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Details about Woon K. Wong

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Workplace:Economics Section, Cardiff Business School, Cardiff University, (more information at EDIRC)

Access statistics for papers by Woon K. Wong.

Last updated 2011-04-06. Update your information in the RePEc Author Service.

Short-id: pwo98


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Working Papers

2016

  1. Liquidity and Credit Risks in the UK’s Financial Crisis: How ‘Quantitative Easing’ changed the relationship
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section Downloads
  2. Skewness and Kurtosis Ratio Tests: With Applications to Multiperiod Tail Risk Analysis
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section Downloads

2011

  1. Auditor Quality and the Role of Accounting Information in Explaining UK Stock Returns
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section Downloads

2008

  1. A Unique Orthogonal Variance Decomposition
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section Downloads View citations (1)
  2. Information-Based Trade in the Shanghai StockMarket
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section Downloads
  3. Nonlinear ACD Model and Informed Trading: Evidence from Shanghai Stock Exchange
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section Downloads
  4. Risk Measurement and Management in a Crisis-Prone World
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section Downloads
  5. The Other Side of the Trading Story: Evidence from NYSE
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section Downloads

Journal Articles

2009

  1. Are magnet effects caused by uninformed traders? Evidence from Taiwan Stock Exchange
    Pacific-Basin Finance Journal, 2009, 17, (1), 28-40 Downloads View citations (4)
  2. Backtesting the tail risk of VaR in holding US dollar
    Applied Financial Economics, 2009, 19, (4), 327-337 Downloads
  3. Can price limits help when the price is falling? Evidence from transactions data on the Shanghai Stock Exchange
    China Economic Review, 2009, 20, (1), 91-102 Downloads View citations (7)
  4. Informed trading and liquidity in the Shanghai Stock Exchange
    International Review of Financial Analysis, 2009, 18, (1-2), 66-73 Downloads View citations (2)
  5. Market imperfections and the information content of implied and realized volatility
    Pacific-Basin Finance Journal, 2009, 17, (1), 58-79 Downloads

2008

  1. Backtesting trading risk of commercial banks using expected shortfall
    Journal of Banking & Finance, 2008, 32, (7), 1404-1415 Downloads View citations (14)

1999

  1. LIFFE cycles: intraday evidence from the FTSE-100 Stock Index futures market
    The European Journal of Finance, 1999, 5, (2), 123-139 Downloads View citations (3)

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 (71)

1995

  1. Nonlinear Dynamics in Real-Time Equity Market Indices: Evidence from the United Kingdom
    Economic Journal, 1995, 105, (431), 864-80 Downloads View citations (42)
 
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