Details about Woon K. Wong

Access statistics for papers by Woon K. Wong.

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

Short-id: pwo98

Working Papers

2018

1. TThe Discount Rate Debate and Its Implications for Defined Benefit Pensions
   Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section View citations (3)
   Also in Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2018) View citations (3)

2016

2. A GMM Skewness and Kurtosis Ratio Test for Higher Moment Dependence
   Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section
3. Liquidity and Credit Risks in the UK s Financial Crisis: How Quantitative Easing changed the relationship
   Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section

2011

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

2008

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

Journal Articles

2009

1. Are magnet effects caused by uninformed traders? Evidence from Taiwan Stock Exchange
   Pacific-Basin Finance Journal, 2009, 17, (1), 28-40 View citations (14)
2. Backtesting the tail risk of VaR in holding US dollar
   Applied Financial Economics, 2009, 19, (4), 327-337
3. Can price limits help when the price is falling? Evidence from transactions data on the Shanghai Stock Exchange
   China Economic Review, 2009, 20, (1), 91-102 View citations (25)
4. Informed trading and liquidity in the Shanghai Stock Exchange
   International Review of Financial Analysis, 2009, 18, (1-2), 66-73 View citations (8)
5. Market imperfections and the information content of implied and realized volatility
   Pacific-Basin Finance Journal, 2009, 17, (1), 58-79 View citations (4)

2008

6. Backtesting trading risk of commercial banks using expected shortfall
   Journal of Banking & Finance, 2008, 32, (7), 1404-1415 View citations (38)

1999

7. LIFFE cycles: intraday evidence from the FTSE-100 Stock Index futures market
   The European Journal of Finance, 1999, 5, (2), 123-139 View citations (4)

1997

8. 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)

1995

9. Nonlinear Dynamics in Real-Time Equity Market Indices: Evidence from the United Kingdom
   Economic Journal, 1995, 105, (431), 864-80 View citations (61)