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Wongswan, Jon's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,001 |
Total
Citations
148 |
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1.
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The Performance of International Equity Portfolios
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Warnock, Francis E.
University of Virginia - Darden Business School Thomas, Charles P.
Federal Reserve Board Wongswan, Jon
Phatra Securities
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Posted:
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10 Mar 05
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Last Revised:
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27 Sep 10
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367
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23
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Thomas, Charles P.
Federal Reserve Board Warnock, Francis E.
University of Virginia - Darden Business School Wongswan, Jon
Phatra Securities
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29
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Warnock, Francis E.
University of Virginia - Darden Business School Thomas, Charles P.
Federal Reserve Board Wongswan, Jon
Phatra Securities
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338
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23
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momentum, contrarian, conditional performance measures, equities, home bias
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2.
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Cash Flows and Discount Rates, Industry and Country Effects and Co-Movement in Stock Returns
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Ammer, John
U.S. Federal Reserve Board of Governors Wongswan, Jon
Phatra Securities
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Posted:
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07 Oct 04
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Last Revised:
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04 Jun 07
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310
(46,405)
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1
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Ammer, John
U.S. Federal Reserve Board of Governors Wongswan, Jon
Phatra Securities
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1
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Ammer, John
U.S. Federal Reserve Board of Governors Wongswan, Jon
Phatra Securities
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0
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International stock market integration, financial globalization
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Ammer, John
U.S. Federal Reserve Board of Governors Wongswan, Jon
Phatra Securities
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293
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1
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International stock markets, globalization
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3.
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Thomas, Charles P.
Federal Reserve Board Warnock, Francis E.
University of Virginia - Darden Business School Wongswan, Jon
Phatra Securities
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241
(61,584)
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23
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Home bias, momentum, contrarian, conditional performance measures, equities, bonds
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4.
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Transmission of Information Across International Equity Markets
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Wongswan, Jon
Phatra Securities
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Posted:
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24 Apr 03
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Last Revised:
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29 Jul 10
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224
(66,632)
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36
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Wongswan, Jon
Phatra Securities
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0
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Wongswan, Jon
Phatra Securities
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224
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36
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information, volatility, trading volume, high-frequency data, macroeconomic announcements, dispersion of expectations
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5.
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Wongswan, Jon
Phatra Securities
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206
(72,659)
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3
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contagion, CAPM, excess correlation
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6.
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Hausman, Joshua K.
U.S. Division of International Finance (IFDP) Wongswan, Jon
Phatra Securities
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156
(94,605)
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21
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monetary policy announcements, equity markets, interest rates, exchange rates, exchange rate regime
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7.
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Cai, Fang
Board of Governors of the Federal Reserve System - Division of International Finance Wongswan, Jon
Phatra Securities Howorka, Edward
EBS Group Limited
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142
(102,786)
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1
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Exchange rate, volatility, trading volume, high-frequency data
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8.
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Wongswan, Jon
Phatra Securities
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137
(105,989)
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20
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Monetary policy announcements, international stock markets, high-frequency data
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9.
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Cai, Fang
Board of Governors of the Federal Reserve System - Division of International Finance Howorka, Edward
EBS Group Limited Wongswan, Jon
Phatra Securities
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100
(135,303)
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5
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exchange rate, volatility, trading activity, trading volume, order flow, high-frequency data
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10.
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Do Fundamentals Explain the International Impact of U.S. Interest Rates? Evidence at the Firm Level
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Versions (2)
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Wongswan, Jon
Phatra Securities Vega, Clara
Board of Governors of the Federal Reserve System Ammer, John
U.S. Federal Reserve Board of Governors
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Posted:
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05 Mar 08
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Last Revised:
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16 Nov 08
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77
(160,204)
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5
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Ammer, John
U.S. Federal Reserve Board of Governors Vega, Clara
Board of Governors of the Federal Reserve System Wongswan, Jon
Phatra Securities
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32
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5
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Monetary policy announcements, high frequency data, credit channel
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Wongswan, Jon
Phatra Securities Vega, Clara
Board of Governors of the Federal Reserve System Ammer, John
U.S. Federal Reserve Board of Governors
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45
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5
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monetary policy announcements, high-frequency data, credit channel
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11.
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Curcuru, Stephanie E.
Federal Reserve Board Thomas, Charles P.
Federal Reserve Board Warnock, Francis E.
University of Virginia - Darden Business School Wongswan, Jon
Phatra Securities
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29
(246,199)
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5
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Momentum, contrarian, portfolio performance measures, international returns
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12.
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Curcuru, Stephanie E.
Federal Reserve Board Thomas, Charles P.
Federal Reserve Board Warnock, Francis E.
University of Virginia - Darden Business School Wongswan, Jon
Phatra Securities
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12
(303,875)
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5
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