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Details about Wing-Keung Wong

E-mail:
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 2019-05-06. Update your information in the RePEc Author Service.

Short-id: pwo79


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Working Papers

2019

  1. 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 Downloads
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018) Downloads
  2. 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 Downloads
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018) Downloads View citations (2)

    See also Journal Article in Sustainability (2018)
  3. 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 Downloads
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018) Downloads

2018

  1. Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (4)
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2018) Downloads View citations (3)
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2018) Downloads View citations (2)

    See also Journal Article in Journal of Risk and Financial Management (2018)
  2. Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2018) Downloads View citations (1)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2018) Downloads View citations (1)
  3. Do both demand-following and supply-leading theories hold true in developing countries?
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2019)
  4. Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in Sustainability (2019)
  5. Financial Credit Risk and Core Enterprise Supply Chains
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  6. Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector
    Working Papers, University of Pretoria, Department of Economics
  7. Management Information, Decision Sciences, and Financial Economics: A Connection
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (12)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018) Downloads View citations (10)
  8. Point and Density Forecasts of Oil Returns: The Role of Geopolitical Risks
    Working Papers, University of Pretoria, Department of Economics View citations (1)
  9. 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 Downloads
  10. The seasonality of gold prices in China: Does the risk-aversion level matter?
    Post-Print, HAL
  11. Time Diversification: Perspectives from the Economic Index of Riskiness
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Annals of Financial Economics (AFE) (2018)
  12. Why did Warrant Markets Close in China but not Taiwan?
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2018) Downloads

2017

  1. A New Nonlinearity Test to Circumvent the Limitation of Volterra Expansion with Application
    MPRA Paper, University Library of Munich, Germany Downloads View citations (5)
    Also in MPRA Paper, University Library of Munich, Germany (2016) Downloads
  2. A Principal Component Approach to Measuring Investor Sentiment in Hong Kong
    MPRA Paper, University Library of Munich, Germany Downloads View citations (8)
    See also Journal Article in Journal of Management Sciences (2017)
  3. 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 Downloads View citations (3)
  4. Farinelli and Tibiletti ratio and Stochastic Dominance
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  5. Higher-Order Risk Measure and (Higher-Order) Stochastic Dominance
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  6. Income and Consumption Inequality in the Philippines: A Stochastic Dominance Analysis of Household Unit Records
    ADBI Working Papers, Asian Development Bank Institute Downloads
  7. Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis
    MPRA Paper, University Library of Munich, Germany Downloads
  8. Is Wine a Good Choice for Investment?
    Working Papers, University of Pretoria, Department of Economics View citations (3)
    See also Journal Article in Pacific-Basin Finance Journal (2018)
  9. 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
  10. 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 Downloads
  11. Specification Testing of Production in a Stochastic Frontier Model
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2017) Downloads
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2017) Downloads

    See also Journal Article in Sustainability (2018)
  12. The Two-Moment Decision Model with Additive Risks
    MPRA Paper, University Library of Munich, Germany Downloads View citations (12)
  13. The impacts of joint energy and output prices uncertainties in a mean-variance framework
    MPRA Paper, University Library of Munich, Germany Downloads View citations (9)
  14. The seasonality of Gold Prices in China: Evidence from Shanhai Gold Exchange
    Post-Print, HAL
  15. Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets
    MPRA Paper, University Library of Munich, Germany Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2016) Downloads View citations (22)

    See also Journal Article in Economic Inquiry (2016)
  16. Theory and Application of an Economic Performance Measure of Risk
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads View citations (3)
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2017) Downloads View citations (9)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2017) Downloads View citations (3)

    See also Journal Article in International Review of Economics & Finance (2018)

2016

  1. A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction During Financial Crises
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016) Downloads

    See also Journal Article in The North American Journal of Economics and Finance (2017)
  2. A General Optimal Investment Model in the Presence of Background Risk
    MPRA Paper, University Library of Munich, Germany Downloads View citations (16)
    See also Journal Article in Annals of Financial Economics (AFE) (2016)
  3. A stochastic-dominance approach to determining the optimal home-size purchase: The case of Hong Kong
    MPRA Paper, University Library of Munich, Germany Downloads
  4. Arbitrage Opportunities, Efficiency, and the Role of Risk Preferences in the Hong Kong Property Market
    MPRA Paper, University Library of Munich, Germany Downloads View citations (6)
    See also Journal Article in Studies in Economics and Finance (2016)
  5. 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 (7)
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2018)
  6. First Stochastic Dominance and Risk Measurement
    MPRA Paper, University Library of Munich, Germany Downloads View citations (5)
  7. Making Markowitz's Portfolio Optimization Theory Practically Useful
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  8. Management Science, Economics and Finance: A Connection
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (11)
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2016) Downloads View citations (10)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016) Downloads View citations (1)
  9. Multivariate Stochastic Dominance for Risk Averters and Risk Seekers
    MPRA Paper, University Library of Munich, Germany Downloads View citations (28)
  10. 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 Downloads View citations (11)
  11. 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 Downloads View citations (12)
  12. Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (13)
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2016) Downloads View citations (2)
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2016) Downloads View citations (4)
  13. Stochastic Dominance and Investors’ Behavior towards Risk: The Hong Kong Stocks and Futures Markets
    MPRA Paper, University Library of Munich, Germany Downloads
  14. Stock Market Liberalizations and Efficiency: The Case of Latin America
    MPRA Paper, University Library of Munich, Germany Downloads

2015

  1. Behavioural, Financial, and Health & Medical Economics: A Connection
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2015) Downloads
  2. Cointegration and Causality among the Onshore and Offshore Markets for China's Currency
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
    See also Journal Article in Journal of Asian Economics (2015)
  3. Could the global financial crisis improve the performance of the G7 stocks markets?
    MPRA Paper, University Library of Munich, Germany Downloads View citations (11)
    See also Journal Article in Applied Economics (2016)
  4. Good Approximation of Exponential Utility Function for Optimal Futures Hedging
    MPRA Paper, University Library of Munich, Germany Downloads
  5. High dimensional Global Minimum Variance Portfolio
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  6. Informatics, Data Mining, Econometrics and Financial Economics: A Connection
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (15)
  7. Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange
    Post-Print, HAL View citations (4)
    See also Journal Article in Economic Modelling (2015)
  8. Is gold good for portfolio diversification? A stochastic dominance analysis of the Paris stock exchange
    Post-Print, HAL
    Also in Working Papers, Association Française de Cliométrie (AFC) (2013) Downloads View citations (5)

    See also Journal Article in International Review of Financial Analysis (2015)

2014

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

2013

  1. A Note on Almost Stochastic Dominance
    MPRA Paper, University Library of Munich, Germany Downloads View citations (16)
    See also Journal Article in Economics Letters (2013)
  2. Almost Stochastic Dominance and Moments
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    Also in MPRA Paper, University Library of Munich, Germany (2013) Downloads
  3. An analysis of portfolio selection with multiplicative background risk
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  4. Banking Firm and Two-Moment Decision Making
    MPRA Paper, University Library of Munich, Germany Downloads
  5. 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 Downloads
  6. Input Demand under Joint Energy and Output Prices Uncertainties
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Asia-Pacific Journal of Operational Research (APJOR) (2017)
  7. Make Almost Stochastic Dominance really Almost
    MPRA Paper, University Library of Munich, Germany Downloads
  8. Moment Conditions for Almost Stochastic Dominance
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in Economics Letters (2014)
  9. Optimal Output for the Regret-Averse Competitive Firm Under Price Uncertainty
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in Eurasian Economic Review (2015)
  10. Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads
    Also in Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2013) Downloads
    KIER Working Papers, Kyoto University, Institute of Economic Research (2013) Downloads View citations (2)
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2013) Downloads

    See also Journal Article in The Japanese Economic Review (2016)
  11. 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 Downloads
    Also in Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2013) Downloads View citations (2)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2013) Downloads View citations (3)
  12. Robust Estimation and Forecasting of the Capital Asset Pricing Model
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (6)
    Also in Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010) Downloads View citations (3)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2010) Downloads
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2012) Downloads
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010) Downloads
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010) Downloads

    See also Journal Article in Annals of Financial Economics (AFE) (2013)
  13. 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 Downloads View citations (1)
    See also Journal Article in European Journal of Operational Research (2010)
  14. The best estimation for high-dimensional Markowitz mean-variance optimization
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  15. Two-moment decision model for location-scale family with background asset
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

2012

  1. A New Pseudo-Bayesian Model of Investors' Behavior in Financial Crises
    MPRA Paper, University Library of Munich, Germany Downloads
  2. 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 Downloads View citations (2)
    Also in Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2012) Downloads View citations (2)
  3. New Non-Linearity Test to Circumvent the Limitation of Volterra Expansion
    MPRA Paper, University Library of Munich, Germany Downloads
  4. On the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors
    MPRA Paper, University Library of Munich, Germany Downloads View citations (8)
  5. 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 Downloads 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) Downloads View citations (1)

    See also Journal Article in Quantitative Finance (2015)

2011

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

2010

  1. A Trinomial Test for Paired Data When There are Many Ties
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    Also in Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010) Downloads
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010) Downloads
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009) Downloads
    KIER Working Papers, Kyoto University, Institute of Economic Research (2010) Downloads

    See also Journal Article in Mathematics and Computers in Simulation (MATCOM) (2011)
  2. Linearity and stationarity of G7 government bond returns
    MPRA Paper, University Library of Munich, Germany Downloads View citations (7)
    See also Journal Article in Economics Bulletin (2010)
  3. Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance Downloads View citations (59)
    Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2010) Downloads View citations (41)

    See also Journal Article in Energy Economics (2010)
  4. 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 Downloads View citations (21)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010) Downloads View citations (24)
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2010) Downloads View citations (21)
  5. Prospect theory and hedging risks
    Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics Downloads View citations (1)

2009

  1. 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 Downloads

2007

  1. School Systems and Efficiency and Equity of Education
    Departmental Working Papers, National University of Singapore, Department of Economics Downloads View citations (1)
  2. Stochastic Dominance Analysis of iShares
    Finance Working Papers, East Asian Bureau of Economic Research Downloads View citations (69)
    Also in SCAPE Policy Research Working Paper Series, National University of Singapore, Department of Economics, SCAPE (2007) Downloads View citations (72)

    See also Journal Article in The European Journal of Finance (2007)
  3. Stochastic Dominance and Mean-Variance Measures of Profit and Loss for Business Planning and Investment
    Finance Working Papers, East Asian Bureau of Economic Research Downloads View citations (78)
    Also in SCAPE Policy Research Working Paper Series, National University of Singapore, Department of Economics, SCAPE (2007) Downloads View citations (95)

    See also Journal Article in European Journal of Operational Research (2007)

2006

  1. 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 Downloads View citations (1)
  2. Links between the Indian, U.S. and Chinese Stock Markets
    Departmental Working Papers, National University of Singapore, Department of Economics Downloads View citations (4)
  3. 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 View citations (7)

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 View citations (7)
    Also in Finance Working Papers, East Asian Bureau of Economic Research (2005) Downloads View citations (6)

    See also Journal Article in Review of Applied Economics (2005)
  2. Elasticity of risk aversion and international trade
    Departmental Working Papers, National University of Singapore, Department of Economics Downloads View citations (4)
    Also in Monash Economics Working Papers, Monash University, Department of Economics (2005) Downloads View citations (2)

    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 (19)
  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 View citations (11)
  6. Prospect and Markowitz Stochastic Dominance
    Monash Economics Working Papers, Monash University, Department of Economics Downloads
    Also in Departmental Working Papers, National University of Singapore, Department of Economics (2005) Downloads

    See also Journal Article in Annals of Finance (2008)
  7. Revisiting Calender Anomolies in Asian Stock Markets Using a Stochastic Dominance Approach
    Monash Economics Working Papers, Monash University, Department of Economics Downloads View citations (1)
    See also Journal Article in Journal of Multinational Financial Management (2007)
  8. Robust Estimation of Multiple Regression Model with Non-normal Error: Symmetric Distribution
    Monash Economics Working Papers, Monash University, Department of Economics Downloads
  9. 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 (9)
    See also Journal Article in Statistics & Probability Letters (2005)
  2. On the Estimation of Cost of Capital and its Reliability
    Departmental Working Papers, National University of Singapore, Department of Economics Downloads View citations (32)
    See also Journal Article in Quantitative Finance (2004)

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 (1)
    See also Journal Article in Multinational Finance Journal (2001)
  2. How Rewarding Is Technical Analysis? Evidence From Singapore Stock Market
    Departmental Working Papers, National University of Singapore, Department of Economics Downloads View citations (2)
    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 (2)

Journal Articles

2019

  1. Determining Distribution for the Product of Random Variables by Using Copulas
    Risks, 2019, 7, (1), 1-20 Downloads
  2. Determining Distribution for the Quotients of Dependent and Independent Random Variables by Using Copulas
    Journal of Risk and Financial Management, 2019, 12, (1), 1-27 Downloads
  3. 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 Downloads
    See also Working Paper (2018)
  4. Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests
    Sustainability, 2019, 11, (2), 1-15 Downloads
    See also Working Paper (2018)
  5. The Impact of Market Condition and Policy Change on the Sustainability of Intra-Industry Information Diffusion in China
    Sustainability, 2019, 11, (4), 1-20 Downloads
  6. 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 Downloads

2018

  1. Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections
    Journal of Risk and Financial Management, 2018, 11, (1), 1-29 Downloads
    See also Working Paper (2018)
  2. 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 Downloads
  3. 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 Downloads View citations (1)
    See also Working Paper (2016)
  4. Confucius and Herding Behaviour in the Stock Markets in China and Taiwan
    Sustainability, 2018, 10, (12), 1-16 Downloads View citations (1)
  5. Diversification versus optimality: is there really a diversification puzzle?
    Applied Economics, 2018, 50, (43), 4671-4693 Downloads View citations (2)
  6. Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains
    Sustainability, 2018, 10, (10), 1-17 Downloads View citations (2)
    See also Working Paper (2019)
  7. Is wine a good choice for investment?
    Pacific-Basin Finance Journal, 2018, 51, (C), 171-183 Downloads View citations (3)
    See also Working Paper (2017)
  8. Maslow Portfolio Selection for Individuals with Low Financial Sustainability
    Sustainability, 2018, 10, (4), 1-11 Downloads View citations (4)
  9. Organizational Climate and Work Style: The Missing Links for Sustainability of Leadership and Satisfied Employees
    Sustainability, 2018, 11, (1), 1-17 Downloads
  10. Specification Testing of Production in a Stochastic Frontier Model
    Sustainability, 2018, 10, (9), 1-10 Downloads
    See also Working Paper (2017)
  11. TIME DIVERSIFICATION: PERSPECTIVES FROM THE ECONOMIC INDEX OF RISKINESS
    Annals of Financial Economics (AFE), 2018, 13, (03), 1-15 Downloads View citations (1)
    See also Working Paper (2018)
  12. The Effects of Health Status on Life Insurance Holdings in 16 European Countries
    Sustainability, 2018, 10, (10), 1-30 Downloads View citations (2)
  13. Theory and application of an economic performance measure of risk
    International Review of Economics & Finance, 2018, 56, (C), 383-396 Downloads View citations (2)
    See also Working Paper (2017)
  14. Top purchase intention priorities of Vietnamese low cost carrier passengers: expectations and satisfaction
    Eurasian Business Review, 2018, 8, (4), 371-389 Downloads View citations (1)
  15. Why Are Warrant Markets Sustained in Taiwan but Not in China?
    Sustainability, 2018, 10, (10), 1-17 Downloads View citations (1)
  16. e-Purchase Intention of Taiwanese Consumers: Sustainable Mediation of Perceived Usefulness and Perceived Ease of Use
    Sustainability, 2018, 10, (1), 1-17 Downloads View citations (4)

2017

  1. 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 Downloads View citations (11)
    See also Working Paper (2016)
  2. A Principal Component Approach to Measuring Investor Sentiment in Hong Kong
    Journal of Management Sciences, 2017, 4, (2), 237-247 Downloads View citations (4)
    See also Working Paper (2017)
  3. Input Demand Under Joint Energy and Output Prices Uncertainties
    Asia-Pacific Journal of Operational Research (APJOR), 2017, 34, (04), 1-12 Downloads View citations (11)
    See also Working Paper (2013)
  4. Optimal designs for active controlled dose-finding trials with efficacy-toxicity outcomes
    Biometrika, 2017, 104, (4), 1003-1010 Downloads View citations (1)
  5. Optimal diversification, stochastic dominance, and sampling error
    American Journal of Business, 2017, 32, (1), 58-79 Downloads View citations (3)
  6. Stochastic Dominance and Omega Ratio: Measures to Examine Market Efficiency, Arbitrage Opportunity, and Anomaly
    Economies, 2017, 5, (4), 1-16 Downloads View citations (16)
  7. Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency
    European Journal of Operational Research, 2017, 261, (2), 666-678 Downloads View citations (2)

2016

  1. A GENERAL OPTIMAL INVESTMENT MODEL IN THE PRESENCE OF BACKGROUND RISK
    Annals of Financial Economics (AFE), 2016, 11, (01), 1-8 Downloads View citations (14)
    See also Working Paper (2016)
  2. Almost stochastic dominance for risk averters and risk seeker
    Finance Research Letters, 2016, 19, (C), 15-21 Downloads View citations (11)
  3. 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 Downloads View citations (6)
    See also Working Paper (2016)
  4. Could the global financial crisis improve the performance of the G7 stocks markets?
    Applied Economics, 2016, 48, (12), 1066-1080 Downloads View citations (1)
    See also Working Paper (2015)
  5. Disaggregated Energy Consumption and Sectoral Outputs in Thailand: ARDL Bound Testing Approach
    Journal of Management Sciences, 2016, 3, (1), 39-51 Downloads View citations (3)
  6. Profiteering from the Dot-Com Bubble, Subprime Crisis and Asian Financial Crisis
    The Japanese Economic Review, 2016, 67, (3), 257-279 Downloads View citations (8)
    See also Working Paper (2013)
  7. THEORIES OF RISK: TESTING INVESTOR BEHAVIOR ON THE TAIWAN STOCK AND STOCK INDEX FUTURES MARKETS
    Economic Inquiry, 2016, 54, (2), 907-924 Downloads View citations (18)
    See also Working Paper (2017)

2015

  1. Cointegration and causality among the onshore and offshore markets for China's currency
    Journal of Asian Economics, 2015, 41, (C), 20-38 Downloads View citations (3)
    See also Working Paper (2015)
  2. 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 Downloads View citations (41)
    See also Working Paper (2015)
  3. 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 Downloads View citations (18)
    See also Working Paper (2015)
  4. Optimal output for the regret-averse competitive firm under price uncertainty
    Eurasian Economic Review, 2015, 5, (2), 279-295 Downloads View citations (7)
    See also Working Paper (2013)
  5. 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 Downloads View citations (20)
  6. Production and hedging decisions under regret aversion
    Economic Modelling, 2015, 51, (C), 153-158 Downloads View citations (12)
  7. 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 Downloads View citations (39)
    See also Working Paper (2012)
  8. The banking firm and risk taking in a two-moment decision model
    Economic Modelling, 2015, 50, (C), 275-280 Downloads View citations (20)
  9. 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 Downloads View citations (20)

2014

  1. Intelligent multi-objective decision-making model with RFID technology for production planning
    International Journal of Production Economics, 2014, 147, (PC), 647-658 Downloads View citations (5)
  2. International Diversification Versus Domestic Diversification: Mean-Variance Portfolio Optimization and Stochastic Dominance Approaches
    Journal of Risk and Financial Management, 2014, 7, (2), 1-22 Downloads View citations (15)
  3. Investors’ preference towards risk: evidence from the Taiwan stock and stock index futures markets
    Accounting and Finance, 2014, 54, (1), 251-274 Downloads View citations (19)
  4. Key determinants of sustainable smartcard payment
    Journal of Retailing and Consumer Services, 2014, 21, (3), 306-313 Downloads View citations (4)
  5. Moment conditions for Almost Stochastic Dominance
    Economics Letters, 2014, 124, (2), 163-167 Downloads View citations (20)
    See also Working Paper (2013)

2013

  1. A note on almost stochastic dominance
    Economics Letters, 2013, 121, (2), 252-256 Downloads View citations (26)
    See also Working Paper (2013)
  2. How much have electricity shortages hampered China's GDP growth?
    Energy Policy, 2013, 55, (C), 369-373 Downloads View citations (15)
  3. Market overreaction and underreaction: tests of the directional and magnitude effects
    Applied Financial Economics, 2013, 23, (18), 1469-1482 Downloads View citations (13)
  4. ROBUST ESTIMATION AND FORECASTING OF THE CAPITAL ASSET PRICING MODEL
    Annals of Financial Economics (AFE), 2013, 08, (02), 1-18 Downloads View citations (6)
    See also Working Paper (2013)
  5. Stochastic dominance analysis of CTA funds
    Review of Quantitative Finance and Accounting, 2013, 40, (1), 155-170 Downloads View citations (3)
  6. Stochastic dominance relationships between stock and stock index futures markets: International evidence
    Economic Modelling, 2013, 33, (C), 552-559 Downloads View citations (18)
  7. 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 Downloads View citations (22)

2012

  1. 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 Downloads View citations (26)
  2. Are Sectoral Outputs in Pakistan Led by Energy Consumption?
    Economics Bulletin, 2012, 32, (3), 2326-2331 Downloads View citations (10)
  3. 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 Downloads View citations (46)
  4. 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 Downloads
  5. Intelligent product cross-selling system with radio frequency identification technology for retailing
    International Journal of Production Economics, 2012, 135, (1), 308-319 Downloads View citations (8)
  6. Managing a scarce resource in a growing Asian economy: Water usage in Hong Kong
    Journal of Asian Economics, 2012, 23, (4), 374-382 Downloads
  7. Prospect Performance Evaluation: Making a Case for a Non-asymptotic UMPU Test
    Journal of Financial Econometrics, 2012, 10, (4), 703-732 Downloads View citations (26)
  8. STOCHASTIC DOMINANCE AND BEHAVIOR TOWARDS RISK: THE MARKET FOR ISHARES
    Annals of Financial Economics (AFE), 2012, 07, (01), 1-20 Downloads View citations (8)

2011

  1. A Pseudo-Bayesian Model for Stock Returns In Financial Crises
    Journal of Risk and Financial Management, 2011, 4, (1), 1-31 Downloads View citations (2)
  2. A gravity analysis of international stock market linkages
    Applied Economics Letters, 2011, 18, (14), 1315-1319 Downloads View citations (1)
  3. A trinomial test for paired data when there are many ties
    Mathematics and Computers in Simulation (MATCOM), 2011, 81, (6), 1153-1160 Downloads View citations (8)
    See also Working Paper (2010)
  4. Do investors like to diversify? A study of Markowitz preferences
    European Journal of Operational Research, 2011, 215, (1), 188-193 Downloads View citations (44)
  5. 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 Downloads View citations (5)
  6. 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 Downloads View citations (3)
  7. Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models
    Statistical Papers, 2011, 52, (3), 621-632 Downloads View citations (3)
  8. Multivariate causality tests with simulation and application
    Statistics & Probability Letters, 2011, 81, (8), 1063-1071 Downloads View citations (18)
  9. 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 Downloads View citations (8)
  10. Test statistics for prospect and Markowitz stochastic dominances with applications
    Econometrics Journal, 2011, 14, (2), 278-303 View citations (53)
  11. 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 Downloads View citations (15)
  12. 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 Downloads

2010

  1. 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 Downloads View citations (35)
  2. Adaptive neural network model for time-series forecasting
    European Journal of Operational Research, 2010, 207, (2), 807-816 Downloads View citations (7)
  3. Examining Stock Volatility in the Segmented Chinese Stock Markets: A SWARCH Approach
    Global Economic Review, 2010, 39, (3), 225-246 Downloads
  4. Gains from diversification on convex combinations: A majorization and stochastic dominance approach
    European Journal of Operational Research, 2010, 200, (3), 893-900 Downloads View citations (46)
  5. Linearity and stationarity of G7 government bond returns
    Economics Bulletin, 2010, 30, (4), 2642-2655 Downloads View citations (7)
    See also Working Paper (2010)
  6. Market efficiency of oil spot and futures: A mean-variance and stochastic dominance approach
    Energy Economics, 2010, 32, (5), 979-986 Downloads View citations (56)
    See also Working Paper (2010)
  7. Multivariate linear and nonlinear causality tests
    Mathematics and Computers in Simulation (MATCOM), 2010, 81, (1), 5-17 Downloads View citations (28)
  8. New evidence on the relation between return volatility and trading volume
    Journal of Forecasting, 2010, 29, (5), 502-515 Downloads View citations (14)
  9. Partially connected feedforward neural networks on Apollonian networks
    Physica A: Statistical Mechanics and its Applications, 2010, 389, (22), 5298-5307 Downloads
  10. Stochastic dominance and risk measure: A decision-theoretic foundation for VaR and C-VaR
    European Journal of Operational Research, 2010, 207, (2), 927-935 Downloads View citations (48)
    See also Working Paper (2013)

2009

  1. China’s Stock Market Integration with a Leading Power and a Close Neighbor
    Journal of Risk and Financial Management, 2009, 2, (1), 1-37 Downloads View citations (7)
  2. EFFICIENCY OF THE TAIWAN STOCK MARKET
    The Japanese Economic Review, 2009, 60, (3), 389-394 Downloads View citations (6)
  3. GARCH AND VOLUME EFFECTS IN THE AUSTRALIAN STOCK MARKETS
    Annals of Financial Economics (AFE), 2009, 05, (01), 1-20 Downloads View citations (3)
  4. Lessons learned from Chicago's emergency response to mass evacuations caused by Hurricane Katrina
    American Journal of Public Health, 2009, 99, (8), 1496-1504 Downloads View citations (1)
  5. Linear and nonlinear causality between changes in consumption and consumer attitudes
    Economics Letters, 2009, 102, (3), 161-164 Downloads View citations (32)
  6. Mapping the Presidential Election Cycle in US stock markets
    Mathematics and Computers in Simulation (MATCOM), 2009, 79, (11), 3267-3277 Downloads View citations (24)
  7. 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 (4)

2008

  1. Do REITs Outperform Stocks and Fixed-Income Assets? New Evidence from Mean-Variance and Stochastic Dominance Approaches
    Journal of Risk and Financial Management, 2008, 1, (1), 1-40 Downloads View citations (4)
  2. 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 Downloads View citations (1)
  3. 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 Downloads View citations (23)
  4. Policy change and lead-lag relations among China's segmented stock markets
    Journal of Multinational Financial Management, 2008, 18, (3), 276-289 Downloads View citations (20)
  5. Preferences over location-scale family
    Economic Theory, 2008, 37, (1), 119-146 Downloads View citations (55)
  6. Prospect and Markowitz stochastic dominance
    Annals of Finance, 2008, 4, (1), 105-129 Downloads View citations (8)
    See also Working Paper (2005)
  7. Stochastic dominance analysis of Asian hedge funds
    Pacific-Basin Finance Journal, 2008, 16, (3), 204-223 Downloads View citations (67)
  8. Stochastic dominance and behavior towards risk: The market for Internet stocks
    Journal of Economic Behavior & Organization, 2008, 68, (1), 194-208 Downloads View citations (64)
  9. The determinants of customer interactions with internet-enabled e-banking services
    Journal of the Operational Research Society, 2008, 59, (9), 1201-1210 Downloads View citations (14)
  10. 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 Downloads View citations (21)
  11. Three-factor profile analysis with GARCH innovations
    Mathematics and Computers in Simulation (MATCOM), 2008, 77, (1), 1-8 Downloads View citations (2)
  12. Volatility switching and regime interdependence between information technology stocks 1995-2005
    Global Finance Journal, 2008, 19, (2), 139-156 Downloads View citations (18)

2007

  1. Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model
    Economics Bulletin, 2007, 6, (27), 1-7 Downloads View citations (8)
  2. 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 View citations (3)
  3. Profitability of intraday and interday momentum strategies
    Applied Economics Letters, 2007, 14, (15), 1103-1108 Downloads View citations (14)
  4. 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 (40)
    See also Working Paper (2005)
  5. Stochastic Dominance Analysis of iShares
    The European Journal of Finance, 2007, 13, (1), 89-101 Downloads View citations (70)
    See also Working Paper (2007)
  6. 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 (78)
    See also Working Paper (2007)

2006

  1. 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 Downloads View citations (5)
  2. Elasticity of risk aversion and international trade
    Economics Letters, 2006, 92, (1), 126-130 Downloads View citations (42)
    See also Working Paper (2005)
  3. THE STOCHASTIC COMPONENT OF REALIZED VOLATILITY
    Annals of Financial Economics (AFE), 2006, 02, (01), 1-34 Downloads
  4. The Disappearing Calendar Anomalies in the Singapore Stock Market
    Lahore Journal of Economics, 2006, 11, (2), 123-139 Downloads View citations (11)

2005

  1. 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 Downloads View citations (6)
    See also Working Paper (2005)
  2. Estimating parameters in autoregressive models with asymmetric innovations
    Statistics & Probability Letters, 2005, 71, (1), 61-70 Downloads View citations (29)
    See also Working Paper (2004)
  3. International momentum strategies: a stochastic dominance approach
    Journal of Financial Markets, 2005, 8, (1), 89-109 Downloads View citations (75)

2004

  1. On the estimation of cost of capital and its reliability
    Quantitative Finance, 2004, 4, (3), 365-372 Downloads View citations (32)
    See also Working Paper (2004)

2003

  1. How rewarding is technical analysis? Evidence from Singapore stock market
    Applied Financial Economics, 2003, 13, (7), 543-551 Downloads View citations (41)
    See also Working Paper (2002)
  2. R-charts for the exponential, Laplace and logistic processes
    Statistical Papers, 2003, 44, (4), 535-554 Downloads

2001

  1. 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 Downloads View citations (7)
    See also Working Paper (2002)
  2. Contagion or Inductance? Crisis 1997 Reconsidered
    The Japanese Economic Review, 2001, 52, (4), 372-381 Downloads View citations (10)

2000

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

1999

  1. A note on convex stochastic dominance
    Economics Letters, 1999, 62, (3), 293-300 Downloads View citations (84)
  2. Measuring international competitiveness: experience from East Asia
    Applied Economics, 1999, 31, (11), 1383-1391 Downloads View citations (13)

1997

  1. Government Policies and Private Housing Prices in Singapore
    Urban Studies, 1997, 34, (11), 1819-1829 Downloads View citations (13)
  2. 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 (80)

1996

  1. Singapore's experience with car quotas: Issues and policy processes
    Transport Policy, 1996, 3, (4), 145-153 Downloads View citations (22)

1995

  1. Moment condition failure in high frequency financial data: evidence from the S&P 500
    Applied Economics Letters, 1995, 2, (8), 288-290 Downloads View citations (4)

1990

  1. Repeated Time Series Analysis of ARIMA-Noise Models
    Journal of Business & Economic Statistics, 1990, 8, (2), 243-50 View citations (7)

Books

2014

  1. Technical Analysis and Financial Asset Forecasting:From Simple Tools to Advanced Techniques
    World Scientific Books, World Scientific Publishing Co. Pte. Ltd. Downloads View citations (4)

Chapters

2006

  1. 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 Downloads
 
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