Wing‐Keung Wong

Hong Kong Baptist University (HKBU)

Department of Economics

Kowloon, Hong Kong

Hong Kong

SCHOLARLY PAPERS

6

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50

SSRN CITATIONS
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Top 24,528

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16

CROSSREF CITATIONS

21

Scholarly Papers (6)

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1.

Test Statistics for Prospect and Markowitz Stochastic Dominances with Applications

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Citation 14

Test Statistics for Prospect and Markowitz Stochastic Dominances with Applications

The Econometrics Journal, Vol. 14, Issue 2, pp. 278-303, 2011
Number of pages: 26 Posted: 08 Jun 2011
Zhidong Bai, Hua Li, Huixia Liu and Wing‐Keung Wong
Northeast Normal University, Northeast Normal University, Northeast Normal University and Hong Kong Baptist University (HKBU)
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Hypothesis testing, Markowitz stochastic dominance, Prospect stochastic dominance, Risk averse, Risk seeking, RS‐shaped utility function, S‐shaped utility function, Test statistics

2.

The Impact of the Global Financial Crisis on the Efficiency and Performance of Latin American Stock Markets

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Citation 5

The Impact of the Global Financial Crisis on the Efficiency and Performance of Latin American Stock Markets

Estudios de Economía. Vol. 46 - Nº 1, Junio 2019.
Number of pages: 26 Posted: 11 Jun 2019
Zhenzhen Zhu, Zhidong Bai, João Paulo Vieito and Wing‐Keung Wong
Shandong University of Finance and Economics, Northeast Normal University, Scholl of Business Studies - Polytechnic Instituto of Viana do Castelo and Hong Kong Baptist University (HKBU)
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Citation 4

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Latin American Stock Markets, Randomness, Market Efficiency, Stochastic Dominance

3.

Sources of Inequality in the Philippines: Insights from Stochastic Dominance Tests for Richness and Poorness

The World Economy, Vol. 43, Issue 10, pp. 2650-2673, 2020
Number of pages: 24 Posted: 20 Oct 2020
Maria Rebecca Valenzuela, Wing‐Keung Wong and Zhen Zhen Zhu
Queensland Productivity Commission, Hong Kong Baptist University (HKBU) and affiliation not provided to SSRN
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Citation 1
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4.

The Seasonality of Gold Prices in China Does the Risk‐Aversion Level Matter?

Accounting & Finance, Vol. 60, Issue 3, pp. 2617-2664, 2020
Number of pages: 48 Posted: 06 Oct 2020
Thi-Hong-Van Hoang, Zhenzhen Zhu, Bing Xiao and Wing‐Keung Wong
GSCM-Montpellier Business School, Shandong University of Finance and Economics, Université d'Auvergne - Clermont 1 and Hong Kong Baptist University (HKBU)
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Calendar seasonalities, Gold, Mean–variance, Shanghai Gold Exchange, Stochastic dominance

5.

Profiteering from the Dot‐Com Bubble, Subprime Crisis and Asian Financial Crisis

The Japanese Economic Review, Vol. 67, Issue 3, pp. 257-279, 2016
Number of pages: 23 Posted: 09 Aug 2016
Michael McAleer, John Suen and Wing‐Keung Wong
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute, The Chinese University of Hong Kong (CUHK) - Faculty of Science and Hong Kong Baptist University (HKBU)
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6.

Investors’ Preference Towards Risk: Evidence from the Taiwan Stock and Stock Index Futures Markets

Accounting & Finance, Vol. 54, Issue 1, pp. 251-274, 2014
Number of pages: 24 Posted: 04 Mar 2014
Zhuo Qiao, Ephraim Clark and Wing‐Keung Wong
University of Macau, Middlesex University Business School and Hong Kong Baptist University (HKBU)
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Citation 3
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Stochastic dominance, Stock index futures, Risk averter, Risk seeker, Utility maximization