Details about Wing-Keung Wong

Access statistics for papers by Wing-Keung Wong.

Last updated 2008-08-07. Update your information in the RePEc Author Service.

Short-id: pwo79

Working Papers

2007

1. School Systems and Efficiency and Equity of Education
   Departmental Working Papers, National University of Singapore, Department of Economics
2. Stochastic Dominance Analysis of iShares
   SCAPE Policy Research Working Paper Series, National University of Singapore, Department of Economics, SCAPE
3. Stochastic Dominance and Mean-Variance Measures of Profit and Loss for Business Planning and Investment
   SCAPE Policy Research Working Paper Series, National University of Singapore, Department of Economics, SCAPE View citations
   See Also Journal Article in European Journal of Operational Research (2007)

2006

4. Links between the Indian, U.S. and Chinese Stock Markets
   Departmental Working Papers, National University of Singapore, Department of Economics
5. Money, Interest Rate and Stock Prices: New Evidence from Singapore and The United States
   Departmental Working Papers, National University of Singapore, Department of Economics

2005

6. Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan
   SCAPE Policy Research Working Paper Series, National University of Singapore, Department of Economics, SCAPE
7. Elasticity of risk aversion and international trade
   Departmental Working Papers, National University of Singapore, Department of Economics
   See Also Journal Article in Economics Letters (2006)
8. Financial Integration for India Stock Market, a Fractional Cointegration Approach
   Departmental Working Papers, National University of Singapore, Department of Economics View citations
9. New Variance Ratio Tests to Identify Random Walk from the General Mean Reversion Model
   Departmental Working Papers, National University of Singapore, Department of Economics
10. Preferences over Meyer’s Location-Scale Family
    Departmental Working Papers, National University of Singapore, Department of Economics
11. Prospect and Markowitz Stochastic Dominance
    Departmental Working Papers, National University of Singapore, Department of Economics
    See Also Journal Article in Annals of Finance (2008)
12. Robust Estimation of Multiple Regression Model with asymmetric innovations and Its Applicability on Asset Pricing Model
    Departmental Working Papers, National University of Singapore, Department of Economics

2004

13. Estimating Parameters in Autoregressive Models with Asymmetric Innovations
    Departmental Working Papers, National University of Singapore, Department of Economics View citations
14. On the Estimation of Cost of Capital and its Reliability
    Departmental Working Papers, National University of Singapore, Department of Economics View citations

2002

15. Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets?
    Departmental Working Papers, National University of Singapore, Department of Economics View citations
16. How Rewarding Is Technical Analysis? Evidence From Singapore Stock Market
    Departmental Working Papers, National University of Singapore, Department of Economics
    See Also Journal Article in Applied Financial Economics (2003)
17. Maximum Likelihood Estimation of ARMA Model with Error Processes for Replicated Observations
    Departmental Working Papers, National University of Singapore, Department of Economics View citations

Journal Articles

2008

1. Policy change and lead-lag relations among China's segmented stock markets
   Journal of Multinational Financial Management, 2008, 18, (3), 276-289
2. Preferences over location-scale family
   Economic Theory, 2008, 37, (1), 119-146
3. Prospect and Markowitz stochastic dominance
   Annals of Finance, 2008, 4, (1), 105-129
   See Also Working Paper (2005)
4. Stochastic dominance analysis of Asian hedge funds
   Pacific-Basin Finance Journal, 2008, 16, (3), 204-223

2007

5. Optimisation of fault-tolerant fabric-cutting schedules using genetic algorithms and fuzzy set theory
   European Journal of Operational Research, 2007, 177, (3), 1876-1893
6. Profitability of intraday and interday momentum strategies
   Applied Economics Letters, 2007, 14, (15), 1103-1108
7. Revisiting calendar anomalies in Asian stock markets using a stochastic dominance approach
   Journal of Multinational Financial Management, 2007, 17, (2), 125-141 View citations
8. Stochastic dominance and mean-variance measures of profit and loss for business planning and investment
   European Journal of Operational Research, 2007, 182, (2), 829-843 View citations
   See Also Working Paper (2007)

2006

9. Elasticity of risk aversion and international trade
   Economics Letters, 2006, 92, (1), 126-130 View citations
   See Also Working Paper (2005)

2003

10. How rewarding is technical analysis? Evidence from Singapore stock market
    Applied Financial Economics, 2003, 13, (7), 543-551 View citations
    See Also Working Paper (2002)

1999

11. A note on convex stochastic dominance
    Economics Letters, 1999, 62, (3), 293-300 View citations
12. Measuring International Competitiveness: Experience from East Asia
    Applied Economics, 1999, 31, (11), 1383-91 View citations

1997

13. Uncovering Nonlinear Structure in Real-Time Stock-Market Indexes: The S&P 500, the DAX, the Nikkei 225, and the FTSE-100
    Journal of Business & Economic Statistics, 1997, 15, (1), 1-14 View citations

1990

14. Repeated Time Series Analysis of ARIMA-Noise Models
    Journal of Business & Economic Statistics, 1990, 8, (2), 243-50