Details about Wing-Keung Wong

Homepage:	http://dns2.asia.edu.tw/~wong/
Phone:	+886-4-2332-1190
Postal address:	Department of Finance, College of Management, Asia University, 500, Lioufeng Road., Wufeng, Taichung, Taiwan.
Workplace:	Department of Finance, College of Management, Asia University, (more information at EDIRC)

Access statistics for papers by Wing-Keung Wong.

Last updated 2023-05-09. Update your information in the RePEc Author Service.

Short-id: pwo79

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Working Papers

2021

1. A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios
   Working Papers, University of Pretoria, Department of Economics View citations (9)
   See also Journal Article A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios, Energies, MDPI (2021) View citations (6) (2021)
2. Non-Standard Errors
   Working Papers, Faculty of Economics and Statistics, Universität Innsbruck View citations (6)

2020

3. Linear and Nonlinear Growth Determinants: The Case of Mongolia and its Connection to China
   MPRA Paper, University Library of Munich, Germany View citations (4)
   See also Journal Article Linear and nonlinear growth determinants: The case of Mongolia and its connection to China, Emerging Markets Review, Elsevier (2020) View citations (3) (2020)

2019

4. Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis
   Post-Print, HAL View citations (14)
   See also Journal Article Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis, Resources Policy, Elsevier (2019) View citations (8) (2019)
5. Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018
   Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
6. Financial credit risk evaluation based on core enterprise supply chains
   Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
   Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018) View citations (19)
   See also Journal Article Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains, Sustainability, MDPI (2018) View citations (18) (2018)
7. Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018
   Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
   Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018) View citations (4)
   See also Journal Article RESEARCH IDEAS FOR ADVANCES IN DECISION SCIENCES (ADS): 22ND ANNIVERSARY SPECIAL ISSUE IN 2018, Advances in Decision Sciences, Asia University, Taiwan (2018) View citations (4) (2018)

2018

8. Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (10)
   Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018) View citations (11)
   Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2018)
   See also Journal Article Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections, JRFM, MDPI (2018) View citations (9) (2018)
9. Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections
   Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (3)
   Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2018) View citations (4)
   Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2018)
10. Do both demand-following and supply-leading theories hold true in developing countries?
    MPRA Paper, University Library of Munich, Germany View citations (12)
    See also Journal Article Do both demand-following and supply-leading theories hold true in developing countries?, Physica A: Statistical Mechanics and its Applications, Elsevier (2019) View citations (6) (2019)
11. Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (5)
12. Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    See also Journal Article Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests, Sustainability, MDPI (2019) View citations (18) (2019)
13. Financial Credit Risk and Core Enterprise Supply Chains
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (17)
14. Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    See also Journal Article Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector, Sustainability, MDPI (2019) View citations (14) (2019)
15. Management Information, Decision Sciences, and Financial Economics: A Connection
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (21)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018) View citations (15)
16. Point and Density Forecasts of Oil Returns: The Role of Geopolitical Risks
    Working Papers, University of Pretoria, Department of Economics View citations (4)
    See also Journal Article Point and density forecasts of oil returns: The role of geopolitical risks, Resources Policy, Elsevier (2019) View citations (71) (2019)
17. The Role of Housing Sentiment in Forecasting US Home Sales Growth: Evidence from a Bayesian Compressed Vector Autoregressive Model
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article The role of housing sentiment in forecasting U.S. home sales growth: evidence from a Bayesian compressed vector autoregressive model, Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals (2019) View citations (1) (2019)
18. The seasonality of gold prices in China: Does the risk-aversion level matter?
    Post-Print, HAL View citations (11)
    See also Journal Article The seasonality of gold prices in China does the risk‐aversion level matter?, Accounting and Finance, Accounting and Finance Association of Australia and New Zealand (2020) View citations (1) (2020)
19. Time Diversification: Perspectives from the Economic Index of Riskiness
    MPRA Paper, University Library of Munich, Germany View citations (6)
    See also Journal Article TIME DIVERSIFICATION: PERSPECTIVES FROM THE ECONOMIC INDEX OF RISKINESS, Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd. (2018) View citations (7) (2018)
20. Why did Warrant Markets Close in China but not Taiwan?
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (13)
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2018) View citations (2)

2017

21. A New Nonlinearity Test to Circumvent the Limitation of Volterra Expansion with Application
    MPRA Paper, University Library of Munich, Germany View citations (23)
    Also in MPRA Paper, University Library of Munich, Germany (2016)
22. A Principal Component Approach to Measuring Investor Sentiment in Hong Kong
    MPRA Paper, University Library of Munich, Germany View citations (13)
    See also Journal Article A Principal Component Approach to Measuring Investor Sentiment in Hong Kong, Journal of Management Sciences, Geist Science, Iqra University, Faculty of Business Administration (2017) View citations (13) (2017)
23. Empirical Study on Conservative and Representative Heuristics of Hong Kong Small Investors Adopting Momentum and Contrarian Trading Strategies
    MPRA Paper, University Library of Munich, Germany View citations (12)
    See also Journal Article Empirical study on conservative and representative heuristics of Hong Kong small investors adopting momentum and contrarian trading strategies, International Journal of Revenue Management, Inderscience Enterprises Ltd (2018) View citations (13) (2018)
24. Farinelli and Tibiletti ratio and Stochastic Dominance
    MPRA Paper, University Library of Munich, Germany View citations (2)
    See also Journal Article Farinelli and Tibiletti ratio and stochastic dominance, Risk Management, Palgrave Macmillan (2019) View citations (11) (2019)
25. Higher-Order Risk Measure and (Higher-Order) Stochastic Dominance
    MPRA Paper, University Library of Munich, Germany View citations (1)
26. Income and Consumption Inequality in the Philippines: A Stochastic Dominance Analysis of Household Unit Records
    ADBI Working Papers, Asian Development Bank Institute View citations (1)
27. Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis
    MPRA Paper, University Library of Munich, Germany
    Also in Post-Print, HAL (2016)
    Post-Print, HAL (2016)
28. Is Wine a Good Choice for Investment?
    Working Papers, University of Pretoria, Department of Economics View citations (5)
    See also Journal Article Is wine a good choice for investment?, Pacific-Basin Finance Journal, Elsevier (2018) View citations (28) (2018)
29. Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks
    Working Papers, University of Pretoria, Department of Economics View citations (4)
    See also Journal Article Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks, Journal of Reviews on Global Economics, Lifescience Global (2019) View citations (7) (2019)
30. Regret Aversion, Regret Neutrality, and Risk Aversion in Production
    Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre
31. Specification Testing of Production in a Stochastic Frontier Model
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2017)
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2017)
    See also Journal Article Specification Testing of Production in a Stochastic Frontier Model, Sustainability, MDPI (2018) View citations (13) (2018)
32. The Two-Moment Decision Model with Additive Risks
    MPRA Paper, University Library of Munich, Germany View citations (13)
    See also Journal Article The two-moment decision model with additive risks, Risk Management, Palgrave Macmillan (2018) View citations (16) (2018)
33. The impacts of joint energy and output prices uncertainties in a mean-variance framework
    MPRA Paper, University Library of Munich, Germany View citations (13)
34. The seasonality of Gold Prices in China: Evidence from Shanhai Gold Exchange
    Post-Print, HAL
35. Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets
    MPRA Paper, University Library of Munich, Germany
    Also in MPRA Paper, University Library of Munich, Germany (2016) View citations (42)
    See also Journal Article THEORIES OF RISK: TESTING INVESTOR BEHAVIOR ON THE TAIWAN STOCK AND STOCK INDEX FUTURES MARKETS, Economic Inquiry, Western Economic Association International (2016) View citations (36) (2016)
36. Theory and Application of an Economic Performance Measure of Risk
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (9)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2017) View citations (6)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2017)
    See also Journal Article Theory and application of an economic performance measure of risk, International Review of Economics & Finance, Elsevier (2018) View citations (18) (2018)

2016

37. A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction During Financial Crises
    Tinbergen Institute Discussion Papers, Tinbergen Institute
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016)
    See also Journal Article A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises, The North American Journal of Economics and Finance, Elsevier (2017) View citations (24) (2017)
38. A General Optimal Investment Model in the Presence of Background Risk
    MPRA Paper, University Library of Munich, Germany View citations (22)
    See also Journal Article A GENERAL OPTIMAL INVESTMENT MODEL IN THE PRESENCE OF BACKGROUND RISK, Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd. (2016) View citations (21) (2016)
39. A stochastic-dominance approach to determining the optimal home-size purchase: The case of Hong Kong
    MPRA Paper, University Library of Munich, Germany
40. Arbitrage Opportunities, Efficiency, and the Role of Risk Preferences in the Hong Kong Property Market
    MPRA Paper, University Library of Munich, Germany View citations (29)
    See also Journal Article Arbitrage opportunities, efficiency, and the role of risk preferences in the Hong Kong property market, Studies in Economics and Finance, Emerald Group Publishing Limited (2016) View citations (29) (2016)
41. Causal Relationships between Economic Policy Uncertainty and Housing Market Returns in China and India: Evidence from Linear and Nonlinear Panel and Time Series Models
    Working Papers, University of Pretoria, Department of Economics View citations (23)
    See also Journal Article Causal relationships between economic policy uncertainty and housing market returns in China and India: evidence from linear and nonlinear panel and time series models, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2018) View citations (17) (2018)
42. First Stochastic Dominance and Risk Measurement
    MPRA Paper, University Library of Munich, Germany View citations (8)
43. Making Markowitz's Portfolio Optimization Theory Practically Useful
    MPRA Paper, University Library of Munich, Germany View citations (2)
44. Management Science, Economics and Finance: A Connection
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (15)
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2016)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016) View citations (7)
45. Multivariate Stochastic Dominance for Risk Averters and Risk Seekers
    MPRA Paper, University Library of Munich, Germany View citations (48)
46. New Tests for Richness and Poorness:A Stochastic Dominance Analysis of Income Distributions in Hong Kong
    Monash Economics Working Papers, Monash University, Department of Economics View citations (11)
47. On the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors with Analysis of their Traditional and Internet Stocks
    MPRA Paper, University Library of Munich, Germany View citations (15)
48. Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (5)
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2016)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016) View citations (12)
    See also Journal Article Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization, Econometrics and Statistics, Elsevier (2022) View citations (2) (2022)
49. Stochastic Dominance and Investors’ Behavior towards Risk: The Hong Kong Stocks and Futures Markets
    MPRA Paper, University Library of Munich, Germany View citations (3)
50. Stock Market Liberalizations and Efficiency: The Case of Latin America
    MPRA Paper, University Library of Munich, Germany

2015

51. Behavioural, Financial, and Health & Medical Economics: A Connection
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2015)
52. Cointegration and Causality among the Onshore and Offshore Markets for China's Currency
    MPRA Paper, University Library of Munich, Germany View citations (21)
    See also Journal Article Cointegration and causality among the onshore and offshore markets for China's currency, Journal of Asian Economics, Elsevier (2015) View citations (22) (2015)
53. Could the global financial crisis improve the performance of the G7 stocks markets?
    MPRA Paper, University Library of Munich, Germany View citations (22)
    See also Journal Article Could the global financial crisis improve the performance of the G7 stocks markets?, Applied Economics, Taylor & Francis Journals (2016) View citations (5) (2016)
54. Good Approximation of Exponential Utility Function for Optimal Futures Hedging
    MPRA Paper, University Library of Munich, Germany
55. High dimensional Global Minimum Variance Portfolio
    MPRA Paper, University Library of Munich, Germany View citations (2)
56. Informatics, Data Mining, Econometrics and Financial Economics: A Connection
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (17)
57. Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange
    Post-Print, HAL View citations (57)
    See also Journal Article Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange, Economic Modelling, Elsevier (2015) View citations (60) (2015)
58. Is gold good for portfolio diversification? A stochastic dominance analysis of the Paris stock exchange
    Post-Print, HAL View citations (48)
    Also in Working Papers, Association Française de Cliométrie (AFC) (2013) View citations (10)
    See also Journal Article Is gold good for portfolio diversification? A stochastic dominance analysis of the Paris stock exchange, International Review of Financial Analysis, Elsevier (2015) View citations (55) (2015)

2014

59. Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors
    MPRA Paper, University Library of Munich, Germany
    Also in MPRA Paper, University Library of Munich, Germany (2013)
60. Specification Testing of Production Frontier Function in Stochastic Frontier Model
    MPRA Paper, University Library of Munich, Germany
61. The diversification of Chinese portfolios with gold quoted at the Shanghai Gold Exchange: A mean-variance and stochastic dominance analysis
    Post-Print, HAL

2013

62. A Note on Almost Stochastic Dominance
    MPRA Paper, University Library of Munich, Germany View citations (28)
    See also Journal Article A note on almost stochastic dominance, Economics Letters, Elsevier (2013) View citations (39) (2013)
63. Almost Stochastic Dominance and Moments
    MPRA Paper, University Library of Munich, Germany View citations (1)
    Also in MPRA Paper, University Library of Munich, Germany (2013) View citations (1)
64. An analysis of portfolio selection with multiplicative background risk
    MPRA Paper, University Library of Munich, Germany View citations (1)
65. Banking Firm and Two-Moment Decision Making
    MPRA Paper, University Library of Munich, Germany
66. Comparisons and Characterizations of the Mean-Variance, Mean-VaR, Mean-CVaR Models for Portfolio Selection With Background Risk
    MPRA Paper, University Library of Munich, Germany
67. Input Demand under Joint Energy and Output Prices Uncertainties
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Input Demand Under Joint Energy and Output Prices Uncertainties, Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd. (2017) View citations (18) (2017)
68. Make Almost Stochastic Dominance really Almost
    MPRA Paper, University Library of Munich, Germany
69. Moment Conditions for Almost Stochastic Dominance
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article Moment conditions for Almost Stochastic Dominance, Economics Letters, Elsevier (2014) View citations (30) (2014)
70. Optimal Output for the Regret-Averse Competitive Firm Under Price Uncertainty
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article Optimal output for the regret-averse competitive firm under price uncertainty, Eurasian Economic Review, Springer (2015) View citations (15) (2015)
71. Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis
    KIER Working Papers, Kyoto University, Institute of Economic Research View citations (1)
    Also in Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2013)
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2013)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013)
    See also Journal Article Profiteering from the Dot-Com Bubble, Subprime Crisis and Asian Financial Crisis, The Japanese Economic Review, Springer (2016) View citations (16) (2016)
72. Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2013) View citations (2)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2013) View citations (1)
73. Robust Estimation and Forecasting of the Capital Asset Pricing Model
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (16)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2010)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010) View citations (3)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2012)
    See also Journal Article ROBUST ESTIMATION AND FORECASTING OF THE CAPITAL ASSET PRICING MODEL, Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd. (2013) View citations (16) (2013)
74. Stochastic Dominance and Risk Measure: A Decision-Theoretic Foundation for VaR and C-VaR
    Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University View citations (2)
    See also Journal Article Stochastic dominance and risk measure: A decision-theoretic foundation for VaR and C-VaR, European Journal of Operational Research, Elsevier (2010) View citations (70) (2010)
75. The best estimation for high-dimensional Markowitz mean-variance optimization
    MPRA Paper, University Library of Munich, Germany View citations (2)
76. Two-moment decision model for location-scale family with background asset
    MPRA Paper, University Library of Munich, Germany View citations (1)

2012

77. A New Pseudo-Bayesian Model of Investors' Behavior in Financial Crises
    MPRA Paper, University Library of Munich, Germany
78. Integration-segregation decisions under general value functions: "Create your own bundle -- choose 1, 2, or all 3 !"
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (4)
    Also in Post-Print, HAL (2012) View citations (3)
79. Integration-segregation decisions under general value functions: "Create your own bundle — choose 1, 2, or all 3!"
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne View citations (3)
80. New Non-Linearity Test to Circumvent the Limitation of Volterra Expansion
    MPRA Paper, University Library of Munich, Germany View citations (6)
81. On the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors
    MPRA Paper, University Library of Munich, Germany View citations (9)
82. Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China
    KIER Working Papers, Kyoto University, Institute of Economic Research View citations (6)
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2012)
    See also Journal Article Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China, Quantitative Finance, Taylor & Francis Journals (2015) View citations (61) (2015)

2011

83. Investor Preferences for Oil Spot and Futures based on Mean-Variance and Stochastic Dominance
    KIER Working Papers, Kyoto University, Institute of Economic Research
    Also in CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2010) View citations (1)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010) View citations (5)
    CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2010) View citations (1)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010) View citations (2)

2010

84. A Trinomial Test for Paired Data When There are Many Ties
    KIER Working Papers, Kyoto University, Institute of Economic Research
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
    See also Journal Article A trinomial test for paired data when there are many ties, Mathematics and Computers in Simulation (MATCOM), Elsevier (2011) View citations (14) (2011)
85. Linearity and stationarity of G7 government bond returns
    MPRA Paper, University Library of Munich, Germany View citations (13)
    See also Journal Article Linearity and stationarity of G7 government bond returns, Economics Bulletin, AccessEcon (2010) View citations (13) (2010)
86. Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach
    KIER Working Papers, Kyoto University, Institute of Economic Research View citations (72)
    Also in Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010) View citations (78)
    See also Journal Article Market efficiency of oil spot and futures: A mean-variance and stochastic dominance approach, Energy Economics, Elsevier (2010) View citations (76) (2010)
87. Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach
    CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo View citations (74)
    Also in CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2010) View citations (75)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010) View citations (72)
88. Prospect theory and hedging risks
    Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics View citations (45)

2009

89. Prospect theory and two moment model: the firm under price uncertainty
    Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics

2007

90. Stochastic Dominance Analysis of iShares
    Finance Working Papers, East Asian Bureau of Economic Research View citations (80)
    See also Journal Article Stochastic Dominance Analysis of iShares, The European Journal of Finance, Taylor & Francis Journals (2007) View citations (81) (2007)
91. Stochastic Dominance and Mean-Variance Measures of Profit and Loss for Business Planning and Investment
    Finance Working Papers, East Asian Bureau of Economic Research View citations (121)
    See also Journal Article Stochastic dominance and mean-variance measures of profit and loss for business planning and investment, European Journal of Operational Research, Elsevier (2007) View citations (119) (2007)

2006

92. 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 View citations (1)

2005

93. Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan
    Finance Working Papers, East Asian Bureau of Economic Research View citations (8)
    See also Journal Article Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan, Review of Applied Economics, Lincoln University, Department of Financial and Business Systems (2005) View citations (8) (2005)
94. Elasticity of risk aversion and international trade
    Monash Economics Working Papers, Monash University, Department of Economics View citations (3)
    See also Journal Article Elasticity of risk aversion and international trade, Economics Letters, Elsevier (2006) View citations (58) (2006)
95. Prospect and Markowitz Stochastic Dominance
    Monash Economics Working Papers, Monash University, Department of Economics
    See also Journal Article Prospect and Markowitz stochastic dominance, Annals of Finance, Springer (2008) View citations (30) (2008)
96. Revisiting Calender Anomolies in Asian Stock Markets Using a Stochastic Dominance Approach
    Monash Economics Working Papers, Monash University, Department of Economics View citations (1)
    See also Journal Article Revisiting calendar anomalies in Asian stock markets using a stochastic dominance approach, Journal of Multinational Financial Management, Elsevier (2007) View citations (58) (2007)
97. Robust Estimation of Multiple Regression Model with Non-normal Error: Symmetric Distribution
    Monash Economics Working Papers, Monash University, Department of Economics

Journal Articles

2023

1. Do oil, gold and metallic price volatilities prove gold as a safe haven during COVID-19 pandemic? Novel evidence from COVID-19 data
   Resources Policy, 2023, 80, (C) View citations (22)
2. Impact of cashless bank payments on economic growth: Evidence from G7 countries
   Advances in Decision Sciences, 2023, 27, (1), 1-22 View citations (4)
3. Impact of foreign ownership and foreign bank presence on liquidity risk: Evidence from Viet Nam
   Advances in Decision Sciences, 2023, 27, (1), 23-44
4. Impacts of high-speed rail on the industrial developments of non-central cities in China
   Transport Policy, 2023, 134, (C), 203-216 View citations (2)
5. What is an Optimal Allocation in Hong Kong Stock, Real Estate, and Money Markets: An Individual Asset, Efficient Frontier Portfolios, or a Naïve Portfolio? Is This a New Financial Anomaly?
   Emerging Markets Finance and Trade, 2023, 59, (5), 1554-1571

2022

6. Analysing Monetary Policy Shocks by Sign and Parametric Restrictions: The Evidence from Russia
   Economies, 2022, 10, (10), 1-16 View citations (1)
7. Applications in Sciences in the prevention of COVID-19
   Advances in Decision Sciences, 2022, 26, (4), 1-16 View citations (3)
8. CBOE volatility index (VIX) and corporate market leverage
   Cogent Economics & Finance, 2022, 10, (1), 2111798 View citations (3)
9. Central moments, stochastic dominance, moment rule, and diversification with an application
   Chaos, Solitons & Fractals, 2022, 161, (C)
10. Does Inclusive Leadership Improve the Sustainability of Employee Relations? Test of Justice Theory and Employee Perceived Insider Status
    Sustainability, 2022, 14, (21), 1-19
11. Driven Determinants to Indonesia Sharia Commercial Banks' Performance: The Important Role of Diversification Strategy
    Advances in Decision Sciences, 2022, 26, (2), 64-96
12. Editorial Statement and Research Ideas on Using Behavioral Models in Environmental Research and Public Health with Applications
    IJERPH, 2022, 19, (12), 1-3 View citations (1)
13. Good Governance and Sustainable Investment: The Effects of Governance Indicators on Stock Market Returns
    Advances in Decision Sciences, 2022, 26, (1), 69-101 View citations (3)
14. Habit—Does It Matter? Bringing Habit and Emotion into the Development of Consumer’s Food Waste Reduction Behavior with the Lens of the Theory of Interpersonal Behavior
    IJERPH, 2022, 19, (10), 1-24 View citations (4)
15. IMPACT OF ECONOMIC FREEDOM AND ITS SUBCOMPONENTS ON COMMERCIAL BANKS’ RISK-TAKING
    Annals of Financial Economics (AFE), 2022, 17, (03), 1-30 View citations (1)
16. MODELING OF STOCK RETURNS IN CONTINUOUS VIS-À-VIS DISCRETE TIME IS EQUIVALENT, RESPECTIVELY, TO THE CONDITIONING OF STOCK RETURNS ON A RANDOM WALK PROCESS FOR TRADE IMBALANCES VIS-À-VIS A RANDOM WALK PROCESS FOR EVOLUTION OF INFORMATION
    Annals of Financial Economics (AFE), 2022, 17, (02), 1-35 View citations (1)
17. Mode Shift Behavior of Commuters Toward Islamabad Metro Bus Service
    Advances in Decision Sciences, 2022, 26, (3), 1-24 View citations (23)
18. Modeling the Linkage between Vertical Contracts and Strategic Environmental Policy: Energy Price Marketization Level and Strategic Choice for China
    Energies, 2022, 15, (13), 1-12
19. Oil prices and sectorial stock indices of Pakistan: Empirical evidence using bootstrap ARDL model
    Advances in Decision Sciences, 2022, 26, (4), 50-77
20. Revisiting the impacts of globalization, renewable energy consumption, and economic growth on environmental quality in South Asia
    Advances in Decision Sciences, 2022, 26, (3), 75-98 View citations (40)
21. Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization
    Econometrics and Statistics, 2022, 24, (C), 133-150 View citations (2)
    See also Working Paper Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization, Tinbergen Institute Discussion Papers (2016) View citations (5) (2016)
22. THE EFFECTS OF SELECTED FINANCIAL RATIOS ON PROFITABILITY: AN EMPIRICAL ANALYSIS OF REAL ESTATE FIRMS IN VIETNAM
    Annals of Financial Economics (AFE), 2022, 17, (01), 1-29 View citations (3)
23. THE NEXUS BETWEEN CASH CONVERSION CYCLE, WORKING CAPITAL FINANCE, AND FIRM PERFORMANCE: EVIDENCE FROM NOVEL MACHINE LEARNING APPROACHES
    Annals of Financial Economics (AFE), 2022, 17, (02), 1-44 View citations (5)
24. The Economic Policy Uncertainty and Its Effect on Sustainable Investment: A Panel ARDL Approach
    JRFM, 2022, 15, (6), 1-17 View citations (2)
25. Thirty years of herd behavior in financial markets: A bibliometric analysis
    Research in International Business and Finance, 2022, 59, (C) View citations (7)
26. Which Factors Determine CO 2 Emissions in China? Trade Openness, Financial Development, Coal Consumption, Economic Growth or Urbanization: Quantile Granger Causality Test
    Energies, 2022, 15, (7), 1-18 View citations (30)

2021

27. A Detailed Guide on How to Use Statistical Software R for Text Mining
    Advances in Decision Sciences, 2021, 25, (3), 92-110
28. A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios
    Energies, 2021, 14, (20), 1-12 View citations (6)
    See also Working Paper A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios, Working Papers (2021) View citations (9) (2021)
29. A theoretical foundation for games of complete/incomplete contracts
    International Journal of Financial Engineering (IJFE), 2021, 08, (01), 1-19
30. APPROXIMATE SERIES SOLUTIONS OF A ONE-FACTOR TERM STRUCTURE MODEL FOR BOND PRICING
    Annals of Financial Economics (AFE), 2021, 16, (04), 1-22 View citations (1)
31. Antecedents of Consumer Food Waste Reduction Behavior: Psychological and Financial Concerns through the Lens of the Theory of Interpersonal Behavior
    IJERPH, 2021, 18, (23), 1-18 View citations (2)
32. Bank Capital Buffer and Economic Growth: New Insights from the US Banking Sector
    JRFM, 2021, 14, (4), 1-13 View citations (4)
33. Birds of a Feather Flocking Together: Sustainability of Tax Aggressiveness of Shared Directors from Coercive Isomorphism
    Sustainability, 2021, 13, (24), 1-15 View citations (1)
34. CORPORATE VALUATION SPURRED BY INFORMATION TRANSPARENCY IN AN EMERGING ECONOMY
    Annals of Financial Economics (AFE), 2021, 16, (03), 1-21
35. DOES BANK LIQUIDITY RISK LEAD TO BANK'S OPERATIONAL EFFICIENCY? A STUDY IN VIETNAM
    Advances in Decision Sciences, 2021, 25, (4), 46-88 View citations (1)
36. Demand forecasting for successive generations of mobile telecommunication service in Ethiopia
    Cogent Economics & Finance, 2021, 9, (1), 1969111
37. Determinants of the possibilities by investors’ risk-taking: Empirical evidence from Vietnam
    Cogent Economics & Finance, 2021, 9, (1), 1917106
38. Do Jumps Matter in Both Equity Market Returns and Integrated Volatility: A Comparison of Asian Developed and Emerging Markets
    Economies, 2021, 9, (2), 1-26 View citations (4)
39. Dynamic Network Analysis of COVID-19 with a Latent Pandemic Space Model
    IJERPH, 2021, 18, (6), 1-22 View citations (2)
40. Dynamics of Funding Liquidity and Risk-Taking: Evidence from Commercial Banks
    JRFM, 2021, 14, (6), 1-16 View citations (1)
41. EDITORIAL STATEMENT IN HONOR OF PROFESSOR MICHAEL MCALEER
    Annals of Financial Economics (AFE), 2021, 16, (03), 1-21 View citations (3)
42. Editorial and Ideas for Research Using Mathematical and Statistical Models for Energy with Applications
    Energies, 2021, 14, (22), 1-4 View citations (1)
43. Editorial in Honour of Professor Michael McAleer
    Advances in Decision Sciences, 2021, 25, (4), 1-14 View citations (2)
44. Empirical Study on CO 2 Emissions, Financial Development and Economic Growth of the BRICS Countries
    Energies, 2021, 14, (21), 1-33 View citations (20)
45. Factors Driving Openness in China Trade: Corruption, Exchange Rate Volatility, and Macro Determinants
    Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2021, 24, (02), 1-25 View citations (1)
46. Generation Y’s Sustainable Purchasing Intention of Green Personal Care Products
    Sustainability, 2021, 13, (23), 1-14 View citations (7)
47. How Well Does a Sequential Minimal Optimization Model Perform in Predicting Medicine Prices for Procurement System?
    IJERPH, 2021, 18, (11), 1-17 View citations (2)
48. Investigating the Causal Relationships among Carbon Emissions, Economic Growth, and Life Expectancy in Turkey: Evidence from Time and Frequency Domain Causality Techniques
    Sustainability, 2021, 13, (5), 1-20 View citations (34)
49. Is Bitcoin a better portfolio diversifier than gold? A copula and sectoral analysis for China
    International Review of Financial Analysis, 2021, 74, (C) View citations (26)
50. Optimal combinations of factors influencing the sustainability of Taiwanese firms
    International Journal of Emerging Markets, 2021, 16, (5), 909-928 View citations (2)
51. Production theory under price uncertainty for firms with disappointment aversion
    International Journal of Production Research, 2021, 59, (8), 2392-2405 View citations (4)
52. Spurious Relationships for Nearly Non-Stationary Series
    JRFM, 2021, 14, (8), 1-24 View citations (3)
53. Sustainability of Energy-Induced Growth Nexus in Brazil: Do Carbon Emissions and Urbanization Matter?
    Sustainability, 2021, 13, (8), 1-21 View citations (22)
54. Sustainability of Global Economic Policy and Stock Market Returns in Indonesia
    Sustainability, 2021, 13, (10), 1-18 View citations (3)
55. Sustainability of Household Food Waste Reduction: A Fresh Insight on Youth’s Emotional and Cognitive Behaviors
    IJERPH, 2021, 18, (13), 1-23 View citations (6)
56. Sustainability of the Moderating Role of Financial Development in the Determinants of Environmental Degradation: Evidence from Turkey
    Sustainability, 2021, 13, (4), 1-18 View citations (47)
57. THE IMPACT OF CAPITAL STRUCTURE AND OWNERSHIP ON THE PERFORMANCE OF STATE ENTERPRISES AFTER EQUITIZATION: EVIDENCE FROM VIETNAM
    Annals of Financial Economics (AFE), 2021, 16, (02), 1-22 View citations (7)
58. The maximum-return-and-minimum-volatility effect: evidence from choosing risky and riskless assets to form a portfolio
    Risk Management, 2021, 23, (1), 97-122 View citations (1)

2020

59. A Scoring Rule for Factor and Autoregressive Models Under Misspecification
    Advances in Decision Sciences, 2020, 24, (2), 66-103
60. An Empirical Analysis of the Volatility Spillover Effect between World-Leading and the Asian Stock Markets: Implications for Portfolio Management
    JRFM, 2020, 13, (10), 1-28 View citations (4)
61. Could Mergers Become More Sustainable? A Study of the Stock Exchange Mergers of NASDAQ and OMX
    Sustainability, 2020, 12, (20), 1-25
62. Decision Sciences in Education: The STEMtech Model to Create Stem Products at High Schools in Vietnam
    Advances in Decision Sciences, 2020, 24, (2), 15-65 View citations (2)
63. Do Oil Price Shocks and Other Factors Create Bigger Impacts on Islamic Banks than Conventional Banks?
    Energies, 2020, 13, (12), 1-16 View citations (29)
64. Do lump-sum investing strategies really outperform dollar-cost averaging strategies?
    Studies in Economics and Finance, 2020, 38, (3), 675-691
65. Does herding behavior exist in the Mongolian stock market?
    Pacific-Basin Finance Journal, 2020, 62, (C) View citations (3)
66. Editorial Statement and Research Ideas for Efficiency and Anomalies in Stock Markets
    Economies, 2020, 8, (1), 1-4 View citations (1)
67. Editorial Statement for Mathematical Finance
    JRFM, 2020, 13, (2), 1-3 View citations (1)
68. Extension of Stein's Lemmas to General Functions and Distributions*
    Advances in Decision Sciences, 2020, 24, (4), 77-88
69. Implications of Oil Price Fluctuations for Tourism Receipts: The Case of Oil Exporting Countries
    Energies, 2020, 13, (17), 1-17 View citations (4)
70. Linear and nonlinear growth determinants: The case of Mongolia and its connection to China
    Emerging Markets Review, 2020, 43, (C) View citations (3)
    See also Working Paper Linear and Nonlinear Growth Determinants: The Case of Mongolia and its Connection to China, MPRA Paper (2020) View citations (4) (2020)
71. Modeling Co-Movement among Different Agricultural Commodity Markets: A Copula-GARCH Approach
    Sustainability, 2020, 12, (1), 1-17 View citations (18)
72. New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management
    Risk Management, 2020, 22, (2), 108-132 View citations (8)
73. Return and Volatility Transmission between World-Leading and Latin American Stock Markets: Portfolio Implications
    JRFM, 2020, 13, (7), 1-19 View citations (8)
74. Review of Matrix Theory with Applications in Education and Decision Sciences
    Advances in Decision Sciences, 2020, 24, (1), 28-69 View citations (2)
75. Review on Efficiency and Anomalies in Stock Markets
    Economies, 2020, 8, (1), 1-51 View citations (13)
76. Review on behavioral economics and behavioral finance
    Studies in Economics and Finance, 2020, 37, (4), 625-672 View citations (3)
77. Risk and Financial Management of COVID-19 in Business, Economics and Finance
    JRFM, 2020, 13, (5), 1-7 View citations (20)
78. Sources of inequality in the Philippines: Insights from stochastic dominance tests for richness and poorness
    The World Economy, 2020, 43, (10), 2650-2673 View citations (1)
79. State Ownership and Risk-Taking Behavior: An Empirical Approach to Get Better Profitability, Investment, and Trading Strategies for Listed Corporates in Vietnam
    Economies, 2020, 8, (2), 1-21 View citations (2)
80. Sustainability of Both Pecking Order and Trade-Off Theories in Chinese Manufacturing Firms
    Sustainability, 2020, 12, (9), 1-25 View citations (9)
81. Sustainability of Green Tourism among International Tourists and Its Influence on the Achievement of Green Environment: Evidence from North Cyprus
    Sustainability, 2020, 12, (14), 1-24 View citations (16)
82. Technical efficiency and impact of improved farm inputs adoption on the yield of haricot bean producer in Hadiya zone, SNNP region, Ethiopia
    Cogent Economics & Finance, 2020, 8, (1), 1833503 View citations (2)
83. The Sustainability of Energy Substitution in the Chinese Electric Power Sector
    Sustainability, 2020, 12, (13), 1-16 View citations (1)
84. The seasonality of gold prices in China does the risk‐aversion level matter?
    Accounting and Finance, 2020, 60, (3), 2617-2664 View citations (1)
    See also Working Paper The seasonality of gold prices in China: Does the risk-aversion level matter?, Post-Print (2018) View citations (11) (2018)
85. WELFARE GAINS FROM MACRO-HEDGING
    Annals of Financial Economics (AFE), 2020, 15, (02), 1-7

2019

86. Comparison of the production behavior of regret-averse and purely risk-averse firms
    Estudios de Economia, 2019, 46, (2), 157 - 172 View citations (4)
87. Determining Distribution for the Product of Random Variables by Using Copulas
    Risks, 2019, 7, (1), 1-20 View citations (9)
88. Determining Distribution for the Quotients of Dependent and Independent Random Variables by Using Copulas
    JRFM, 2019, 12, (1), 1-27 View citations (5)
89. Do both demand-following and supply-leading theories hold true in developing countries?
    Physica A: Statistical Mechanics and its Applications, 2019, 513, (C), 536-554 View citations (6)
    See also Working Paper Do both demand-following and supply-leading theories hold true in developing countries?, MPRA Paper (2018) View citations (12) (2018)
90. Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis
    Resources Policy, 2019, 61, (C), 617-626 View citations (8)
    See also Working Paper Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis, Post-Print (2019) View citations (14) (2019)
91. Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests
    Sustainability, 2019, 11, (2), 1-15 View citations (18)
    See also Working Paper Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests, Working Papers (2018) View citations (1) (2018)
92. Farinelli and Tibiletti ratio and stochastic dominance
    Risk Management, 2019, 21, (3), 201-213 View citations (11)
    See also Working Paper Farinelli and Tibiletti ratio and Stochastic Dominance, MPRA Paper (2017) View citations (2) (2017)
93. GRAPH THEORY AND ENVIRONMENTAL ALGORITHMIC SOLUTIONS TO ASSIGN VEHICLES APPLICATION TO GARBAGE COLLECTION IN VIETNAM
    Advances in Decision Sciences, 2019, 23, (3), 1-35 View citations (2)
94. Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks
    Journal of Reviews on Global Economics, 2019, 8, 239-257 View citations (7)
    See also Working Paper Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks, Working Papers (2017) View citations (4) (2017)
95. MOMENT GENERATING FUNCTION, EXPECTATION AND VARIANCE OF UBIQUITOUS DISTRIBUTIONS WITH APPLICATIONS IN DECISION SCIENCES: A REVIEW
    Advances in Decision Sciences, 2019, 23, (2), 65-150 View citations (1)
96. Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector
    Sustainability, 2019, 11, (10), 1-12 View citations (14)
    See also Working Paper Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector, Working Papers (2018) View citations (1) (2018)
97. Mean–variance, mean–VaR, and mean–CVaR models for portfolio selection with background risk
    Risk Management, 2019, 21, (2), 73-98 View citations (1)
98. Modelling Economic Growth, Carbon Emissions, and Fossil Fuel Consumption in China: Cointegration and Multivariate Causality
    IJERPH, 2019, 16, (21), 1-35 View citations (26)
99. Optimal Solution Techniques in Decision Sciences A Review
    Advances in Decision Sciences, 2019, 23, (1), 114-161 View citations (2)
100. Point and density forecasts of oil returns: The role of geopolitical risks
     Resources Policy, 2019, 62, (C), 580-587 View citations (71)
     See also Working Paper Point and Density Forecasts of Oil Returns: The Role of Geopolitical Risks, Working Papers (2018) View citations (4) (2018)
101. The Impact of Market Condition and Policy Change on the Sustainability of Intra-Industry Information Diffusion in China
     Sustainability, 2019, 11, (4), 1-20 View citations (1)
102. The Three Musketeers Relationships between Hong Kong, Shanghai and Shenzhen Before and After Shanghai–Hong Kong Stock Connect
     Sustainability, 2019, 11, (14), 1-20 View citations (9)
103. The impact of the global financial crisis on the efficiency and performance of Latin American stock markets
     Estudios de Economia, 2019, 46, (1), 5-30 View citations (9)
104. The role of housing sentiment in forecasting U.S. home sales growth: evidence from a Bayesian compressed vector autoregressive model
     Economic Research-Ekonomska Istraživanja, 2019, 32, (1), 2554-2567 View citations (1)
     See also Working Paper The Role of Housing Sentiment in Forecasting US Home Sales Growth: Evidence from a Bayesian Compressed Vector Autoregressive Model, Working Papers (2018) (2018)

2018

105. A new test of multivariate nonlinear causality
     PLOS ONE, 2018, 13, (1), 1-14 View citations (17)
106. Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections
     JRFM, 2018, 11, (1), 1-29 View citations (9)
     See also Working Paper Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections, Tinbergen Institute Discussion Papers (2018) View citations (10) (2018)
107. Can a Disinflationary Policy Have a Differential Impact on Sectoral Output? A Look at Sacrifice Ratios in OECD and Non-OECD Countries
     Margin: The Journal of Applied Economic Research, 2018, 12, (2), 138-170 View citations (1)
108. Causal relationships between economic policy uncertainty and housing market returns in China and India: evidence from linear and nonlinear panel and time series models
     Studies in Nonlinear Dynamics & Econometrics, 2018, 22, (2), 15 View citations (17)
     See also Working Paper Causal Relationships between Economic Policy Uncertainty and Housing Market Returns in China and India: Evidence from Linear and Nonlinear Panel and Time Series Models, Working Papers (2016) View citations (23) (2016)
109. Confucius and Herding Behaviour in the Stock Markets in China and Taiwan
     Sustainability, 2018, 10, (12), 1-16 View citations (13)
110. DECISION SCIENCES, ECONOMICS, FINANCE, BUSINESS, COMPUTING, AND BIG DATA: CONNECTIONS
     Advances in Decision Sciences, 2018, 22, (1), 36-94 View citations (3)
111. Diversification versus optimality: is there really a diversification puzzle?
     Applied Economics, 2018, 50, (43), 4671-4693 View citations (22)
112. Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018
     Advances in Decision Sciences, 2018, 22, (1), 13-22 View citations (5)
113. Empirical study on conservative and representative heuristics of Hong Kong small investors adopting momentum and contrarian trading strategies
     International Journal of Revenue Management, 2018, 10, (2), 146-167 View citations (13)
     See also Working Paper Empirical Study on Conservative and Representative Heuristics of Hong Kong Small Investors Adopting Momentum and Contrarian Trading Strategies, MPRA Paper (2017) View citations (12) (2017)
114. Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains
     Sustainability, 2018, 10, (10), 1-17 View citations (18)
     See also Working Paper Financial credit risk evaluation based on core enterprise supply chains, Documentos de Trabajo del ICAE (2019) (2019)
115. Is wine a good choice for investment?
     Pacific-Basin Finance Journal, 2018, 51, (C), 171-183 View citations (28)
     See also Working Paper Is Wine a Good Choice for Investment?, Working Papers (2017) View citations (5) (2017)
116. Maslow Portfolio Selection for Individuals with Low Financial Sustainability
     Sustainability, 2018, 10, (4), 1-11 View citations (19)
117. Organizational Climate and Work Style: The Missing Links for Sustainability of Leadership and Satisfied Employees
     Sustainability, 2018, 11, (1), 1-17 View citations (16)
118. RESEARCH IDEAS FOR ADVANCES IN DECISION SCIENCES (ADS): 22ND ANNIVERSARY SPECIAL ISSUE IN 2018
     Advances in Decision Sciences, 2018, 22, (1), 23-35 View citations (4)
     See also Working Paper Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018, Documentos de Trabajo del ICAE (2019) (2019)
119. Specification Testing of Production in a Stochastic Frontier Model
     Sustainability, 2018, 10, (9), 1-10 View citations (13)
     See also Working Paper Specification Testing of Production in a Stochastic Frontier Model, Econometric Institute Research Papers (2017) (2017)
120. TIME DIVERSIFICATION: PERSPECTIVES FROM THE ECONOMIC INDEX OF RISKINESS
     Annals of Financial Economics (AFE), 2018, 13, (03), 1-15 View citations (7)
     See also Working Paper Time Diversification: Perspectives from the Economic Index of Riskiness, MPRA Paper (2018) View citations (6) (2018)
121. The Effects of Health Status on Life Insurance Holdings in 16 European Countries
     Sustainability, 2018, 10, (10), 1-30 View citations (7)
122. The two-moment decision model with additive risks
     Risk Management, 2018, 20, (1), 77-94 View citations (16)
     See also Working Paper The Two-Moment Decision Model with Additive Risks, MPRA Paper (2017) View citations (13) (2017)
123. Theory and application of an economic performance measure of risk
     International Review of Economics & Finance, 2018, 56, (C), 383-396 View citations (18)
     See also Working Paper Theory and Application of an Economic Performance Measure of Risk, Tinbergen Institute Discussion Papers (2017) View citations (9) (2017)
124. Top purchase intention priorities of Vietnamese low cost carrier passengers: expectations and satisfaction
     Eurasian Business Review, 2018, 8, (4), 371-389 View citations (9)
125. Why Are Warrant Markets Sustained in Taiwan but Not in China?
     Sustainability, 2018, 10, (10), 1-17 View citations (14)
126. e-Purchase Intention of Taiwanese Consumers: Sustainable Mediation of Perceived Usefulness and Perceived Ease of Use
     Sustainability, 2018, 10, (1), 1-17 View citations (29)

2017

127. A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises
     The North American Journal of Economics and Finance, 2017, 42, (C), 346-358 View citations (24)
     See also Working Paper A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction During Financial Crises, Tinbergen Institute Discussion Papers (2016) (2016)
128. A Principal Component Approach to Measuring Investor Sentiment in Hong Kong
     Journal of Management Sciences, 2017, 4, (2), 237-247 View citations (13)
     See also Working Paper A Principal Component Approach to Measuring Investor Sentiment in Hong Kong, MPRA Paper (2017) View citations (13) (2017)
129. Input Demand Under Joint Energy and Output Prices Uncertainties
     Asia-Pacific Journal of Operational Research (APJOR), 2017, 34, (04), 1-12 View citations (18)
     See also Working Paper Input Demand under Joint Energy and Output Prices Uncertainties, MPRA Paper (2013) (2013)
130. Kappa ratios and (higher-order) stochastic dominance
     Risk Management, 2017, 19, (3), 245-253 View citations (32)
131. Optimal designs for active controlled dose-finding trials with efficacy-toxicity outcomes
     Biometrika, 2017, 104, (4), 1003-1010 View citations (2)
132. Optimal diversification, stochastic dominance, and sampling error
     American Journal of Business, 2017, 32, (1), 58-79 View citations (7)
133. Stochastic Dominance and Omega Ratio: Measures to Examine Market Efficiency, Arbitrage Opportunity, and Anomaly
     Economies, 2017, 5, (4), 1-16 View citations (38)
134. Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency
     European Journal of Operational Research, 2017, 261, (2), 666-678 View citations (12)
135. Tourism development and environmental degradation in the United States: evidence from wavelet-based analysis
     Current Issues in Tourism, 2017, 20, (16), 1768-1790 View citations (14)

2016

136. A GENERAL OPTIMAL INVESTMENT MODEL IN THE PRESENCE OF BACKGROUND RISK
     Annals of Financial Economics (AFE), 2016, 11, (01), 1-8 View citations (21)
     See also Working Paper A General Optimal Investment Model in the Presence of Background Risk, MPRA Paper (2016) View citations (22) (2016)
137. Almost stochastic dominance for risk averters and risk seeker
     Finance Research Letters, 2016, 19, (C), 15-21 View citations (18)
138. Arbitrage opportunities, efficiency, and the role of risk preferences in the Hong Kong property market
     Studies in Economics and Finance, 2016, 33, (4), 735-754 View citations (29)
     See also Working Paper Arbitrage Opportunities, Efficiency, and the Role of Risk Preferences in the Hong Kong Property Market, MPRA Paper (2016) View citations (29) (2016)
139. Could the global financial crisis improve the performance of the G7 stocks markets?
     Applied Economics, 2016, 48, (12), 1066-1080 View citations (5)
     See also Working Paper Could the global financial crisis improve the performance of the G7 stocks markets?, MPRA Paper (2015) View citations (22) (2015)
140. Disaggregated Energy Consumption and Sectoral Outputs in Thailand: ARDL Bound Testing Approach
     Journal of Management Sciences, 2016, 3, (1), 39-51 View citations (6)
141. Modelling dependence between tourism demand and exchange rate using the copula-based GARCH model
     Current Issues in Tourism, 2016, 19, (9), 876-894 View citations (5)
142. Profiteering from the Dot-Com Bubble, Subprime Crisis and Asian Financial Crisis
     The Japanese Economic Review, 2016, 67, (3), 257-279 View citations (16)
     Also in The Japanese Economic Review, 2016, 67, (3), 257-279 (2016) View citations (17)
     See also Working Paper Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis, KIER Working Papers (2013) View citations (1) (2013)
143. THEORIES OF RISK: TESTING INVESTOR BEHAVIOR ON THE TAIWAN STOCK AND STOCK INDEX FUTURES MARKETS
     Economic Inquiry, 2016, 54, (2), 907-924 View citations (36)
     See also Working Paper Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets, MPRA Paper (2017) (2017)

2015

144. Cointegration and causality among the onshore and offshore markets for China's currency
     Journal of Asian Economics, 2015, 41, (C), 20-38 View citations (22)
     See also Working Paper Cointegration and Causality among the Onshore and Offshore Markets for China's Currency, MPRA Paper (2015) View citations (21) (2015)
145. Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange
     Economic Modelling, 2015, 50, (C), 200-211 View citations (60)
     See also Working Paper Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange, Post-Print (2015) View citations (57) (2015)
146. Is gold good for portfolio diversification? A stochastic dominance analysis of the Paris stock exchange
     International Review of Financial Analysis, 2015, 42, (C), 98-108 View citations (55)
     See also Working Paper Is gold good for portfolio diversification? A stochastic dominance analysis of the Paris stock exchange, Post-Print (2015) View citations (48) (2015)
147. Optimal output for the regret-averse competitive firm under price uncertainty
     Eurasian Economic Review, 2015, 5, (2), 279-295 View citations (15)
     See also Working Paper Optimal Output for the Regret-Averse Competitive Firm Under Price Uncertainty, MPRA Paper (2013) View citations (1) (2013)
148. Preferences of risk-averse and risk-seeking investors for oil spot and futures before, during and after the Global Financial Crisis
     International Review of Economics & Finance, 2015, 40, (C), 204-216 View citations (35)
149. Production and hedging decisions under regret aversion
     Economic Modelling, 2015, 51, (C), 153-158 View citations (26)
150. Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China
     Quantitative Finance, 2015, 15, (5), 889-900 View citations (61)
     See also Working Paper Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China, KIER Working Papers (2012) View citations (6) (2012)
151. The banking firm and risk taking in a two-moment decision model
     Economic Modelling, 2015, 50, (C), 275-280 View citations (39)
152. Which is a better investment choice in the Hong Kong residential property market: a big or small property?
     Applied Economics, 2015, 47, (16), 1670-1685 View citations (28)

2014

153. Intelligent multi-objective decision-making model with RFID technology for production planning
     International Journal of Production Economics, 2014, 147, (PC), 647-658 View citations (5)
154. International Diversification Versus Domestic Diversification: Mean-Variance Portfolio Optimization and Stochastic Dominance Approaches
     JRFM, 2014, 7, (2), 1-22 View citations (29)
155. Investors’ preference towards risk: evidence from the Taiwan stock and stock index futures markets
     Accounting and Finance, 2014, 54, (1), 251-274 View citations (21)
156. Key determinants of sustainable smartcard payment
     Journal of Retailing and Consumer Services, 2014, 21, (3), 306-313 View citations (19)
157. Moment conditions for Almost Stochastic Dominance
     Economics Letters, 2014, 124, (2), 163-167 View citations (30)
     See also Working Paper Moment Conditions for Almost Stochastic Dominance, MPRA Paper (2013) View citations (1) (2013)

2013

158. A note on almost stochastic dominance
     Economics Letters, 2013, 121, (2), 252-256 View citations (39)
     See also Working Paper A Note on Almost Stochastic Dominance, MPRA Paper (2013) View citations (28) (2013)
159. An Integrated Model of Material Supplier Selection and Order Allocation Using Fuzzy Extended AHP and Multiobjective Programming
     Mathematical Problems in Engineering, 2013, 2013, 1-14
160. How much have electricity shortages hampered China's GDP growth?
     Energy Policy, 2013, 55, (C), 369-373 View citations (33)
161. Market overreaction and underreaction: tests of the directional and magnitude effects
     Applied Financial Economics, 2013, 23, (18), 1469-1482 View citations (30)
162. ROBUST ESTIMATION AND FORECASTING OF THE CAPITAL ASSET PRICING MODEL
     Annals of Financial Economics (AFE), 2013, 08, (02), 1-18 View citations (16)
     See also Working Paper Robust Estimation and Forecasting of the Capital Asset Pricing Model, Tinbergen Institute Discussion Papers (2013) View citations (16) (2013)
163. Stochastic dominance analysis of CTA funds
     Review of Quantitative Finance and Accounting, 2013, 40, (1), 155-170 View citations (6)
164. Stochastic dominance relationships between stock and stock index futures markets: International evidence
     Economic Modelling, 2013, 33, (C), 552-559 View citations (31)
165. Synchronization of Neuronal Networks via Control Rank Pinning Scheme
     Mathematical Problems in Engineering, 2013, 2013, 1-7
166. The performance of commodity trading advisors: A mean-variance-ratio test approach
     The North American Journal of Economics and Finance, 2013, 25, (C), 188-201 View citations (31)

2012

167. An improved estimation to make Markowitz’s portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment
     European Journal of Operational Research, 2012, 222, (1), 85-95 View citations (45)
168. Are Sectoral Outputs in Pakistan Led by Energy Consumption?
     Economics Bulletin, 2012, 32, (3), 2326-2331 View citations (13)
169. Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach
     Journal of Empirical Finance, 2012, 19, (1), 162-174 View citations (59)
170. Global Synchronization Stability for Stochastic Complex Dynamical Networks with Probabilistic Interval Time-Varying Delays
     Journal of Optimization Theory and Applications, 2012, 152, (2), 496-516 View citations (1)
171. Intelligent product cross-selling system with radio frequency identification technology for retailing
     International Journal of Production Economics, 2012, 135, (1), 308-319 View citations (10)
172. Managing a scarce resource in a growing Asian economy: Water usage in Hong Kong
     Journal of Asian Economics, 2012, 23, (4), 374-382
173. Prospect Performance Evaluation: Making a Case for a Non-asymptotic UMPU Test
     Journal of Financial Econometrics, 2012, 10, (4), 703-732 View citations (49)
174. STOCHASTIC DOMINANCE AND BEHAVIOR TOWARDS RISK: THE MARKET FOR ISHARES
     Annals of Financial Economics (AFE), 2012, 07, (01), 1-20 View citations (24)

2011

175. A Pseudo-Bayesian Model for Stock Returns In Financial Crises
     JRFM, 2011, 4, (1), 1-31 View citations (7)
176. A gravity analysis of international stock market linkages
     Applied Economics Letters, 2011, 18, (14), 1315-1319 View citations (6)
177. A trinomial test for paired data when there are many ties
     Mathematics and Computers in Simulation (MATCOM), 2011, 81, (6), 1153-1160 View citations (14)
     See also Working Paper A Trinomial Test for Paired Data When There are Many Ties, KIER Working Papers (2010) (2010)
178. Do investors like to diversify? A study of Markowitz preferences
     European Journal of Operational Research, 2011, 215, (1), 188-193 View citations (60)
179. Evolution of the Trans-Atlantic exchange rate before and after the birth of the Euro and policy implications
     Applied Economics, 2011, 43, (16), 1965-1977 View citations (8)
180. Examining the Day-of-the-Week Effects in Chinese Stock Markets: New Evidence from a Stochastic Dominance Approach
     Global Economic Review, 2011, 40, (3), 251-267 View citations (5)
181. Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models
     Statistical Papers, 2011, 52, (3), 621-632 View citations (3)
182. Multivariate causality tests with simulation and application
     Statistics & Probability Letters, 2011, 81, (8), 1063-1071 View citations (32)
183. Regime-dependent relationships among the stock markets of the US, Australia and New Zealand: a Markov-switching VAR approach
     Applied Financial Economics, 2011, 21, (24), 1831-1841 View citations (28)
184. Test statistics for prospect and Markowitz stochastic dominances with applications
     Econometrics Journal, 2011, 14, (2), 278-303 View citations (68)
185. The mean-variance ratio test--A complement to the coefficient of variation test and the Sharpe ratio test
     Statistics & Probability Letters, 2011, 81, (8), 1078-1085 View citations (23)
186. Was there Abnormal Trading in the S&P 500 Index Options Prior to the September 11 Attacks?
     Multinational Finance Journal, 2011, 15, (1-2), 1-46 View citations (2)

2010

187. A pseudo-Bayesian model in financial decision making with implications to market volatility, under- and overreaction
     European Journal of Operational Research, 2010, 203, (1), 166-175 View citations (55)
188. Adaptive neural network model for time-series forecasting
     European Journal of Operational Research, 2010, 207, (2), 807-816 View citations (13)
189. Examining Stock Volatility in the Segmented Chinese Stock Markets: A SWARCH Approach
     Global Economic Review, 2010, 39, (3), 225-246 View citations (2)
190. Gains from diversification on convex combinations: A majorization and stochastic dominance approach
     European Journal of Operational Research, 2010, 200, (3), 893-900 View citations (62)
191. Linearity and stationarity of G7 government bond returns
     Economics Bulletin, 2010, 30, (4), 2642-2655 View citations (13)
     See also Working Paper Linearity and stationarity of G7 government bond returns, MPRA Paper (2010) View citations (13) (2010)
192. Market efficiency of oil spot and futures: A mean-variance and stochastic dominance approach
     Energy Economics, 2010, 32, (5), 979-986 View citations (76)
     See also Working Paper Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach, KIER Working Papers (2010) View citations (72) (2010)
193. Multivariate linear and nonlinear causality tests
     Mathematics and Computers in Simulation (MATCOM), 2010, 81, (1), 5-17 View citations (59)
194. New evidence on the relation between return volatility and trading volume
     Journal of Forecasting, 2010, 29, (5), 502-515 View citations (32)
195. Partially connected feedforward neural networks on Apollonian networks
     Physica A: Statistical Mechanics and its Applications, 2010, 389, (22), 5298-5307 View citations (1)
196. Stochastic dominance and risk measure: A decision-theoretic foundation for VaR and C-VaR
     European Journal of Operational Research, 2010, 207, (2), 927-935 View citations (70)
     See also Working Paper Stochastic Dominance and Risk Measure: A Decision-Theoretic Foundation for VaR and C-VaR, Working Papers (2013) View citations (2) (2013)

2009

197. China’s Stock Market Integration with a Leading Power and a Close Neighbor
     JRFM, 2009, 2, (1), 1-37 View citations (10)
198. EFFICIENCY OF THE TAIWAN STOCK MARKET*
     The Japanese Economic Review, 2009, 60, (3), 389-394 View citations (6)
199. GARCH AND VOLUME EFFECTS IN THE AUSTRALIAN STOCK MARKETS
     Annals of Financial Economics (AFE), 2009, 05, (01), 1-20 View citations (8)
200. Lessons learned from Chicago's emergency response to mass evacuations caused by Hurricane Katrina
     American Journal of Public Health, 2009, 99, (8), 1496-1504 View citations (1)
201. Linear and nonlinear causality between changes in consumption and consumer attitudes
     Economics Letters, 2009, 102, (3), 161-164 View citations (49)
202. Mapping the Presidential Election Cycle in US stock markets
     Mathematics and Computers in Simulation (MATCOM), 2009, 79, (11), 3267-3277 View citations (36)
203. Profitability of Technical Analysis in the Singapore Stock Market: before and after the Asian Financial Crisis
     Journal of Economic Integration, 2009, 24, 135-150 View citations (8)

2008

204. Do REITs Outperform Stocks and Fixed-Income Assets? New Evidence from Mean-Variance and Stochastic Dominance Approaches
     JRFM, 2008, 1, (1), 1-40 View citations (9)
205. 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 View citations (4)
206. 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 (33)
207. Policy change and lead-lag relations among China's segmented stock markets
     Journal of Multinational Financial Management, 2008, 18, (3), 276-289 View citations (24)
208. Preferences over location-scale family
     Economic Theory, 2008, 37, (1), 119-146 View citations (99)
209. Prospect and Markowitz stochastic dominance
     Annals of Finance, 2008, 4, (1), 105-129 View citations (30)
     See also Working Paper Prospect and Markowitz Stochastic Dominance, Monash Economics Working Papers (2005) (2005)
210. Stochastic dominance analysis of Asian hedge funds
     Pacific-Basin Finance Journal, 2008, 16, (3), 204-223 View citations (88)
211. Stochastic dominance and behavior towards risk: The market for Internet stocks
     Journal of Economic Behavior & Organization, 2008, 68, (1), 194-208 View citations (79)
212. The determinants of customer interactions with internet-enabled e-banking services
     Journal of the Operational Research Society, 2008, 59, (9), 1201-1210 View citations (24)
213. The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions
     Mathematics and Computers in Simulation (MATCOM), 2008, 79, (1), 30-48 View citations (32)
214. Three-factor profile analysis with GARCH innovations
     Mathematics and Computers in Simulation (MATCOM), 2008, 77, (1), 1-8 View citations (3)
215. Volatility switching and regime interdependence between information technology stocks 1995-2005
     Global Finance Journal, 2008, 19, (2), 139-156 View citations (24)

2007

216. Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model
     Economics Bulletin, 2007, 6, (27), 1-7 View citations (13)
217. Optimisation of fault-tolerant fabric-cutting schedules using genetic algorithms and fuzzy set theory
     European Journal of Operational Research, 2007, 177, (3), 1876-1893 View citations (3)
218. Profitability of intraday and interday momentum strategies
     Applied Economics Letters, 2007, 14, (15), 1103-1108 View citations (19)
219. Revisiting calendar anomalies in Asian stock markets using a stochastic dominance approach
     Journal of Multinational Financial Management, 2007, 17, (2), 125-141 View citations (58)
     See also Working Paper Revisiting Calender Anomolies in Asian Stock Markets Using a Stochastic Dominance Approach, Monash Economics Working Papers (2005) View citations (1) (2005)
220. Stochastic Dominance Analysis of iShares
     The European Journal of Finance, 2007, 13, (1), 89-101 View citations (81)
     See also Working Paper Stochastic Dominance Analysis of iShares, Finance Working Papers (2007) View citations (80) (2007)
221. 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 (119)
     See also Working Paper Stochastic Dominance and Mean-Variance Measures of Profit and Loss for Business Planning and Investment, Finance Working Papers (2007) View citations (121) (2007)

2006

222. 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 View citations (12)
223. Elasticity of risk aversion and international trade
     Economics Letters, 2006, 92, (1), 126-130 View citations (58)
     See also Working Paper Elasticity of risk aversion and international trade, Monash Economics Working Papers (2005) View citations (3) (2005)
224. THE STOCHASTIC COMPONENT OF REALIZED VOLATILITY
     Annals of Financial Economics (AFE), 2006, 02, (01), 1-34
225. The Disappearing Calendar Anomalies in the Singapore Stock Market
     Lahore Journal of Economics, 2006, 11, (2), 123-139 View citations (20)

2005

226. Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan
     Review of Applied Economics, 2005, 01, (2), 23 View citations (8)
     See also Working Paper Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan, Finance Working Papers (2005) View citations (8) (2005)
227. Estimating parameters in autoregressive models with asymmetric innovations
     Statistics & Probability Letters, 2005, 71, (1), 61-70 View citations (36)
228. International momentum strategies: a stochastic dominance approach
     Journal of Financial Markets, 2005, 8, (1), 89-109 View citations (104)

2004

229. On the estimation of cost of capital and its reliability
     Quantitative Finance, 2004, 4, (3), 365-372 View citations (36)

2003

230. How rewarding is technical analysis? Evidence from Singapore stock market
     Applied Financial Economics, 2003, 13, (7), 543-551 View citations (72)
231. R-charts for the exponential, Laplace and logistic processes
     Statistical Papers, 2003, 44, (4), 535-554

2001

232. Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets?
     Multinational Finance Journal, 2001, 5, (1), 59-86 View citations (8)
233. Contagion or Inductance? Crisis 1997 Reconsidered
     The Japanese Economic Review, 2001, 52, (4), 372-381 View citations (17)
234. Efficiencies of Rounded Optimal Approximate Designs for Small Samples
     Statistica Neerlandica, 2001, 55, (3), 301-318 View citations (5)

2000

235. Time Series Models in Non‐Normal Situations: Symmetric Innovations
     Journal of Time Series Analysis, 2000, 21, (5), 571-596 View citations (13)

1999

236. A note on convex stochastic dominance
     Economics Letters, 1999, 62, (3), 293-300 View citations (87)
237. Measuring international competitiveness: experience from East Asia
     Applied Economics, 1999, 31, (11), 1383-1391 View citations (13)

1997

238. Government Policies and Private Housing Prices in Singapore
     Urban Studies, 1997, 34, (11), 1819-1829 View citations (29)
239. 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 (86)

1996

240. Singapore's experience with car quotas: Issues and policy processes
     Transport Policy, 1996, 3, (4), 145-153 View citations (29)

1995

241. Moment condition failure in high frequency financial data: evidence from the S&P 500
     Applied Economics Letters, 1995, 2, (8), 288-290 View citations (8)

1990

242. Repeated Time Series Analysis of ARIMA-Noise Models
     Journal of Business & Economic Statistics, 1990, 8, (2), 243-50 View citations (32)

Chapters

2011

1. A Markov Regime-Switching Model of Stock Return Volatility: Evidence from Chinese Markets
   Palgrave Macmillan View citations (2)

2006

2. Do Winners Perform Better Than Losers? A Stochastic Dominance Approach
   Chapter 10 in Advances In Quantitative Analysis Of Finance And Accounting, 2006, pp 219-254 View citations (19)