Woon K. Wong : Citation Profile


Are you Woon K. Wong?

Cardiff University

5

H index

4

i10 index

165

Citations

RESEARCH PRODUCTION:

9

Articles

9

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: 9.    Total self citations: 4 (2.37 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwo98
   Updated: 2018-10-13    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)

Liew, Venus (11)

Shintani, Mototsugu (11)

Barnett, William (9)

Serletis, Apostolos (9)

LINTON, OLIVER (8)

Belaire-Franch, Jorge (6)

Narayan, Paresh (4)

Chang, Tsangyao (4)

Gil-Alana, Luis (3)

onour, Ibrahim (2)

Cites to:

Kim, Kenneth (7)

Campbell, John (5)

Easley, David (5)

Andersen, Torben (4)

Viswanathan, S (4)

Chakravarty, Sugato (4)

Cao, Charles (4)

Subrahmanyam, Avanidhar (4)

Lee, Charles (4)

Foster, Frederick (4)

Chen, Zhiwu (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 Section9

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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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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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article75
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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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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paper0
1995Nonlinear Dynamics in Real-Time Equity Market Indices: Evidence from the United Kingdom. In: Economic Journal.
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article49
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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article18
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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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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