Wing-Keung Wong

Asia University, Department of Finance

Chair Professor

Taiwan

Taiwan

SCHOLARLY PAPERS

180

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SSRN CITATIONS
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Top 2,805

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500

CROSSREF CITATIONS

159

Scholarly Papers (180)

1.
Downloads 16,029 ( 455)
Citation 6

Nonstandard Errors

Journal of Finance, Volume 79, Issue 3, June 2024, Pages 2339-2390.
Number of pages: 52 Posted: 23 Nov 2021 Last Revised: 15 May 2024
Albert J. Menkveld, Anna Dreber, Felix Holzmeister, Juergen Huber, Magnus Johannesson, Michael Kirchler, Michael Razen, Utz Weitzel, David Abad, Menachem (Meni) Abudy, Tobias Adrian, Yacine Ait-Sahalia, Olivier Akmansoy, Jamie Alcock, Vitali Alexeev, Arash Aloosh, Livia Amato, Diego Amaya, James Angel, Amadeus Bach, Edwin Baidoo, Gaetan Bakalli, Andrea Barbon, Oksana Bashchenko, Parampreet Christopher Bindra, Geir Hoidal Bjonnes, Jeff Black, Bernard S. Black, Santiago Bohorquez, Oleg Bondarenko, Charles S. Bos, Ciril Bosch-Rosa, Elie Bouri, Christian T. Brownlees, Anna Calamia, Viet Nga Cao, Gunther Capelle-Blancard, Laura Capera, Massimiliano Caporin, Allen Carrion, Tolga Caskurlu, Bidisha Chakrabarty, Mikhail Chernov, William M. Cheung, Ludwig B. Chincarini, Tarun Chordia, Sheung Chi Chow, Benjamin Clapham, Jean-Edouard Colliard, Carole Comerton-Forde, Edward Curran, Thong Dao, Wale Dare, Ryan J. Davies, Riccardo De Blasis, Gianluca De Nard, Fany Declerck, Oleg Deev, Hans Degryse, Solomon Deku, Christophe Desagre, Mathijs A. van Dijk, Chukwuma Dim, Thomas Dimpfl, Yunjiang Dong, Philip Drummond, Tom L. Dudda, Ariadna Dumitrescu, Teodor Dyakov, Anne Haubo Dyhrberg, Michał Dzieliński, Asli Eksi, Izidin El Kalak, Saskia ter Ellen, Nicolas Eugster, Martin D.D. Evans, Michael Farrell, Ester Félez-Viñas, Gerardo Ferrara, El Mehdi FERROUHI, Andrea Flori, Jonathan Fluharty-Jaidee, Sean Foley, Kingsley Fong, Thierry Foucault, Tatiana Franus, Francesco A. Franzoni, Bart Frijns, Michael Frömmel, Servanna Mianjun Fu, Sascha Füllbrunn, Baoqing Gan, Thomas Gehrig, Dirk Gerritsen, Javier Gil-Bazo, Lawrence R. Glosten, Thomas Gomez, Arseny Gorbenko, Ufuk Güçbilmez, Joachim Grammig, Vincent Gregoire, Björn Hagströmer, Julien Hambuckers, Erik Hapnes, Jeffrey H. Harris, Lawrence Harris, Simon Hartmann, Jean-Baptiste Hasse, Nikolaus Hautsch, Xuezhong He, Davidson Heath, Simon Hediger, Terrence Hendershott, Ann Marie Hibbert, Erik Hjalmarsson, Seth A. Hoelscher, Peter Hoffmann, Craig W. Holden, Alex R. Horenstein, Wenqian Huang, Da Huang, Christophe Hurlin, Alexey Ivashchenko, Subramanian R. Iyer, Hossein Jahanshahloo, Naji Jalkh, Charles M. Jones, Simon Jurkatis, Petri Jylha, Andreas Kaeck, Gabriel Kaiser, Arzé Karam, Egle Karmaziene, Bernhard Kassner, Markku Kaustia, Ekaterina Kazak, Fearghal Kearney, Vincent van Kervel, Saad Khan, Marta Khomyn, Tony Klein, Olga Klein, Alexander Klos, Michael Koetter, Jan Pieter Krahnen, Aleksey Kolokolov, Robert A. Korajczyk, Roman Kozhan, Amy Kwan, Quentin Lajaunie, FY Eric C Lam, Marie Lambert, Hugues Langlois, Jens Lausen, Tobias Lauter, Markus Leippold, Vladimir Levin, Yijie Li, (Michael) Hui Li, Chee Yoong Liew, Thomas Lindner, Oliver B. Linton, Jiacheng Liu, Anqi Liu, Guillermo Llorente, Matthijs Lof, Ariel Lohr, Francis A. Longstaff, Alejandro Lopez-Lira, Shawn Mankad, Nicola Mano, Alexis Marchal, Charles Martineau, Francesco Mazzola, Debrah Meloso, Roxana Mihet, Vijay Mohan, Sophie Moinas, David Moore, Liangyi Mu, Dmitriy Muravyev, Dermot Murphy, Gabor Neszveda, Christian Neumeier, Ulf Nielsson, Mahendrarajah Nimalendran, Sven Nolte, Lars L. Norden, Peter O'Neill, Khaled Obaid, Bernt Arne Ødegaard, Per Östberg, Marcus Painter, Stefan Palan, Imon Palit, Andreas Park, Roberto Pascual, Paolo Pasquariello, Lubos Pastor, Vinay Patel, Andrew J. Patton, Neil D. Pearson, Loriana Pelizzon, Matthias Pelster, Christophe Pérignon, Cameron Pfiffer, Richard Philip, Tomáš Plíhal, Puneet Prakash, Oliver-Alexander Press, Tina Prodromou, Tālis J. Putniņš, Gaurav Raizada, David A. Rakowski, Angelo Ranaldo, Luca Regis, Stefan Reitz, Thomas Renault, Rex Wang Renjie, Roberto Renò, Steven Riddiough, Kalle Rinne, Paul Rintamäki, Ryan Riordan, Thomas Rittmannsberger, Iñaki Rodríguez-Longarela, Dominik Rösch, Lavinia Rognone, Brian Roseman, Ioanid Rosu, Saurabh Roy, Nicolas Rudolf, Stephen Rush, Khaladdin Rzayev, Aleksandra Rzeźnik, Anthony Sanford, Harikumar Sankaran, Asani Sarkar, Lucio Sarno, O. Scaillet, Stefan Scharnowski, Klaus Reiner Schenk-Hoppé, Andrea Schertler, Michael Schneider, Florian Schroeder, Norman Schuerhoff, Philipp Schuster, Marco A. Schwarz, Mark S. Seasholes, Norman Seeger, Or Shachar, Andriy Shkilko, Jessica Shui, Mario Sikic, Giorgia Simion, Lee A. Smales, Paul Söderlind, Elvira Sojli, Konstantin Sokolov, Laima Spokeviciute, Denitsa Stefanova, Marti G. Subrahmanyam, Sebastian Neusüss, Barnabas Szaszi, Oleksandr Talavera, Yuehua Tang, Nicholas Taylor, Wing Wah Tham, Erik Theissen, Julian Thimme, Ian Tonks, Hai Tran, Luca Trapin, Anders B. Trolle, Giorgio Valente, Robert A. Van Ness, Aurelio Vasquez, Thanos Verousis, Patrick Verwijmeren, Anders Vilhelmsson, Grigory Vilkov, Vladimir Vladimirov, Sebastian Vogel, Stefan Voigt, Wolf Wagner, Thomas Walther, Patrick Weiss, Michel van der Wel, Ingrid M. Werner, P. Joakim Westerholm, Christian Westheide, Evert Wipplinger, Michael Wolf, Christian C. P. Wolff, Leonard Wolk, Wing-Keung Wong, Jan Wrampelmeyer, Shuo Xia, Dacheng Xiu, Ke Xu, Caihong Xu, Pradeep K. Yadav, José Yagüe, Cheng Yan, Antti Yang, Woongsun Yoo, Wenjia Yu, Shihao Yu, Bart Zhou Yueshen, Darya Yuferova, Marcin Zamojski, Abalfazl Zareei, Stefan Zeisberger, S. Sarah Zhang, Xiaoyu Zhang, Zhuo Zhong, Z. Ivy Zhou, Chen Zhou, Xingyu Sonya Zhu, Marius Zoican, Remco C. J. Zwinkels, Jian Chen, Teodor Duevski, Ge Gao, Roland Gemayel, Dudley Gilder, Paul Kuhle, Emiliano Pagnotta, Michele Pelli, Jantje Sönksen, Lu Zhang, Konrad Ilczuk, Dimitar Bogoev, Ya Qian, Hans C. Wika, Yihe Yu, Lu Zhao, Michael Mi, Li Bao, Andreea Vaduva, Marcel Prokopczuk, Alejandro Avetikian and Zhen-Xing Wu
Vrije Universiteit Amsterdam, Stockholm School of Economics - Department of Economics, University of Innsbruck - Department of Economics, University of Innsbruck, Stockholm School of Economics - Department of Economics, University of Innsbruck, University of Innsbruck, VU University Amsterdam, Universidad de Alicante, Bar-Ilan University - Graduate School of Business Administration, International Monetary Fund, National Bureau of Economic Research (NBER), CNRS, University of Oxford, University of Technology Sydney, Dublin City University, University of Chicago - Booth School of Business, Wilfrid Laurier University, Georgetown University - McDonough School of Business, University of Mannheim, Tennessee Technological University, EM Lyon (Ecole de Management de Lyon) - Emlyon Business School, University of St. Gallen, Swiss Finance Institute - HEC Lausanne, University of Innsbruck, BI Norwegian Business School, University of Memphis, Northwestern University - Pritzker School of Law, Universidad EAFIT, University of Illinois at Chicago - Department of Finance, VU University Amsterdam, Technische Universität Berlin, Lebanese American University, Universitat Pompeu Fabra - Faculty of Economic and Business Sciences, Toulouse Business School - TBS Education, Monash University, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), Vrije Universiteit Amsterdam, University of Padua - Department of Statistical Sciences, University of Memphis - Fogelman College of Business and Economics, University of Amsterdam Business School, Saint Louis University - Richard A. Chaifetz School of Business, UCLA Anderson, Waseda University, University of San Francisco, Emory University - Department of Finance, Australian National University (ANU), Goethe University Frankfurt Faculty of Economics and Business Administration, HEC Paris - Finance Department, University of Melbourne - Department of Finance, Macquarie University - Faculty of Business and Economics, Nottingham Trent University, University of Liège - HEC Liège, Babson College - Finance Division, Polytechnic University of Marche - Department of Management, University of Zurich - Department of Economics, Toulouse School of Economics, Masaryk University, KU Leuven - Faculty of Business and Economics (FEB), Nottingham Trent University - Nottingham Business School, Catholic University of Louvain (UCL) - Louvain Finance (LFIN), Erasmus University Rotterdam (EUR), George Washington University, University of Hohenheim, Queen's University (Canada), Queen's School of Business, The Brattle Group, Faculty of Business and Economics, Dresden University of Technology, ESADE Business School, EDHEC Business School, The University of Sydney - Discipline of Finance, Stockholm Business School, Stockholm University, Salisbury University - Perdue School of Business, Cardiff Business School, VU University Amsterdam, University of Queensland - Business School, Georgetown University - Department of Economics, University of Wisconsin - Milwaukee - Department of Finance, University of Technology Sydney, Bank of England, Ibn Tofail University, Politecnico di Milano, Public Company Accounting Oversight Board, Macquarie University, UNSW Business School, HEC Paris - Finance Department, City University London - Bayes Business School, Universita della Svizzera italiana (USI Lugano), Open University of the Netherlands - School of Management, Ghent University - Department of Financial Economics, University of Essex - Essex Business School, Radboud University Nijmegen - Institute for Management Research, Ardea Investment Management, University of Vienna, Utrecht University - School of Economics, Universitat Pompeu Fabra, Columbia University, Utrecht University, Monash University - Department of Banking and Finance, University of Glasgow - Adam Smith Business School, University of Tübingen, HEC Montreal - Department of Finance, Stockholm University - Stockholm Business School, University of Liège - HEC Liège, Aalto University, American University - Department of Finance and Real Estate, University of Southern California - Marshall School of Business - Finance and Business Economics Department, Vienna University of Economics and Business, Aix-Marseille University - Aix-Marseille School of Economics, University of Vienna - Department of Statistics and Operations Research, Xi'an Jiaotong-Liverpool University (XJTLU), University of Utah - David Eccles School of Business, University of Zurich - Department of Economics, University of California, Berkeley - Haas School of Business, West Virginia University - John Chambers College of Business and Economics, Department of Finance, University of Gothenburg - Centre for Finance, Missouri State University - College of Business, European Central Bank (ECB), Indiana University - Kelley School of Business - Department of Finance, University of Miami - School of Business Administration - Department of Economics, Bank for International Settlements, Northeastern University - D'Amore-McKim School of Business, University of Orleans, VU University Amsterdam, University of New Mexico, Cardiff University, Saint Joseph University, Columbia University, Bank of England, Aalto University, University of Sussex, Universite du Luxembourg, Durham University, VU University Amsterdam, Ludwig Maximilian University of Munich (LMU), Aalto University, University of Manchester, Queen's University Belfast - Queen's Management School, Pontificia Universidad Católica de Chile, HEC Montreal, University of Adelaide, Chemnitz University of Technology (CUT) - Department of Economics, University of Warwick - Warwick Business School, University of Kiel - Institute for Quantitative Business and Economics Research (QBER), Halle Institute for Economic Research, Goethe University Frankfurt, University of Manchester - Manchester Business School, Northwestern University - Kellogg School of Management, University of Warwick - Warwick Business School, University of New South Wales (UNSW), Square Research Center, Independent Researcher, University of Liège - HEC Liège, HEC Paris - Finance Department, Goethe University Frankfurt - Faculty of Economics and Business Administration, Leibniz University Hannover, University of Zurich, Universite du Luxembourg, S&P Global Ratings, La Trobe University, UCSI University, Malaysia, Vienna University of Economics and Business, University of Cambridge, Purdue University, The University of Sydney, Universidad Autonoma de Madrid, Aalto University, Arizona State University (ASU) - Finance Department, University of California, Los Angeles (UCLA) - Finance Area, University of Florida - Department of Finance, Insurance and Real Estate, North Carolina State University - Department of Business Management, Swiss Finance Institute - USI Lugano, EPFL, University of Toronto - Rotman School of Management and UTSC Management, ESCP Europe - ESCP Europe - Turin Campus, Toulouse Business School - TBS Education, Swiss Finance Institute - HEC Lausanne, Independent, Universite de Toulouse 1 Capitole, Loyola Marymount University, Queen's University Belfast, University of Illinois at Urbana-Champaign - Department of Finance, University of Illinois at Chicago, John von Neumann University - MNB Institute, Macquarie University, Copenhagen Business School, University of Florida - Department of Finance, Insurance and Real Estate, Radboud University, Stockholm University - Stockholm Business School, UNSW Australia Business School, School of Banking and Finance, Mississippi State University, University of Stavanger, University of Zurich - Department of Banking and Finance, Saint Louis University - Department of Finance, University of Graz, Royal Melbourne Institute of Technolog (RMIT University) - Blockchain Innovation Hub, University of Toronto, Universidad de las Islas Baleares, University of Michigan, Stephen M. Ross School of Business, University of Chicago - Booth School of Business, University of Technology Sydney (UTS), Duke University - Department of Economics, University of Illinois at Urbana-Champaign - Department of Finance, Goethe University Frankfurt - Faculty of Economics and Business Administration, University of Duisburg-Essen - Mercator School of Management, HEC Paris - Finance Department, University of Oregon - Department of Finance, University of Sydney Business School, Masaryk University - Department of finance, Missouri State University, Copenhagen Business School, The University of Wollongong, University of Technology Sydney (UTS), Indian Institute of Management, Ahmedabad, University of Texas at Arlington - Department of Finance and Real Estate, University of Basel - Faculty of Business and Economics, University of Turin, University of Kiel, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), VU University Amsterdam, ESSEC Business School, University of Toronto, Universite du Luxembourg - Department of Finance, Aalto University, Queen's University - Smith School of Business, University of Innsbruck, Stockholm University - Stockholm Business School, State University of New York at Buffalo - School of Management, University of Edinburgh Business School, Oklahoma State University, HEC Paris - Finance Department, University of Quebec at Montreal (UQAM) - Faculty of Management (ESG), University of Lausanne, Bowling Green State University - Department of Finance, University of Edinburgh, York University - Schulich School of Business, HEC Montreal - Department of Finance, New Mexico State University, Federal Reserve Bank of New York, University of Cambridge - Judge Business School, Swiss Finance Institute - University of Geneva, University of Mannheim, The University of Manchester - Department of Economics, University of Graz, Deutsche Bundesbank, Macquarie University, Swiss Finance Institute - HEC Lausanne, University of Stuttgart, Heinrich Heine University Dusseldorf - Duesseldorf Institute for Competition Economics (DICE), Arizona State University (ASU), VU Amsterdam - School of Business and Economics, Federal Reserve Bank of New York, Wilfrid Laurier University - Lazaridis School of Business and Economics, Federal Housing Finance Agency, University of Zurich, Vienna University of Economics and Business, University of Western Australia, University of St. Gallen, University of New South Wales (UNSW), University of Memphis - Fogelman College of Business and Economics, Cardiff University, Universite du Luxembourg, New York University (NYU) - Leonard N. Stern School of Business, Aalto University, Eötvös Loránd University, University of Birmingham, University of Florida - Department of Finance, University of Bristol Business School, University of New South Wales (UNSW), University of Mannheim - Finance Area, Karlsruhe Institute of Technology, University of Bristol - Department of Finance and Accounting, Loyola Marymount University - Department of Finance, University of Bologna, Copenhagen Business School, Hong Kong Institute for Monetary and Financial Research (HKIMR), University of Mississippi - Department of Finance, Instituto Tecnológico Autónomo de México (ITAM) - Department of Business Administration, Vlerick Business School, Erasmus University Rotterdam (EUR), Lund University - Department of Economics, Frankfurt School of Finance & Management, University of Amsterdam Business School, Erasmus University Rotterdam (EUR), University of Copenhagen, Erasmus University Rotterdam (EUR), Utrecht University - School of Economics, Reykjavik University, Erasmus University Rotterdam, The Ohio State University - Fisher College of Business, University of Sydney Business School, University of Vienna - Department of Finance, Vrije Universiteit Amsterdam, School of Business and Economics, University of Zurich - Department of Economics, University of Luxembourg, VU University Amsterdam, Asia University, Department of Finance, Vrije Universiteit Amsterdam, School of Business and Economics, Halle Institute for Economic Research, University of Chicago - Booth School of Business, University of Victoria, Stockholm University - Stockholm Business School, University of Oklahoma Price College of Business, University of Murcia, University of Essex, Erasmus University Rotterdam, Central Michigan University, Aalto University, Singapore Management University - Lee Kong Chian School of Business, Singapore Management University - Lee Kong Chian School of Business, NHH Norwegian School of Economics - Department of Finance, University of Gothenburg, Centre for Finance, Stockholm University, Radboud University, Institute for Management Research, University of Manchester - Alliance Manchester Business School, Vrije Universiteit Amsterdam (VU Amsterdam), University of Melbourne - Department of Finance, University of Wollongong - School of Accounting, Economics & Finance, Erasmus University Rotterdam (EUR), Bank for International Settlements (BIS) - Monetary and Economic Department, University of Calgary - Haskayne School of Business, Vrije Universiteit Amsterdam, School of Business and Economics, Queen's University, HEC Paris, University of Birmingham, King’s College London, Cardiff Business School, Universidad Autonoma de Madrid, Singapore Management University, University of Zurich - Department of Finance, University of Tübingen, University of Luxembourg, affiliation not provided to SSRN, EDF Energy, United Kingdom, Aalto University, Norges Bank, State University of New York (SUNY) - Buffalo, Southwestern University of Finance and Economics (SWUFE), The University of Sydney, University of Toulouse Capitole, UC3M, University of Reading - ICMA Centre, Pontificia Universidad Católica de Chile and Zhongnan University of Economics and Law - School of Finance
Downloads 16,029 (484)
Citation 12

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nonstandard errors, multi-analyst study, liquidity

2.

Making Markowitz's Portfolio Optimization Theory Practically Useful

Number of pages: 45 Posted: 08 May 2006 Last Revised: 08 Oct 2016
Zhidong Bai, Huixia Liu and Wing-Keung Wong
Northeast Normal University, Northeast Normal University and Asia University, Department of Finance
Downloads 3,205 (7,551)
Citation 1

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Optimal Portfolio Allocation, Mean-Variance Optimization, Large Random Matrix, Bootstrap Method

Was There Abnormal Trading in the S&P 500 Index Options Prior to the September 11 Attacks?

Number of pages: 46 Posted: 15 Apr 2010 Last Revised: 09 Jan 2013
Wing-Keung Wong, Howard E. Thompson and Kweehong Teh
Asia University, Department of Finance, Wisconsin School of Business and National University of Singapore (NUS)
Downloads 1,925 (16,621)
Citation 1

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9-11 Attacks, Put Options, Call Options, SPX Index, Student’s T-Statistics, Non-Parametric Statistics

Was There Abnormal Trading in the S&P 500 Index Options Prior to the September 11 Attacks?

Multinational Finance Journal, Vol. 15, No. 3/4, p. 1-46, 2011
Number of pages: 46 Posted: 25 Jun 2015
Wing-Keung Wong, Howard E. Thompson and Kweehong Teh
Asia University, Department of Finance, Wisconsin School of Business and National University of Singapore (NUS)
Downloads 142 (392,545)
Citation 3

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9-11 attacks; put options; call options; SPX index, Student's t-statistics; non-parametric statistics

4.

Automated Trading with Genetic-Algorithm Neural-Network Risk Cybernetics: An Application on FX Markets

Finamatrix Journal, February 2012
Number of pages: 28 Posted: 05 Oct 2010 Last Revised: 08 Aug 2015
Lanz Chan and Wing-Keung Wong
Finamatrix Pte. Ltd. and Asia University, Department of Finance
Downloads 1,867 (17,822)

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Automation, Autobot, Genetic-Algorithm Neural-Network, Risk-Pricing, Risk Cybernetics, Expert Advisor

5.

Relationship between Capital Structure and Profitability: Evidence from Four Asian Tigers

Journal of Management Information and Decision Sciences
Number of pages: 13 Posted: 01 Jul 2019 Last Revised: 10 Jun 2020
Asia University, National University of Mongolia, Asia University, Department of Finance and affiliation not provided to SSRN
Downloads 1,223 (33,723)
Citation 8

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Capital Structure, Financial Leverage, Profitability, Four Asian Tigers

6.

Financial Astrology: Mapping the Presidential Election Cycle in US Stock Markets

Number of pages: 27 Posted: 26 Nov 2008
Wing-Keung Wong and Michael McAleer
Asia University, Department of Finance and Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Downloads 1,163 (36,216)
Citation 11

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Presidential election cycle, spectral analysis, EGARCH intervention model, stock prices and returns

7.

Expert Advisor Development on MT4/MT5 for Automated Algorithmic Trading on EURUSD M1 Data

Finamatrix Journal, September 2013
Number of pages: 4 Posted: 02 Sep 2013 Last Revised: 20 Jun 2014
Lanz Chan and Wing-Keung Wong
Finamatrix Pte. Ltd. and Asia University, Department of Finance
Downloads 1,073 (40,550)

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expert advisor, automated algorithms, metatrader, quantitative trading

8.

On Testing the Equality of the Multiple Sharpe Ratios, with Application on the Evaluation of Ishares

Number of pages: 32 Posted: 08 Jun 2006 Last Revised: 27 Apr 2010
Pui-lam Leung and Wing-Keung Wong
The Chinese University of Hong Kong (CUHK) - Department of Statistics and Asia University, Department of Finance
Downloads 922 (50,213)
Citation 21

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MANOVA, Asymptotic distribution, delta-method, iShares

9.

Repurchase Intention of Korean Beauty Products Among Taiwanese Consumers

Number of pages: 24 Posted: 25 Jan 2018
Asia University - Department of Business Administration, Asia University, Department of Finance, Banking University Ho Chi Minh City and Asia University - Department of Business Administration
Downloads 798 (61,172)
Citation 1

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Beauty Product, Repurchase Intention, Structural Equation Model (SEM), Marketing, Korea, Taiwan

10.

Portfolio Management during Epidemics: The Case of SARS in China

Number of pages: 11 Posted: 09 Sep 2010
Terence Tai-Leung Chong, Shen Lu and Wing-Keung Wong
The Chinese University of Hong Kong (CUHK) - Lau Chor Tak Institute of Global Economics and Finance, affiliation not provided to SSRN and Asia University, Department of Finance
Downloads 768 (64,355)
Citation 2

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SARS, Event Study, Cumulative Abnormal Return

11.

The Impact of Option Strategies in Financial Portfolios Performance: Mean-Variance and Stochastic Dominance Approaches

Number of pages: 29 Posted: 08 Feb 2010 Last Revised: 15 Feb 2010
Fathi Abid, Mourad Mroua and Wing-Keung Wong
University of Sfax, Faculty of Economic and Management Sciences, Probability & Statistics Laboratory, University of Sfax and Asia University, Department of Finance
Downloads 752 (66,146)
Citation 11

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Writing covered call option, Buying protective put option, portfolios management, mean-variance approach, nonparametric stochastic dominance test

12.

New Theories in Financial Economics and Financial Econometrics with Applications and Real-Life Practice

Number of pages: 96 Posted: 25 Feb 2017 Last Revised: 22 Dec 2019
Wing-Keung Wong
Asia University, Department of Finance
Downloads 744 (67,091)
Citation 1

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Financial Economics, Financial Econometrics, Applications, Real-life Practice

13.

Money, Interest Rate, and Stock Prices: New Evidence from Singapore and the United States

U21Global Working Paper No. 007/2005
Number of pages: 28 Posted: 17 May 2010
Wing-Keung Wong, Habibullah Khan and Jun Du
Asia University, Department of Finance, U21Global Graduate School and affiliation not provided to SSRN
Downloads 699 (72,716)
Citation 7

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Macroeconomic variables, Cointegration tests, Stock prices, Singapore, United States

14.

Evolution of Dollar/Euro Exchange Rate Before and after the Birth of Euro and Policy Implications

Number of pages: 24 Posted: 17 Aug 2006
Chen Heng, Dietrich Fausten and Wing-Keung Wong
National University of Singapore - Department of Economics, Monash University - Department of Economics and Asia University, Department of Finance
Downloads 666 (77,300)
Citation 2

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Euro, Exchange rate, Monetary model, Cointegration

15.

A Quantitative Behavioral Model and its Implications for Market Volatility, Underreaction, and Overreaction

Number of pages: 41 Posted: 07 Aug 2008
Kin Lam, Taisheng and Wing-Keung Wong
Hong Kong Baptist University (HKBU), Hong Kong Baptist University (HKBU) and Asia University, Department of Finance
Downloads 635 (82,082)

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Bayesian model, representative and conservative heuristics, underreaction, overreaction, stock price, stock return

16.

Stochastic Dominance Test for Risk Seekers: An Application To Oil Spot and Futures Markets

Number of pages: 42 Posted: 17 Jul 2006
Hooi Hooi Lean, Wing-Keung Wong and Michael McAleer
Universiti Sains Malaysia, Asia University, Department of Finance and Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Downloads 585 (91,058)
Citation 3

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stochastic dominance, risk averter, risk seeker, futures market, spot market

17.

Stochastic Dominance and Risk Measure: A Decision-Theoretic Foundation for VAR and C-Var

Number of pages: 49 Posted: 08 Jun 2006 Last Revised: 31 May 2010
Wing-Keung Wong and Chenghu Ma
Asia University, Department of Finance and Fudan University - School of Management
Downloads 575 (93,027)
Citation 8

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downside risk, value-at-risk, conditional-VaR, stochastic dominance, utility

18.

Automated Gold Trading with MT4

Wong Manyat, Chan LCWJ and Wong WK (2014) Automated Gold Trading with MT4. Finamatrix Journal, Jun 2014.
Number of pages: 6 Posted: 25 Jun 2014 Last Revised: 21 Apr 2015
Manyat Wong, Lanz Chan and Wing-Keung Wong
Finamatrix Investments Pte. Ltd., Finamatrix Pte. Ltd. and Asia University, Department of Finance
Downloads 550 (98,424)

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gold trading, expert advisor, automated algorithms, metatrader, quantitative trading, black box

19.

Asset Performance Evaluation with the Mean-Variance Ratio

Number of pages: 29 Posted: 08 May 2006 Last Revised: 20 Oct 2016
Zhidong Bai, Kok Fai Phoon, Keyan Wang and Wing-Keung Wong
Northeast Normal University, SIM University, Northeast Normal University and Asia University, Department of Finance
Downloads 517 (106,203)

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Sharpe ratio, performance hypothesis testing, Normal distribution, uniformly most powerful unbiased test, CTA funds

20.

Multivariate Linear and Non-Linear Causality Tests

Number of pages: 25 Posted: 22 May 2009 Last Revised: 22 Jul 2010
Zhidong Bai, Bingzhi Zhang and Wing-Keung Wong
Northeast Normal University, Columbia University-Department of BioStatistics and Asia University, Department of Finance
Downloads 479 (116,428)
Citation 5

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linear Granger, causality, nonlinear Granger causality, U-statistics

21.

Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach

Number of pages: 30 Posted: 18 Jan 2010
Hooi Hooi Lean, Michael McAleer and Wing-Keung Wong
Universiti Sains Malaysia, Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute and Asia University, Department of Finance
Downloads 452 (124,679)
Citation 18

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Stochastic dominance, risk averter, oil futures market, market efficiency

22.

Do REITs Outperform Stocks and Fixed-Income Assets? New Evidence from Mean-Variance and Stochastic Dominance Approaches

Drexel College of Business Research Paper No. 2008-03
Number of pages: 43 Posted: 07 Jan 2008
Thomas Chinan Chiang, Hooi Hooi Lean and Wing-Keung Wong
Drexel University - Department of Finance, Universiti Sains Malaysia and Asia University, Department of Finance
Downloads 419 (136,238)
Citation 2

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stochastic dominance, risk, REITs, stock, fixed-income assets,

23.

An Improved Estimation to Make Markowitz's Portfolio Optimization Theory Users Friendly and Estimation Accurate with Application on the US Stock Market Investment

Number of pages: 32 Posted: 07 Dec 2011 Last Revised: 20 Oct 2016
Pui-lam Leung, Henry Ng and Wing-Keung Wong
The Chinese University of Hong Kong (CUHK) - Department of Statistics, Chinese University of Hong Kong (CUHK) and Asia University, Department of Finance
Downloads 402 (142,924)
Citation 9

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Markowitz mean-variance optimization, estimation of optimal portfolio weights, inverted wishart distribution, consistency

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

Number of pages: 22 Posted: 25 Jul 2018
Shandong University of Finance and Economics, Northeast Normal University, Scholl of Business Studies - Polytechnic Instituto of Viana do Castelo and Asia University, Department of Finance
Downloads 196 (296,490)
Citation 2

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

Mean-Variance, Mean-VaR, Mean-CVaR Models for Portfolio Selection with Background Risk

Number of pages: 23 Posted: 09 Jan 2018
Xu Guo, Raymond Honfu Chan, Wing-Keung Wong and Lixing Zhu
Beijing Normal University (BNU), City University of Hong Kong, Asia University, Department of Finance and Hong Kong Baptist University (HKBU) - Department of Mathematics
Downloads 301 (194,381)
Citation 5

Abstract:

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Background risk; Portfolio selection; VaR; CVaR; mean-variance model

Mean-Variance, Mean-VaR, Mean-CVaR Models for Portfolio Selection With Background Risk

Number of pages: 28 Posted: 15 Oct 2018
Xu Guo, Raymond Honfu Chan, Wing-Keung Wong and Lixing Zhu
Beijing Normal University (BNU), City University of Hong Kong, Asia University, Department of Finance and Hong Kong Baptist University (HKBU) - Department of Mathematics
Downloads 64 (672,227)
Citation 2

Abstract:

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Background Risk; Portfolio Selection; VaR; CVaR; Mean-Variance Model

26.

An Improvement of the Sharpe-Ratio Test on Small Samples -- Mean-Variance Ratio Test

Number of pages: 13 Posted: 04 Feb 2009 Last Revised: 07 Feb 2009
Zhidong Bai, Keyan Wong and Wing-Keung Wong
Northeast Normal University, National University of Singapore (NUS) and Asia University, Department of Finance
Downloads 360 (161,626)

Abstract:

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Sharpe ratio, mean-variance ratio, test statistics, hypothesis testing, uniformly most powerful unbiased test

27.

China's Impact on Mongolian Economy

Number of pages: 33 Posted: 15 Jul 2017
Asia University, Department of Finance, Asia University, Department of Finance, Asia University, Department of Finance and Asia University, Department of Finance
Downloads 356 (163,640)

Abstract:

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Mongolian economy, Chinese economy, inflation, gross domestic products, exports

28.

Panel Non-Linear Causality Test

Number of pages: 8 Posted: 21 May 2015
Zhidong Bai, Wenjing Xie and Wing-Keung Wong
Northeast Normal University, Hong Kong Baptist University (HKBU) – Department of Accountancy and Law - Department of Economics and Asia University, Department of Finance
Downloads 354 (164,619)
Citation 2

Abstract:

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linear Granger causality test, nonlinear Granger causality test, panel data, power, size

29.

An Improved Estimation to Make Markowitz's Portfolio Optimization Theory Users Friendly and Practically Useful

Number of pages: 30 Posted: 16 May 2009 Last Revised: 23 Aug 2010
Pui-lam Leung, Henry Ng and Wing-Keung Wong
The Chinese University of Hong Kong (CUHK) - Department of Statistics, Chinese University of Hong Kong (CUHK) and Asia University, Department of Finance
Downloads 346 (168,742)
Citation 2

Abstract:

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Markowitz mean-variance optimization, Estimation of optimal portfolio weights, Inverted Wishart distribution, Consistency.

30.

Moment Generating Function, Expectation and Variance of Ubiquitous Distributions with Applications in Decision Sciences: A Review

Number of pages: 85 Posted: 06 Aug 2019
Ton Duc Thang University, Hanoi National University - Faculty of Mathematics and Statistics, Can Tho University - College of Science and Asia University, Department of Finance
Downloads 345 (169,262)

Abstract:

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Moment Generating Function, Expectation, Variance, Distribution Functions

31.

Estimation of Cost of Capital and its Reliability

Number of pages: 39 Posted: 01 Mar 2010 Last Revised: 08 Aug 2017
Wing-Keung Wong
Asia University, Department of Finance
Downloads 332 (176,436)
Citation 3

Abstract:

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Cost of Capital, Reliability, Dividend, Stock Price, Time Series Analysis

32.

Mean-Variance Ratio Test, a Complement of Coefficients of Variation Test and Sharpe Ratio Test

Number of pages: 14 Posted: 12 Mar 2010
Zhidong Bai, Keyan Wang and Wing-Keung Wong
Northeast Normal University, Northeast Normal University and Asia University, Department of Finance
Downloads 327 (179,315)
Citation 8

Abstract:

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Coefficient of variation, Sharpe ratio, mean-variance ratio, test statistic, hypothesis testing, uniformly most powerful unbiased test

33.

Gains from Diversification: A Majorization and Stochastic Dominance Approach

Number of pages: 21 Posted: 12 Mar 2008
Martin Egozcue, Martin Egozcue and Wing-Keung Wong
Universidad de la RepublicaUniversity of Montevideo and Asia University, Department of Finance
Downloads 315 (186,451)
Citation 8

Abstract:

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majorization, stochastic dominance, portfolio selection, expected utility, diversification

34.

Proposal for the Possible Establishment of an ASEAN Dollar

Number of pages: 32 Posted: 07 Feb 2004
Aman Agarwal, Jack H.W. Penm and Wing-Keung Wong
IIF Business School (IIFBS), Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce and Asia University, Department of Finance
Downloads 311 (188,990)

Abstract:

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ASEAN Dollar, Convergence Criteria, Financial market integration

35.

Does International Diversification Substitute Home Bias : An Application of a Non Parametric Stochastic Dominance Approach

Number of pages: 32 Posted: 23 Apr 2007 Last Revised: 23 Feb 2010
Fathi Abid, Mourad Mroua and Wing-Keung Wong
University of Sfax, Faculty of Economic and Management Sciences, Probability & Statistics Laboratory, University of Sfax and Asia University, Department of Finance
Downloads 309 (190,340)

Abstract:

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Home bias, International diversification, Non-parametric stochastic dominance approach, Monte Carlo and Bootstrap p-values.stochastic dominance approach, Monte Carlo and Bootstrap p-values

36.

Could Omega Ratio Perform Better than Sharpe Ratio?

Number of pages: 19 Posted: 21 Jun 2018 Last Revised: 26 Sep 2018
Xu Guo, Haim Levy, Richard Lu and Wing-Keung Wong
Beijing Normal University (BNU), Hebrew University of Jerusalem - Jerusalem School of Business Administration, Feng Chia University and Asia University, Department of Finance
Downloads 307 (191,684)
Citation 8

Abstract:

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stochastic dominance, omega ratio, utility

37.

New Evidence on the Relation between Return Volatility and Trading Volume

Number of pages: 26 Posted: 20 Jun 2010
Thomas Chinan Chiang, Zhuo Qiao and Wing-Keung Wong
Drexel University - Department of Finance, University of Macau and Asia University, Department of Finance
Downloads 306 (192,333)
Citation 8

Abstract:

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Return Volatility, Trading Volume, Nonlinear Granger Causality, High Frequency Data

38.

Prospect and Markowitz Stochastic Dominance

Number of pages: 50 Posted: 26 Aug 2005
Wing-Keung Wong and Raymond Honfu Chan
Asia University, Department of Finance and City University of Hong Kong
Downloads 306 (192,983)
Citation 6

Abstract:

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Prospect stochastic dominance, Markowitz stochastic dominance, risk seeking, risk averse, S-shaped utility function, reverse S-shaped utility function

39.

Prospect Theory, Indifference Curves, and Hedging Risks

Number of pages: 13 Posted: 12 Jun 2010
Dresden University of Technology - Faculty of Economics and Business Management, Universidad de la RepublicaUniversity of Montevideo, Western University and Asia University, Department of Finance
Downloads 289 (204,205)
Citation 18

Abstract:

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Prospect theory, mean-variance model, indifference curve, production output, price uncertainty, hedging, contango, backwardation

Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets?

Multinational Finance Journal, 5(1), 59-86, 2001
Number of pages: 28 Posted: 11 Jan 2013
Wing-Keung Wong, Boon-Kiat Chew and Douglas Sikorski
Asia University, Department of Finance, Independent Economic Analysis (Holdings) Limited and National University of Singapore (NUS)
Downloads 154 (367,208)

Abstract:

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yield differential, standardized yield differential, E/P ratio, bond yield, interest rate

Can the Forecasts Generated from E/P Ratio and Bond Yield Be Used to Beat Stock Markets?

Multinational Finance Journal, Vol. 5, No. 1, p. 59-86, 2001
Number of pages: 28 Posted: 08 Jul 2015
Wing-Keung Wong, Boon-Kiat Chew and Douglas Sikorski
Asia University, Department of Finance, Independent Economic Analysis (Holdings) Limited and National University of Singapore (NUS)
Downloads 128 (426,294)
Citation 3

Abstract:

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bond yield; E/P ratio; interest rate; standardized yield differential; yield differential

41.

Analyzing the Hong Kong Stock Market Structure: A Complex Network Approach

Number of pages: 18 Posted: 21 Jul 2015
Department of Economics, Hong Kong Baptist University, Australian National University (ANU) - Research School of Economics, City University of Hong Kong (CityU) and Asia University, Department of Finance
Downloads 281 (210,151)
Citation 8

Abstract:

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network; stock market; node strength; power-law distribution

42.

A Markov Chain Quasi-Monte Carlo Method for Bayesian Estimation of Stochastic Volatility Model

Number of pages: 28 Posted: 02 Feb 2010 Last Revised: 03 Sep 2012
Eric Fung, Ching-Wah Ho, Tak-Kuen Siu and Wing-Keung Wong
Hong Kong Baptist University (HKBU) - Department of Mathematics, affiliation not provided to SSRN, Macquarie University, Macquarie Business School and Asia University, Department of Finance
Downloads 279 (211,704)

Abstract:

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Stochastic Volatility, Bayesian Method, Markov Chain Quasi-Monte Carlo Method, Low Discrepancy Sequences, High-Dimensional Integrals, Deterministic Error Bound

43.

A Trinomial Test for Paired Data When There are Many Ties

Number of pages: 17 Posted: 27 May 2009 Last Revised: 12 Feb 2010
Guorui Bian, Michael McAleer and Wing-Keung Wong
East China Normal University (ECNU), Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute and Asia University, Department of Finance
Downloads 270 (218,959)
Citation 7

Abstract:

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Sign test, trinomial test, non-parametric test, ties, test statistics, hypothesis testing

44.

On the Markowitz Mean-Variance Analysis of Self-Financing Portfolios

Number of pages: 21 Posted: 19 Oct 2006 Last Revised: 18 Aug 2016
Zhidong Bai, Huixia Liu and Wing-Keung Wong
Northeast Normal University, Northeast Normal University and Asia University, Department of Finance
Downloads 267 (221,399)
Citation 27

Abstract:

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Self-Financing Portfolios, Optimal Portfolio Allocation, Mean-Variance Optimization, Large Random Matrix, Bootstrap Method

45.

Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis

Number of pages: 39 Posted: 26 Aug 2012 Last Revised: 25 Jan 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 Asia University, Department of Finance
Downloads 265 (223,063)

Abstract:

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technical analysis, moving average, buy-and-hold strategy, dot-com bubble, Asian Financial crisis, subprime crisis, moving linear regression, volatility, bubble

46.

A New Pseudo-Bayesian Model with Implications to Financial Anomalies and Investors’ Behaviors

Number of pages: 41 Posted: 19 May 2010 Last Revised: 21 Dec 2010
Kin Lam, Taisheng and Wing-Keung Wong
Hong Kong Baptist University (HKBU), Hong Kong Baptist University (HKBU) and Asia University, Department of Finance
Downloads 254 (232,607)
Citation 10

Abstract:

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Bayesian model, Representative and conservative heuristics, Underreaction, Overreaction, Stock price, Stock return

47.

The Integration of the Chinese Stock Markets Following the Shanghai–Hong Kong Stock Connect: Evidence from Cointegration, Linear, and Nonlinear Causality Analysis

Number of pages: 28 Posted: 28 Feb 2018
Australian National University (ANU) - Research School of Economics, The Hang Seng University of Hong Kong - Department of Economics and Finance, The Hang Seng University of Hong Kong - Department of Economics and Finance and Asia University, Department of Finance
Downloads 253 (233,496)
Citation 1

Abstract:

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financial integration, cointegration, Engle–Granger causality, error correction, nonlinear causality, multivariate setting

48.

Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections

Tinbergen Institute Discussion Paper 2018-024/III
Number of pages: 60 Posted: 19 Mar 2018
Chia-Lin Chang, Michael McAleer and Wing-Keung Wong
National Chung Hsing University, Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute and Asia University, Department of Finance
Downloads 246 (240,010)
Citation 3

Abstract:

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decision sciences, economics, finance, business, computing, and big data, theoretical models, econometric and statistical models, applications

49.

Do Investors Like to Diversify? A Study of Markowitz Preferences

Number of pages: 16 Posted: 06 Feb 2009 Last Revised: 23 May 2011
Universidad de la RepublicaUniversity of Montevideo, University of Lleida, Asia University, Department of Finance and Western University
Downloads 242 (243,985)
Citation 5

Abstract:

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Diversification, stochastic dominance, risk seeking, risk averse, S-shaped utility function, reverse S-shaped utility function

50.

A Note on the Stochastic Dominance Test Statistics

Number of pages: 25 Posted: 24 Jun 2009
Zhidong Bai and Wing-Keung Wong
Northeast Normal University and Asia University, Department of Finance
Downloads 238 (247,990)
Citation 4

Abstract:

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stochastic dominance, risk aversion, test statistics, hypothesis testing

51.

Robust Estimation and Forecasting of the Capital Asset Pricing Model

Number of pages: 24 Posted: 11 Aug 2010 Last Revised: 17 Nov 2010
Guorui Bian, Michael McAleer and Wing-Keung Wong
East China Normal University (ECNU), Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute and Asia University, Department of Finance
Downloads 230 (256,308)
Citation 4

Abstract:

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Maximum Likelihood Estimators, Modified Maximum Likelihood Estimators, Student’s T Family, Capital Asset Pricing Model, Robustness

52.

Applications of Econometrics in Research

Number of pages: 43 Posted: 29 Aug 2018
Wing-Keung Wong
Asia University, Department of Finance
Downloads 223 (263,929)

Abstract:

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Applications, Econometrics, Finance, Economics, Marketing, Management, Decision Sciences, Risk Management, and Operational Research

53.

Does the Us it Stock Market Dominate Other it Stock Markets: Evidence from Multivariate GARCH Model

Number of pages: 19 Posted: 15 Aug 2006
Zhuo Qiao, Venus Khim-Sen Liew and Wing-Keung Wong
University of Macau, Universiti Malaysia Sarawak and Asia University, Department of Finance
Downloads 222 (265,026)
Citation 9

Abstract:

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Volatility, Information Technology, Stock markets, Multivariate GARCH, IT Bubble

54.

Test Statistics for Prospect and Markowitz Stochastic Dominances with Applications

Number of pages: 36 Posted: 20 Nov 2007 Last Revised: 02 Oct 2010
Zhidong Bai, Huixia Liu, Wing-Keung Wong and Hua Li
Northeast Normal University, Northeast Normal University, Asia University, Department of Finance and Northeast Normal University
Downloads 221 (266,131)
Citation 18

Abstract:

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Prospect stochastic dominance, Markowitz stochastic dominance, risk seeking, risk averse, S-shaped utility function, reverse S-shaped utility function, test statistics, hypothesis testing

New Trading Strategy in Investment: A Study of the Hedge Funds From Emerging and Developed Markets

Number of pages: 9 Posted: 27 Jul 2022
Zhihui Lv, Tsun Se Cheong, David Chui and Wing-Keung Wong
Guangdong University of Foreign Studies, The Hang Seng University of Hong Kong, The Hang Seng University of Hong Kong - Department of Economics and Finance and Asia University, Department of Finance
Downloads 111 (475,923)
Citation 2

Abstract:

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Hedge fund strategies; Relative value; Equity hedge; T-Bill; Portfolio optimization; Stochastic dominance

New Trading Strategy in Investment: A Study of the Hedge Funds From Emerging and Developed Markets

Number of pages: 17 Posted: 11 Dec 2022
Wing-Keung Wong, David Chui, Zhihui Lv and João Paulo Vieito
Asia University, Department of Finance, The Hang Seng University of Hong Kong - Department of Economics and Finance, Guangdong University of Foreign Studies and Scholl of Business Studies - Polytechnic Instituto of Viana do Castelo
Downloads 106 (492,434)

Abstract:

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Hedge fund strategies; Relative value; Equity hedge; T-Bill; Portfolio optimization; Stochastic dominance

56.

Segregation and Integration: A Study of the Behaviors of Investors with Extended Value Functions

Number of pages: 15 Posted: 22 Mar 2009 Last Revised: 02 Jun 2010
Martin Egozcue, Martin Egozcue and Wing-Keung Wong
Universidad de la RepublicaUniversity of Montevideo and Asia University, Department of Finance
Downloads 217 (270,644)
Citation 1

Abstract:

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Prospect theory, mental accounting, hedonic editing model, value function, segregation, integration, decision making, preference reversals

57.

Graph Theory and Environmental Algorithmic Solutions to Assign Vehicles: Application to Garbage Collection in Vietnam

Number of pages: 35 Posted: 05 Aug 2019
Ton Duc Thang University, Ton Duc Thang University, Binh Duong Economics & Technology University, Can Tho University and Asia University, Department of Finance
Downloads 216 (271,820)

Abstract:

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Fleury algorithm, Floyd algorithm, Greedy algorithm, shortest path

58.

China's Impact on Mongolian Exchange Rate

Number of pages: 33 Posted: 07 Feb 2018
Alimaa Batai, Amanda Chu, Zhihui Lv and Wing-Keung Wong
Asia University, Department of Finance, The Hang Seng University of Hong Kong - Department of Mathematics and Statistics, Northeast Normal University - KLASMOE & School of Mathematics and Statistics and Asia University, Department of Finance
Downloads 216 (271,820)
Citation 6

Abstract:

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Exchange rate, GDP, Stock, World Price Index, VECM, Cointegration, Linear Causality, Nonlinear Causality

59.

Multivariate Stochastic Dominance for Risk Averters and Risk Seekers

Number of pages: 27 Posted: 27 Aug 2010 Last Revised: 14 Sep 2013
Wing-Keung Wong
Asia University, Department of Finance
Downloads 215 (273,036)

Abstract:

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Multivariate stochastic dominance, risk averters, risk seekers, ascending stochastic dominance, descending stochastic dominance, utility function

60.

Determinants of International Tourism Demand for Mongolia: Gravity Model Approach

Number of pages: 42 Posted: 31 Jul 2018
Asia University - Department of Finance, Asia University - Department of Finance, Asia University - Department of Finance and Asia University, Department of Finance
Downloads 208 (281,589)

Abstract:

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gross domestic product, exchange rate, tourism price, distance, tourism

61.

Multivariate Causality Tests with Simulation and Application

Number of pages: 30 Posted: 18 Jun 2010 Last Revised: 20 Jun 2010
Zhidong Bai, Bingzhi Zhang, Heng Li and Wing-Keung Wong
Northeast Normal University, Columbia University-Department of BioStatistics, Hong Kong Baptist University (HKBU) - Department of Mathematics and Asia University, Department of Finance
Downloads 204 (286,652)
Citation 10

Abstract:

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linear Granger Causality, Nonlinear Granger Causality, U-Statistics, Simulation, Stock Markets

62.

China’s Stock Market Integration with a Leading Power and a Close Neighbor

Number of pages: 38 Posted: 07 Feb 2010
Zheng Yi, Heng Chen and Wing-Keung Wong
affiliation not provided to SSRN, affiliation not provided to SSRN and Asia University, Department of Finance
Downloads 196 (297,275)
Citation 5

Abstract:

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Stock markets, Cointegration, FIVECM and MGARCH

63.

A New Principal-Component Approach to Measure the Investor Sentiment

IGEF Working Paper No. 24
Number of pages: 21 Posted: 17 Jul 2015
Terence Tai-Leung Chong, Bingqing Cao and Wing-Keung Wong
The Chinese University of Hong Kong (CUHK) - Lau Chor Tak Institute of Global Economics and Finance, Hong Kong Baptist University (HKBU) and Asia University, Department of Finance
Downloads 187 (310,149)

Abstract:

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Principal component analysis; Market sentiment; CSI 300; Threshold model

64.

Prospect Theory and Hedging Risks

Dresden Discussion Paper in Economics No. 5/10
Number of pages: 24 Posted: 12 Jun 2010
Dresden University of Technology - Faculty of Economics and Business Management, Universidad de la RepublicaUniversity of Montevideo, Asia University, Department of Finance and Western University
Downloads 180 (320,992)
Citation 4

Abstract:

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Prospect theory, mean-variance model, indifference curve, price uncertainty, hedging

65.

Examining the Day-of-the-Week Effects in Chinese Stock Markets: New Evidence from a Stochastic Dominance Approach

Number of pages: 24 Posted: 22 Dec 2010
Wing-Keung Wong, Weiwei Qiao and Zhuo Qiao
Asia University, Department of Finance, affiliation not provided to SSRN and University of Macau
Downloads 179 (322,588)
Citation 10

Abstract:

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Day-of-the-week effect, Mean-variance criterion, Stochastic dominance, Chinese stock markets

66.

Three-Factor Profile Analysis

Number of pages: 15 Posted: 08 Jun 2006
Pui-lam Leung and Wing-Keung Wong
The Chinese University of Hong Kong (CUHK) - Department of Statistics and Asia University, Department of Finance
Downloads 175 (329,204)

Abstract:

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ANOVA, MANOVA, time dependence, profile analysis, treatment, American Depository Receipts

67.

Stock Volatility in the Segmented Chinese Stock Markets: A SWARCH Approach

Number of pages: 33 Posted: 21 Feb 2010
Zhuo Qiao, Weiwei Qiao and Wing-Keung Wong
University of Macau, affiliation not provided to SSRN and Asia University, Department of Finance
Downloads 174 (330,887)

Abstract:

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Markov-Switching ARCH Model, Volatility, Market Segmentation, China Stock Markets

68.

Does International Diversification Substitute for Home Bias?

Number of pages: 30 Posted: 11 Oct 2010 Last Revised: 22 Nov 2010
Wing-Keung Wong, Fathi Abid and Mourad Mroua
Asia University, Department of Finance, University of Sfax, Faculty of Economic and Management Sciences, Probability & Statistics Laboratory and University of Sfax
Downloads 172 (334,229)

Abstract:

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Home Bias, International Diversification, Mean-Variance Portfolio Optimization, Stochastic Dominance, Monte Carlo and Bootstrap P-Values

69.

Futures versus Stocks: A Stochastic Dominance Study in Malaysian Markets

Number of pages: 35 Posted: 17 May 2009 Last Revised: 21 Mar 2012
Hooi Hooi Lean, Donald D. Lien and Wing-Keung Wong
Universiti Sains Malaysia, University of Texas at San Antonio - College of Business - Department of Economics and Asia University, Department of Finance
Downloads 172 (334,229)
Citation 4

Abstract:

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stochastic dominance, index futures, arbitrage opportunity, Malaysian

70.

Stochastic Dominance and Behavior towards Risk: The Market for iShares

Number of pages: 26 Posted: 22 Mar 2009 Last Revised: 19 Jan 2012
Dominic Gasbarro, Wing-Keung Wong and J. Kenton Zumwalt
Murdoch University, Asia University, Department of Finance and Colorado State University, Fort Collins - Department of Finance & Real Estate
Downloads 170 (337,695)
Citation 25

Abstract:

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stochastic dominance; risk aversion, risk seeking

71.

Preferences Over Meyer's Location-Scale Family

Number of pages: 45 Posted: 30 Aug 2005
Wing-Keung Wong and Chenghu Ma
Asia University, Department of Finance and Fudan University - School of Management
Downloads 168 (341,187)
Citation 9

Abstract:

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location-scale family, utility functions, indifference curves, stochastic dominance,

72.

Big House or Small House, Which One Should We Buy? Evidence from Hong Kong

Number of pages: 25 Posted: 30 Nov 2012
Chun Tsang, Gao Junjie, Wing-Keung Wong and Xiaolong Liu
affiliation not provided to SSRN, affiliation not provided to SSRN, Asia University, Department of Finance and affiliation not provided to SSRN
Downloads 161 (355,579)

Abstract:

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housing market, housing size, housing yield, rental yield, efficient market, stochastic dominance

73.

Do Both Demand-Following and Supply-Leading Theories Hold True in Developing Countries?

Number of pages: 41 Posted: 02 Jul 2018
Australian National University (ANU) - Research School of Economics, Scholl of Business Studies - Polytechnic Instituto of Viana do Castelo and Asia University, Department of Finance
Downloads 160 (355,579)
Citation 8

Abstract:

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financial development, economic growth, cointegration, linear causality, nonlinear causality, developing countries, supply-leading hypothesis, demand-following theory

74.

Portfolios Resampling and International Diversification: A Non-Parametric Stochastic Dominance Approach

Number of pages: 35 Posted: 02 May 2011
Mourad Mroua, Fathi Abid and Wing-Keung Wong
University of Sfax, University of Sfax, Faculty of Economic and Management Sciences, Probability & Statistics Laboratory and Asia University, Department of Finance
Downloads 158 (359,331)

Abstract:

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Optimal portfolios choices, Estimation Errors, Portfolio Resampling, Non parametric stochastic dominance approach, Monte Carlo and bootstrap p-values simulations

75.

Is Wine a Good Choice for Investment?

Number of pages: 54 Posted: 01 Mar 2018 Last Revised: 16 Mar 2018
Elie Bouri, Rangan Gupta, Wing-Keung Wong and Zhenzhen Zhu
Lebanese American University, University of Pretoria - Department of Economics, Asia University, Department of Finance and Shandong University of Finance and Economics
Downloads 157 (361,244)
Citation 1

Abstract:

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Wine investment; mean-variance portfolio optimization; mean-risk criterion; stochastic dominance; asset classes

76.

Consistent Tests for Almost Stochastic Dominance

Number of pages: 11 Posted: 10 Apr 2015 Last Revised: 11 Apr 2015
Xu Guo, Haim Levy and Wing-Keung Wong
Hong Kong Baptist University (HKBU) - Department of Mathematics, Hebrew University of Jerusalem - Jerusalem School of Business Administration and Asia University, Department of Finance
Downloads 152 (371,047)
Citation 3

Abstract:

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stochastic dominance; almost stochastic dominance; risk aversion, consistent test statistics

77.

Empirical Test of the Efficiency of UK Covered Warrants Market: Stochastic Dominance and Likelihood Ratio Test Approach

Number of pages: 45 Posted: 03 Feb 2010
University of Macau, affiliation not provided to SSRN, Yuan-Ze University - Department of Finance and Asia University, Department of Finance
Downloads 150 (375,099)
Citation 11

Abstract:

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Stochastic dominance, Market efficiency, Covered warrants, Bootstrap

78.

Predictability of Technical Analysis on Singapore Stock Market, Before and After the Asian Financial Crisis

Number of pages: 27 Posted: 24 Jul 2018
Jun Du and Wing-Keung Wong
Citigroup, Inc. and Asia University, Department of Finance
Downloads 148 (379,264)

Abstract:

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Technical Analysis, Simple Moving Average, Dual Moving Average, Trading Range Breakout, Efficiency

79.

A New Pseudo Bayesian Model for Stock Returns In Financial Crisis

Number of pages: 27 Posted: 12 May 2011 Last Revised: 25 May 2011
Wing-Keung Wong, Eric Fung, Kin Lam and Tak-Kuen Siu
Asia University, Department of Finance, Hong Kong Baptist University (HKBU) - Department of Mathematics, Hong Kong Baptist University (HKBU) and Macquarie University, Macquarie Business School
Downloads 145 (385,426)

Abstract:

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Bayesian Model, Representative and Conservative Heuristics, Underreaction, Overreaction, Stock Price, Stock Return, Financial Crisis

80.

Linearity and Stationarity of G7 Government Bond Returns

Number of pages: 12 Posted: 10 Sep 2010
Zhuo Qiao, Venus Khim-Sen Liew and Wing-Keung Wong
University of Macau, Universiti Malaysia Sarawak and Asia University, Department of Finance
Downloads 145 (385,426)

Abstract:

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government bond returns, G7, linearity, stationarity, nonlinear

81.

A Gravity Analysis of International Stock Market Linkages

Number of pages: 10 Posted: 03 Nov 2010
Wing-Keung Wong, Terence Tai-Leung Chong and Juan Zhang
Asia University, Department of Finance, The Chinese University of Hong Kong (CUHK) - Lau Chor Tak Institute of Global Economics and Finance and affiliation not provided to SSRN
Downloads 143 (389,721)

Abstract:

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Stock Market Correlations, Gravity Model, Home Bias, Exchange Rate Volatility

82.

Lucky 13? Does the Singapore Equities Market Move in 13-Year Cycles?

Market Technician Journal, Vol. 54, pp.3-4, 2005
Number of pages: 2 Posted: 05 Sep 2007
Wing-Keung Wong and Lanz Chan
Asia University, Department of Finance and Finamatrix Pte. Ltd.
Downloads 138 (400,843)

Abstract:

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Singapore, equities, cycles, spectrum analysis

83.

A Note on Stochastic Dominance and the Omega Ratio

Number of pages: 10 Posted: 23 Aug 2016 Last Revised: 12 Oct 2016
Xu Guo, Xuejun Jiang and Wing-Keung Wong
Beijing Normal University (BNU), South University of Science and Technology of China and Asia University, Department of Finance
Downloads 136 (405,319)
Citation 4

Abstract:

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Stochastic Dominance, Omega Ratio, Risk Averters, Risk Seekers, Utility Maximization

84.

New Development on the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors with Application in Risk Management

Number of pages: 57 Posted: 06 Jan 2019 Last Revised: 01 May 2020
Raymond Honfu Chan, Ephraim Clark and Wing-Keung Wong
City University of Hong Kong, Middlesex University Business School and Asia University, Department of Finance
Downloads 135 (407,725)
Citation 7

Abstract:

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Third order stochastic dominance, expected-utility maximization, risk aversion, risk seeking, investment behaviors

Empirical Study on the Behaviours of Different Types of Hong Kong Small Investors’ in Their Investment

Number of pages: 30 Posted: 18 Feb 2015 Last Revised: 13 Sep 2015
Australian National University (ANU) - Research School of Economics, Hong Kong Shue Yan University, Asia University, Department of Finance and Hong Kong Shue Yan University
Downloads 134 (411,191)

Abstract:

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investment decision; representative and conservative heuristics; excess volatility; underreaction; overreaction; magnitude effects; financial crisis

Empirical Study on the Behaviours of Different Types of Hong Kong Small Investors’ in Their Investment

Posted: 27 Aug 2015
Australian National University (ANU) - Research School of Economics, Hong Kong Shue Yan University, Asia University, Department of Finance and Hong Kong Shue Yan University

Abstract:

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investment decision, representative and conservative heuristics, excess volatility, underreaction, overreaction, magnitude effects, financial crisis

86.

Stochastic Dominance and Investors’ Behavior towards Risk: The Hong Kong Stocks and Futures Markets

Number of pages: 30 Posted: 20 Feb 2010
Hooi Hooi Lean, Kin Lam and Wing-Keung Wong
Universiti Sains Malaysia, Hong Kong Baptist University (HKBU) and Asia University, Department of Finance
Downloads 130 (419,936)

Abstract:

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stochastic dominance, stock index futures, risk preference, S-shape utility functions

87.

Distribution of Quotient of Dependent and Independent Random Variables Using Copulas

Number of pages: 27 Posted: 06 Aug 2019
Sel Ly, Kim-Hung Pho, Sal Ly and Wing-Keung Wong
Ton Duc Thang University, Ton Duc Thang University, Ton Duc Thang University and Asia University, Department of Finance
Downloads 129 (422,433)
Citation 1

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Copulas, Dependence structures, Quotient of random variables, Density functions, Distribution functions

88.

Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections

Tinbergen Institute Discussion Paper 2018-011/III
Number of pages: 57 Posted: 15 Feb 2018
Chia-Lin Chang, Michael McAleer and Wing-Keung Wong
National Chung Hsing University, Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute and Asia University, Department of Finance
Downloads 122 (440,846)
Citation 6

Abstract:

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Big Data, Computational Science, Economics, Finance, Management, Theoretical Models, Econometric and Statistical Models, Applications

89.

Determining Distribution for the Product of Random Variables by Using Copulas

Number of pages: 18 Posted: 06 Aug 2019
Sel Ly, Kim-Hung Pho, Sal Ly and Wing-Keung Wong
Ton Duc Thang University, Ton Duc Thang University, Ton Duc Thang University and Asia University, Department of Finance
Downloads 121 (443,556)
Citation 10

Abstract:

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Copulas, Dependence structures, Product of random variables, Density functions, Distribution functions

90.

Mean-Variance and Stochastic Dominance Analysis of Global Exchange-Traded Funds

Number of pages: 46 Posted: 14 Apr 2016
Zhen-Zhen Zhu, Wing-Keung Wong and Kok Fai Phoon
Northeast Normal University, Asia University, Department of Finance and SIM University
Downloads 121 (443,556)
Citation 1

Abstract:

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exchange-traded funds, stochastic dominance, risk-averse investors, performance measurement

91.

High Dimensional Global Minimum Variance Portfolio

Number of pages: 7 Posted: 27 Aug 2015
Li Hua, Bai Zhidong and Wing-Keung Wong
Changchun University - Department of Science, Hong Kong Baptist University (HKBU) – Department of Accountancy and Law - Department of Economics and Asia University, Department of Finance
Downloads 121 (443,556)

Abstract:

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Global Minimum Variance Portfolio, Spectral Corrected Covariance, Sample Covariance

92.

A New Pseudo-Bayesian Model for Investors' Behaviors in Financial Crises

Number of pages: 39 Posted: 03 Jul 2012
Wing-Keung Wong, Kin Lam, Wing-Keung Wong and Lixing Zhu
Asia University, Department of Finance, affiliation not provided to SSRN, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 118 (451,901)

Abstract:

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Bayesian model, Representative and conservative heuristics, Underreaction, Overreaction, Stock price, Stock return, financial crisis

93.

Management Information, Decision Sciences, and Financial Economics: A Connection

Tinbergen Institute Discussion Paper 2018-004/III
Number of pages: 33 Posted: 25 Jan 2018
Chia-Lin Chang, Michael McAleer and Wing-Keung Wong
National Chung Hsing University, Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute and Asia University, Department of Finance
Downloads 117 (454,856)
Citation 12

Abstract:

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management information, decision sciences, financial economics, theoretical models, econometric models

94.

Does Herding Behavior Exist in the Mongolian Stock Market?

Pacific-Basin Finance Journal, Vol. 62, No. 101352, 2020
Number of pages: 28 Posted: 16 Jul 2020
National University of Mongolia, National University of Mongolia, Scholl of Business Studies - Polytechnic Instituto of Viana do Castelo, University of Santiago, Chile and Asia University, Department of Finance
Downloads 115 (460,851)
Citation 1

Abstract:

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Herding behavior, Mongolian stock market

Rescuing Mean-Variance Analysis for Most Investors with Risk Seeking on Losses

Number of pages: 20 Posted: 30 Jan 2022 Last Revised: 23 Aug 2022
Nikolai Sheung-Chi Chow and Wing-Keung Wong
Australian National University (ANU) - Research School of Economics and Asia University, Department of Finance
Downloads 73 (625,728)

Abstract:

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Prospect stochastic dominance,Mean-variance analysis,Mean-risk models, Stochastic dominance, Partial moments

A Note on Prospect Stochastic Dominance and Risk-return Analysis Tools

Number of pages: 14 Posted: 04 Feb 2022
Nikolai Sheung-Chi Chow and Wing-Keung Wong
Australian National University (ANU) - Research School of Economics and Asia University, Department of Finance
Downloads 41 (821,377)

Abstract:

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Prospect stochastic dominance, Mean-risk models

96.

Regime-Dependent Relationships Among the Stock Markets of the US, Australia, and New Zealand: A Markov Switching VAR Approach

Number of pages: 29 Posted: 06 Jun 2011
Zhuo Qiao, Yuming Li and Wing-Keung Wong
University of Macau, California State University and Asia University, Department of Finance
Downloads 114 (463,802)
Citation 4

Abstract:

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Markov Switching VAR, Regime-dependent Impulse Response, Hansen Test

97.

Preferences of Malaysian Stocks and Futures Markets for Investors Before and After Crises

Number of pages: 43 Posted: 12 May 2011
Asia University, Department of Finance, Universiti Sains Malaysia, University of Canberra - Division of Business, Law and Information Sciences and University of Canberra - School of Accounting, Banking and Finance
Downloads 114 (463,802)

Abstract:

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Stochastic Dominance, Futures, Malaysia, Market Efficiency

98.

Implications of Corporate Social Responsibility on Financial and Non-Financial Performance of Banking Sector: A Moderated and Mediated Mechanism

Number of pages: 28 Posted: 24 Oct 2023
Muzammal Ilyas Sindhu, Dr Windijarto and Wing-Keung Wong
Bahria University, Pakistan, Airlangga University and Asia University, Department of Finance
Downloads 112 (470,031)

Abstract:

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CSR, SEM, Financial Performance, Non-Financial Performance, Corporate Reputation

99.

Why Did Warrant Markets Close in China but Not Taiwan?

Tinbergen Institute Discussion Paper 2018-051/III
Number of pages: 35 Posted: 17 Jun 2018
Asia University, Department of Finance, Universiti Sains Malaysia, Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute and National Formosa University
Downloads 110 (476,234)
Citation 3

Abstract:

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Moment Analysis, CAPM Statistics, Stochastic Dominance, Volume Analysis, Arbitrage Opportunity, Market Efficiency, Warrants, China Market, Taiwan Market

100.

Tests for Richness and Poorness: A Stochastic Dominance Analysis of Income Distributions

Number of pages: 17 Posted: 09 May 2015
Australian National University (ANU) - Research School of Economics, Hong Kong University of Science and Technology, Monash University - Department of Economics and Asia University, Department of Finance
Downloads 110 (476,234)
Citation 4

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stochastic dominance tests, income distributions,, richness, poorness

The Effect of Internal Structure on Foreign Policy: Case Study of Turkey-EU Relations

Number of pages: 20 Posted: 08 Jul 2021
Sahand Faez and Wing-Keung Wong
Center for Study of South Asia and Middle East and Asia University, Department of Finance
Downloads 72 (630,730)

Abstract:

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Mainstream IR, Constructivism, Internal Structure, Political Economy of Trade

The Effect of Internal Structure on Foreign Policy: Case Study of Turkey-EU Relations

Number of pages: 20 Posted: 24 Jul 2021
Sahand Faez and Wing-Keung Wong
Center for Study of South Asia and Middle East and Asia University, Department of Finance
Downloads 37 (853,419)

Abstract:

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Mainstream IR, Constructivism, Internal Structure, Political Economy of Trade

102.

Specification Testing of Production in a Stochastic Frontier Model

Tinbergen Institute Discussion Paper 2017-097/III
Number of pages: 24 Posted: 26 Oct 2017
Xu Guo, Gaorong Li, Michael McAleer and Wing-Keung Wong
Beijing Normal University (BNU), Beijing University of Technology, Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute and Asia University, Department of Finance
Downloads 109 (479,346)

Abstract:

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Production Frontier Function, Stochastic Frontier Model, Specification Testing, Wild Bootstrap, Smoothing Process, Empirical Process, Simulations

103.

Why Investors Buy Insurance and Try Their Luck with Lotteries as Well?

Number of pages: 1 Posted: 05 Jun 2017 Last Revised: 06 Apr 2020
Wing-Keung Wong and Zhuo Qiao
Asia University, Department of Finance and University of Macau
Downloads 108 (482,519)
Citation 1

Abstract:

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Stochastic Dominance, Risk Aversion, Risk Seeking, Utility Function, More Risky Asset, Less Risky Asset

104.

Gruss-Type Bounds for the Covariance of Transformed Random Variables

Number of pages: 12 Posted: 24 Mar 2010
Universidad de la RepublicaUniversity of Montevideo, University of Lleida, Asia University, Department of Finance and Western University
Downloads 108 (482,519)
Citation 3

Abstract:

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Gruss-type Bounds, Covariance, Transformed Random Variables, decision making, uncertainty

105.

Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis

Number of pages: 30 Posted: 13 Feb 2017
Chouaïb Doukkali University, GSCM-Montpellier Business School, Asia University, Department of Finance and Northeast Normal University
Downloads 107 (485,703)

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Islamic vs. Conventional stocks; Risk-averse vs. Risk-seeking investors; Gold; Portfolio diversification; Mean-risk; Stochastic dominance

106.

Top Purchase Intention Priorities of Vietnamese Low Cost Carrier Passengers: Expectations and Satisfaction

Number of pages: 22 Posted: 25 Mar 2020
Asia University, Asia University, Department of Finance, Asia University - Department of Leisure & Recreation Management and Yuan Ze University - College of Management
Downloads 106 (492,449)

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Purchase Intention, Service Quality, Perceived Value, Customer Expectation, Customer Satisfaction, Low Cost Carrier

107.

Central Moments, Stochastic Dominance and Expected Utility

Number of pages: 11 Posted: 09 Oct 2016
City University of Hong Kong, Australian National University (ANU) - Research School of Economics and Asia University, Department of Finance
Downloads 105 (492,449)

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higher order stochastic dominance, higher order central moments, expected-utility maximization, risk aversion, risk seeking, investment behaviors

108.

Size and Power of Some Stochastic Dominance Tests: A Monte Carlo Study

Number of pages: 29 Posted: 06 Feb 2006 Last Revised: 22 Mar 2012
Hooi Hooi Lean, Wing-Keung Wong and Xibin Zhang
Universiti Sains Malaysia, Asia University, Department of Finance and Monash University
Downloads 103 (499,270)
Citation 10

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stochastic dominance, correlated distributions, grid points

109.

Nonperforming Loans in Banks – Are Managers Only Responsible?

Number of pages: 19 Posted: 29 Sep 2017
Sangram Jena, Surya Narayan Mohapatra and Wing-Keung Wong
Institute of Chartered Financial Analysts of India (ICFAI) - Department of Finance, Institute of Chartered Financial Analysts of India (ICFAI) - Department of Finance and Asia University, Department of Finance
Downloads 102 (502,622)

Abstract:

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Bank, Indian Bank, Nonperforming asset, Capital Adequacy Ratio, multivariate panel logistic regression

110.

Adopting Both AHP and Fuzzy AHP to Evaluate Outsourcing Service in the East and Southeast Asia

Number of pages: 32 Posted: 21 Jan 2018
Banking University Ho Chi Minh City, Asia University, Department of Finance, Asia University - Department of Business Administration and Asia University - Department of Business Administration
Downloads 100 (509,477)
Citation 1

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Outsourcing, Analytic Hierarchy Process (AHP), Fuzzy Analytic Hierarchy Process (FAHP), Southeast Asian Countries, Decision Maker, Multi-factors Decision Making

111.

Fix Risk-Cybernetics Protocol

Number of pages: 4 Posted: 05 Feb 2018
Lanz Chan and Wing-Keung Wong
Finamatrix Pte. Ltd. and Asia University, Department of Finance
Downloads 98 (516,383)

Abstract:

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blockchain, risk-cybernetics protocol, options pricing, digital exchange, cryptocurrency, delta-hedged portfolio, volatility arbitrage

112.

Moment Conditions for Almost Stochastic Dominance

Number of pages: 13 Posted: 26 Nov 2013
Xu Guo, Thierry Post, Wing-Keung Wong and Lixing Zhu
Hong Kong Baptist University (HKBU) - Department of Mathematics, Graduate School of Business of Nazarbayev University, Asia University, Department of Finance and Hong Kong Baptist University (HKBU) - Department of Mathematics
Downloads 97 (519,860)
Citation 7

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decision theory; utility theory; stochastic dominance; necessary conditions; moments.

113.

Does Internal Corporate Governance Mechanism Affect Financial Stability and Risk-Weighted Capital of Banks? Empirical Evidence from Pakistan

Number of pages: 21 Posted: 01 Jun 2023
Naveed Khan, Hassan Zada, Wing-Keung Wong and Shakeel Ahmed
HITEC University Taxila Cantt, SZABIST, Islamabad, Asia University, Department of Finance and HITEC University Taxila Cantt
Downloads 95 (527,021)
Citation 1

Abstract:

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financial stability, Internal corporate governance, Audit Committee, Pakistan stock exchange

114.

Revisiting Grüss’s Inequality: Covariance Bounds, QDE but not QD Copulas, and Central Moments

Number of pages: 27 Posted: 26 Oct 2010
University of Montevideo - Department of Economics, University of Coruña, Asia University, Department of Finance and Western University
Downloads 95 (527,021)

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Grüss’s Inequality, Covariance Bound, Hoeffding Representation, Cuadras Representation, Quadrant Dependence, Quadrant Dependence in Expectation, Copula, Convex Combination, Archimedean Copula, Fréchet Copula, Farlie-Gumbel-Morgenstern Copula, Central Moments, Edmundson-Madansky Bound

115.

Stemtech Model in ASEAN Universities: An Empirical Research at Can Tho University

Number of pages: 21 Posted: 08 Aug 2019
Bui Anh Tuan, Kim-Hung Pho, Lam Minh Huy and Wing-Keung Wong
Can Tho University, Ton Duc Thang University, Can Tho University and Asia University, Department of Finance
Downloads 94 (530,622)

Abstract:

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STEM Education, STEM Products, STEMTech Model, ASEAN University Network, Can Tho University, Arizona State University

116.

A Mental Account-Based Portfolio Selection Model With an Application

Number of pages: 11 Posted: 03 Jun 2020
Wing-Keung Wong
Asia University, Department of Finance
Downloads 93 (534,335)

Abstract:

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Behavioural OR; mental account; probability function; sequential linear approximation; out-of-sample tests.

117.

How to Get Papers Published in Reputable Journals?

Number of pages: 45 Posted: 09 Aug 2023 Last Revised: 04 Sep 2023
Wing-Keung Wong
Asia University, Department of Finance
Downloads 92 (538,004)

Abstract:

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Reputable journals, Economics, Finance, Business, Econometrics, Simulation, Applications

118.

Time-Frequency Analysis of Financial Risk and Economic Risk in India: New Insights Based on Wavelet Coherence Approach

Number of pages: 26 Posted: 01 Nov 2022
Shandong University, Cyprus International University, Shandong University and Asia University, Department of Finance
Downloads 88 (553,141)

Abstract:

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financial risk, economic risk, time-frequency, wavelet approach, wavelet power spectrum, India

119.

Has Trade Increased the Risk of Contagion? An Empirical Investigation

U21Global Working Paper No. 006/2005
Number of pages: 27 Posted: 17 May 2010
Habibullah Khan, Wing-Keung Wong and Siok Khai Yeo
U21Global Graduate School, Asia University, Department of Finance and affiliation not provided to SSRN
Downloads 88 (553,141)

Abstract:

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Contagion, Economic crisis, Regional trade integration, Multilateral trade liberalization

120.

Almost Stochastic Dominance for Risk Averters and Risk Seekers

Number of pages: 17 Posted: 11 Sep 2014 Last Revised: 27 May 2015
Xu Guo, Wing-Keung Wong and Lixing Zhu
Hong Kong Baptist University (HKBU) - Department of Mathematics, Asia University, Department of Finance and Hong Kong Baptist University (HKBU) - Department of Mathematics
Downloads 86 (561,028)
Citation 18

Abstract:

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Almost Stochastic Dominance, generalized almost stochastic dominance, expected-utility maximization, risk averters, risk seekers, moments

121.

Optimal Output for the Regret-Averse Competitive Firm Under Price Uncertainty

Number of pages: 25 Posted: 17 Feb 2012
Wing-Keung Wong and Martín Egozcue
Asia University, Department of Finance and University of Montevideo - Department of Economics
Downloads 85 (564,934)
Citation 8

Abstract:

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competitive firm, risk aversion, regret aversion, decision making

122.

Prospect Performance Evaluation: Making a Case for a Non-Asymptotic UMPU Test

Number of pages: 31 Posted: 16 Dec 2011
Asia University, Department of Finance, Western University, Northeast Normal University and affiliation not provided to SSRN
Downloads 85 (564,934)
Citation 5

Abstract:

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123.

Simultaneous Adaptation of AHP and Fuzzy AHP to Evaluate Outsourcing Service in the East and Southeast Asia

Number of pages: 27 Posted: 25 Jul 2018
Banking University Ho Chi Minh City, Asia University, Department of Finance, Asia University and Asia University - Department of Business Administration
Downloads 82 (577,074)
Citation 5

Abstract:

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outsourcing, analytic hierarchy process (AHP), fuzzy analytic hierarchy process (FAHP), Southeast Asian countries, decision maker, multi-factors decision making

124.

Can American Dollar Survive the Onslaught of Euro? An Empirical Investigation

U21Global Working Paper No. 001/2006
Number of pages: 24 Posted: 16 May 2010
Wing-Keung Wong and Habibullah Khan
Asia University, Department of Finance and U21Global Graduate School
Downloads 80 (585,474)

Abstract:

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International monetary systems, Exchange rate, Monetary economics

125.

The Preferences of Omega Ratio for Risk Averters and Risk Seekers

Number of pages: 10 Posted: 22 Mar 2017
Xu Guo and Wing-Keung Wong
Beijing Normal University (BNU) and Asia University, Department of Finance
Downloads 79 (589,738)
Citation 2

Abstract:

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downside risk, value-at-risk, conditional-VaR, stochastic dominance, utility

126.

Big Property or Small Property: Which is a Better Investment Choice? Evidence from the Hong Kong Residential Property Market

Number of pages: 32 Posted: 17 Aug 2015
Zhuo Qiao and Wing-Keung Wong
University of Macau and Asia University, Department of Finance
Downloads 77 (598,291)
Citation 5

Abstract:

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Mean-Variance Criterion; Stochastic Dominance; Property Size; Hong Kong Residential Property Market

127.

How to Write a Paper to Get Good Publication in Economics and Business?

Number of pages: 109 Posted: 12 May 2023
Wing-Keung Wong
Asia University, Department of Finance
Downloads 76 (602,744)

Abstract:

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Economics, Business, Econometrics, Applications

128.

The Effect of Debt on Company Value and Its Sustainable Development and Its Relationship with Industry in Southeast Asia: Empirical Evidence from the Quantile Regression Method

Number of pages: 30 Posted: 30 Jan 2023
Universitas Muhammadiyah Yogyakarta, Thai Nguyen University of Economics and Business Administration, University of Economics Ho Chi Minh City (UEH) and Asia University, Department of Finance
Downloads 76 (602,744)

Abstract:

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Debt, firm value, Quantile regression, ASEAN countries

129.

Linear and Nonlinear Growth Determinants: The Case of Mongolia and its Connection to China

Number of pages: 43 Posted: 15 Apr 2020
Amanda Chu, Zhihui Lv, Niklas Wagner and Wing-Keung Wong
The Education University of Hong Kong, Northeast Normal University - KLASMOE & School of Mathematics and Statistics, Passau University and Asia University, Department of Finance
Downloads 73 (616,364)
Citation 1

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Gross Domestic Product (GDP); Economic Growth; Energy Prices; Coal Prices; Consumer Prices; Foreign Direct Investment (FDI); Exchange Rates; Cointegration; Multivariate Granger Causality; Nonlinear Granger Causality

130.

Central Moments, Stochastic Dominance, and the Moment Rules

Number of pages: 20 Posted: 13 Sep 2017
City University of Hong Kong, Australian National University (ANU) - Research School of Economics, Beijing Normal University (BNU) and Asia University, Department of Finance
Downloads 73 (616,364)
Citation 1

Abstract:

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Stochastic dominance, central moments, expected-utility maximization, risk aversion, risk seeking, investment behaviors, moment rule

131.

Banking Firm and Two-Moment Decision Making

Number of pages: 19 Posted: 27 Nov 2013
Udo Broll, Wing-Keung Wong and Mojia Wu
Dresden University of Technology - Faculty of Economics and Business Management, Asia University, Department of Finance and Dresden University of Technology
Downloads 69 (635,285)

Abstract:

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banking firm, investment, technology, risk, derivatives, hedging, (mu,sigma)-preferences, stochastic dominance

132.

Optimal Production Decision with Disappointment Aversion under Uncertainty

Number of pages: 26 Posted: 16 Sep 2017
Xu Guo, Martin Egozcue and Wing-Keung Wong
Beijing Normal University (BNU), University of Montevideo and Asia University, Department of Finance
Downloads 67 (645,121)
Citation 1

Abstract:

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Production; Disappointment Theory; Disappointment-Aversion, Risk-Aversion, Uncertainty

133.

Revisiting the Hiemstra-Jones Test

Number of pages: 13 Posted: 25 Oct 2016 Last Revised: 03 Nov 2016
Zhidong Bai, Yongchang Hui and Wing-Keung Wong
Northeast Normal University, Hong Kong Baptist University (HKBU) and Asia University, Department of Finance
Downloads 67 (645,121)
Citation 1

Abstract:

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Hiemstra-Jones test, Nonlinear Granger Causality

Abstract:

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Stochastic dominance; risk aversion; fund portfolios; efficient frontier

135.

Production and Hedging Decisions under Regret Aversion

Number of pages: 28 Posted: 14 Nov 2014 Last Revised: 01 Sep 2015
Xu Guo, Wing-Keung Wong and Zhu Xuehu
Hong Kong Baptist University (HKBU) - Department of Mathematics, Asia University, Department of Finance and Hong Kong Baptist University (HKBU) - Department of Mathematics
Downloads 65 (655,173)
Citation 3

Abstract:

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Production; Hedging; Regret aversion

136.

Confucius and Herding Behaviour in the Stock Markets in China and Taiwan

Sustainability 2018, 10, 4413; doi:10.3390/su10124413
Number of pages: 16 Posted: 01 Jul 2019 Last Revised: 10 Jun 2020
National University of Mongolia, Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute, Asia University and Asia University, Department of Finance
Downloads 64 (660,327)
Citation 3

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herding behaviour; Confucian background; emerging market; frontier market; China market; Taiwan market

137.

Comparison the Production Behaviors of Regret-Averse and Purely Risk-Averse Firms

Number of pages: 17 Posted: 20 Sep 2017 Last Revised: 18 Oct 2017
Xu Guo and Wing-Keung Wong
Beijing Normal University (BNU) and Asia University, Department of Finance
Downloads 64 (660,327)
Citation 1

Abstract:

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Production; Regret aversion; Risk aversion; Uncertainty

138.

Estimating Parameters in Autoregressive Models with Asymmetric Innovations: MMLE and Nonlinear Approaches

Number of pages: 15 Posted: 05 Oct 2015 Last Revised: 07 Oct 2015
Jialiang Li, Fang Shao and Wing-Keung Wong
National University of Singapore (NUS), Nanjing University and Asia University, Department of Finance
Downloads 64 (660,327)
Citation 8

Abstract:

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Autoregression; nonnormality; modified maximum likelihood; nonlinear estimators; Student's t; gamma; and generalized logistic families; robustness

139.

When Will STI Peak?

Number of pages: 10 Posted: 19 Jan 2013
Wing-Keung Wong
Asia University, Department of Finance
Downloads 63 (665,497)

Abstract:

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140.

Should Investors Choose Both the Highest-Return and Small-Variance Assets When the Mean-Variance Rule Says No? A Study of Health Care and T-Bill in the Investment

Number of pages: 47 Posted: 08 Mar 2020
Northeast Normal University - KLASMOE & School of Mathematics and Statistics, affiliation not provided to SSRN, Drexel University - Department of Finance and Asia University, Department of Finance
Downloads 61 (681,359)
Citation 2

Abstract:

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Health care sector; T-Bill; Mean-variance portfolio optimization; Mean-risk rules; Stochastic dominance

Central Moments, Stochastic Dominance, Moment Rule, and Diversification

Number of pages: 2 Posted: 07 Aug 2019 Last Revised: 01 Jun 2020
Raymond Honfu Chan, Sheung Chi Chow, Xu Guo and Wing-Keung Wong
City University of Hong Kong, Australian National University (ANU), Beijing Normal University (BNU) and Asia University, Department of Finance
Downloads 33 (888,373)
Citation 2

Abstract:

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Stochastic dominance, central moments, expected-utility maximization, risk aversion, risk seeking, investment behaviors, moment rule

Central Moments, Stochastic Dominance, Moment Rule, and Diversification

Number of pages: 13 Posted: 30 Aug 2021
City University of Hong Kong, Australian National University (ANU) - Research School of Economics, Beijing Normal University (BNU) and Asia University, Department of Finance
Downloads 28 (934,977)
Citation 5

Abstract:

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Stochastic dominance, central moments, expected-utility maximization, risk aversion, risk seeking, investment behaviors, moment rule

142.

Stochastic Dominance and Omega Ratio: Measures to Examine Market Efficiency, Arbitrage Opportunity, and Anomaly

Number of pages: 25 Posted: 05 Oct 2017
Xu Guo, Xuejun Jiang and Wing-Keung Wong
Beijing Normal University (BNU), South University of Science and Technology of China and Asia University, Department of Finance
Downloads 57 (697,684)
Citation 4

Abstract:

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Stochastic Dominance; Omega Ratio; Risk Averters; Risk Seekers; Utility Maximization; Market Efficiency; Arbitrage Opportunity; Anomaly

143.

The Mean-Variance Rule for Investors with Reverse S-Shaped Utility

Number of pages: 16 Posted: 27 Jul 2022
Wing-Keung Wong, David Yeung and Richard Lu
Asia University, Department of Finance, Hong Kong Shue Yan University and Feng Chia University
Downloads 55 (709,158)
Citation 2

Abstract:

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Stochastic dominance, the mean-variance rules, expected-utility maximization, risk aversion, risk seeking, investment behaviors, investors with reverse S-shaped utility

144.

Panel Stochastic Dominance Test and Panel Informational Efficiency LR Test

Number of pages: 18 Posted: 12 May 2015
University Claude Bernard Lyon 1, Yuan-Ze University - Department of Finance, Asia University, Department of Finance and University of Lyon 1
Downloads 55 (709,158)

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Covered warrants, market efficiency, panel stochastic dominance, panel information efficiency likelihood ratio test, bootstrap.

145.

Estimating Parameters in Autoregressive Models in Non-Normal Situations: Symmetric Innovations

Number of pages: 17 Posted: 07 Feb 2018
Moti L Tiku, Wing-Keung Wong and Guorui Bian
McMaster University, Asia University, Department of Finance and East China Normal University (ECNU)
Downloads 54 (715,004)
Citation 10

Abstract:

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Autoregression; Nonnormality; Maximum likelihood; Modified maximum likelihood; Least Squares; Robustness

146.

Is Gold Different for Risk-Averse and Risk-Seeking Investors? An Empirical Analysis of the Shanghai Gold Exchang

Number of pages: 30 Posted: 08 Feb 2017
Thi-Hong-Van Hoang, Wing-Keung Wong and Zhenzhen Zhu
GSCM-Montpellier Business School, Asia University, Department of Finance and Northeast Normal University
Downloads 54 (715,004)
Citation 10

Abstract:

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G11, C58