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Details about Wing-Keung Wong

E-mail:
Homepage:http://www.hkbu.edu.hk/~econ/content/staff.htm
Phone:(852) 3411-7542
Postal address:Department of Economics Hong Kong Baptist University WLB, Shaw Campus Kowloon Tong Hong Kong
Workplace:Hong Kong Baptist University

Access statistics for papers by Wing-Keung Wong.

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

Short-id: pwo79


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Working Papers

2007

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

2006

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

2005

  1. 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 Downloads
  2. Elasticity of risk aversion and international trade
    Departmental Working Papers, National University of Singapore, Department of Economics Downloads
    See Also Journal Article in Economics Letters (2006)
  3. Financial Integration for India Stock Market, a Fractional Cointegration Approach
    Departmental Working Papers, National University of Singapore, Department of Economics Downloads View citations
  4. New Variance Ratio Tests to Identify Random Walk from the General Mean Reversion Model
    Departmental Working Papers, National University of Singapore, Department of Economics Downloads
  5. Preferences over Meyer’s Location-Scale Family
    Departmental Working Papers, National University of Singapore, Department of Economics Downloads
  6. Prospect and Markowitz Stochastic Dominance
    Departmental Working Papers, National University of Singapore, Department of Economics Downloads
    See Also Journal Article in Annals of Finance (2008)
  7. 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 Downloads

2004

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

2002

  1. 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 Downloads View citations
  2. How Rewarding Is Technical Analysis? Evidence From Singapore Stock Market
    Departmental Working Papers, National University of Singapore, Department of Economics Downloads
    See Also Journal Article in Applied Financial Economics (2003)
  3. Maximum Likelihood Estimation of ARMA Model with Error Processes for Replicated Observations
    Departmental Working Papers, National University of Singapore, Department of Economics Downloads 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 Downloads
  2. Preferences over location-scale family
    Economic Theory, 2008, 37, (1), 119-146 Downloads
  3. Prospect and Markowitz stochastic dominance
    Annals of Finance, 2008, 4, (1), 105-129 Downloads
    See Also Working Paper (2005)
  4. Stochastic dominance analysis of Asian hedge funds
    Pacific-Basin Finance Journal, 2008, 16, (3), 204-223 Downloads

2007

  1. Optimisation of fault-tolerant fabric-cutting schedules using genetic algorithms and fuzzy set theory
    European Journal of Operational Research, 2007, 177, (3), 1876-1893 Downloads
  2. Profitability of intraday and interday momentum strategies
    Applied Economics Letters, 2007, 14, (15), 1103-1108 Downloads
  3. Revisiting calendar anomalies in Asian stock markets using a stochastic dominance approach
    Journal of Multinational Financial Management, 2007, 17, (2), 125-141 Downloads View citations
  4. 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 Downloads View citations
    See Also Working Paper (2007)

2006

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

2003

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

1999

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

1997

  1. 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

  1. Repeated Time Series Analysis of ARIMA-Noise Models
    Journal of Business & Economic Statistics, 1990, 8, (2), 243-50
 
 
Page updated 2008-08-31