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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
Jump to Journal Articles
Working Papers
2009
- A Trinomial Test for Paired Data When There are Many Ties
CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo
2007
- School Systems and Efficiency and Equity of Education
Departmental Working Papers, National University of Singapore, Department of Economics View citations
- 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)
- 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
- 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
- Links between the Indian, U.S. and Chinese Stock Markets
Departmental Working Papers, National University of Singapore, Department of Economics
- 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
- 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)
- 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)
- Financial Integration for India Stock Market, a Fractional Cointegration Approach
Departmental Working Papers, National University of Singapore, Department of Economics View citations
- New Variance Ratio Tests to Identify Random Walk from the General Mean Reversion Model
Departmental Working Papers, National University of Singapore, Department of Economics
- Preferences over Meyer’s Location-Scale Family
Departmental Working Papers, National University of Singapore, Department of Economics
- 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)
- 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)
- Robust Estimation of Multiple Regression Model with Non-normal Error: Symmetric Distribution
Monash Economics Working Papers, Monash University, Department of Economics
- 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
- 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)
- On the Estimation of Cost of Capital and its Reliability
Departmental Working Papers, National University of Singapore, Department of Economics View citations
2002
- 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
- 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)
- 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
- Gains from diversification on convex combinations: A majorization and stochastic dominance approach
European Journal of Operational Research, 2010, 200, (3), 893-900
2009
- Linear and nonlinear causality between changes in consumption and consumer attitudes
Economics Letters, 2009, 102, (3), 161-164
2008
- Are the Asian Equity Markets more Interdependent after the Financial Crisis?
Economics Bulletin, 2008, 6, (16), 1-7
- 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
- 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
- Policy change and lead-lag relations among China's segmented stock markets
Journal of Multinational Financial Management, 2008, 18, (3), 276-289 View citations
- Preferences over location-scale family
Economic Theory, 2008, 37, (1), 119-146
- Prospect and Markowitz stochastic dominance
Annals of Finance, 2008, 4, (1), 105-129 
See also Working Paper (2005)
- Stochastic dominance analysis of Asian hedge funds
Pacific-Basin Finance Journal, 2008, 16, (3), 204-223
- Stochastic dominance and behavior towards risk: The market for Internet stocks
Journal of Economic Behavior & Organization, 2008, 68, (1), 194-208
- Volatility switching and regime interdependence between information technology stocks 1995-2005
Global Finance Journal, 2008, 19, (2), 139-156
2007
- Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model
Economics Bulletin, 2007, 6, (27), 1-7
- Optimisation of fault-tolerant fabric-cutting schedules using genetic algorithms and fuzzy set theory
European Journal of Operational Research, 2007, 177, (3), 1876-1893
- Profitability of intraday and interday momentum strategies
Applied Economics Letters, 2007, 14, (15), 1103-1108
- 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)
- Stochastic Dominance Analysis of iShares
European Journal of Finance, 2007, 13, (1), 89-101 
See also Working Paper (2007)
- 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
- 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
- Elasticity of risk aversion and international trade
Economics Letters, 2006, 92, (1), 126-130 View citations
See also Working Paper (2005)
2005
- 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)
- Estimating parameters in autoregressive models with asymmetric innovations
Statistics & Probability Letters, 2005, 71, (1), 61-70 View citations
See also Working Paper (2004)
- International momentum strategies: a stochastic dominance approach
Journal of Financial Markets, 2005, 8, (1), 89-109 View citations
2003
- 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
- Contagion or Inductance? Crisis 1997 Reconsidered
The Japanese Economic Review, 2001, 52, (4), 372-381
1999
- A note on convex stochastic dominance
Economics Letters, 1999, 62, (3), 293-300 View citations
- Measuring International Competitiveness: Experience from East Asia
Applied Economics, 1999, 31, (11), 1383-91 View citations
1997
- 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
- Singapore's experience with car quotas: Issues and policy processes
Transport Policy, 1996, 3, (4), 145-153 View citations
1990
- Repeated Time Series Analysis of ARIMA-Noise Models
Journal of Business & Economic Statistics, 1990, 8, (2), 243-50
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