Wing-Keung Wong : Citation Profile


Are you Wing-Keung Wong?

Asia University

13

H index

24

i10 index

724

Citations

RESEARCH PRODUCTION:

155

Articles

150

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   30 years (1990 - 2020). See details.
   Cites by year: 24
   Journals where Wing-Keung Wong has often published
   Relations with other researchers
   Recent citing documents: 123.    Total self citations: 191 (20.87 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwo79
   Updated: 2020-05-16    RAS profile: 2020-04-26    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

McAleer, Michael (49)

Guo, Xu (23)

Chang, Chia-Lin (22)

GUPTA, RANGAN (13)

Guo, Xu (9)

Lean, Hooi Hooi (7)

Clark, Ephraim (5)

Zhenzhen, Zhu (3)

Zhu, Lixing (3)

Chow, Sheung (3)

Plakandaras, Vasilios (3)

HOANG, Thi Hong Van (3)

CHONG, Terence Tai Leung (2)

EL KHAMLICHI, ABDELBARI (2)

Demirer, Riza (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 (27)

Lean, Hooi Hooi (22)

GUPTA, RANGAN (20)

Shintani, Mototsugu (10)

Tiwari, Aviral (8)

LINTON, OLIVER (8)

Hammoudeh, Shawkat (7)

Claveria, Oscar (7)

Liew, Venus (6)

Lim, Kian-Ping (6)

Cillo, Alessandra (6)

Cites to:

Lean, Hooi Hooi (280)

McAleer, Michael (251)

Guo, Xu (144)

Markowitz, Harry (62)

Clark, Ephraim (60)

Guo, Xu (60)

Davidson, Russell (46)

Hanoch, Giora (44)

HOANG, Thi Hong Van (43)

Duclos, Jean-Yves (43)

Wagener, Andreas (40)

Main data


Where Wing-Keung Wong has published?


Journals with more than one article published# docs
Sustainability13
European Journal of Operational Research9
Journal of Risk and Financial Management7
Annals of Financial Economics (AFE)6
Advances in Decision Sciences6
Economics Letters5
Applied Economics5
Mathematics and Computers in Simulation (MATCOM)5
Economic Modelling4
Risk Management4
Applied Financial Economics4
The Japanese Economic Review3
Applied Economics Letters3
Economies3
Statistics & Probability Letters3
Economics Bulletin3
Quantitative Finance2
Pacific-Basin Finance Journal2
The North American Journal of Economics and Finance2
Physica A: Statistical Mechanics and its Applications2
International Review of Economics & Finance2
Estudios de Economia2
Journal of Business & Economic Statistics2
Journal of Multinational Financial Management2
International Journal of Production Economics2
Multinational Finance Journal2
Global Economic Review2
Statistical Papers2
Journal of Asian Economics2
Journal of Management Sciences2
Resources Policy2

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
Working Papers / University of Pretoria, Department of Economics7
Monash Economics Working Papers / Monash University, Department of Economics6
KIER Working Papers / Kyoto University, Institute of Economic Research6
Finance Working Papers / East Asian Bureau of Economic Research3
SCAPE Policy Research Working Paper Series / National University of Singapore, Department of Economics, SCAPE3
CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo3
Dresden Discussion Paper Series in Economics / Technische Universität 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 (2020 and 2019)


YearTitle of citing document
2019Natural Resource Exports, Foreign Aid and Terrorism. (2019). Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/023.

Full description at Econpapers || Download paper

2019The persistence of global terrorism. (2019). Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/053.

Full description at Econpapers || Download paper

2018“Tracking economic growth by evolving expectations via genetic programming: A two-step approach”. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:201801.

Full description at Econpapers || Download paper

2018Notes on Fano Ratio and Portfolio Optimization. (2018). Yu, Willie ; Kakushadze, Zura. In: Papers. RePEc:arx:papers:1711.10640.

Full description at Econpapers || Download paper

2018A Predictive Model for Oil Market under Uncertainty: Data-Driven System Dynamics Approach. (2018). Fekri, Masoud ; Langroudi, Amirreza Safari ; Aghaei, Sina. In: Papers. RePEc:arx:papers:1808.04150.

Full description at Econpapers || Download paper

2018Randomization Tests for Equality in Dependence Structure. (2018). Seo, Juwon. In: Papers. RePEc:arx:papers:1811.02105.

Full description at Econpapers || Download paper

2019Risk Management, Capital Adequacy and Audit Quality for Financial Stability: Assessment from Commercial Banks of Pakistan. (2019). Bin, Shamsul Bahrain ; Omran, Abdelnaser ; Kamran, Hafiz Waqas. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:654-664.

Full description at Econpapers || Download paper

2018Vine copulas: modelling systemic risk and enhancing higher‐moment portfolio optimisation. (2018). Yew, Rand Kwong. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:423-463.

Full description at Econpapers || Download paper

2018DOES GLOBAL SHAPES OF UTILITY FUNCTIONS MATTER FOR INVESTMENT DECISIONS?. (2018). Ranganathan, Kavitha. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:70:y:2018:i:4:p:341-361.

Full description at Econpapers || Download paper

2019Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach. (2019). GUPTA, RANGAN ; Caporin, Massimiliano ; Ravazzolo, Francesco. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps61.

Full description at Econpapers || Download paper

2018Regional Differences in Economic Impacts of Power Outages in Finland. (2018). KĂŒfeoğlu, Sinan ; Lehtonen, M ; Winzer, C ; Kufeoglu, S ; Gunduz, N. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1841.

Full description at Econpapers || Download paper

2019Stock market linkages between the ASEAN countries, China and the US: a fractional cointegration approach. (2019). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; You, Kefei. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7537.

Full description at Econpapers || Download paper

2018A multi-resolution and multivariate analysis of the dynamic relationships between crude oil and petroleum-product prices. (2018). Polanco, Josue M ; Fernandez-Macho, J ; Abadie, Luis M. In: Applied Energy. RePEc:eee:appene:v:228:y:2018:i:c:p:1550-1560.

Full description at Econpapers || Download paper

2019Trader differences in Shanghai’s A-share and B-share markets: Effects on interaction with the Shanghai housing market. (2019). Tsai, I-Chun ; I-Chun Tsai, ; Lin, Wen-Yuan. In: Journal of Asian Economics. RePEc:eee:asieco:v:64:y:2019:i:c:4.

Full description at Econpapers || Download paper

2019Harmful diversification: Evidence from alternative investments. (2019). Sutcliffe, Charles ; Sakkas, Athanasios ; Platanakis, Emmanouil. In: The British Accounting Review. RePEc:eee:bracre:v:51:y:2019:i:1:p:1-23.

Full description at Econpapers || Download paper

2018Does investor attention matter? The attention-return relationships in FX markets. (2018). Yin, Libo ; Xu, Yang ; Han, Liyan. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:644-660.

Full description at Econpapers || Download paper

2018Do international investors cause stock market spillovers? Comparing responses of cross-listed stocks between accessible and inaccessible markets. (2018). Tsutsui, Yoshiro ; Hirayama, Kenjiro ; Nishimura, Yusaku. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:237-248.

Full description at Econpapers || Download paper

2018The financial effects of Trumpism. (2018). Anh, Huy Nguyen ; Pham, Nhi ; Huynh, Tam ; Moosa, Nisreen ; Ramiah, Vikash. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:264-274.

Full description at Econpapers || Download paper

2019The relationship between trading activity and stock market volatility: Does the volume threshold matter?. (2019). Slim, Skander ; Koubaa, Yosra. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:168-184.

Full description at Econpapers || Download paper

2018The “Sell in May” effect: A review and new empirical evidence. (2018). Degenhardt, Thomas ; Auer, Benjamin R. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:169-205.

Full description at Econpapers || Download paper

2019The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom: Evidence from a nonparametric causality-in-quantiles test using over 250 years of data. (2019). GUPTA, RANGAN ; Wohar, Mark E ; Volkman, David A ; Risse, Marian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:391-405.

Full description at Econpapers || Download paper

2019Rise and fall of calendar anomalies over a century. (2019). Plastun, Alex ; GUPTA, RANGAN ; Wohar, Mark E ; Sibande, Xolani. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:181-205.

Full description at Econpapers || Download paper

2019Time-varying impact of uncertainty shocks on the US housing market. (2019). GUPTA, RANGAN ; Christou, Christina ; Nyakabawo, Wendy. In: Economics Letters. RePEc:eee:ecolet:v:180:y:2019:i:c:p:15-20.

Full description at Econpapers || Download paper

2018Retail store operations: Literature review and research directions. (2018). Mou, Shandong ; Dehoratius, Nicole ; Robb, David J. In: European Journal of Operational Research. RePEc:eee:ejores:v:265:y:2018:i:2:p:399-422.

Full description at Econpapers || Download paper

2018Universal recurrence algorithm for computing Nuttall, generalized Marcum and incomplete Toronto functions and moments of a noncentral χ2 random variable. (2018). Dias, Jose Carlos ; Vidal, Joo Pedro. In: European Journal of Operational Research. RePEc:eee:ejores:v:265:y:2018:i:2:p:559-570.

Full description at Econpapers || Download paper

2018Comparison of the multicriteria decision-making methods for equity portfolio selection: The U.S. evidence. (2018). PÀtÀri, Eero ; Yeomans, Julian S ; Luukka, Pasi ; Karell, Ville ; Patari, Eero. In: European Journal of Operational Research. RePEc:eee:ejores:v:265:y:2018:i:2:p:655-672.

Full description at Econpapers || Download paper

2018Optimal privatization portfolios in the presence of arbitrary risk aversion. (2018). Topaloglou, Nikolas ; Christodoulakis, George ; Mohamed, Abdulkadir. In: European Journal of Operational Research. RePEc:eee:ejores:v:265:y:2018:i:3:p:1172-1191.

Full description at Econpapers || Download paper

2019Distributionally robust scheduling on parallel machines under moment uncertainty. (2019). Chang, Zhiqi ; Song, Shiji ; Ding, Jian-Ya . In: European Journal of Operational Research. RePEc:eee:ejores:v:272:y:2019:i:3:p:832-846.

Full description at Econpapers || Download paper

2019Stocks for the log-run and constant relative risk aversion preferences. (2019). Levy, Moshe. In: European Journal of Operational Research. RePEc:eee:ejores:v:277:y:2019:i:3:p:1163-1168.

Full description at Econpapers || Download paper

2019To what extent can new web-based technology improve forecasts? Assessing the economic value of information derived from Virtual Globes and its rate of diffusion in a financial market. (2019). , Johnnie ; Ma, Tiejun ; Sung, Ming-Chien ; Green, Lawrence . In: European Journal of Operational Research. RePEc:eee:ejores:v:278:y:2019:i:1:p:226-239.

Full description at Econpapers || Download paper

2018Oil returns and volatility: The role of mergers and acquisitions. (2018). Tiwari, Aviral ; GUPTA, RANGAN ; Demirer, Riza ; Bos, Martijn. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:62-69.

Full description at Econpapers || Download paper

2018The Minimum-CVaR strategy with semi-parametric estimation in carbon market hedging problems. (2018). Chai, Shanglei ; Zhou, P. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:64-75.

Full description at Econpapers || Download paper

2019Distributional predictability between commodity spot and futures: Evidence from nonparametric causality-in-quantiles tests. (2019). Tiwari, Aviral ; Hammoudeh, Shawkat ; Jena, Sangram Keshari ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:615-628.

Full description at Econpapers || Download paper

2019Estimating the economic impacts of power supply interruptions. (2019). Botelho, Vinicius. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:983-994.

Full description at Econpapers || Download paper

2019Information content of the limit order book for crude oil futures price volatility. (2019). Duong, Huu Nhan ; Tian, Xiao ; Kalev, Petko S. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:584-597.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2019Geopolitical risk and oil volatility: A new insight. (2019). Zhang, Yaojie ; Tang, Yingkai ; Ma, Feng ; Liu, Jing. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303433.

Full description at Econpapers || Download paper

2018Optimization of variable-head hydropower system operation considering power shortage aspect with quadratic programming and successive approximation. (2018). Niu, Wen-Jing ; Cheng, Chun-Tian ; Feng, Zhong-Kai. In: Energy. RePEc:eee:energy:v:143:y:2018:i:c:p:1020-1028.

Full description at Econpapers || Download paper

2018Impact of electricity shortages during energy transitions in Taiwan. (2018). Wu, Kuei-Yen ; Huang, Yun-Hsun . In: Energy. RePEc:eee:energy:v:151:y:2018:i:c:p:622-632.

Full description at Econpapers || Download paper

2018Developing a successive linear programming model for head-sensitive hydropower system operation considering power shortage aspect. (2018). Feng, Zhong-Kai ; Liu, YI ; Qin, Hui ; Jiang, Zhi-Qiang ; Cheng, Chun-Tian ; Wang, Sen ; Niu, Wen-Jing. In: Energy. RePEc:eee:energy:v:155:y:2018:i:c:p:252-261.

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). Geng, Jiang-Bo ; Yao, Chen-Xi ; Xia, Tongshui. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521919303126.

Full description at Econpapers || Download paper

2019The dynamic causality between gold and silver prices in China market: A rolling window bootstrap approach. (2019). Su, Chi-Wei ; Liu, Guo-Dong. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:101-106.

Full description at Econpapers || Download paper

2019Has the difference in stock liquidity and stock returns between Chinese state owned and privately owned enterprises become smaller?. (2019). Pukthuanthong, Kuntara ; Qiao, Zhuo. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:39-44.

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). Yang, Tingting ; Huang, Xiaoxia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302997.

Full description at Econpapers || Download paper

2019Market stability vs. market resilience: Regulatory policies experiments in an agent-based model with low- and high-frequency trading. (2019). Napoletano, Mauro ; Leal, Sandrine Jacob. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:157:y:2019:i:c:p:15-41.

Full description at Econpapers || Download paper

2020The effect of credit card versus mobile payment on convenience and consumersñ€ℱ 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

2019Analysing the gold-stock nexus using VARMA-BEKK-AGARCH and Quantile regression models: New evidence from South Africa and Nigeria. (2019). Awodumi, Olabanji B ; Adewuyi, Adeolu O ; Abodunde, Temitope T. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:348-362.

Full description at Econpapers || Download paper

2019Identification of the daily seasonality in gold returns and volatilities: Evidence from Shanghai and London. (2019). Liu, Huifang ; Wang, Xinya ; Huang, Shupei. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:522-531.

Full description at Econpapers || Download paper

2019Effects of Pakistans energy crisis on farm households. (2019). Rahut, Dil Bahadur ; Ali, Akhter ; Imtiaz, Muhammad. In: Utilities Policy. RePEc:eee:juipol:v:59:y:2019:i:c:3.

Full description at Econpapers || Download paper

2018Intraday and interday distribution of stock returns and their asymmetric conditional volatility: Firm-level evidence. (2018). Balaban, Ercan ; Karidis, Socrates ; Ozgen, Tolga. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:905-915.

Full description at Econpapers || Download paper

2018The dynamic impact of uncertainty in causing and forecasting the distribution of oil returns and risk. (2018). GUPTA, RANGAN ; Caporin, Massimiliano ; Bonaccolto, G. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:507:y:2018:i:c:p:446-469.

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

2019Fashion retail supply chain management: A review of operational models. (2019). Wen, Xin ; Chung, Sai-Ho ; Choi, Tsan-Ming. In: International Journal of Production Economics. RePEc:eee:proeco:v:207:y:2019:i:c:p:34-55.

Full description at Econpapers || Download paper

2019The dynamic behavior of evolving efficiency: Evidence from the UAE stock markets. (2019). Al-Shboul, Mohammad ; Alsharari, Nizar. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:73:y:2019:i:c:p:119-135.

Full description at Econpapers || Download paper

2018Does the introduction of index futures stabilize stock markets? Further evidence from emerging markets. (2018). Kutan, Ali M ; Zhao, Yang ; Wei, Mingzhe ; Shi, Yukun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:57:y:2018:i:c:p:183-197.

Full description at Econpapers || Download paper

2019Choosing expected shortfall over VaR in Basel III using stochastic dominance. (2019). McAleer, Michael ; Jimenez-Martin, Juan ; Chang, Chia-Lin ; Perez-Amaral, Teodosio ; Maasoumi, Esfandiar . In: International Review of Economics & Finance. RePEc:eee:reveco:v:60:y:2019:i:c:p:95-113.

Full description at Econpapers || Download paper

2019Locally optimal designs for mixed binary and continuous responses. (2019). Kao, Ming-Hung ; Kim, Soohyun. In: Statistics & Probability Letters. RePEc:eee:stapro:v:148:y:2019:i:c:p:112-117.

Full description at Econpapers || Download paper

2019The effect of global crises on stock market correlations: Evidence from scalar regressions via functional data analysis. (2019). GUPTA, RANGAN ; Demirer, Riza ; Mangisa, Siphumlile ; Das, Sonali. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:50:y:2019:i:c:p:132-147.

Full description at Econpapers || Download paper

2019A theory of auto ownership rationing. (2019). Yang, Hai ; Wu, Qiao-Yu ; Li, Zhi-Chun. In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:127:y:2019:i:c:p:125-146.

Full description at Econpapers || Download paper

2018Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections. (2018). Wong, W.-K., ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:104260.

Full description at Econpapers || Download paper

2019Time-Variant Safe-Haven Currency Status and Determinants. (2019). Yuki, MASUJIMA . In: Discussion papers. RePEc:eti:dpaper:19048.

Full description at Econpapers || Download paper

2019Value Premium and Technical Analysis: Evidence from the China Stock Market. (2019). Yu, BO ; Dong, Liang. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:3:p:92-:d:265650.

Full description at Econpapers || Download paper

2018Life Cycle Estimation of Battery Energy Storage Systems for Primary Frequency Regulation. (2018). Andrenacci, Natascia ; Mottola, Fabio ; Lauria, Davide ; Chiodo, Elio. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:12:p:3320-:d:186104.

Full description at Econpapers || Download paper

2018Linear and Nonlinear Causality between Energy Consumption and Economic Growth: The Case of Mexico 1965–2014. (2018). Zarraga, Ainhoa ; Ciarreta, Aitor ; Gomez, Mario . In: Energies. RePEc:gam:jeners:v:11:y:2018:i:4:p:784-:d:138586.

Full description at Econpapers || Download paper

2019Study on A Simple Model to Forecast the Electricity Demand under China’s New Normal Situation. (2019). Lieu, Jenny ; Liu, Zhen ; Zhu, Kaiwei ; Lin, Jinchai ; Tan, Xianchun. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:11:p:2220-:d:238853.

Full description at Econpapers || Download paper

2018The Lead–Lag Relationship between Oil Futures and Spot Prices—A Literature Review. (2018). Zavadska, Miroslava ; Coughlan, Joseph ; Morales, Lucia. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:4:p:89-:d:179491.

Full description at Econpapers || Download paper

2019The Influence of Domestic and Foreign Shocks on Portfolio Diversification Gains and the Associated Risks. (2019). Narayan, Seema. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:160-:d:274897.

Full description at Econpapers || Download paper

2018Air Pollution Inequality and Its Sources in SO 2 and NO X Emissions among Chinese Provinces from 2006 to 2015. (2018). Azimi, Mohaddeseh ; Yang, Yang ; Feng, Feng. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:2:p:367-:d:129585.

Full description at Econpapers || Download paper

2018Operational Efficiency of Chinese Provincial Electricity Grid Enterprises: An Evaluation Employing a Three-Stage Data Envelopment Analysis (DEA) Model. (2018). Zhao, Haoran ; Guo, Sen. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:9:p:3168-:d:167826.

Full description at Econpapers || Download paper

2019Dantzig Type Optimization Method with Applications to Portfolio Selection. (2019). Lee, Sung Chul ; Park, Seyoung ; Kim, Geonwoo. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:11:p:3216-:d:238590.

Full description at Econpapers || Download paper

2019The Impact of Stress on Life, Working, and Management Styles: How to Make an Organization Healthier?. (2019). Leber, Marjan ; Ivanievi, Andrea ; Berber, Nemanja ; Kneevi, Tatjana ; Kati, Ivana. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:15:p:4026-:d:251595.

Full description at Econpapers || Download paper

2019A Sustainability-Oriented Enhanced Indexation Model with Regime Switching and Cardinality Constraint. (2019). Liu, Jia ; Zhuang, Xinkai ; Chen, Zhiping. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:15:p:4055-:d:252223.

Full description at Econpapers || Download paper

2019Sector Portfolio Performance Comparison between Islamic and Conventional Stock Markets. (2019). Jareño, Francisco ; el Haddouti, Camalea ; Jareo, Francisco ; De, Maria. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:17:p:4618-:d:260794.

Full description at Econpapers || Download paper

2019Knowledge and Human Capital as Sustainable Competitive Advantage in Human Resource Management. (2019). Stacho, Zdenko ; Luka, Michal ; Balaova, Aneta ; Tarcho, Peter ; Kucharikova, Albeta ; Hitka, Milo. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:18:p:4985-:d:266581.

Full description at Econpapers || Download paper

2019Does Herding Bias Drive the Firm Value? Evidence from the Chinese Equity Market. (2019). Olah, Judit ; Meyer, Daniel F ; Khan, Muhammad Asif ; Hussain, Sayyed Sadaqat. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:20:p:5583-:d:275035.

Full description at Econpapers || Download paper

2019Sustainable Online Shopping Logistics for Customer Satisfaction and Repeat Purchasing Behavior: Evidence from China. (2019). Young, Jason ; Chung, Chune Young ; Choi, Daeheon. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:20:p:5626-:d:275834.

Full description at Econpapers || Download paper

2019What Killed HTC and Kept Apple Alive? Brand Sustainability Comparison of Two Asian Countries. (2019). Seitz, Victoria ; Do, Ben-Roy ; Dadvari, Alaleh ; Chau, Ka Yin ; Moslehpour, Massoud. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:24:p:6973-:d:295070.

Full description at Econpapers || Download paper

2019Individual Investors’ Learning Behavior and Its Impact on Their Herd Bias: An Integrated Analysis in the Context of Stock Trading. (2019). Aruna, Kalugala Vidanalage. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:5:p:1448-:d:212313.

Full description at Econpapers || Download paper

2019Analysis and Comparison of Economic and Financial Risk Sources in SMEs of the Visegrad Group and Serbia. (2019). Lakner, Zoltan ; Virglerova, Zuzana ; Kovacs, Sandor ; Olah, Judit ; Popp, Jozsef ; Kovacova, Maria. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:7:p:1853-:d:217845.

Full description at Econpapers || Download paper

2019Financial Performance of Government Bond Portfolios Based on Environmental, Social and Governance Criteria. (2019). Torres, Lourdes ; Pina, Vicente ; Badia, Guillermo. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:9:p:2514-:d:227224.

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

2018Forecasting the Volatility of the Chinese Gold Market by ARCH Family Models and extension to Stable Models. (2018). Xiao, Bing ; Dury, Marie-Eliette. In: Working Papers. RePEc:hal:wpaper:hal-01709321.

Full description at Econpapers || Download paper

2019Chinese Currency Exchange Rates Forecasting with EMD-Based Neural Network. (2019). Jiang, Chonghui ; Du, Jiangze ; Wang, Jying-Nan ; Lai, Kin-Keung . In: Complexity. RePEc:hin:complx:7458961.

Full description at Econpapers || Download paper

2018“Tracking economic growth by evolving expectations via genetic programming: A two-step approach”. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: IREA Working Papers. RePEc:ira:wpaper:201801.

Full description at Econpapers || Download paper

2019Market Integration Among the US and Asian Real Estate Investment Trusts in Crisis Times. (2019). Liow, Kim ; Song, Jeongseop. In: International Real Estate Review. RePEc:ire:issued:v:22:n:04:2019:p:463-512.

Full description at Econpapers || Download paper

2019Identification of multiple stock bubbles in an emerging market: application of GSADF approach. (2019). Ahmad, Iftikhar ; Nazir, Mian Sajid ; Liaqat, Ayesha. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:52:y:2019:i:3:d:10.1007_s10644-018-9230-0.

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

2019Empirical modelling of survey-based expectations for the design of economic indicators in five European regions. (2019). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: Empirica. RePEc:kap:empiri:v:46:y:2019:i:2:d:10.1007_s10663-017-9395-1.

Full description at Econpapers || Download paper

2019Default risk, state ownership and the cross-section of stock returns: evidence from China. (2019). Han, Liang ; Luo, Dan ; Liu, Lanlan . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:53:y:2019:i:4:d:10.1007_s11156-018-0771-0.

Full description at Econpapers || Download paper

2018Singapore’s Vehicle Quota System and its impact on motorcycles. (2018). Chu, Sing Fat. In: Transportation. RePEc:kap:transp:v:45:y:2018:i:5:d:10.1007_s11116-017-9772-4.

Full description at Econpapers || Download paper

2018Political Uncertainty and the Greek Stock Market over the Period 2011-2015. (2018). Rompotis, Gerasimos G. In: Capital Markets Review. RePEc:mfa:journl:v:26:y:2018:i:1:p:1-18.

Full description at Econpapers || Download paper

2018Risk connectivity and risk mitigation: An analytical framework. (2018). Padhi, Sidhartha S ; Mukherjee, Soumyatanu. In: Discussion Papers. RePEc:not:notcre:18/11.

Full description at Econpapers || Download paper

2018A critique of momentum strategies. (2018). Gao, Yang ; Satchell, Stephen ; Leung, Henry. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:5:d:10.1057_s41260-018-0080-0.

Full description at Econpapers || Download paper

2018Can gold be used as a hedge against the risks of Sharia-compliant securities? Application for Islamic portfolio management. (2018). Awartani, Basel ; Maghyereh, Aktham ; Hassan, Abul. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0090-y.

Full description at Econpapers || Download paper

2019Fine wine returns: a review of the literature. (2019). Outreville, Jean-Franois ; le Fur, Eric ; Lefur, Eric . In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:3:d:10.1057_s41260-019-00116-6.

Full description at Econpapers || Download paper

2019Testing the Monthly Calendar Anomaly of Stock Returns in Pakistan: A Stochastic Dominance Approach. (2019). Kausar, Saba ; Rashid, Abdul. In: The Pakistan Development Review. RePEc:pid:journl:v:58:y:2019:i:1:p:83-104.

Full description at Econpapers || Download paper

2018Financial Development, Economic Growth, and Electricity Demand: A Sector Analysis of an Emerging Economy. (2018). Shahbaz, Muhammad ; Roubaud, David. In: MPRA Paper. RePEc:pra:mprapa:87212.

Full description at Econpapers || Download paper

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.
[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
2013Is Gold Good for Portfolio Diversification? A Stochastic Dominance Analysis of the Paris Stock Exchange In: Working Papers.
[Full Text][Citation analysis]
paper11
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: 11
article
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]
article2
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: 2
paper
2005Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan.(2005) In: SCAPE Policy Research Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
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]
article81
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
2016THEORIES OF RISK: TESTING INVESTOR BEHAVIOR ON THE TAIWAN STOCK AND STOCK INDEX FUTURES MARKETS In: Economic Inquiry.
[Full Text][Citation analysis]
article2
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: 2
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: 2
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
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]
article2
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: 2
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]
paper3
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: 3
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: 3
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: 3
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: 3
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]
paper9
2007Stochastic Dominance Analysis of iShares.(2007) In: SCAPE Policy Research Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2007Stochastic Dominance Analysis of iShares.(2007) In: The European Journal of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
article
2007Stochastic Dominance and Mean-Variance Measures of Profit and Loss for Business Planning and Investment In: Finance Working Papers.
[Full Text][Citation analysis]
paper12
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: 12
article
2007Stochastic Dominance and Mean-Variance Measures of Profit and Loss for Business Planning and Investment.(2007) In: SCAPE Policy Research Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
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]
article8
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]
article1
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: 1
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]
article14
2015The banking firm and risk taking in a two-moment decision model In: Economic Modelling.
[Full Text][Citation analysis]
article5
2015Production and hedging decisions under regret aversion In: Economic Modelling.
[Full Text][Citation analysis]
article4
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]
article1
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: 1
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: 1
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]
article4
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
2005Elasticity of risk aversion and international trade.(2005) In: Departmental 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]
article5
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]
article8
2010Stochastic dominance and risk measure: A decision-theoretic foundation for VaR and C-VaR In: European Journal of Operational Research.
[Full Text][Citation analysis]
article11
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: 11
paper
2011Do investors like to diversify? A study of Markowitz preferences In: European Journal of Operational Research.
[Full Text][Citation analysis]
article6
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]
article1
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]
article17
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]
article17
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]
article13
2008Stochastic dominance and behavior towards risk: The market for Internet stocks In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
article5
2014Key determinants of sustainable smartcard payment In: Journal of Retailing and Consumer Services.
[Full Text][Citation analysis]
article2
2019Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis In: Resources Policy.
[Full Text][Citation analysis]
article1
2019Point and density forecasts of oil returns: The role of geopolitical risks In: Resources Policy.
[Full Text][Citation analysis]
article4
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: 4
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]
article3
2009Mapping the Presidential Election Cycle in US stock markets In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]
article12
2010Multivariate linear and nonlinear causality tests In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]
article11
2007Revisiting calendar anomalies in Asian stock markets using a stochastic dominance approach In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]
article19
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: 19
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]
article14
2018Is wine a good choice for investment? In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article5
2017Is Wine a Good Choice for Investment?.(2017) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 5
paper
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]
article1
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: 1
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]
article6
2004Estimating Parameters in Autoregressive Models with Asymmetric Innovations.(2004) In: Departmental Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2011Multivariate causality tests with simulation and application In: Statistics & Probability Letters.
[Full Text][Citation analysis]
article5
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
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]
article0
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: 0
paper
2017Specification Testing of Production in a Stochastic Frontier Model In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
paper0
2018Specification Testing of Production in a Stochastic Frontier Model.(2018) In: Sustainability.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
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: 0
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: 0
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]
paper3
2018Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains.(2018) In: Sustainability.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
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: 3
paper
2018Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
paper0
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: 0
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: 0
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: 0
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]
article1
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
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
2020Editorial Statement for Mathematical Finance 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]
article2
2018Maslow Portfolio Selection for Individuals with Low Financial Sustainability In: Sustainability.
[Full Text][Citation analysis]
article2
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]
article1
2018Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector.(2018) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 1
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]
article2
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: 2
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
2020Modeling Co-Movement among Different Agricultural Commodity Markets: A Copula-GARCH Approach In: Sustainability.
[Full Text][Citation analysis]
article0
2016Disaggregated Energy Consumption and Sectoral Outputs in Thailand: ARDL Bound Testing Approach In: Journal of Management Sciences.
[Full Text][Citation analysis]
article3
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: Documents de travail du Centre d'Economie de la Sorbonne.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2010New evidence on the relation between return volatility and trading volume In: Journal of Forecasting.
[Full Text][Citation analysis]
article11
2008Prospect and Markowitz stochastic dominance In: Annals of Finance.
[Full Text][Citation analysis]
article2
2005Prospect and Markowitz Stochastic Dominance.(2005) In: Monash Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2005Prospect and Markowitz Stochastic Dominance.(2005) In: Departmental Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2013Stochastic dominance analysis of CTA funds In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]
article1
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]
paper4
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: 4
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: 4
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]
article15
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
2002Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets?.(2002) In: Departmental Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
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]
paper1
2002How Rewarding Is Technical Analysis? Evidence From Singapore Stock Market In: Departmental Working Papers.
[Full Text][Citation analysis]
paper20
2003How rewarding is technical analysis? Evidence from Singapore stock market.(2003) In: Applied Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
article
2002Maximum Likelihood Estimation of ARMA Model with Error Processes for Replicated Observations In: Departmental Working Papers.
[Full Text][Citation analysis]
paper0
2004On the Estimation of Cost of Capital and its Reliability In: Departmental Working Papers.
[Full Text][Citation analysis]
paper3
2004On the estimation of cost of capital and its reliability.(2004) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2005Financial Integration for India Stock Market, a Fractional Cointegration Approach In: Departmental Working Papers.
[Full Text][Citation analysis]
paper18
2005Preferences over Meyer’s Location-Scale Family In: Departmental Working Papers.
[Full Text][Citation analysis]
paper0
2005Robust Estimation of Multiple Regression Model with asymmetric innovations and Its Applicability on Asset Pricing Model In: Departmental Working Papers.
[Full Text][Citation analysis]
paper0
2005New Variance Ratio Tests to Identify Random Walk from the General Mean Reversion Model In: Departmental Working Papers.
[Full Text][Citation analysis]
paper0
2006Money, Interest Rate and Stock Prices: New Evidence from Singapore and The United States In: Departmental Working Papers.
[Full Text][Citation analysis]
paper1
2006Links between the Indian, U.S. and Chinese Stock Markets In: Departmental Working Papers.
[Full Text][Citation analysis]
paper4
2007School Systems and Efficiency and Equity of Education In: Departmental Working Papers.
[Full Text][Citation analysis]
paper1
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]
article4
2017Kappa ratios and (higher-order) stochastic dominance In: Risk Management.
[Full Text][Citation analysis]
article0
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]
article0
2017Farinelli and Tibiletti ratio and Stochastic Dominance.(2017) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2018A new test of multivariate nonlinear causality In: PLOS ONE.
[Full Text][Citation analysis]
article1
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]
paper4
2015Could the global financial crisis improve the performance of the G7 stocks markets? In: MPRA Paper.
[Full Text][Citation analysis]
paper1
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]
paper2
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]
paper1
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
2017Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis 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
2020Linear and Nonlinear Growth Determinants: The Case of Mongolia and its Connection to China In: MPRA Paper.
[Full Text][Citation analysis]
paper0
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
In: .
[Full Text][Citation analysis]
article0
In: .
[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]
article2
1995Moment condition failure in high frequency financial data: evidence from the S&P 500 In: Applied Economics Letters.
[Full Text][Citation analysis]
article5
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]
article3
2013Market overreaction and underreaction: tests of the directional and magnitude effects In: Applied Financial Economics.
[Full Text][Citation analysis]
article2
1999Measuring international competitiveness: experience from East Asia In: Applied Economics.
[Full Text][Citation analysis]
article4
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
2016Could the global financial crisis improve the performance of the G7 stocks markets? In: Applied Economics.
[Full Text][Citation analysis]
article0
2018Diversification versus optimality: is there really a diversification puzzle? In: Applied Economics.
[Full Text][Citation analysis]
article0
2010Examining Stock Volatility in the Segmented Chinese Stock Markets: A SWARCH Approach In: Global Economic Review.
[Full Text][Citation analysis]
article0
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
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]
article0
2012STOCHASTIC DOMINANCE AND BEHAVIOR TOWARDS RISK: THE MARKET FOR ISHARES In: Annals of Financial Economics (AFE).
[Full Text][Citation analysis]
article1
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]
chapter0
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 May, 3 2020. Contact: CitEc Team