). Han, Meng ; Zhao, Zhongchao ; Ding, Lili. In: Energy. RePEc:eee:energy:v:220:y:2021:i:c:s0360544221000074.

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2021Relationship between electricity and economic growth for long-term periods: New possibilities for energy prediction. (2021). Kurevija, Tomislav ; Sedlar, Daria Karasalihovi ; Kolin, Sonja Koak. In: Energy. RePEc:eee:energy:v:228:y:2021:i:c:s036054422100788x.

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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.

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2021Market abuse under different close price determination mechanisms: A European case. (2021). Skarmeas, Emmanouil ; Pappas, Vasileios ; Alexakis, Christos. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000508.

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2021Forecasting crude oil volatility with geopolitical risk: Do time-varying switching probabilities play a role?. (2021). Ma, Feng ; Wang, LU ; Gao, Xinxin ; Hao, Jianyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921000983.

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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.

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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.

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2021A comparison of the gold-oil portfolio and oil portfolio: A stochastic dominance approach. (2021). Lean, Hooi Hooi ; Zoubi, Taisier ; Mirzaei, Ali ; Alkhazali, Osamah M. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320302191.

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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.

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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.

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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.

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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.

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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.

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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.

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2021Optimal designs for mixed continuous and binary responses with quantitative and qualitative factors. (2021). Khogeer, Hazar ; Kao, Ming-Hung. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:182:y:2021:i:c:s0047259x20302931.

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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.

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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.

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2021A replication study of the credit card effect on spending behavior and an extension to mobile payments. (2021). Dewitte, Siegfried ; Liu, Yunxin. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:60:y:2021:i:c:s0969698921000382.

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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.

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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.

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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.

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2021Hedging oil price risk with gold during COVID-19 pandemic. (2021). Vo, Xuan Vinh ; Salisu, Afees ; Lawal, Adedoyin. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309284.

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2021Dynamic spillovers of geopolitical risks and gold prices: New evidence from 18 emerging economies. (2021). Chen, Jinyu ; Huang, Jianbai ; Li, Yingli. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309685.

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2021Price overreactions in the commodity futures market: An intraday analysis of the Covid-19 pandemic impact. (2021). Czudaj, Robert ; van Hoang, Thi Hong ; Borgards, Oliver. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420720309946.

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2021Asymmetric relationship between gold and Islamic stocks in bearish, normal and bullish market conditions. (2021). Balli, Faruk ; Arif, Muhammad ; Qureshi, Fiza ; Naeem, Muhammad Abubakr. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000830.

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2021Dynamic connectedness between uncertainty and energy markets: Do investor sentiments matter?. (2021). Charif, Husni ; Assaf, Ata ; Mokni, Khaled. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001264.

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2021Analyzing the time-frequency connectedness among oil, gold prices and BRICS geopolitical risks. (2021). Zhang, Hongwei ; Gao, Wang ; Huang, Jianbai ; Li, Yingli. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001483.

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2021Oil prices and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak. (2021). Hung, Ngo Thai. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002476.

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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.

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2021Structural distortion and the shortage of peak-load power resources in China: A screening curve approach and case study of Shandong Province. (2021). Yuan, Jiahai ; Song, Yan ; Zhu, Yanlei. In: Utilities Policy. RePEc:eee:juipol:v:70:y:2021:i:c:s0957178721000588.

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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.

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2021Volatility spillovers of A- and B-shares for the Chinese stock market and its impact on the Chinese index returns. (2021). Lee, Hsiu-Chuan ; Liao, Tzu-Hsiang ; Chung, Chien-Ping. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x20306788.

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2021On the investors sentiments and the Islamic stock-bond interplay across investments horizons. (2021). Shahzad, Syed Jawad Hussain ; Khan, Muhammad Asif ; Hela, Ben hamida ; Hkiri, Besma ; Hussain, Syed Jawad ; Aloui, Chaker. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x20307034.

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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.

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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.

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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.

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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.

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2021The role of food apps servitization on repurchase intention: A study of FoodPanda. (2021). Tan, Kim Hua ; Teo, Shen Long ; Yeo, Sook Fern. In: International Journal of Production Economics. RePEc:eee:proeco:v:234:y:2021:i:c:s0925527321000396.

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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.

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2021Coal energy consumption beat renewable energy consumption in South Africa: Developing policy framework for sustainable development. (2021). Altunta, Mehmet ; Bekun, Festus Victor ; Awosusi, Abraham Ayobamiji ; Adebayo, Tomiwa Sunday. In: Renewable Energy. RePEc:eee:renene:v:175:y:2021:i:c:p:1012-1024.

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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.

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2021Time-varying interactions between geopolitical risks and renewable energy consumption. (2021). Wu, Yanrui ; Cai, Yifei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:74:y:2021:i:c:p:116-137.

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2021Monetary policy transmission with two exchange rates of a single currency: The Chinese experience. (2021). Qian, Zongxin ; Korhonen, Iikka ; He, Qing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:558-576.

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2021The dynamics of U.S. REITs returns to uncertainty shocks: A proxy SVAR approach. (2021). GUPTA, RANGAN ; Wohar, Mark E ; Dul, Wiehan ; Cepni, Oguzhan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000544.

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2021Corporate Reporting in the Time of COVID-19: Analysis of Information Disclosed by Selected Companies Listed on the Warsaw Stock Exchange. (2021). Waclawik, Boguslaw. In: European Research Studies Journal. RePEc:ers:journl:v:xxiv:y:2021:i:special1:p:386-402.

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2021Turkmenistan’s Gas Sector Development Scenarios Based on Econometric and SWOT Analysis. (2021). Iwaszczuk, Natalia ; Wolak, Jacek. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:10:p:2740-:d:551974.

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2021Revised Environmental Kuznets Curve for V4 Countries and Baltic States. (2021). Tomczyk, Arkadiusz ; Wojciechowski, Adam ; Simionescu, Mihaela ; Rabe, Marcin. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:11:p:3302-:d:569014.

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2021Stationarity in the Prices of Energy Commodities. A Nonparametric Approach. (2021). Gonzalez, Paula Fernandez ; Presno, Maria Jose ; Landajo, Manuel. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:11:p:3324-:d:569564.

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2021Modeling the Dynamic Linkage between Renewable Energy Consumption, Globalization, and Environmental Degradation in South Korea: Does Technological Innovation Matter?. (2021). Mata, Mario Nuno ; Rjoub, Husam ; Onbaiolu, Dilber Alar ; Coelho, Manuel Francisco ; Adebayo, Tomiwa Sunday ; Adeshola, Ibrahim ; Rita, Joo Xavier ; Carvalho, Paulo Viegas. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:14:p:4265-:d:594461.

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2021Another Look into the Relationship between Economic Growth, Carbon Emissions, Agriculture and Urbanization in Thailand: A Frequency Domain Analysis. (2021). Lourenço, António ; Mata, Mario Nuno ; Loureno, Antonio Moro ; Dantas, Rui Miguel ; Kirikkaleli, Dervis ; Martins, Jessica Nunes ; Altunta, Mehmet ; Ferro, Joaquim Antonio ; Husam, Rjoub ; Oladipupo, Seun Damola. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:16:p:5132-:d:617882.

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2021Asymmetric Impact of International Trade on Consumption-Based Carbon Emissions in MINT Nations. (2021). Popescu, Catalin ; Panait, Mirela ; Rjoub, Husam ; Awosusi, Abraham Ayobamiji ; Adebayo, Tomiwa Sunday. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:20:p:6581-:d:655000.

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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.

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2021Behavioral Decision Making in Normative and Descriptive Views: A Critical Review of Literature. (2021). Liu, Wenbin ; Weng, Zhiquan ; Chai, Junyi. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:10:p:490-:d:656459.

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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.

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2021Testing the Efficiency of Globally Listed Private Equity Markets. (2021). Tegtmeier, Lars. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:313-:d:590620.

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2021Digital Transformation and Strategy in the Banking Sector: Evaluating the Acceptance Rate of E-Services. (2021). Kamariotou, Maria ; Giatsidis, Ioannis ; Kitsios, Fotis. In: Journal of Open Innovation: Technology, Market, and Complexity. RePEc:gam:joitmc:v:7:y:2021:i:3:p:204-:d:639903.

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2021Is Gold a Hedge against Stock Price Risk in U.S. or Indian Markets?. (2021). Manuj, Hemant. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:10:p:174-:d:645358.

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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.

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More than 100 citations found, this list is not complete...

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.
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2018RESEARCH IDEAS FOR ADVANCES IN DECISION SCIENCES (ADS): 22ND ANNIVERSARY SPECIAL ISSUE IN 2018 In: Advances in Decision Sciences.
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2018Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018.(2018) In: Econometric Institute Research Papers.
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2019Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018.(2019) In: Documentos de Trabajo del ICAE.
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2018DECISION SCIENCES, ECONOMICS, FINANCE, BUSINESS, COMPUTING, AND BIG DATA: CONNECTIONS In: Advances in Decision Sciences.
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2019Optimal Solution Techniques in Decision Sciences A Review In: Advances in Decision Sciences.
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2020Review of Matrix Theory with Applications in Education and Decision Sciences In: Advances in Decision Sciences.
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2020Review of Matrix Theory with Applications in Education and Decision Sciences.(2020) In: International Association of Decision Sciences.
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2020Decision Sciences in Education: The STEMtech Model to Create Stem Products at High Schools in Vietnam.(2020) In: International Association of Decision Sciences.
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2020A Scoring Rule for Factor and Autoregressive Models Under Misspecification In: Advances in Decision Sciences.
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2020A Scoring Rule for Factor and Autoregressive Models Under Misspecification.(2020) In: International Association of Decision Sciences.
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2020Extension of Steins Lemmas to General Functions and Distributions* In: Advances in Decision Sciences.
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2020Extension of Steins Lemmas to General Functions and Distributions*.(2020) In: International Association of Decision Sciences.
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2013Is Gold Good for Portfolio Diversification? A Stochastic Dominance Analysis of the Paris Stock Exchange In: Working Papers.
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2015Is gold good for portfolio diversification? A stochastic dominance analysis of the Paris stock exchange.(2015) In: International Review of Financial Analysis.
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2015Is gold good for portfolio diversification? A stochastic dominance analysis of the Paris stock exchange.(2015) In: Post-Print.
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2005Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan In: Review of Applied Economics.
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2005Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan.(2005) In: Finance Working Papers.
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2009Lessons learned from Chicagos emergency response to mass evacuations caused by Hurricane Katrina In: American Journal of Public Health.
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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.
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1990Repeated Time Series Analysis of ARIMA-Noise Models. In: Journal of Business & Economic Statistics.
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2014Investors’ preference towards risk: evidence from the Taiwan stock and stock index futures markets In: Accounting and Finance.
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2020The seasonality of gold prices in China does the risk?aversion level matter? In: Accounting and Finance.
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2018The seasonality of gold prices in China: Does the risk-aversion level matter?.(2018) In: Post-Print.
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2016THEORIES OF RISK: TESTING INVESTOR BEHAVIOR ON THE TAIWAN STOCK AND STOCK INDEX FUTURES MARKETS In: Economic Inquiry.
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2016Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets.(2016) In: MPRA Paper.
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2017Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets.(2017) In: MPRA Paper.
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2001Contagion or Inductance? Crisis 1997 Reconsidered In: The Japanese Economic Review.
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2009EFFICIENCY OF THE TAIWAN STOCK MARKET* In: The Japanese Economic Review.
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2016Profiteering from the Dot-Com Bubble, Subprime Crisis and Asian Financial Crisis In: The Japanese Economic Review.
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2013Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis.(2013) In: Working Papers in Economics.
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2013Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis.(2013) In: KIER Working Papers.
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2016Profiteering from the Dot-Com Bubble, Subprime Crisis and Asian Financial Crisis.(2016) In: The Japanese Economic Review.
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2013Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis.(2013) In: Tinbergen Institute Discussion Papers.
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2013Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis.(2013) In: Documentos de Trabajo del ICAE.
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2000Time Series Models in Non?Normal Situations: Symmetric Innovations In: Journal of Time Series Analysis.
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2001Efficiencies of Rounded Optimal Approximate Designs for Small Samples In: Statistica Neerlandica.
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2020Sources of inequality in the Philippines: Insights from stochastic dominance tests for richness and poorness In: The World Economy.
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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.
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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.
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2010Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach In: Working Papers in Economics.
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2010Market efficiency of oil spot and futures: A mean-variance and stochastic dominance approach.(2010) In: Energy Economics.
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2010Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach.(2010) In: KIER Working Papers.
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2010A Trinomial Test for Paired Data When There are Many Ties In: Working Papers in Economics.
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2011A trinomial test for paired data when there are many ties.(2011) In: Mathematics and Computers in Simulation (MATCOM).
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2010A Trinomial Test for Paired Data When There are Many Ties.(2010) In: Econometric Institute Research Papers.
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2010A Trinomial Test for Paired Data When There are Many Ties.(2010) In: Econometric Institute Research Papers.
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2010A Trinomial Test for Paired Data When There are Many Ties.(2010) In: KIER Working Papers.
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2009A Trinomial Test for Paired Data When There are Many Ties.(2009) In: CIRJE F-Series.
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2010Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance In: Working Papers in Economics.
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2010Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance.(2010) In: CARF F-Series.
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2010Investor preferences for oil spot and futures based on mean-variance and stochastic dominance.(2010) In: Econometric Institute Research Papers.
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2011Investor Preferences for Oil Spot and Futures based on Mean-Variance and Stochastic Dominance.(2011) In: KIER Working Papers.
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2010Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance.(2010) In: CIRJE F-Series.
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2010Robust Estimation and Forecasting of the Capital Asset Pricing Model In: Working Papers in Economics.
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2010Robust Estimation and Forecasting of the Capital Asset Pricing Model.(2010) In: Econometric Institute Research Papers.
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2010Robust Estimation and Forecasting of the Capital Asset Pricing Model.(2010) In: Econometric Institute Research Papers.
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2010Robust Estimation and Forecasting of the Capital Asset Pricing Model.(2010) In: KIER Working Papers.
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2013Robust Estimation and Forecasting of the Capital Asset Pricing Model.(2013) In: Tinbergen Institute Discussion Papers.
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2012Robust Estimation and Forecasting of the Capital Asset Pricing Model.(2012) In: Documentos de Trabajo del ICAE.
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2013ROBUST ESTIMATION AND FORECASTING OF THE CAPITAL ASSET PRICING MODEL.(2013) In: Annals of Financial Economics (AFE).
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2013Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures In: Working Papers in Economics.
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2013Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures.(2013) In: Econometric Institute Research Papers.
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2013Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures.(2013) In: Documentos de Trabajo del ICAE.
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2010Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach In: CARF F-Series.
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2010Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach.(2010) In: Econometric Institute Research Papers.
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2010Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach.(2010) In: CIRJE F-Series.
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2007Stochastic Dominance Analysis of iShares In: Finance Working Papers.
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2007Stochastic Dominance Analysis of iShares.(2007) In: The European Journal of Finance.
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2007Stochastic Dominance and Mean-Variance Measures of Profit and Loss for Business Planning and Investment In: Finance Working Papers.
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2007Stochastic dominance and mean-variance measures of profit and loss for business planning and investment.(2007) In: European Journal of Operational Research.
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2007Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model In: Economics Bulletin.
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2010Linearity and stationarity of G7 government bond returns In: Economics Bulletin.
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2010Linearity and stationarity of G7 government bond returns.(2010) In: MPRA Paper.
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2012Are Sectoral Outputs in Pakistan Led by Energy Consumption? In: Economics Bulletin.
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2011Test statistics for prospect and Markowitz stochastic dominances with applications In: Econometrics Journal.
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2012Managing a scarce resource in a growing Asian economy: Water usage in Hong Kong In: Journal of Asian Economics.
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2015Cointegration and causality among the onshore and offshore markets for Chinas currency In: Journal of Asian Economics.
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2015Cointegration and Causality among the Onshore and Offshore Markets for Chinas Currency.(2015) In: MPRA Paper.
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2013Stochastic dominance relationships between stock and stock index futures markets: International evidence In: Economic Modelling.
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2015Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange In: Economic Modelling.
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2015Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange.(2015) In: Post-Print.
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2015The banking firm and risk taking in a two-moment decision model In: Economic Modelling.
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2015Production and hedging decisions under regret aversion In: Economic Modelling.
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2013The performance of commodity trading advisors: A mean-variance-ratio test approach In: The North American Journal of Economics and Finance.
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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.
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2016A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction during Financial Crises.(2016) In: Econometric Institute Research Papers.
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2016A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction During Financial Crises.(2016) In: Tinbergen Institute Discussion Papers.
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2005Elasticity of risk aversion and international trade.(2005) In: Monash Economics Working Papers.
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2007Optimisation of fault-tolerant fabric-cutting schedules using genetic algorithms and fuzzy set theory In: European Journal of Operational Research.
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2010Gains from diversification on convex combinations: A majorization and stochastic dominance approach In: European Journal of Operational Research.
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2010A pseudo-Bayesian model in financial decision making with implications to market volatility, under- and overreaction In: European Journal of Operational Research.
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2010Adaptive neural network model for time-series forecasting In: European Journal of Operational Research.
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2010Stochastic dominance and risk measure: A decision-theoretic foundation for VaR and C-VaR In: European Journal of Operational Research.
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2013Stochastic Dominance and Risk Measure: A Decision-Theoretic Foundation for VaR and C-VaR.(2013) In: Working Papers.
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2011Do investors like to diversify? A study of Markowitz preferences In: European Journal of Operational Research.
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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.
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2017Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency In: European Journal of Operational Research.
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