Details about Wing-Keung Wong

Access statistics for papers by Wing-Keung Wong.

Last updated 2009-10-27. Update your information in the RePEc Author Service.

Short-id: pwo79

Working Papers

2009

1. A Trinomial Test for Paired Data When There are Many Ties
   CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo

2007

2. School Systems and Efficiency and Equity of Education
   Departmental Working Papers, National University of Singapore, Department of Economics View citations
3. Stochastic Dominance Analysis of iShares
   SCAPE Policy Research Working Paper Series, National University of Singapore, Department of Economics, SCAPE
   See also Journal Article in European Journal of Finance (2007)
4. 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

5. EVOLUTION OF DOLLAR/EURO EXCHANGE RATE BEFORE AND AFTER THE BIRTH OF EURO AND POLICY IMPLICATIONS
   Monash Economics Working Papers, Monash University, Department of Economics
6. Links between the Indian, U.S. and Chinese Stock Markets
   Departmental Working Papers, National University of Singapore, Department of Economics
7. 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

8. 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
   See also Journal Article in Review of Applied Economics (2005)
9. Elasticity of risk aversion and international trade
   Departmental Working Papers, National University of Singapore, Department of Economics
   Also in Monash Economics Working Papers, Monash University, Department of Economics (2005) View citations
   See also Journal Article in Economics Letters (2006)
10. Financial Integration for India Stock Market, a Fractional Cointegration Approach
    Departmental Working Papers, National University of Singapore, Department of Economics View citations
11. New Variance Ratio Tests to Identify Random Walk from the General Mean Reversion Model
    Departmental Working Papers, National University of Singapore, Department of Economics
12. Preferences over Meyer’s Location-Scale Family
    Departmental Working Papers, National University of Singapore, Department of Economics
13. Prospect and Markowitz Stochastic Dominance
    Departmental Working Papers, National University of Singapore, Department of Economics
    Also in Monash Economics Working Papers, Monash University, Department of Economics (2005)
    See also Journal Article in Annals of Finance (2008)
14. Revisiting Calender Anomolies in Asian Stock Markets Using a Stochastic Dominance Approach
    Monash Economics Working Papers, Monash University, Department of Economics
    See also Journal Article in Journal of Multinational Financial Management (2007)
15. Robust Estimation of Multiple Regression Model with Non-normal Error: Symmetric Distribution
    Monash Economics Working Papers, Monash University, Department of Economics
16. 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

17. Estimating Parameters in Autoregressive Models with Asymmetric Innovations
    Departmental Working Papers, National University of Singapore, Department of Economics View citations
    See also Journal Article in Statistics & Probability Letters (2005)
18. On the Estimation of Cost of Capital and its Reliability
    Departmental Working Papers, National University of Singapore, Department of Economics View citations

2002

19. 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
20. 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)
21. 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

2010

1. Gains from diversification on convex combinations: A majorization and stochastic dominance approach
   European Journal of Operational Research, 2010, 200, (3), 893-900

2009

2. Linear and nonlinear causality between changes in consumption and consumer attitudes
   Economics Letters, 2009, 102, (3), 161-164

2008

3. Are the Asian Equity Markets more Interdependent after the Financial Crisis?
   Economics Bulletin, 2008, 6, (16), 1-7
4. Is being a super-power more important than being your close neighbour? A study of what moves the Australian stock market
   Applied Financial Economics, 2008, 18, (9), 733-747
5. Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market
   Journal of International Financial Markets, Institutions and Money, 2008, 18, (5), 425-437 View citations
6. Policy change and lead-lag relations among China's segmented stock markets
   Journal of Multinational Financial Management, 2008, 18, (3), 276-289 View citations
7. Preferences over location-scale family
   Economic Theory, 2008, 37, (1), 119-146
8. Prospect and Markowitz stochastic dominance
   Annals of Finance, 2008, 4, (1), 105-129
   See also Working Paper (2005)
9. Stochastic dominance analysis of Asian hedge funds
   Pacific-Basin Finance Journal, 2008, 16, (3), 204-223
10. Stochastic dominance and behavior towards risk: The market for Internet stocks
    Journal of Economic Behavior & Organization, 2008, 68, (1), 194-208
11. Volatility switching and regime interdependence between information technology stocks 1995-2005
    Global Finance Journal, 2008, 19, (2), 139-156

2007

12. Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model
    Economics Bulletin, 2007, 6, (27), 1-7
13. Optimisation of fault-tolerant fabric-cutting schedules using genetic algorithms and fuzzy set theory
    European Journal of Operational Research, 2007, 177, (3), 1876-1893
14. Profitability of intraday and interday momentum strategies
    Applied Economics Letters, 2007, 14, (15), 1103-1108
15. Revisiting calendar anomalies in Asian stock markets using a stochastic dominance approach
    Journal of Multinational Financial Management, 2007, 17, (2), 125-141 View citations
    See also Working Paper (2005)
16. Stochastic Dominance Analysis of iShares
    European Journal of Finance, 2007, 13, (1), 89-101
    See also Working Paper (2007)
17. 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

18. DO MONEY AND INTEREST RATES MATTER FOR STOCK PRICES? AN ECONOMETRIC STUDY OF SINGAPORE AND USA
    The Singapore Economic Review (SER), 2006, 51, (01), 31-51
19. Elasticity of risk aversion and international trade
    Economics Letters, 2006, 92, (1), 126-130 View citations
    See also Working Paper (2005)

2005

20. Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan
    Review of Applied Economics, 2005, 1, (2)
    See also Working Paper (2005)
21. Estimating parameters in autoregressive models with asymmetric innovations
    Statistics & Probability Letters, 2005, 71, (1), 61-70 View citations
    See also Working Paper (2004)
22. International momentum strategies: a stochastic dominance approach
    Journal of Financial Markets, 2005, 8, (1), 89-109 View citations

2003

23. 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)

2001

24. Contagion or Inductance? Crisis 1997 Reconsidered
    The Japanese Economic Review, 2001, 52, (4), 372-381

1999

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

1997

27. 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

1996

28. Singapore's experience with car quotas: Issues and policy processes
    Transport Policy, 1996, 3, (4), 145-153 View citations

1990

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