Woon K. Wong : Citation Profile


Are you Woon K. Wong?

Cardiff University

5

H index

4

i10 index

196

Citations

RESEARCH PRODUCTION:

9

Articles

10

Papers

RESEARCH ACTIVITY:

   23 years (1995 - 2018). See details.
   Cites by year: 8
   Journals where Woon K. Wong has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 4 (2 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwo98
   Updated: 2020-09-14    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 (10)

Serletis, Apostolos (9)

Barnett, William (9)

LINTON, OLIVER (8)

Belaire-Franch, Jorge (6)

Narayan, Paresh (4)

Chang, Tsangyao (4)

Xu, Kuan (4)

Gil-Alana, Luis (3)

Cites to:

Kim, Kenneth (7)

Campbell, John (5)

Bollerslev, Tim (4)

Andersen, Torben (4)

Chakravarty, Sugato (4)

Lee, Charles (4)

Cao, Charles (4)

Easley, David (4)

Subrahmanyam, Avanidhar (4)

Foster, Frederick (4)

Viswanathan, S (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 (2020 and 2019)


YearTitle of citing document
2019Comparison of the Global, Local and Semi-Local Chaotic Prediction Methods for Stock Markets: The Case of FTSE-100 Index. (2019). Author-Namefatih, Aye I. In: Alphanumeric Journal. RePEc:anm:alpnmr:v:7:y:2019:i:2:p:289-300.

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2019Regression Based Expected Shortfall Backtesting. (2019). Dimitriadis, Timo ; Bayer, Sebastian. In: Papers. RePEc:arx:papers:1801.04112.

Full description at Econpapers || Download paper

2019A Microstructure Study of Circuit Breakers in the Chinese Stock Markets. (2019). Xu, Kuan ; Zhang, Hao ; Wang, Steven Shuye. In: Working Papers. RePEc:dal:wpaper:daleconwp2019-02.

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2019Does Chaos Matter in Financial Time Series Analysis?. (2019). Parziale, Anna ; Bruno, Bruna ; Faggini, Marisa. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-04-3.

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2019Model risk of expected shortfall. (2019). Zhang, Ning ; Lazar, Emese. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:105:y:2019:i:c:p:74-93.

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2019A microstructure study of circuit breakers in the Chinese stock markets. (2019). Xu, Kuan ; Zhang, Hao ; Wang, Steven Shuye. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x1930068x.

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2020Who trades in competing firms around earnings announcements. (2020). Gupta, Kartick ; Kalev, Petko S ; Duong, Huu Nhan ; Mudalige, Priyantha. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:59:y:2020:i:c:s0927538x1830581x.

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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.

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2020Backtesting Expected Shortfall via Multi-Quantile Regression. (2019). Leymarie, Jérémy ; Couperier, Ophelie. In: Working Papers. RePEc:hal:wpaper:halshs-01909375.

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2019The Effect of Extremely Small Price Limits: Evidence from the Early Period of the Chinese Stock Market. (2019). Li, Honggang ; Dong, Xinyue. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:55:y:2019:i:7:p:1516-1530.

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2019Institutional trading in volatile markets: evidence from Chinese stock markets. (2019). Zhang, Jinkai ; Darby, Julia. In: Working Papers. RePEc:str:wpaper:1912.

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2019Backtesting Value-at-Risk and Expected Shortfall in the Presence of Estimation Error. (2019). van Dijk, Dick ; Kole, Erik ; Barendse, Sander . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:2019058.

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2019Backtesting Extreme Value Theory models of expected shortfall. (2019). Garcia-Jorcano, Laura ; Novales, Alfonso. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1924.

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2019Circuit breakers as market stability levers: A survey of research, praxis, and challenges. (2019). Sifat, Imtiaz Mohammad ; Mohamad, Azhar. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:24:y:2019:i:3:p:1130-1169.

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2020Impact of Expected Shortfall Approach on Capital Requirement Under Basel. (2020). Siu, Yam Wing. In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:22:y:2020:i:04:n:s0219091519500255.

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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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article81
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
2016A GMM Skewness and Kurtosis Ratio Test for Higher Moment Dependence 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
2018TThe Discount Rate Debate and Its Implications for Defined Benefit Pensions In: Cardiff Economics Working Papers.
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paper0
2018Can we afford a defined benefit 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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article55
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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article16
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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article25
2009Are magnet effects caused by uninformed traders? Evidence from Taiwan Stock Exchange In: Pacific-Basin Finance Journal.
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article9
2009Market imperfections and the information content of implied and realized volatility In: Pacific-Basin Finance Journal.
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article2
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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