Woon K. Wong : Citation Profile


Are you Woon K. Wong?

Cardiff University

4

H index

3

i10 index

150

Citations

RESEARCH PRODUCTION:

9

Articles

8

Papers

RESEARCH ACTIVITY:

   21 years (1995 - 2016). See details.
   Cites by year: 7
   Journals where Woon K. Wong has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 4 (2.6 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwo98
   Updated: 2017-11-18    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 (12)

Liew, Venus (11)

Shintani, Mototsugu (11)

Barnett, William (9)

Serletis, Apostolos (9)

LINTON, OLIVER (8)

Belaire-Franch, Jorge (6)

Narayan, Paresh (4)

Chang, Tsangyao (3)

Gil-Alana, Luis (3)

Ledenyov, Viktor (2)

Cites to:

Kim, Kenneth (7)

Campbell, John (5)

Easley, David (5)

Lee, Charles (4)

Subrahmanyam, Avanidhar (4)

Chen, Zhiwu (4)

Bollerslev, Tim (4)

Viswanathan, S (4)

Cao, Charles (4)

Chakravarty, Sugato (4)

Foster, Frederick (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 Section8

Recent works citing Woon K. Wong (2017 and 2016)


YearTitle of citing document
2016Biased Roulette Wheel: A Quantitative Trading Strategy Approach. (2016). Mart, Giancarlo Salirrosas . In: Papers. RePEc:arx:papers:1609.09601.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016How Accurate are Modern Value-at-Risk Estimators Derived from Extreme Value Theory?. (2016). Auer, Benjamin R ; Mogel, Benjamin . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6288.

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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.

Full description at Econpapers || Download paper

2016Testing for bubbles in the BRICS stock markets. (2016). GUPTA, RANGAN ; Gil-Alana, Luis ; Ranjbar, Omid ; Aye, Goodness C ; Chang, Tsangyao . In: Journal of Economic Studies. RePEc:eme:jespps:v:43:y:2016:i:4:p:646-660.

Full description at Econpapers || Download paper

2016More than 20 years of chaos in economics. (2016). Faggini, Marisa ; Parziale, Anna . In: Mind & Society: Cognitive Studies in Economics and Social Sciences. RePEc:spr:minsoc:v:15:y:2016:i:1:d:10.1007_s11299-015-0164-1.

Full description at Econpapers || Download paper

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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article72
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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paper0
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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paper0
2011Auditor Quality and the Role of Accounting Information in Explaining UK Stock Returns In: Cardiff Economics Working Papers.
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paper0
2016Skewness and Kurtosis Ratio Tests: With Applications to Multiperiod Tail Risk Analysis In: Cardiff Economics Working Papers.
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paper0
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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paper0
1995Nonlinear Dynamics in Real-Time Equity Market Indices: Evidence from the United Kingdom. In: Economic Journal.
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article47
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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article7
2009Informed trading and liquidity in the Shanghai Stock Exchange In: International Review of Financial Analysis.
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article2
2008Backtesting trading risk of commercial banks using expected shortfall In: Journal of Banking & Finance.
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article13
2009Are magnet effects caused by uninformed traders? Evidence from Taiwan Stock Exchange In: Pacific-Basin Finance Journal.
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article4
2009Market imperfections and the information content of implied and realized volatility In: Pacific-Basin Finance Journal.
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article0
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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