Woon K. Wong : Citation Profile


Are you Woon K. Wong?

Cardiff University

5

H index

4

i10 index

175

Citations

RESEARCH PRODUCTION:

9

Articles

10

Papers

RESEARCH ACTIVITY:

   23 years (1995 - 2018). See details.
   Cites by year: 7
   Journals where Woon K. Wong has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 4 (2.23 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwo98
   Updated: 2018-12-15    RAS profile: 2011-04-06    
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Relations with other researchers


Works with:

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

Is cited by:

Lim, Kian-Ping (13)

Shintani, Mototsugu (11)

Liew, Venus (11)

Barnett, William (9)

Serletis, Apostolos (9)

LINTON, OLIVER (8)

Belaire-Franch, Jorge (6)

Narayan, Paresh (4)

Chang, Tsangyao (4)

Georgoutsos, Dimitris (3)

Gil-Alana, Luis (3)

Cites to:

Kim, Kenneth (7)

Campbell, John (5)

Easley, David (5)

Bollerslev, Tim (4)

Subrahmanyam, Avanidhar (4)

Viswanathan, S (4)

Chakravarty, Sugato (4)

Cao, Charles (4)

Chen, Zhiwu (4)

Lee, Charles (4)

Andersen, Torben (4)

Main data


Where Woon K. Wong has published?


Journals with more than one article published# docs
Pacific-Basin Finance Journal2

Working Papers Series with more than one paper published# docs
Cardiff Economics Working Papers / Cardiff University, Cardiff Business School, Economics Section10

Recent works citing Woon K. Wong (2018 and 2017)


YearTitle of citing document
2017An empirical behavioural order-driven model with price limit rules. (2017). Gu, Gao-Feng ; Zhou, Wei-Xing ; Chen, Wei ; Zhang, Yong-Jie ; Xu, Hai-Chuan ; Xiong, Xiong. In: Papers. RePEc:arx:papers:1704.04354.

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2018Backtesting Expected Shortfall: a simple recipe?. (2018). Moldenhauer, Felix ; Pitera, Marcin. In: Papers. RePEc:arx:papers:1709.01337.

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2018Regression Based Expected Shortfall Backtesting. (2018). Bayer, Sebastian ; Dimitriadis, Timo . In: Papers. RePEc:arx:papers:1801.04112.

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

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2017Do wealthy investors have an informational advantage? Evidence based on account classifications of individual investors. (2017). Li, Xindan ; Yu, Honghai ; Subrahmanyam, Avanidhar ; Geng, Ziyang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:1-18.

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2017Post-hit dynamics of price limit hits in the Chinese stock markets. (2017). Li, Ming-Xia ; Wang, Yue ; Wu, Ting. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:465:y:2017:i:c:p:464-471.

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2018Trading intensity and the volume-volatility relationship on the Tunis Stock Exchange. (2018). Karaa, Rabaa ; Hmaied, Dorra Mezzez ; Slim, Skander. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:88-99.

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2018On Exactitude in Financial Regulation: Value-at-Risk, Expected Shortfall, and Expectiles. (2018). Chen, James Ming. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:61-:d:150249.

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2018Backtesting Expected Shortfall via Multi-Quantile Regression. (2018). Couperier, Ophelie ; Leymarie, Jeremy . In: Working Papers. RePEc:hal:wpaper:halshs-01909375.

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2018How accurate are modern Value-at-Risk estimators derived from extreme value theory?. (2018). Mogel, Benjamin ; Auer, Benjamin R. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:4:d:10.1007_s11156-017-0652-y.

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2017Semi-parametric Bayesian tail risk forecasting incorporating realized measures of volatility. (2017). Gerlach, Richard ; Wang, Chao ; Walpole, Declan. In: Quantitative Finance. RePEc:taf:quantf:v:17:y:2017:i:2:p:199-215.

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Works by Woon K. Wong:


YearTitleTypeCited
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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article80
2008A Unique Orthogonal Variance Decomposition In: Cardiff Economics Working Papers.
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paper0
2008The Other Side of the Trading Story: Evidence from NYSE In: Cardiff Economics Working Papers.
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paper0
2008Risk Measurement and Management in a Crisis-Prone World In: Cardiff Economics Working Papers.
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2008Information-Based Trade in the Shanghai StockMarket In: Cardiff Economics Working Papers.
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paper1
2008Nonlinear ACD Model and Informed Trading: Evidence from Shanghai Stock Exchange In: Cardiff Economics Working Papers.
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2011Auditor Quality and the Role of Accounting Information in Explaining UK Stock Returns In: Cardiff Economics Working Papers.
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2016A GMM Skewness and Kurtosis Ratio Test for Higher Moment Dependence In: Cardiff Economics Working Papers.
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2016Liquidity and Credit Risks in the UK’s Financial Crisis: How ‘Quantitative Easing’ changed the relationship In: Cardiff Economics Working Papers.
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2018The Phantom Deficits of USS Pension In: Cardiff Economics Working Papers.
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2018Can we afford a defined benefit pension In: Cardiff Economics Working Papers.
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1995Nonlinear Dynamics in Real-Time Equity Market Indices: Evidence from the United Kingdom. In: Economic Journal.
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article52
2009Can price limits help when the price is falling? Evidence from transactions data on the Shanghai Stock Exchange In: China Economic Review.
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article10
2009Informed trading and liquidity in the Shanghai Stock Exchange In: International Review of Financial Analysis.
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article3
2008Backtesting trading risk of commercial banks using expected shortfall In: Journal of Banking & Finance.
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article19
2009Are magnet effects caused by uninformed traders? Evidence from Taiwan Stock Exchange In: Pacific-Basin Finance Journal.
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article5
2009Market imperfections and the information content of implied and realized volatility In: Pacific-Basin Finance Journal.
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article1
2009Backtesting the tail risk of VaR in holding US dollar In: Applied Financial Economics.
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article0
1999LIFFE cycles: intraday evidence from the FTSE-100 Stock Index futures market In: The European Journal of Finance.
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article4

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