Wing-Keung Wong

Asia University, Department of Finance

Chair Professor

Taiwan

Taiwan

SCHOLARLY PAPERS

172

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157

Scholarly Papers (172)

1.
Downloads 12,331 ( 589)
Citation 1

Non-Standard Errors

Journal of Finance Forthcoming
Number of pages: 111 Posted: 23 Nov 2021 Last Revised: 06 Jul 2023
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 Y. L. Fong, Thierry Foucault, Tatiana Franus, Francesco A. Franzoni, Bart Frijns, Michael Frömmel, Servanna 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 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, Princeton University - Department of Economics, CNRS, University of Oxford, University of Technology Sydney, Neoma Business School, 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, Students, The Brattle Group, Technische Universität Dresden, 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, affiliation not provided to SSRN, University of Queensland - Business School, Georgetown University - Department of Economics, University of Wisconsin-Milwaukee, University of Technology Sydney, Bank of England, Ibn Tofail University, Politecnico di Milano, Public Company Accounting Oversight Board, Macquarie University, University of New South Wales - School of Banking and Finance, 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, 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-Maximilians-Universität München, Aalto University, University of Manchester, Queen's University Belfast - Queen's Management School, Pontificia Universidad Católica de Chile, HEC Montreal, University of Adelaide, Queen's University Belfast - Queen's Management School, 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, Erasmus University Rotterdam (EUR), Toulouse Business School - TBS Education, Swiss Finance Institute - HEC Lausanne, RMIT University, Universite de Toulouse 1 Capitole, Loyola Marymount University, Queen's University Belfast, Michigan State University - 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, California State University-East Bay, University of Stavanger, University of Zurich - Department of Banking and Finance, Saint Louis University - Department of Finance, University of Graz, 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, University of St. Gallen, University of Turin, University of Kiel, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), Vrije Universiteit 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 - Department of Finance, 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, UNSW Business School, 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, University of Essex, 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 - Essex Business School, Erasmus University Rotterdam, Central Michigan University, Aalto University, Columbia University, Singapore Management University - Lee Kong Chian School of Business, Norwegian School of Economics (NHH) - 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 Toronto at Mississauga - Department of Management, Vrije Universiteit Amsterdam, Queen's University, HEC Paris, University of Birmingham, King’s College London, Cardiff University, Universidad Autonoma de Madrid, Singapore Management University, University of Zurich - Department of Banking and Finance, University of Tübingen, University of Luxembourg, affiliation not provided to SSRN, EDF Energy, United Kingdom, Aalto University, Norges Bank, University at Buffalo, SUNY, 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 12,331 (629)
Citation 3

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non-standard errors, multi-analyst approach, 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 3,147 (6,662)
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 1,751 (16,485)

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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 90 (471,835)
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 1,777 (16,386)

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

5.

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 1,093 (33,812)
Citation 10

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

6.

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 964 (40,407)

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expert advisor, automated algorithms, metatrader, quantitative trading

7.

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 955 (40,968)
Citation 5

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Capital Structure, Financial Leverage, Profitability, Four Asian Tigers

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 848 (48,286)
Citation 21

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MANOVA, Asymptotic distribution, delta-method, iShares

9.

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 749 (57,287)
Citation 2

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SARS, Event Study, Cumulative Abnormal Return

10.

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 725 (59,677)
Citation 1

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

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 704 (62,015)
Citation 11

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

12.

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 692 (63,998)
Citation 1

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

13.

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 652 (68,457)
Citation 2

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Euro, Exchange rate, Monetary model, Cointegration

14.

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 614 (73,851)

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

15.

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 573 (80,468)
Citation 3

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

16.

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 571 (80,809)
Citation 7

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

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 567 (81,529)
Citation 8

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

18.

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 506 (93,931)

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

19.

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 489 (97,873)

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

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 473 (101,864)
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 444 (109,739)
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 408 (121,121)
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 371 (134,936)
Citation 10

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

24.

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 351 (143,414)

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

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 178 (279,356)
Citation 2

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

26.

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 334 (151,264)
Citation 2

Abstract:

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

27.

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 331 (152,673)
Citation 2

Abstract:

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

28.

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 322 (157,300)
Citation 8

Abstract:

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

29.

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 320 (158,345)
Citation 3

Abstract:

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

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 271 (187,219)
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 47 (669,366)
Citation 1

Abstract:

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

31.

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 305 (166,566)

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

32.

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 295 (172,500)
Citation 8

Abstract:

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

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 295 (172,500)
Citation 8

Abstract:

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

34.

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 294 (173,113)

Abstract:

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

35.

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 289 (176,263)
Citation 8

Abstract:

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stochastic dominance, omega ratio, utility

36.

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 289 (176,263)
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

37.

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 284 (179,493)

Abstract:

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ASEAN Dollar, Convergence Criteria, Financial market integration

38.

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 271 (188,122)
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 143 (336,299)

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 119 (387,646)
Citation 3

Abstract:

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

40.

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 260 (196,162)
Citation 4

Abstract:

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

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 259 (196,928)
Citation 8

Abstract:

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

42.

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 258 (198,420)

Abstract:

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Moment Generating Function, Expectation, Variance, Distribution Functions

43.

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 252 (202,372)
Citation 27

Abstract:

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

44.

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 241 (211,289)

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

45.

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 240 (212,165)
Citation 9

Abstract:

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

46.

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 235 (216,584)

Abstract:

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

47.

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 231 (220,265)
Citation 5

Abstract:

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

48.

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 230 (221,147)
Citation 4

Abstract:

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stochastic dominance, risk aversion, test statistics, hypothesis testing

49.

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 - Department of Applied Economics, Department of Finance, Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute and Asia University, Department of Finance
Downloads 225 (225,873)
Citation 3

Abstract:

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

50.

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 225 (225,873)
Citation 4

Abstract:

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

51.

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 214 (236,832)
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

52.

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 211 (239,790)
Citation 9

Abstract:

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

53.

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 206 (245,164)

Abstract:

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

54.

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 204 (247,340)
Citation 1

Abstract:

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

55.

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 202 (249,676)
Citation 1

Abstract:

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

56.

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 197 (255,361)
Citation 10

Abstract:

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

57.

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 186 (268,955)
Citation 4

Abstract:

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Stock markets, Cointegration, FIVECM and MGARCH

58.

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 178 (279,452)

Abstract:

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

59.

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 175 (283,614)
Citation 6

Abstract:

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

60.

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 173 (286,508)
Citation 10

Abstract:

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

61.

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 172 (287,907)

Abstract:

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

62.

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 169 (292,269)

Abstract:

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Fleury algorithm, Floyd algorithm, Greedy algorithm, shortest path

63.

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 168 (293,757)

Abstract:

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

64.

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 165 (298,213)
Citation 4

Abstract:

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stochastic dominance, index futures, arbitrage opportunity, Malaysian

65.

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 163 (301,337)
Citation 4

Abstract:

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

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 163 (301,337)

Abstract:

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

67.

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 161 (304,452)

Abstract:

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

68.

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 160 (306,044)
Citation 25

Abstract:

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stochastic dominance; risk aversion, risk seeking

69.

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 154 (316,108)
Citation 9

Abstract:

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

70.

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 150 (323,134)

Abstract:

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

71.

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 142 (337,597)
Citation 11

Abstract:

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Stochastic dominance, Market efficiency, Covered warrants, Bootstrap

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 79 (511,633)
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 57 (611,796)

Abstract:

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

73.

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 134 (353,194)
Citation 3

Abstract:

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

74.

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 133 (355,183)

Abstract:

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

75.

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 132 (357,168)

Abstract:

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

76.

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 132 (357,168)

Abstract:

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Singapore, equities, cycles, spectrum analysis

77.

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 131 (359,249)

Abstract:

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

78.

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 130 (361,367)
Citation 4

Abstract:

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

79.

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 121 (381,334)
Citation 1

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

80.

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 121 (381,334)

Abstract:

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

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 120 (385,277)

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

82.

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 119 (385,930)
Citation 6

Abstract:

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

83.

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 - Department of Applied Economics, Department of Finance, Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute and Asia University, Department of Finance
Downloads 119 (385,930)
Citation 6

Abstract:

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

84.

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 118 (390,650)

Abstract:

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

85.

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 117 (398,064)
Citation 8

Abstract:

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

86.

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 117 (390,650)

Abstract:

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government bond returns, G7, linearity, stationarity, nonlinear

87.

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 - Department of Applied Economics, Department of Finance, Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute and Asia University, Department of Finance
Downloads 116 (393,054)
Citation 11

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

88.

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 109 (411,241)

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Global Minimum Variance Portfolio, Spectral Corrected Covariance, Sample Covariance

89.

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 106 (419,432)

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

90.

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 106 (419,432)

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

91.

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 105 (422,256)
Citation 1

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

92.

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 105 (422,256)

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Stochastic Dominance, Futures, Malaysia, Market Efficiency

93.

Applications of Econometrics in Research

Number of pages: 43 Posted: 29 Aug 2018
Wing-Keung Wong
Asia University, Department of Finance
Downloads 104 (425,141)

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

94.

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 103 (428,080)
Citation 4

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stochastic dominance tests, income distributions,, richness, poorness

95.

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 103 (428,080)
Citation 4

Abstract:

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

96.

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 100 (436,994)
Citation 3

Abstract:

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

97.

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 99 (439,961)
Citation 1

Abstract:

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

98.

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 98 (442,924)

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

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 96 (452,041)
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.

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 96 (448,906)
Citation 10

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stochastic dominance, correlated distributions, grid points

101.

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 94 (455,122)
Citation 1

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

102.

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 91 (464,652)

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

103.

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 90 (467,776)

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

104.

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 89 (471,049)
Citation 7

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

105.

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 89 (471,049)

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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

106.

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 87 (477,680)
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

107.

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 85 (484,692)
Citation 2

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

108.

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 83 (491,633)
Citation 1

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Herding behavior, Mongolian stock market

109.

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 83 (491,633)

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

110.

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 83 (491,633)
Citation 17

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

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 50 (651,157)

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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 31 (783,355)
Citation 1

Abstract:

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Prospect stochastic dominance, Mean-risk models

112.

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 79 (506,104)
Citation 8

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competitive firm, risk aversion, regret aversion, decision making

113.

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 79 (506,104)

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

114.

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 76 (517,658)

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

115.

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 76 (517,658)
Citation 5

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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 54 (628,237)

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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 20 (880,917)

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

117.

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 72 (533,585)

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

118.

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 72 (533,585)

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

119.

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 68 (550,376)
Citation 1

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

120.

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 68 (550,376)
Citation 2

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

121.

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 67 (554,803)

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

122.

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 66 (559,037)
Citation 5

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

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 65 (563,605)
Citation 5

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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 65 (563,605)

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International monetary systems, Exchange rate, Monetary economics

125.

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 61 (581,646)
Citation 1

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

126.

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 60 (586,423)

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

127.

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 59 (591,163)
Citation 1

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Production; Regret aversion; Risk aversion; Uncertainty

128.

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 58 (596,053)
Citation 3

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Production; Hedging; Regret aversion

129.

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 57 (601,116)
Citation 3

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