Hooi Hooi Lean

Universiti Sains Malaysia

Dr.

Economics Program

School of Social Sciences

USM, Penang 11800

Malaysia

http://www.soc.usm.my/LeanPages/index.html

SCHOLARLY PAPERS

16

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CITATIONS
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29

Scholarly Papers (16)

1.

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 542 (49,641)
Citation 3

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

2.

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 419 (68,344)

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

3.

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
Drexel University - Department of Finance, Universiti Sains Malaysia and Asia University, Department of Finance
Downloads 354 (83,307)

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

4.

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 140 (205,490)
Citation 3

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stochastic dominance, index futures, arbitrage opportunity, Malaysian

5.

The Relation between Fees and Return Predictability in the Mutual Fund Industry

Economic Modelling. Volume 47, June 2015, p. 260-270
Number of pages: 38 Posted: 24 Nov 2013 Last Revised: 26 Sep 2018
Universidad Europea de Madrid, Harvard University, Universiti Sains Malaysia and Linkoping University - Department of Management and Engineering Division
Downloads 136 (210,379)

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Mutual Fund Performance; Mutual Fund Fees; Return Predictability; Investor´s Performance

6.

Economic Integration in Asia: Quo Vadis Malaysia?

Number of pages: 16 Posted: 26 Feb 2009
Hooi Hooi Lean and B.N. Ghosh
Universiti Sains Malaysia and affiliation not provided to SSRN
Downloads 96 (270,603)

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China and India, Asian economy, TYDL causality, economic integration

7.

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 95 (272,517)

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

8.

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 82 (298,943)

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Stochastic Dominance, Futures, Malaysia, Market Efficiency

9.

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 77 (310,240)
Citation 10

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stochastic dominance, correlated distributions, grid points

10.

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 Asia University
Downloads 65 (340,566)

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

11.

Time-Varying Linkages of Economic Activities in China and the Stock Markets in ASEAN-5

Contemporary Economics, Vol. 10, No. 2, pp. 137-152, 2016
Number of pages: 16 Posted: 25 Sep 2016
Kee Teng, Siew Hwa Yen, Soo Y. Chua and Hooi Hooi Lean
Tunku Abdul Rahman University College (TARC), Universiti Sains Malaysia (USM), Universiti Sains Malaysia (USM) and Universiti Sains Malaysia
Downloads 47 (396,292)

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ASEAN, China, financial integration, volatility spillover

12.

Tripartite Analysis of Financial Development, Trade Openness and Economic Growth: Evidence from Ghana, Nigeria and South Africa

Contemporary Economics, Vol. 12, No. 2, pp. 189-206, 2018
Number of pages: 18 Posted: 31 Jul 2018
Kizito Ehigiamusoe and Hooi Hooi Lean
National Institute for Legislative Studies and Universiti Sains Malaysia
Downloads 33 (450,807)

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Financial development, Trade openness, Economic growth

13.

Finance-Growth Nexus: New Insights from West African Region

Emerging Markets Finance and Trade, Forthcoming
Number of pages: 50 Posted: 17 Oct 2017
Kizito Ehigiamusoe and Hooi Hooi Lean
National Institute for Legislative Studies and Universiti Sains Malaysia
Downloads 13 (559,995)

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Economic Growth; Financial Development; Cross-Sectional Dependency; West Africa

14.

Conditional Convergence in Energy Consumption Per Capita of OPEC Member Countries: Evidence from Non‐Linearity Tests

OPEC Energy Review, Vol. 42, Issue 3, pp. 199-211, 2018
Number of pages: 13 Posted: 19 Oct 2018
Sakiru Adebola Solarin and Hooi Hooi Lean
Multimedia University and Universiti Sains Malaysia
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15.

Economic Inequality in Australia between 1983 and 2010: A Stochastic Dominance Analysis

Economic Record, Vol. 90, Issue 288, pp. 49-62, 2014
Number of pages: 14 Posted: 06 Mar 2014
Monash University - Department of Economics, Universiti Sains Malaysia and Monash University - Department of Economics
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16.

Exchange Rate and Stock Price Interaction in Major Asian Markets: Evidence for Individual Countries and Panels Allowing for Structural Breaks

Singapore Economic Review 56(2): 255-277, 2011
Posted: 07 Jun 2012
Hooi Hooi Lean, Paresh Kumar Narayan and Russell Smyth
Universiti Sains Malaysia, Deakin University - School of Accounting, Economics and Finance and Monash University - Department of Economics

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