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  1. Secure event-triggered control of discrete-time markovian jump systems under deception attacks: a case study on DC motor devices

    Article • Neural Networks, April 2026, Elsevier

    Chair Professor Wing-Keung Wong

  2. Tractable Simulation and Estimation of Climate-Linked Financial Variables using Extended OU Processes

    Article • Annals of Financial Economics, February 2026, World Scientific Pub Co Pte Lt

    Chair Professor Wing-Keung Wong

  3. Regime-Dependent Spillovers and Network Dynamics of ESG Assets

    Article • January 2026, Elsevier

    Chair Professor Wing-Keung Wong

  4. Asymmetry and State Dependence of Green Financial Market Risk Spillovers: Evidence from TVP-VAR and Interpretable Machine Learning

    Article • January 2026, Elsevier

    Chair Professor Wing-Keung Wong

  5. Volume-Weighted Golden Ratio Estimator (vGRE) for Drawdown and Tail-Risk Control for Wealth Portfolios

    Article • SSRN Electronic Journal, January 2026, Elsevier

    Chair Professor Wing-Keung Wong

  6. Connectedness between Industrial and Rare Earth Metals: Implications for Portfolio Diversification During the COVID-19 Pandemic and the Russia–Ukraine Conflict

    Article • Annals of Financial Economics, December 2025, World Scientific Pub Co Pte Lt

    Chair Professor Wing-Keung Wong

  7. Could the Correlation of A Stationary Series With A Non-Stationary Series Obtain Meaningful Outcomes?

    Article • Annals of Financial Economics, December 2025, World Scientific Pub Co Pte Lt

    Chair Professor Wing-Keung Wong

  8. Analysis and Optimization of the Creditworthiness Threshold Under Different Bivariate Distributions

    Article • Asia-Pacific Journal of Operational Research, September 2025, World Scientific Pub Co Pte Lt

    Chair Professor Wing-Keung Wong

  9. Wavelet Coherency Analysis of Stock Market Volatility and Housing costs: Insights from International Financial Hubs

    Article • Annals of Financial Economics, August 2025, World Scientific Pub Co Pte Lt

    Chair Professor Wing-Keung Wong

  10. Modelling the Nonlinear Impact of Tourism Fluctuations on Green Economic Growth

    Article • Fluctuation and Noise Letters, August 2025, World Scientific Pub Co Pte Lt

    Chair Professor Wing-Keung Wong

  11. Arbitrage opportunities in no-arbitrage portfolios: The case of Bitcoin and Treasury Bills

    Article • Investment Analysts Journal, June 2025, Taylor & Francis

    Chair Professor Wing-Keung Wong

  12. The Determinants of Non-traditional Activities of Vietnamese Commercial Banks: The Role of Women, Private Sector and Foreign Investors

    Article • Asian Academy of Management Journal of Accounting and Finance, June 2025, Penerbit Universiti Sains Malaysia

    Chair Professor Wing-Keung Wong

  13. Unveiling hidden connectedness between cryptocurrency and stock markets in BRICS: a TVP-VAR perspective

    Article • Kybernetes, January 2025, Emerald

    Chair Professor Wing-Keung Wong

  14. Economic Policy Uncertainty in the United States: Does It Matter for Equity, Commodity and Cryptocurrency Markets?

    Article • Asian Academy of Management Journal of Accounting and Finance, December 2024, Penerbit Universiti Sains Malaysia

    Chair Professor Wing-Keung Wong

  15. Effect of Geopolitical Risk on Energy Consumption Policy: New Empirical Evidence from BRICS

    Article • Heliyon, September 2024, Elsevier

    Chair Professor Wing-Keung Wong

  16. Could Regressing a Stationary Series on a Non-Stationary Series Obtain Meaningful Outcomes?

    Article • Annals of Financial Economics, September 2024, World Scientific Pub Co Pte Lt

    Chair Professor Wing-Keung Wong

  17. Modeling method of local financial dependence: Evidence from Mongolia

    Article • Heliyon, August 2024, Elsevier

    Chair Professor Wing-Keung Wong

  18. Could Regression of Stationary Series Be Spurious?

    Article • Asia-Pacific Journal of Operational Research, July 2024, World Scientific Pub Co Pte Lt

    Chair Professor Wing-Keung Wong

  19. A Bayesian approach with double group sampling plan to estimate quality regions for proportion of nonconforming products in industry based on beta prior

    Article • Communications in Statistics - Simulation and Computation, July 2024, Taylor & Francis

    Chair Professor Wing-Keung Wong

  20. Portfolio Selection Based on Mean-Generalized Variance Analysis: Evidence from the G20 Stock Markets

    Article • Asia-Pacific Journal of Operational Research, July 2024, World Scientific Pub Co Pte Lt

    Chair Professor Wing-Keung Wong

  21. Factors Influencing Hospitals' Decisions to Procure Pharmaceuticals via E-Government Platforms

    Article • July 2024, ACM (Association for Computing Machinery)

    Chair Professor Wing-Keung Wong, AMARAWAN PENTRAKAN

  22. Towards the environment of legitimacy: Do the institutional quality and policy uncertainty matter for the performance of stock markets of South Asian countries?

    Article • International Journal of Emerging Markets, April 2024, Emerald

    Chair Professor Wing-Keung Wong

  23. FinTech and sustainable financing for low carbon energy transitions: A biodiversity and natural resource perspective in BRICS economies

    Article • Resources Policy, January 2024, Elsevier

    Chair Professor Wing-Keung Wong

  24. Fintech innovation for sustainable environment: Understanding the role of natural resources and human capital in BRICS using MMQR

    Article • Resources Policy, January 2024, Elsevier

    Chair Professor Wing-Keung Wong

  25. New trading strategy in investment and a new anomaly: A study of the hedge funds from emerging and developed markets

    Article • Heliyon, December 2023, Elsevier

    Chair Professor Wing-Keung Wong

  26. ARTIFICIAL INTELLIGENCE AND STOCHASTIC OPTIMIZATION ALGORITHMS FOR THE CHAOTIC DATASETS

    Article • Fractals, June 2023, World Scientific Pub Co Pte Lt

    Chair Professor Wing-Keung Wong

  27. Improving Economic Welfare through Capital Development: Case Study of Smallholder Dairy Farmers in Pujon District

    Article • Sustainability, May 2023, MDPI AG

    Chair Professor Wing-Keung Wong

  28. Herding behavior in integrated financial markets: the case of MILA

    Article • International Journal of Emerging Markets, April 2023, Emerald

    Chair Professor Wing-Keung Wong

  29. Analyzing the nexus between financial risk and economic risk in India: Evidence through the lens of wavelet coherence and non-parametric approaches

    Article • Heliyon, March 2023, Elsevier

    Chair Professor Wing-Keung Wong

  30. Impacts of high-speed rail on the industrial developments of non-central cities in China

    Article • Transport Policy, February 2023, Elsevier

    Chair Professor Wing-Keung Wong

  31. The effect of digital marketing and sales information systems on customer’s purchase intention for increasing the sales rate of digital shopping

    Article • Economic Annals-ХХI, December 2022, Institute of Society Transformation

    Chair Professor Wing-Keung Wong

  32. An investigation on the natural rate of crime rates with Fourier panel unit root test in selected emerging economies

    Article • Kybernetes, December 2022, Emerald

    Chair Professor Wing-Keung Wong

  33. Exploring dependence structures among European electricity markets: Static and dynamic copula-GARCH and dynamic state-space approaches

    Article • Energy Reports, November 2022, Elsevier

    Chair Professor Wing-Keung Wong

  34. Does Inclusive Leadership Improve the Sustainability of Employee Relations? Test of Justice Theory and Employee Perceived Insider Status

    Article • Sustainability, November 2022, MDPI AG

    Chair Professor Wing-Keung Wong

  35. Analysing Monetary Policy Shocks by Sign and Parametric Restrictions: The Evidence from Russia

    Article • Economies, September 2022, MDPI AG

    Chair Professor Wing-Keung Wong

  36. How Do Financial Development and Renewable Energy Affect Consumption-Based Carbon Emissions?

    Article • Mathematical and Computational Applications, August 2022, MDPI AG

    Chair Professor Wing-Keung Wong

  37. SAME RIDE, DIFFERENT RIDERS

    Article • World Affairs, August 2022, SAGE Publications

    Chair Professor Wing-Keung Wong

  38. Modeling the Linkage between Vertical Contracts and Strategic Environmental Policy: Energy Price Marketization Level and Strategic Choice for China

    Article • Energies, June 2022, MDPI AG

    Chair Professor Wing-Keung Wong

  39. Editorial Statement and Research Ideas on Using Behavioral Models in Environmental Research and Public Health with Applications

    Article • International Journal of Environmental Research and Public Health, June 2022, MDPI AG

    Chair Professor Wing-Keung Wong

  40. The Economic Policy Uncertainty and Its Effect on Sustainable Investment: A Panel ARDL Approach

    Article • Journal of Risk and Financial Management, June 2022, MDPI AG

    Chair Professor Wing-Keung Wong

  41. 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

    Article • International Journal of Environmental Research and Public Health, May 2022, MDPI AG

    Chair Professor Wing-Keung Wong

  42. Which Factors Determine CO2 Emissions in China? Trade Openness, Financial Development, Coal Consumption, Economic Growth or Urbanization: Quantile Granger Causality Test

    Article • Energies, March 2022, MDPI AG

    Chair Professor Wing-Keung Wong

  43. THE EFFECTS OF SELECTED FINANCIAL RATIOS ON PROFITABILITY: AN EMPIRICAL ANALYSIS OF REAL ESTATE FIRMS IN VIETNAM

    Article • Annals of Financial Economics, March 2022, World Scientific Pub Co Pte Lt

    Chair Professor Wing-Keung Wong

  44. Thirty years of herd behavior in financial markets: A bibliometric analysis

    Article • Research in International Business and Finance, January 2022, Elsevier

    Chair Professor Wing-Keung Wong

  45. What Makes GO-JEK Go in Indonesia? The Influences of Social Media Marketing Activities on Purchase Intention

    Article • Journal of theoretical and applied electronic commerce research, December 2021, MDPI AG

    Chair Professor Wing-Keung Wong

  46. Birds of a Feather Flocking Together: Sustainability of Tax Aggressiveness of Shared Directors from Coercive Isomorphism

    Article • Sustainability, December 2021, MDPI AG

    Chair Professor Wing-Keung Wong

  47. The invigorating influence of relationship marketing on purchase intention in fine arts sector

    Article • Asia-Pacific Journal of Business Administration, December 2021, Emerald

    Chair Professor Wing-Keung Wong, Dr Massoud Moslehpour

  48. Generation Y’s Sustainable Purchasing Intention of Green Personal Care Products

    Article • Sustainability, December 2021, MDPI AG

    Chair Professor Wing-Keung Wong

  49. Antecedents of Consumer Food Waste Reduction Behavior: Psychological and Financial Concerns through the Lens of the Theory of Interpersonal Behavior

    Article • International Journal of Environmental Research and Public Health, November 2021, MDPI AG

    Chair Professor Wing-Keung Wong

  50. Editorial and Ideas for Research Using Mathematical and Statistical Models for Energy with Applications

    Article • Energies, November 2021, MDPI AG

    Chair Professor Wing-Keung Wong, Dr Aviral Kumar Tiwari

  51. Could significant regression be treated as insignificant: An anomaly in statistics?

    Article • Communications in Statistics Case Studies Data Analysis and Applications, November 2021, Taylor & Francis

    Chair Professor Wing-Keung Wong

  52. Empirical Study on CO2 Emissions, Financial Development and Economic Growth of the BRICS Countries

    Article • Energies, November 2021, MDPI AG

    Chair Professor Wing-Keung Wong

  53. Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization

    Article • Econometrics and Statistics, November 2021, Elsevier

    Chair Professor Wing-Keung Wong

  54. A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios

    Article • Energies, October 2021, MDPI AG

    Chair Professor Wing-Keung Wong

  55. CORPORATE VALUATION SPURRED BY INFORMATION TRANSPARENCY IN AN EMERGING ECONOMY

    Article • Annals of Financial Economics, September 2021, World Scientific Pub Co Pte Lt

    Chair Professor Wing-Keung Wong

  56. EDITORIAL STATEMENT IN HONOR OF PROFESSOR MICHAEL MCALEER

    Article • Annals of Financial Economics, September 2021, World Scientific Pub Co Pte Lt

    Chair Professor Wing-Keung Wong

  57. Spurious Relationships for Nearly Non-Stationary Series

    Article • Journal of Risk and Financial Management, August 2021, MDPI AG

    Chair Professor Wing-Keung Wong

  58. Guest editorial

    Article • Studies in Economics and Finance, July 2021, Emerald

    Chair Professor Wing-Keung Wong

  59. Editorial statement and research ideas for behavioral financial economics in the emerging market

    Article • International Journal of Emerging Markets, July 2021, Emerald

    Chair Professor Wing-Keung Wong

  60. Sustainability of Household Food Waste Reduction: A Fresh Insight on Youth’s Emotional and Cognitive Behaviors

    Article • International Journal of Environmental Research and Public Health, June 2021, MDPI AG

    Chair Professor Wing-Keung Wong, Dr. Ka Yin Chau

  61. Do State Ownership and Business Environment Explain Corporate Cash Holdings? Empirical Evidence from an Emerging Country

    Article • Asian Academy of Management Journal of Accounting and Finance, June 2021, Penerbit Universiti Sains Malaysia

    Chair Professor Wing-Keung Wong

  62. Dynamics of Funding Liquidity and Risk-Taking: Evidence from Commercial Banks

    Article • Journal of Risk and Financial Management, June 2021, MDPI AG

    Chair Professor Wing-Keung Wong

  63. Do Jumps Matter in Both Equity Market Returns and Integrated Volatility: A Comparison of Asian Developed and Emerging Markets

    Article • Economies, June 2021, MDPI AG

    Chair Professor Wing-Keung Wong

  64. Factors Driving Openness in China Trade: Corruption, Exchange Rate Volatility, and Macro Determinants

    Article • Review of Pacific Basin Financial Markets and Policies, June 2021, World Scientific Pub Co Pte Lt

    Chair Professor Wing-Keung Wong

  65. THE IMPACT OF CAPITAL STRUCTURE AND OWNERSHIP ON THE PERFORMANCE OF STATE ENTERPRISES AFTER EQUITIZATION: EVIDENCE FROM VIETNAM

    Article • Annals of Financial Economics, June 2021, World Scientific Pub Co Pte Lt

    Chair Professor Wing-Keung Wong

  66. How Well Does a Sequential Minimal Optimization Model Perform in Predicting Medicine Prices for Procurement System?

    Article • International Journal of Environmental Research and Public Health, May 2021, MDPI AG

    Chair Professor Wing-Keung Wong

  67. Sustainability of Global Economic Policy and Stock Market Returns in Indonesia

    Article • Sustainability, May 2021, MDPI AG

    Chair Professor Wing-Keung Wong

  68. Sustainability of Energy-Induced Growth Nexus in Brazil: Do Carbon Emissions and Urbanization Matter?

    Article • Sustainability, April 2021, MDPI AG

    Chair Professor Wing-Keung Wong

  69. The maximum-return-and-minimum-volatility effect: evidence from choosing risky and riskless assets to form a portfolio

    Article • Risk Management, March 2021, Springer Science + Business Media

    Chair Professor Wing-Keung Wong

  70. Bank Capital Buffer and Economic Growth: New Insights from the US Banking Sector

    Article • Journal of Risk and Financial Management, March 2021, MDPI AG

    Chair Professor Wing-Keung Wong

  71. Dynamic Network Analysis of COVID-19 with a Latent Pandemic Space Model

    Article • International Journal of Environmental Research and Public Health, March 2021, MDPI AG

    Chair Professor Wing-Keung Wong

  72. Optimal combinations of factors influencing the sustainability of Taiwanese firms

    Article • International Journal of Emerging Markets, March 2021, Emerald

    Chair Professor Wing-Keung Wong

  73. New Tests for Richness and Poorness: A Stochastic Dominance Analysis of Income Distributions in Hong Kong

    Article • Asia-Pacific Journal of Operational Research, March 2021, World Scientific Pub Co Pte Lt

    Chair Professor Wing-Keung Wong

  74. Investigating the Causal Relationships among Carbon Emissions, Economic Growth, and Life Expectancy in Turkey: Evidence from Time and Frequency Domain Causality Techniques

    Article • Sustainability, March 2021, MDPI AG

    Chair Professor Wing-Keung Wong

  75. Is Bitcoin a better portfolio diversifier than gold? A copula and sectoral analysis for China

    Article • International Review of Financial Analysis, March 2021, Elsevier

    Chair Professor Wing-Keung Wong

  76. Sustainability of the Moderating Role of Financial Development in the Determinants of Environmental Degradation: Evidence from Turkey

    Article • Sustainability, February 2021, MDPI AG

    Chair Professor Wing-Keung Wong

  77. A Detailed Guide on How to Use Statistical Software R for Text Mining: Text Mining

    Article • Advances in Decision Sciences, January 2021, Asia University

    Chair Professor Wing-Keung Wong

  78. Can the Intelligent Services Industry Continue the Growth Myth of the Information and Communication Industry?

    Article • SSRN Electronic Journal, January 2021, Elsevier

    Chair Professor Wing-Keung Wong

  79. Determinants of the possibilities by investors’ risk-taking: Empirical evidence from Vietnam

    Article • Cogent Economics & Finance, January 2021, Taylor & Francis

    Chair Professor Wing-Keung Wong

  80. Non-Standard Errors

    Article • SSRN Electronic Journal, January 2021, Elsevier

    Chair Professor Wing-Keung Wong

  81. Optimal Model to Predict the Sustainability of Taiwanese Firms

    Article • SSRN Electronic Journal, January 2021, Elsevier

    Chair Professor Wing-Keung Wong

  82. Return and Volatility Transmissions between Metals and Stocks: A Study of the Emerging Asian Markets by Using the VAR-AGARCH Approach

    Article • Asia-Pacific Journal of Operational Research, December 2020, World Scientific Pub Co Pte Lt

    Chair Professor Wing-Keung Wong

  83. Could Mergers Become More Sustainable? A Study of the Stock Exchange Mergers of NASDAQ and OMX

    Article • Sustainability, October 2020, MDPI AG

    Chair Professor Wing-Keung Wong

  84. An Empirical Analysis of the Volatility Spillover Effect between World-Leading and the Asian Stock Markets: Implications for Portfolio Management

    Article • Journal of Risk and Financial Management, September 2020, MDPI AG

    Chair Professor Wing-Keung Wong

  85. Does herding behavior exist in the Mongolian stock market?

    Article • Pacific-Basin Finance Journal, September 2020, Elsevier

    PhD Munkh-Ulzii Batmunkh, Chair Professor Wing-Keung Wong

  86. Are Islamic stocks immune from financial crises? Evidence from contagion tests

    Article • International Review of Economics & Finance, September 2020, Elsevier

    Chair Professor Wing-Keung Wong

  87. Implications of Oil Price Fluctuations for Tourism Receipts: The Case of Oil Exporting Countries

    Article • Energies, August 2020, MDPI AG

    Chair Professor Wing-Keung Wong, Assist. Prof. Siamand Hesami

  88. Do lump-sum investing strategies really outperform dollar-cost averaging strategies?

    Article • Studies in Economics and Finance, July 2020, Emerald

    Tran Vu, Chair Professor Wing-Keung Wong

  89. Sustainability of Green Tourism among International Tourists and Its Influence on the Achievement of Green Environment: Evidence from North Cyprus

    Article • Sustainability, July 2020, MDPI AG

    Chair Professor Wing-Keung Wong

  90. Return and Volatility Transmission between World-Leading and Latin American Stock Markets: Portfolio Implications

    Article • Journal of Risk and Financial Management, July 2020, MDPI AG

    Chair Professor Wing-Keung Wong

  91. The Sustainability of Energy Substitution in the Chinese Electric Power Sector

    Article • Sustainability, July 2020, MDPI AG

    Chair Professor Wing-Keung Wong

  92. Review on behavioral economics and behavioral finance

    Article • Studies in Economics and Finance, June 2020, Emerald

    Chair Professor Wing-Keung Wong

  93. Do Oil Price Shocks and Other Factors Create Bigger Impacts on Islamic Banks than Conventional Banks?

    Article • Energies, June 2020, MDPI AG

    Chair Professor Wing-Keung Wong

  94. State Ownership and Risk-Taking Behavior: An Empirical Approach to Get Better Profitability, Investment, and Trading Strategies for Listed Corporates in Vietnam

    Article • Economies, June 2020, MDPI AG

    Chair Professor Wing-Keung Wong

  95. Linear and nonlinear growth determinants: The case of Mongolia and its connection to China

    Article • Emerging Markets Review, June 2020, Elsevier

    Chair Professor Wing-Keung Wong

  96. WELFARE GAINS FROM MACRO-HEDGING

    Article • Annals of Financial Economics, June 2020, World Scientific Pub Co Pte Lt

    Chair Professor Wing-Keung Wong

  97. Risk and Financial Management of COVID-19 in Business, Economics and Finance

    Article • Journal of Risk and Financial Management, May 2020, MDPI AG

    Chair Professor Wing-Keung Wong

  98. Sustainability of Both Pecking Order and Trade-Off Theories in Chinese Manufacturing Firms

    Article • Sustainability, May 2020, MDPI AG

    Chair Professor Wing-Keung Wong

  99. Review on Efficiency and Anomalies in Stock Markets

    Article • Economies, March 2020, MDPI AG

    Chair Professor Wing-Keung Wong

  100. Production theory under price uncertainty for firms with disappointment aversion

    Article • International Journal of Production Research, March 2020, Taylor & Francis

    Chair Professor Wing-Keung Wong

  101. Editorial Statement and Research Ideas for Efficiency and Anomalies in Stock Markets

    Article • Economies, February 2020, MDPI AG

    Chair Professor Wing-Keung Wong

  102. Editorial Statement for Mathematical Finance

    Article • Journal of Risk and Financial Management, January 2020, MDPI AG

    Chair Professor Wing-Keung Wong

  103. Modeling Co-Movement among Different Agricultural Commodity Markets: A Copula-GARCH Approach

    Article • Sustainability, January 2020, MDPI AG

    Chair Professor Wing-Keung Wong

  104. Extension of Stein’s Lemmas to General Functions and Distributions

    Article • Advances in Decision Sciences, January 2020, Asia University

    Chair Professor Wing-Keung Wong

  105. Linear and Nonlinear Growth Determinants: The Case of Mongolia and its Connection to China

    Article • SSRN Electronic Journal, January 2020, Elsevier

    Chair Professor Wing-Keung Wong

  106. Should Investors Choose Both the Highest-Return and Small-Variance Assets When the Mean-Variance Rule Says No? A Study of Health Care and T-Bill in the Investment

    Article • SSRN Electronic Journal, January 2020, Elsevier

    Chair Professor Wing-Keung Wong

  107. Top Purchase Intention Priorities of Vietnamese Low Cost Carrier Passengers: Expectations and Satisfaction

    Article • SSRN Electronic Journal, January 2020, Elsevier

    Chair Professor Wing-Keung Wong

  108. Comparison of the production behavior of regret-averse and purely risk-averse firms

    Article • Estudios de economía, December 2019, SciELO Comision Nacional de Investigacion Cientifica Y Tecnologica (CONICYT)

    Chair Professor Wing-Keung Wong

  109. New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management

    Article • Risk Management, November 2019, Springer Science + Business Media

    Chair Professor Wing-Keung Wong

  110. Modelling Economic Growth, Carbon Emissions, and Fossil Fuel Consumption in China: Cointegration and Multivariate Causality

    Article • International Journal of Environmental Research and Public Health, October 2019, MDPI AG

    Chair Professor Wing-Keung Wong

  111. The Three Musketeers Relationships between Hong Kong, Shanghai and Shenzhen Before and After Shanghai–Hong Kong Stock Connect

    Article • Sustainability, July 2019, MDPI AG

    Chair Professor Wing-Keung Wong

  112. Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis

    Article • Resources Policy, June 2019, Elsevier

    Chair Professor Wing-Keung Wong

  113. The impact of the global financial crisis on the efficiency and performance of Latin American stock markets

    Article • Estudios de economía, June 2019, SciELO Comision Nacional de Investigacion Cientifica Y Tecnologica (CONICYT)

    Chair Professor Wing-Keung Wong

  114. Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector

    Article • Sustainability, May 2019, MDPI AG

    Chair Professor Wing-Keung Wong

  115. Sources of inequality in the Philippines: Insights from stochastic dominance tests for richness and poorness

    Article • World Economy, March 2019, Wiley

    Chair Professor Wing-Keung Wong

  116. Determining Distribution for the Quotients of Dependent and Independent Random Variables by Using Copulas

    Article • Journal of Risk and Financial Management, March 2019, MDPI AG

    Chair Professor Wing-Keung Wong

  117. Determining Distribution for the Product of Random Variables by Using Copulas

    Article • Risks, February 2019, MDPI AG

    Chair Professor Wing-Keung Wong

  118. Farinelli and Tibiletti ratio and stochastic dominance

    Article • Risk Management, February 2019, Springer Science + Business Media

    Chair Professor Wing-Keung Wong

  119. Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks

    Article • Journal of Reviews on Global Economics, February 2019, Lifescience Global

    Lifescience Global Inc., Chair Professor Wing-Keung Wong

  120. The Impact of Market Condition and Policy Change on the Sustainability of Intra-Industry Information Diffusion in China

    Article • Sustainability, February 2019, MDPI AG

    Chair Professor Wing-Keung Wong

  121. Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests

    Article • Sustainability, January 2019, MDPI AG

    Chair Professor Wing-Keung Wong, Professor Riza Demirer

  122. The role of housing sentiment in forecasting U.S. home sales growth: evidence from a Bayesian compressed vector autoregressive model

    Article • Economic Research-Ekonomska Istraživanja, January 2019, Taylor & Francis

    Dr. Vasilios Plakandaras, Chair Professor Wing-Keung Wong

  123. A trend study on the impact of social media in decision making

    Article • International Journal of Data and Network Science, January 2019, Growing Science

    Chair Professor Wing-Keung Wong

  124. Are the Combinations of Health Care Sector and T-Bill One of the Best Choices for Investment?

    Article • SSRN Electronic Journal, January 2019, Elsevier

    Chair Professor Wing-Keung Wong

  125. Central Moments, Stochastic Dominance, Moment Rule, and Diversification

    Article • SSRN Electronic Journal, January 2019, Elsevier

    Chair Professor Wing-Keung Wong

  126. Determining Distribution for the Product of Random Variables by Using Copulas

    Article • SSRN Electronic Journal, January 2019, Elsevier

    Chair Professor Wing-Keung Wong

  127. Distribution of Quotient of Dependent and Independent Random Variables Using Copulas

    Article • SSRN Electronic Journal, January 2019, Elsevier

    Chair Professor Wing-Keung Wong

  128. Do both demand-following and supply-leading theories hold true in developing countries?

    Article • Physica A Statistical Mechanics and its Applications, January 2019, Elsevier

    Chair Professor Wing-Keung Wong

  129. Graph Theory and Environmental Algorithmic Solutions to Assign Vehicles: Application to Garbage Collection in Vietnam

    Article • SSRN Electronic Journal, January 2019, Elsevier

    Chair Professor Wing-Keung Wong

  130. Moment Generating Function, Expectation and Variance of Ubiquitous Distributions with Applications in Decision Sciences: A Review

    Article • SSRN Electronic Journal, January 2019, Elsevier

    Chair Professor Wing-Keung Wong

  131. Optimal Solution Techniques in Decision Sciences: A Review

    Article • SSRN Electronic Journal, January 2019, Elsevier

    Chair Professor Wing-Keung Wong

  132. Stemtech Model in ASEAN Universities: An Empirical Research at Can Tho University

    Article • SSRN Electronic Journal, January 2019, Elsevier

    Chair Professor Wing-Keung Wong

  133. Organizational Climate and Work Style: The Missing Links for Sustainability of Leadership and Satisfied Employees

    Article • Sustainability, December 2018, MDPI AG

    Chair Professor Wing-Keung Wong

  134. Confucius and Herding Behaviour in the Stock Markets in China and Taiwan

    Article • Sustainability, November 2018, MDPI AG

    Chair Professor Wing-Keung Wong, PhD Munkh-Ulzii Batmunkh

  135. Point and density forecasts of oil returns: The role of geopolitical risks

    Article • Resources Policy, November 2018, Elsevier

    Chair Professor Wing-Keung Wong

  136. Organizational Climate and Work Style: The Missing Links for Sustainability of Leadership and Satisfied Employees 

    Article • October 2018, MDPI AG

    Chair Professor Wing-Keung Wong

  137. Why Are Warrant Markets Sustained in Taiwan but Not in China?

    Article • Sustainability, October 2018, MDPI AG

    Chair Professor Wing-Keung Wong

  138. Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains

    Article • Sustainability, October 2018, MDPI AG

    Chair Professor Wing-Keung Wong

  139. Is wine a good choice for investment?

    Article • Pacific-Basin Finance Journal, October 2018, Elsevier

    Chair Professor Wing-Keung Wong, Dr Elie Bouri

  140. The Effects of Health Status on Life Insurance Holdings in 16 European Countries

    Article • Sustainability, September 2018, MDPI AG

    Chair Professor Wing-Keung Wong

  141. Simultaneous Adaptation of AHP and Fuzzy AHP to Evaluate Outsourcing Service in East and Southeast Asia

    Article • Journal of Testing and Evaluation, September 2018, ASTM International

    Dr Massoud Moslehpour, Chair Professor Wing-Keung Wong

  142. The seasonality of gold prices in China does the risk‐aversion level matter?

    Article • Accounting and Finance, September 2018, Wiley

    Chair Professor Wing-Keung Wong

  143. TIME DIVERSIFICATION: PERSPECTIVES FROM THE ECONOMIC INDEX OF RISKINESS

    Article • Annals of Financial Economics, September 2018, World Scientific Pub Co Pte Lt

    Chair Professor Wing-Keung Wong

  144. Specification Testing of Production in a Stochastic Frontier Model

    Article • Sustainability, August 2018, MDPI AG

    Chair Professor Wing-Keung Wong

  145. Mean–variance, mean–VaR, and mean–CVaR models for portfolio selection with background risk

    Article • Risk Management, August 2018, Springer Science + Business Media

    Chair Professor Wing-Keung Wong

  146. Theory and application of an economic performance measure of risk

    Article • International Review of Economics & Finance, July 2018, Elsevier

    Chair Professor Wing-Keung Wong

  147. Diversification versus optimality: is there really a diversification puzzle?

    Article • Applied Economics, April 2018, Taylor & Francis

    Martin Egozcue, Chair Professor Wing-Keung Wong

  148. Can a Disinflationary Policy Have a Differential Impact on Sectoral Output? A Look at Sacrifice Ratios in OECD and Non-OECD Countries

    Article • Margin The Journal of Applied Economic Research, April 2018, SAGE Publications

    Chair Professor Wing-Keung Wong, debashis Acharya

  149. Maslow Portfolio Selection for Individuals with Low Financial Sustainability

    Article • Sustainability, April 2018, MDPI AG

    Chair Professor Wing-Keung Wong

  150. Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections

    Article • Journal of Risk and Financial Management, March 2018, MDPI AG

    Chair Professor Wing-Keung Wong

  151. e-Purchase Intention of Taiwanese Consumers: Sustainable Mediation of Perceived Usefulness and Perceived Ease of Use

    Article • Sustainability, January 2018, MDPI AG

    Dr Massoud Moslehpour, Chair Professor Wing-Keung Wong

  152. A new test of multivariate nonlinear causality

    Article • PLOS One, January 2018, PLOS

    Chair Professor Wing-Keung Wong

  153. Repurchase Intention of Korean Beauty Products Among Taiwanese Consumers

    Article • SSRN Electronic Journal, January 2018, Elsevier

    Dr Massoud Moslehpour, Chair Professor Wing-Keung Wong

  154. Adopting Both AHP and Fuzzy AHP to Evaluate Outsourcing Service in the East and Southeast Asia

    Article • SSRN Electronic Journal, January 2018, Elsevier

    Dr Massoud Moslehpour, Chair Professor Wing-Keung Wong

  155. Is Wine a Good Choice for Investment?

    Article • SSRN Electronic Journal, January 2018, Elsevier

    Chair Professor Wing-Keung Wong, Dr Elie Bouri

  156. Simultaneous adaptation of AHP and Fuzzy AHP

    Article • SSRN Electronic Journal, January 2018, Elsevier

    Dr Massoud Moslehpour, Chair Professor Wing-Keung Wong

  157. New Development on the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors with Application in Risk Management

    Article • SSRN Electronic Journal, January 2018, Elsevier

    Chair Professor Wing-Keung Wong

  158. Organizational Climate and Work Style: The Missing Links for Sustainability of Leadership and Satisfied Employees

    Article • SSRN Electronic Journal, January 2018, Elsevier

    Chair Professor Wing-Keung Wong

  159. Applications of Econometrics in Research

    Article • SSRN Electronic Journal, January 2018, Elsevier

    Chair Professor Wing-Keung Wong

  160. Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections

    Article • SSRN Electronic Journal, January 2018, Elsevier

    Chair Professor Wing-Keung Wong

  161. China's Impact on Mongolian Exchange Rate

    Article • SSRN Electronic Journal, January 2018, Elsevier

    Chair Professor Wing-Keung Wong

  162. Could Omega Ratio Perform Better than Sharpe Ratio?

    Article • SSRN Electronic Journal, January 2018, Elsevier

    Chair Professor Wing-Keung Wong

  163. Determinants of International Tourism Demand for Mongolia: Gravity Model Approach

    Article • SSRN Electronic Journal, January 2018, Elsevier

    Chair Professor Wing-Keung Wong

  164. Do Both Demand-Following and Supply-Leading Theories Hold True in Developing Countries?

    Article • SSRN Electronic Journal, January 2018, Elsevier

    Chair Professor Wing-Keung Wong

  165. Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018

    Article • Advances in Decision Sciences, January 2018, Asia University

    Chair Professor Wing-Keung Wong

  166. Empirical study on conservative and representative heuristics of Hong Kong small investors adopting momentum and contrarian trading strategies

    Article • International Journal of Revenue Management, January 2018, Inderscience Publishers

    Chair Professor Wing-Keung Wong

  167. Estimating Parameters in Autoregressive Models in Non-Normal Situations: Symmetric Innovations

    Article • SSRN Electronic Journal, January 2018, Elsevier

    Chair Professor Wing-Keung Wong

  168. Management Information, Decision Sciences, and Financial Economics: A Connection

    Article • SSRN Electronic Journal, January 2018, Elsevier

    Chair Professor Wing-Keung Wong

  169. Mean-Variance, Mean-VaR, Mean-CVaR Models for Portfolio Selection with Background Risk

    Article • SSRN Electronic Journal, January 2018, Elsevier

    Chair Professor Wing-Keung Wong

  170. Mean-Variance, Mean-VaR, Mean-CVaR Models for Portfolio Selection With Background Risk

    Article • SSRN Electronic Journal, January 2018, Elsevier

    Chair Professor Wing-Keung Wong

  171. Modeling Dependence Between European Electricity Markets: A Static and Dynamic Copula-GARCH Approach

    Article • SSRN Electronic Journal, January 2018, Elsevier

    Chair Professor Wing-Keung Wong

  172. Predictability of Technical Analysis on Singapore Stock Market, Before and After the Asian Financial Crisis

    Article • SSRN Electronic Journal, January 2018, Elsevier

    Chair Professor Wing-Keung Wong

  173. Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018

    Article • Advances in Decision Sciences, January 2018, Asia University

    Chair Professor Wing-Keung Wong

  174. Testing for Unit Root in AR(1) Model Using Three and Four Moment Approximations

    Article • SSRN Electronic Journal, January 2018, Elsevier

    Chair Professor Wing-Keung Wong

  175. The Impact of the Global Financial Crisis on the Efficiency and Performance of Latin American Stock Markets

    Article • SSRN Electronic Journal, January 2018, Elsevier

    Chair Professor Wing-Keung Wong

  176. The Integration of the Chinese Stock Markets Following the ShanghaiiHong Kong Stock Connect: Evidence from Cointegration, Linear, and Nonlinear Causality Analysis

    Article • SSRN Electronic Journal, January 2018, Elsevier

    Chair Professor Wing-Keung Wong

  177. Time Series Models with Asymmetric Innovations

    Article • SSRN Electronic Journal, January 2018, Elsevier

    Chair Professor Wing-Keung Wong

  178. Why Did Warrant Markets Close in China but Not Taiwan?

    Article • SSRN Electronic Journal, January 2018, Elsevier

    Chair Professor Wing-Keung Wong

  179. Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections

    Article • SSRN Electronic Journal, January 2018, Elsevier

    Chair Professor Wing-Keung Wong

  180. A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises

    Article • The North American Journal of Economics and Finance, November 2017, Elsevier

    Chair Professor Wing-Keung Wong

  181. The two-moment decision model with additive risks

    Article • Risk Management, October 2017, Nature

    Chair Professor Wing-Keung Wong

  182. Top purchase intention priorities of Vietnamese low cost carrier passengers: expectations and satisfaction

    Article • Eurasian Economic Review, October 2017, Springer Science + Business Media

    Chair Professor Wing-Keung Wong, Dr Massoud Moslehpour

  183. Stochastic Dominance and Omega Ratio: Measures to Examine Market Efficiency, Arbitrage Opportunity, and Anomaly

    Article • Economies, October 2017, MDPI AG

    Chair Professor Wing-Keung Wong

  184. A Principal Component Approach to Measuring Investor Sentiment in Hong Kong

    Article • Journal of Management Sciences, October 2017, Geist Science, Iqra University

    Chair Professor Wing-Keung Wong

  185. Causal relationships between economic policy uncertainty and housing market returns in China and India: evidence from linear and nonlinear panel and time series models

    Article • Studies in Nonlinear Dynamics & Econometrics, September 2017, De Gruyter

    Chair Professor Wing-Keung Wong

  186. Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency

    Article • European Journal of Operational Research, September 2017, Elsevier

    Chair Professor Wing-Keung Wong

  187. A new nonlinearity test to circumvent the limitation of Volterra expansion with application

    Article • Journal of the Korean Statistical Society, September 2017, Springer Science + Business Media

    Chair Professor Wing-Keung Wong

  188. Input Demand Under Joint Energy and Output Prices Uncertainties

    Article • Asia-Pacific Journal of Operational Research, August 2017, World Scientific Pub Co Pte Lt

    Chair Professor Wing-Keung Wong

  189. Kappa ratios and (higher-order) stochastic dominance

    Article • Risk Management, June 2017, Nature

    Chair Professor Wing-Keung Wong

  190. Repurchase intention of Korean beauty products among Taiwanese consumers

    Article • Asia Pacific International Journal of Marketing, June 2017, Emerald

    Van KIEN Pham, Dr Massoud Moslehpour, Chair Professor Wing-Keung Wong

  191. Optimal diversification, stochastic dominance, and sampling error

    Article • American Journal of Business, April 2017, Emerald

    Associate Professor of Finance Mourad MROUA, Chair Professor Wing-Keung Wong

  192. Topological Characteristics of the Hong Kong Stock Market: A Test-based P-threshold Approach to Understanding Network Complexity

    Article • Scientific Reports, February 2017, Nature

    Chair Professor Wing-Keung Wong

  193. New Theories in Financial Economics and Financial Econometrics with Applications and Real-Life Practice

    Article • SSRN Electronic Journal, January 2017, Elsevier

    Chair Professor Wing-Keung Wong

  194. Why Investors Buy Insurance and Try Their Luck with Lotteries as Well?

    Article • SSRN Electronic Journal, January 2017, Elsevier

    Chair Professor Wing-Keung Wong

  195. Nonperforming Loans in Banks Are Managers Only Responsible?

    Article • SSRN Electronic Journal, January 2017, Elsevier

    Chair Professor Wing-Keung Wong

  196. Regret Aversion, Regret Neutrality, and Risk Aversion in Production

    Article • SSRN Electronic Journal, January 2017, Elsevier

    Chair Professor Wing-Keung Wong

  197. Central Moments, Stochastic Dominance, and the Moment Rules

    Article • SSRN Electronic Journal, January 2017, Elsevier

    Chair Professor Wing-Keung Wong

  198. Specification Testing of Production in a Stochastic Frontier Model

    Article • SSRN Electronic Journal, January 2017, Elsevier

    Chair Professor Wing-Keung Wong

  199. The Preferences of Omega Ratio for Risk Averters and Risk Seekers

    Article • SSRN Electronic Journal, January 2017, Elsevier

    Chair Professor Wing-Keung Wong

  200. Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis

    Article • SSRN Electronic Journal, January 2017, Elsevier

    Chair Professor Wing-Keung Wong

  201. The Impacts of Joint Energy and Output Prices Uncertainties in a Mean-Variance Framework

    Article • Theoretical Economics Letters, January 2017, Scientific Research Publishing, Inc,

    Chair Professor Wing-Keung Wong

  202. Stochastic Dominance and Omega Ratio: Measures to Examine Market Efficiency, Arbitrage Opportunity, and Anomaly

    Article • SSRN Electronic Journal, January 2017, Elsevier

    Chair Professor Wing-Keung Wong

  203. China's Impact on Mongolian Economy

    Article • SSRN Electronic Journal, January 2017, Elsevier

    Chair Professor Wing-Keung Wong

  204. Is Gold Different for Risk-Averse and Risk-Seeking Investors? An Empirical Analysis of the Shanghai Gold Exchang

    Article • SSRN Electronic Journal, January 2017, Elsevier

    Chair Professor Wing-Keung Wong

  205. Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets

    Article • SSRN Electronic Journal, January 2017, Elsevier

    Chair Professor Wing-Keung Wong

  206. Almost stochastic dominance for risk averters and risk seeker

    Article • Finance Research Letters, November 2016, Elsevier

    Chair Professor Wing-Keung Wong

  207. Arbitrage opportunities, efficiency, and the role of risk preferences in the Hong Kong property market

    Article • Studies in Economics and Finance, October 2016, Emerald

    Chair Professor Wing-Keung Wong

  208. Multivariate stochastic dominance for risk averters and risk seekers

    Article • RAIRO - Operations Research, July 2016, EDP Sciences

    Chair Professor Wing-Keung Wong

  209. Tourism development and environmental degradation in the United States: evidence from wavelet-based analysis

    Article • Current Issues in Tourism, June 2016, Taylor & Francis

    Chair Professor Wing-Keung Wong

  210. Profiteering from the Dot-Com Bubble, Subprime Crisis and Asian Financial Crisis

    Article • Japanese Economic Review, March 2016, Springer Science + Business Media

    Chair Professor Wing-Keung Wong

  211. A GENERAL OPTIMAL INVESTMENT MODEL IN THE PRESENCE OF BACKGROUND RISK

    Article • Annals of Financial Economics, March 2016, World Scientific Pub Co Pte Lt

    Chair Professor Wing-Keung Wong

  212. Central Moments, Stochastic Dominance and Expected Utility

    Article • SSRN Electronic Journal, January 2016, Elsevier

    Chair Professor Wing-Keung Wong

  213. Revisiting the Hiemstra-Jones Test

    Article • SSRN Electronic Journal, January 2016, Elsevier

    Chair Professor Wing-Keung Wong

  214. Mean-Variance and Stochastic Dominance Analysis of Global Exchange-Traded Funds

    Article • SSRN Electronic Journal, January 2016, Elsevier

    Chair Professor Wing-Keung Wong

  215. A Note on Stochastic Dominance and the Omega Ratio

    Article • SSRN Electronic Journal, January 2016, Elsevier

    Chair Professor Wing-Keung Wong

  216. New Tests for Poorness, Richness, and Middle Class Welfare: Stochastic Dominance Analysis for Different Types of Social Welfare Functions

    Article • SSRN Electronic Journal, January 2016, Elsevier

    Chair Professor Wing-Keung Wong

  217. Good Approximation of Exponential Utility Function for Optimal Futures Hedging

    Article • Journal of Mathematical Finance, January 2016, Scientific Research Publishing, Inc,

    Chair Professor Wing-Keung Wong

  218. Production and hedging decisions under regret aversion

    Article • Economic Modelling, December 2015, Elsevier

    Chair Professor Wing-Keung Wong

  219. Is gold good for portfolio diversification? A stochastic dominance analysis of the Paris stock exchange

    Article • International Review of Financial Analysis, December 2015, Elsevier

    Chair Professor Wing-Keung Wong

  220. Cointegration and causality among the onshore and offshore markets for China's currency

    Article • Journal of Asian Economics, December 2015, Elsevier

    Chair Professor Wing-Keung Wong

  221. Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange

    Article • Economic Modelling, November 2015, Elsevier

    Chair Professor Wing-Keung Wong

  222. The banking firm and risk taking in a two-moment decision model

    Article • Economic Modelling, November 2015, Elsevier

    Chair Professor Wing-Keung Wong

  223. THEORIES OF RISK: TESTING INVESTOR BEHAVIOR ON THE TAIWAN STOCK AND STOCK INDEX FUTURES MARKETS

    Article • Economic Inquiry, October 2015, Wiley

    Dr ZHUO QIAO, Chair Professor Wing-Keung Wong

  224. Could the global financial crisis improve the performance of the G7 stocks markets?

    Article • Applied Economics, October 2015, Taylor & Francis

    Chair Professor Wing-Keung Wong

  225. Optimal output for the regret-averse competitive firm under price uncertainty

    Article • Eurasian Economic Review, July 2015, Springer Science + Business Media

    Chair Professor Wing-Keung Wong

  226. Which is a better investment choice in the Hong Kong residential property market: a big or small property?

    Article • Applied Economics, January 2015, Taylor & Francis

    Chair Professor Wing-Keung Wong

  227. Analyzing the Hong Kong Stock Market Structure: A Complex Network Approach

    Article • SSRN Electronic Journal, January 2015, Elsevier

    Chair Professor Wing-Keung Wong

  228. Panel Non-Linear Causality Test

    Article • SSRN Electronic Journal, January 2015, Elsevier

    Chair Professor Wing-Keung Wong

  229. Estimating Parameters in Autoregressive Models with Asymmetric Innovations: MMLE and Nonlinear Approaches

    Article • SSRN Electronic Journal, January 2015, Elsevier

    Chair Professor Wing-Keung Wong

  230. Consistent Tests for Almost Stochastic Dominance

    Article • SSRN Electronic Journal, January 2015, Elsevier

    Chair Professor Wing-Keung Wong

  231. High Dimensional Global Minimum Variance Portfolio

    Article • SSRN Electronic Journal, January 2015, Elsevier

    Chair Professor Wing-Keung Wong

  232. Marketing and New Product Development

    Article • January 2015, Springer Science + Business Media

    Chair Professor Wing-Keung Wong

  233. Panel Stochastic Dominance Test and Panel Informational Efficiency LR Test

    Article • SSRN Electronic Journal, January 2015, Elsevier

    Chair Professor Wing-Keung Wong

  234. Tests for Richness and Poorness: A Stochastic Dominance Analysis of Income Distributions

    Article • SSRN Electronic Journal, January 2015, Elsevier

    Chair Professor Wing-Keung Wong

  235. Empirical Study on the Behaviours of Different Types of Hong Kong Small Investorss in Their Investment

    Article • SSRN Electronic Journal, January 2015, Elsevier

    Chair Professor Wing-Keung Wong

  236. Probability and Statistics with Applications in Finance and Economics

    Article • The Scientific World JOURNAL, January 2015, Hindawi Publishing Corporation

    Chair Professor Wing-Keung Wong

  237. Big Property or Small Property: Which is a Better Investment Choice? Evidence from the Hong Kong Residential Property Market

    Article • SSRN Electronic Journal, January 2015, Elsevier

    Chair Professor Wing-Keung Wong

  238. The Positive Feedback Advantages of Combining Buying and Investing

    Article • Theoretical Economics Letters, January 2015, Scientific Research Publishing, Inc,

    Chair Professor Wing-Keung Wong

  239. Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China

    Article • Quantitative Finance, September 2014, Taylor & Francis

    Chair Professor Wing-Keung Wong

  240. Internet Bubble Examination with Mean-Variance Ratio

    Article • August 2014, Springer Science + Business Media

    Chair Professor Wing-Keung Wong

  241. Moment conditions for Almost Stochastic Dominance

    Article • Economics Letters, August 2014, Elsevier

    Chair Professor Wing-Keung Wong

  242. Modelling dependence between tourism demand and exchange rate using the copula-based GARCH model

    Article • Current Issues in Tourism, July 2014, Taylor & Francis

    Miss Jiechen Tang, Professor Songsak Sriboonchitta, Dr Vicente Ramos, Chair Professor Wing-Keung Wong

  243. International Diversification Versus Domestic Diversification: Mean-Variance Portfolio Optimization and Stochastic Dominance Approaches

    Article • Journal of Risk and Financial Management, May 2014, MDPI AG

    Chair Professor Wing-Keung Wong

  244. Key determinants of sustainable smartcard payment

    Article • Journal of Retailing and Consumer Services, May 2014, Elsevier

    Chair Professor Wing-Keung Wong

  245. Mean Variance Analysis of Asian Hedge Funds

    Article • January 2014, Elsevier

    Chair Professor Wing-Keung Wong

  246. A Note on Almost Stochastic Dominance and Generalized Almost Stochastic Dominance

    Article • SSRN Electronic Journal, January 2014, Elsevier

    Chair Professor Wing-Keung Wong

  247. Production and Hedging Decisions under Regret Aversion

    Article • SSRN Electronic Journal, January 2014, Elsevier

    Chair Professor Wing-Keung Wong

  248. A New Principal-Component Approach to Measure the Investor Sentiment

    Article • SSRN Electronic Journal, January 2014, Elsevier

    Chair Professor Wing-Keung Wong

  249. ROBUST ESTIMATION AND FORECASTING OF THE CAPITAL ASSET PRICING MODEL

    Article • Annals of Financial Economics, December 2013, World Scientific Pub Co Pte Lt

    Chair Professor Wing-Keung Wong

  250. A note on almost stochastic dominance

    Article • Economics Letters, November 2013, Elsevier

    Chair Professor Wing-Keung Wong

  251. Market overreaction and underreaction: tests of the directional and magnitude effects

    Article • Applied Financial Economics, September 2013, Taylor & Francis

    Chair Professor Wing-Keung Wong

  252. The performance of commodity trading advisors: A mean-variance-ratio test approach

    Article • The North American Journal of Economics and Finance, August 2013, Elsevier

    Chair Professor Wing-Keung Wong

  253. Stochastic dominance relationships between stock and stock index futures markets: International evidence

    Article • Economic Modelling, July 2013, Elsevier

    Chair Professor Wing-Keung Wong

  254. How much have electricity shortages hampered China's GDP growth?

    Article • Energy Policy, April 2013, Elsevier

    Chair Professor Wing-Keung Wong

  255. Convex combinations of quadrant dependent copulas

    Article • Applied Mathematics Letters, February 2013, Elsevier

    Chair Professor Wing-Keung Wong

  256. Euronext Stock Exchange Merger and Market Efficiency

    Article • SSRN Electronic Journal, January 2013, Elsevier

    Dr Hooi Hooi Lean, Chair Professor Wing-Keung Wong

  257. Stochastic Control for Asset Management

    Article • Journal of Mathematical Finance, January 2013, Scientific Research Publishing, Inc,

    Chair Professor Wing-Keung Wong

  258. When Will STI Peak?

    Article • SSRN Electronic Journal, January 2013, Elsevier

    Chair Professor Wing-Keung Wong

  259. Banking Firm and Two-Moment Decision Making

    Article • SSRN Electronic Journal, January 2013, Elsevier

    Chair Professor Wing-Keung Wong

  260. Moment Conditions for Almost Stochastic Dominance

    Article • SSRN Electronic Journal, January 2013, Elsevier

    Chair Professor Wing-Keung Wong

  261. Should Americans invest internationally? Mean–variance portfolios optimization and stochastic dominance approaches

    Article • Risk and Decision Analysis, January 2013, IOS Press

    Chair Professor Wing-Keung Wong

  262. An improved estimation to make Markowitz’s portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment

    Article • European Journal of Operational Research, October 2012, Elsevier

    Chair Professor Wing-Keung Wong

  263. Investors’ preference towards risk: evidence from the Taiwan stock and stock index futures markets

    Article • Accounting and Finance, September 2012, Wiley

    Chair Professor Wing-Keung Wong

  264. Technical Analysis and Financial Asset Forecasting

    Article • September 2012, World Scientific Pub Co Pte Lt

    Chair Professor Wing-Keung Wong

  265. Managing a scarce resource in a growing Asian economy: Water usage in Hong Kong

    Article • Journal of Asian Economics, August 2012, Elsevier

    Chair Professor Wing-Keung Wong

  266. Consumer Perceptions of the Smartcard in Retailing: An Empirical Study

    Article • Journal of International Consumer Marketing, July 2012, Taylor & Francis

    Chair Professor Wing-Keung Wong

  267. Stochastic dominance analysis of CTA funds

    Article • Review of Quantitative Finance and Accounting, April 2012, Springer Science + Business Media

    Dr Hooi Hooi Lean, Chair Professor Wing-Keung Wong

  268. STOCHASTIC DOMINANCE AND BEHAVIOR TOWARDS RISK: THE MARKET FOR ISHARES

    Article • Annals of Financial Economics, April 2012, World Scientific Pub Co Pte Lt

    Chair Professor Wing-Keung Wong

  269. A New Pseudo-Bayesian Model with Implications for Financial Anomalies and Investors’ Behavior

    Article • Journal of Behavioral Finance, April 2012, Taylor & Francis

    Chair Professor Wing-Keung Wong

  270. Prospect Performance Evaluation: Making a Case for a Non-asymptotic UMPU Test

    Article • Journal of Financial Econometrics, March 2012, Oxford University Press (OUP)

    Chair Professor Wing-Keung Wong

  271. Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach

    Article • Journal of Empirical Finance, January 2012, Elsevier

    Chair Professor Wing-Keung Wong

  272. A New Pseudo-Bayesian Model for Investors' Behaviors in Financial Crises

    Article • SSRN Electronic Journal, January 2012, Elsevier

    Chair Professor Wing-Keung Wong

  273. Optimal Output for the Regret-Averse Competitive Firm Under Price Uncertainty

    Article • SSRN Electronic Journal, January 2012, Elsevier

    Chair Professor Wing-Keung Wong

  274. Profiteering from the Internet Bubble by Using Mean-Variance-Ratio Test

    Article • SSRN Electronic Journal, January 2012, Elsevier

    Chair Professor Wing-Keung Wong

  275. A General Optimal Investment Model in the Presence of Background Risk

    Article • SSRN Electronic Journal, January 2012, Elsevier

    Chair Professor Wing-Keung Wong

  276. Profiteering from Bubbles: A Study of the Asian Financial Crisis, Dot-Com Bubble, and 2007 Stock Bubble

    Article • SSRN Electronic Journal, January 2012, Elsevier

    Chair Professor Wing-Keung Wong

  277. Big House or Small House, Which One Should We Buy? Evidence from Hong Kong

    Article • SSRN Electronic Journal, January 2012, Elsevier

    Chair Professor Wing-Keung Wong

  278. A mixed Sharpe ratio

    Article • Risk and Decision Analysis, January 2012, IOS Press

    Chair Professor Wing-Keung Wong

  279. A Pseudo-Bayesian Model for Stock Returns In Financial Crises

    Article • Journal of Risk and Financial Management, December 2011, MDPI AG

    Chair Professor Wing-Keung Wong

  280. Regime-dependent relationships among the stock markets of the US, Australia and New Zealand: a Markov-switching VAR approach

    Article • Applied Financial Economics, December 2011, Taylor & Francis

    Chair Professor Wing-Keung Wong

  281. Do investors like to diversify? A study of Markowitz preferences

    Article • European Journal of Operational Research, November 2011, Elsevier

    Chair Professor Wing-Keung Wong

  282. Asymptotic properties of eigenmatrices of a large sample covariance matrix

    Article • The Annals of Applied Probability, October 2011, Institute of Mathematical Statistics

    Chair Professor Wing-Keung Wong

  283. Examining the Day-of-the-Week Effects in Chinese Stock Markets: New Evidence from a Stochastic Dominance Approach

    Article • Global Economic Review, September 2011, Taylor & Francis

    Chair Professor Wing-Keung Wong

  284. A gravity analysis of international stock market linkages

    Article • Applied Economics Letters, September 2011, Taylor & Francis

    Chair Professor Wing-Keung Wong

  285. Grüss-type bounds for covariances and the notion of quadrant dependence in expectation

    Article • Central European Journal of Mathematics, August 2011, De Gruyter

    Chair Professor Wing-Keung Wong

  286. Multivariate causality tests with simulation and application

    Article • Statistics & Probability Letters, August 2011, Elsevier

    Chair Professor Wing-Keung Wong

  287. The mean–variance ratio test—A complement to the coefficient of variation test and the Sharpe ratio test

    Article • Statistics & Probability Letters, August 2011, Elsevier

    Chair Professor Wing-Keung Wong

  288. Test statistics for prospect and Markowitz stochastic dominances with applications

    Article • Econometrics Journal, June 2011, Wiley

    Chair Professor Wing-Keung Wong

  289. Evolution of the Trans-Atlantic exchange rate before and after the birth of the Euro and policy implications

    Article • Applied Economics, June 2011, Taylor & Francis

    Chair Professor Wing-Keung Wong

  290. A trinomial test for paired data when there are many ties

    Article • Mathematics and Computers in Simulation, February 2011, Elsevier

    Chair Professor Wing-Keung Wong

  291. Preferences of Malaysian Stocks and Futures Markets for Investors Before and After Crises

    Article • SSRN Electronic Journal, January 2011, Elsevier

    Dr Hooi Hooi Lean, Chair Professor Wing-Keung Wong

  292. Banking Firm, Risk of Investment and Derivatives

    Article • Technology and Investment, January 2011, Scientific Research Publishing, Inc,

    Chair Professor Wing-Keung Wong

  293. Asset Performance Evaluation with the Mean-Variance Ratio

    Article • SSRN Electronic Journal, January 2011, Elsevier

    Chair Professor Wing-Keung Wong

  294. Portfolios Resampling and International Diversification: A Non-Parametric Stochastic Dominance Approach

    Article • SSRN Electronic Journal, January 2011, Elsevier

    Chair Professor Wing-Keung Wong

  295. Regime-Dependent Relationships Among the Stock Markets of the US, Australia, and New Zealand: A Markov Switching VAR Approach

    Article • SSRN Electronic Journal, January 2011, Elsevier

    Chair Professor Wing-Keung Wong

  296. Prospect Performance Evaluation: Making a Case for a Non-Asymptotic UMPU Test

    Article • SSRN Electronic Journal, January 2011, Elsevier

    Chair Professor Wing-Keung Wong

  297. An Improved Estimation to Make Markowitz's Portfolio Optimization Theory Users Friendly and Estimation Accurate with Application on the US Stock Market Investment

    Article • SSRN Electronic Journal, January 2011, Elsevier

    Chair Professor Wing-Keung Wong

  298. A New Pseudo Bayesian Model for Stock Returns In Financial Crisis

    Article • SSRN Electronic Journal, January 2011, Elsevier

    Chair Professor Wing-Keung Wong

  299. A Markov Regime-Switching Model of Stock Return Volatility: Evidence from Chinese Markets

    Article • January 2011, Nature

    Chair Professor Wing-Keung Wong

  300. Stochastic dominance and risk measure: A decision-theoretic foundation for VaR and C-VaR

    Article • European Journal of Operational Research, December 2010, Elsevier

    Chair Professor Wing-Keung Wong

  301. The covariance sign of transformed random variables with applications to economics and finance

    Article • IMA Journal of Management Mathematics, September 2010, Oxford University Press (OUP)

    Chair Professor Wing-Keung Wong

  302. Market efficiency of oil spot and futures: A mean-variance and stochastic dominance approach

    Article • Energy Economics, September 2010, Elsevier

    Dr Hooi Hooi Lean, Chair Professor Wing-Keung Wong

  303. Examining Stock Volatility in the Segmented Chinese Stock Markets: A SWARCH Approach

    Article • Global Economic Review, September 2010, Taylor & Francis

    Chair Professor Wing-Keung Wong

  304. Multivariate linear and nonlinear causality tests

    Article • Mathematics and Computers in Simulation, September 2010, Elsevier

    Chair Professor Wing-Keung Wong

  305. Prospect Theory, Indifference Curves, and Hedging Risks

    Article • Applied Mathematics Research eXpress, August 2010, Oxford University Press (OUP)

    Chair Professor Wing-Keung Wong

  306. A pseudo-Bayesian model in financial decision making with implications to market volatility, under- and overreaction

    Article • European Journal of Operational Research, May 2010, Elsevier

    Chair Professor Wing-Keung Wong

  307. Gains from diversification on convex combinations: A majorization and stochastic dominance approach

    Article • European Journal of Operational Research, February 2010, Elsevier

    Chair Professor Wing-Keung Wong

  308. Stochastic Dominance and Investors’ Behavior towards Risk: The Hong Kong Stocks and Futures Markets

    Article • SSRN Electronic Journal, January 2010, Elsevier

    Dr Hooi Hooi Lean, Chair Professor Wing-Keung Wong

  309. Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach

    Article • SSRN Electronic Journal, January 2010, Elsevier

    Dr Hooi Hooi Lean, Chair Professor Wing-Keung Wong

  310. Examining the Impact of the U.S. IT Stock Market on Other IT Stock Markets

    Article • January 2010, Springer Science + Business Media

    Chair Professor Wing-Keung Wong

  311. Was There Abnormal Trading in the S&P 500 Index Options Prior to the September 11 Attacks?

    Article • SSRN Electronic Journal, January 2010, Elsevier

    Chair Professor Wing-Keung Wong

  312. A New Pseudo-Bayesian Model with Implications to Financial Anomalies and Investors’ Behaviors

    Article • SSRN Electronic Journal, January 2010, Elsevier

    Chair Professor Wing-Keung Wong

  313. A Gravity Analysis of International Stock Market Linkages

    Article • SSRN Electronic Journal, January 2010, Elsevier

    Chair Professor Wing-Keung Wong

  314. Grüss-Type Bounds for the Covariance of Transformed Random Variables

    Article • Journal of Inequalities and Applications, January 2010, Springer Science + Business Media

    Chair Professor Wing-Keung Wong

  315. Segregation and Integration: A Study of the Behaviors of Investors with Extended Value Functions

    Article • Advances in Decision Sciences, January 2010, Hindawi Publishing Corporation

    Chair Professor Wing-Keung Wong

  316. Revisiting Volume vs. GARCH Effects Using Univariate and Bivariate GARCH Models: Evidence from U.S. Stock Markets

    Article • January 2010, Springer Science + Business Media

    Chair Professor Wing-Keung Wong

  317. Does International Diversification Substitute for Home Bias?

    Article • SSRN Electronic Journal, January 2010, Elsevier

    Chair Professor Wing-Keung Wong

  318. Estimation of Cost of Capital and its Reliability

    Article • SSRN Electronic Journal, January 2010, Elsevier

    Chair Professor Wing-Keung Wong

  319. Do Investors Like to Diversify? A Study of Markowitz Preferences

    Article • SSRN Electronic Journal, January 2010, Elsevier

    Chair Professor Wing-Keung Wong

  320. Moment Matrices in Conditional Heteroskedastic Models under Elliptical Distributions with Applications in AR-ARCH Models

    Article • SSRN Electronic Journal, January 2010, Elsevier

    Chair Professor Wing-Keung Wong

  321. China’s Stock Market Integration with a Leading Power and a Close Neighbor

    Article • SSRN Electronic Journal, January 2010, Elsevier

    Chair Professor Wing-Keung Wong

  322. Prospect Theory and Hedging Risks

    Article • SSRN Electronic Journal, January 2010, Elsevier

    Chair Professor Wing-Keung Wong

  323. Multivariate Causality Tests with Simulation and Application

    Article • SSRN Electronic Journal, January 2010, Elsevier

    Chair Professor Wing-Keung Wong

  324. Robust Estimation and Forecasting of the Capital Asset Pricing Model

    Article • SSRN Electronic Journal, January 2010, Elsevier

    Chair Professor Wing-Keung Wong

  325. Making Markowitz's Portfolio Optimization Theory Practically Useful

    Article • SSRN Electronic Journal, January 2010, Elsevier

    Chair Professor Wing-Keung Wong

  326. Stock Volatility in the Segmented Chinese Stock Markets: A SWARCH Approach

    Article • SSRN Electronic Journal, January 2010, Elsevier

    Chair Professor Wing-Keung Wong

  327. New Evidence on the Relation between Return Volatility and Trading Volume

    Article • SSRN Electronic Journal, January 2010, Elsevier

    Chair Professor Wing-Keung Wong

  328. Prospect Theory, Indifference Curves, and Hedging Risks

    Article • SSRN Electronic Journal, January 2010, Elsevier

    Chair Professor Wing-Keung Wong

  329. Gruss-Type Bounds for the Covariance of Transformed Random Variables

    Article • SSRN Electronic Journal, January 2010, Elsevier

    Chair Professor Wing-Keung Wong

  330. Portfolio Management during Epidemics: The Case of SARS in China

    Article • SSRN Electronic Journal, January 2010, Elsevier

    Chair Professor Wing-Keung Wong

  331. Linearity and Stationarity of G7 Government Bond Returns

    Article • SSRN Electronic Journal, January 2010, Elsevier

    Chair Professor Wing-Keung Wong

  332. Multivariate Stochastic Dominance for Risk Averters and Risk Seekers

    Article • SSRN Electronic Journal, January 2010, Elsevier

    Chair Professor Wing-Keung Wong

  333. Empirical Test of the Efficiency of UK Covered Warrants Market: Stochastic Dominance and Likelihood Ratio Test Approach

    Article • SSRN Electronic Journal, January 2010, Elsevier

    Chair Professor Wing-Keung Wong

  334. Stochastic Dominance Relationships Between Spot and Futures Markets: International Evidences on Market Efficiency

    Article • SSRN Electronic Journal, January 2010, Elsevier

    Chair Professor Wing-Keung Wong

  335. A Markov Chain Quasi-Monte Carlo Method for Bayesian Estimation of Stochastic Volatility Model

    Article • SSRN Electronic Journal, January 2010, Elsevier

    Chair Professor Wing-Keung Wong

  336. Mean-Variance Ratio Test, a Complement of Coefficients of Variation Test and Sharpe Ratio Test

    Article • SSRN Electronic Journal, January 2010, Elsevier

    Chair Professor Wing-Keung Wong

  337. Examining the Day-of-the-Week Effects in Chinese Stock Markets: New Evidence from a Stochastic Dominance Approach

    Article • SSRN Electronic Journal, January 2010, Elsevier

    Chair Professor Wing-Keung Wong

  338. Revisiting Grüss’s Inequality: Covariance Bounds, QDE but not QD Copulas, and Central Moments

    Article • SSRN Electronic Journal, January 2010, Elsevier

    Chair Professor Wing-Keung Wong

  339. China’s Stock Market Integration with a Leading Power and a Close Neighbor

    Article • Journal of Risk and Financial Management, December 2009, MDPI AG

    Chair Professor Wing-Keung Wong

  340. Stochastic Dominance and Applications to Finance, Risk and Economics

    Article • October 2009, Taylor & Francis

    Professor Songsak Sriboonchitta, Chair Professor Wing-Keung Wong

  341. ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY

    Article • Mathematical Finance, October 2009, Wiley

    Chair Professor Wing-Keung Wong

  342. EFFICIENCY OF THE TAIWAN STOCK MARKET

    Article • Japanese Economic Review, September 2009, Wiley

    Chair Professor Wing-Keung Wong

  343. Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models

    Article • Statistical Papers, August 2009, Springer Science + Business Media

    Chair Professor Wing-Keung Wong

  344. Mapping the Presidential Election Cycle in US stock markets

    Article • Mathematics and Computers in Simulation, July 2009, Elsevier

    Chair Professor Wing-Keung Wong

  345. GARCH AND VOLUME EFFECTS IN THE AUSTRALIAN STOCK MARKETS

    Article • Annals of Financial Economics, June 2009, World Scientific Pub Co Pte Lt

    Chair Professor Wing-Keung Wong

  346. Profitability of Technical Analysis in the Singapore Stock Market: before and after the Asian Financial Crisis

    Article • Journal of Economic Integration, March 2009, Center for Economic Integration

    Chair Professor Wing-Keung Wong

  347. Linear and nonlinear causality between changes in consumption and consumer attitudes

    Article • Economics Letters, March 2009, Elsevier

    Chair Professor Wing-Keung Wong

  348. Futures versus Stocks: A Stochastic Dominance Study in Malaysian Markets

    Article • SSRN Electronic Journal, January 2009, Elsevier

    Dr Hooi Hooi Lean, Chair Professor Wing-Keung Wong

  349. New evidence on the relation between return volatility and trading volume

    Article • Journal of Forecasting, January 2009, Wiley

    Chair Professor Wing-Keung Wong

  350. A Note on the Stochastic Dominance Test Statistics

    Article • SSRN Electronic Journal, January 2009, Elsevier

    Chair Professor Wing-Keung Wong

  351. A Trinomial Test for Paired Data When There are Many Ties

    Article • SSRN Electronic Journal, January 2009, Elsevier

    Chair Professor Wing-Keung Wong

  352. Stochastic Dominance and Behavior towards Risk: The Market for iShares

    Article • SSRN Electronic Journal, January 2009, Elsevier

    Chair Professor Wing-Keung Wong

  353. Segregation and Integration: A Study of the Behaviors of Investors with Extended Value Functions

    Article • SSRN Electronic Journal, January 2009, Elsevier

    Chair Professor Wing-Keung Wong

  354. Multivariate Linear and Non-Linear Causality Tests

    Article • SSRN Electronic Journal, January 2009, Elsevier

    Chair Professor Wing-Keung Wong

  355. Prospect Theory and Two Moment Model: The Firm Under Price Uncertainty

    Article • SSRN Electronic Journal, January 2009, Elsevier

    Chair Professor Wing-Keung Wong

  356. An Improvement of the Sharpe-Ratio Test on Small Samples -- Mean-Variance Ratio Test

    Article • SSRN Electronic Journal, January 2009, Elsevier

    Chair Professor Wing-Keung Wong

  357. An Improved Estimation to Make Markowitz's Portfolio Optimization Theory Users Friendly and Practically Useful

    Article • SSRN Electronic Journal, January 2009, Elsevier

    Chair Professor Wing-Keung Wong

  358. REITs, stocks and fixed income assets

    Article • Journal of Risk and Financial Management, December 2008, MDPI AG

    Dr Hooi Hooi Lean, Chair Professor Wing-Keung Wong

  359. Stochastic dominance and behavior towards risk: The market for Internet stocks

    Article • Journal of Economic Behavior & Organization, October 2008, Elsevier

    Dr Hooi Hooi Lean, Chair Professor Wing-Keung Wong

  360. Policy change and lead–lag relations among China's segmented stock markets

    Article • Journal of Multinational Financial Management, July 2008, Elsevier

    Chair Professor Wing-Keung Wong

  361. Stochastic dominance analysis of Asian hedge funds

    Article • Pacific-Basin Finance Journal, June 2008, Elsevier

    Dr Hooi Hooi Lean, Chair Professor Wing-Keung Wong

  362. On testing the equality of multiple Sharpe ratios, with application on the evaluation of iShares

    Article • The Journal of Risk, March 2008, Incisive Media

    Chair Professor Wing-Keung Wong

  363. Three-factor profile analysis with GARCH innovations

    Article • Mathematics and Computers in Simulation, February 2008, Elsevier

    Chair Professor Wing-Keung Wong

  364. Gains from Diversification: A Majorization and Stochastic Dominance Approach

    Article • SSRN Electronic Journal, January 2008, Elsevier

    Chair Professor Wing-Keung Wong

  365. Financial Astrology: Mapping the Presidential Election Cycle in US Stock Markets

    Article • SSRN Electronic Journal, January 2008, Elsevier

    Chair Professor Wing-Keung Wong

  366. Volatility switching and regime interdependence between information technology stocks 1995–2005

    Article • Global Finance Journal, January 2008, Elsevier

    Chair Professor Wing-Keung Wong

  367. Profitability of intraday and interday momentum strategies

    Article • Applied Economics Letters, December 2007, Taylor & Francis

    Chair Professor Wing-Keung Wong

  368. Stochastic dominance and mean–variance measures of profit and loss for business planning and investment

    Article • European Journal of Operational Research, October 2007, Elsevier

    Chair Professor Wing-Keung Wong

  369. Preferences over location-scale family

    Article • Economic Theory, May 2007, Springer Science + Business Media

    Chair Professor Wing-Keung Wong

  370. Revisiting calendar anomalies in Asian stock markets using a stochastic dominance approach

    Article • Journal of Multinational Financial Management, April 2007, Elsevier

    Dr Hooi Hooi Lean, Chair Professor Wing-Keung Wong

  371. Do REITs Outperform Stocks and Fixed-Income Assets? New Evidence from Mean-Variance and Stochastic Dominance Approaches

    Article • SSRN Electronic Journal, January 2007, Elsevier

    Dr Hooi Hooi Lean, Chair Professor Wing-Keung Wong

  372. The Impact of Option Strategies in Financial Portfolios Performance: Mean-Variance and Stochastic Dominance Approaches

    Article • SSRN Electronic Journal, January 2007, Elsevier

    Chair Professor Wing-Keung Wong

  373. A Quantitative Behavioral Model and its Implications for Market Volatility, Underreaction, and Overreaction

    Article • SSRN Electronic Journal, January 2007, Elsevier

    Chair Professor Wing-Keung Wong

  374. Test Statistics for Prospect and Markowitz Stochastic Dominances with Applications

    Article • SSRN Electronic Journal, January 2007, Elsevier

    Chair Professor Wing-Keung Wong

  375. Stochastic Dominance Analysis of iShares

    Article • European Journal of Finance, January 2007, Taylor & Francis

    Chair Professor Wing-Keung Wong

  376. Are mortgage and capital markets integrated in the USA? A study of time-varying cointegration

    Article • International Journal of Services Technology and Management, January 2007, Inderscience Publishers

    Chair Professor Wing-Keung Wong

  377. Does International Diversification Substitute Home Bias : An Application of a Non Parametric Stochastic Dominance Approach

    Article • SSRN Electronic Journal, January 2007, Elsevier

    Chair Professor Wing-Keung Wong

  378. Elasticity of risk aversion and international trade

    Article • Economics Letters, July 2006, Elsevier

    Chair Professor Wing-Keung Wong

  379. THE STOCHASTIC COMPONENT OF REALIZED VOLATILITY

    Article • Annals of Financial Economics, June 2006, World Scientific Pub Co Pte Lt

    Chair Professor Wing-Keung Wong

  380. Stochastic Dominance Test for Risk Seekers: An Application to Oil Spot and Futures Markets

    Article • SSRN Electronic Journal, January 2006, Elsevier

    Dr Hooi Hooi Lean, Chair Professor Wing-Keung Wong

  381. Size and Power of Some Stochastic Dominance Tests: A Monte Carlo Study

    Article • SSRN Electronic Journal, January 2006, Elsevier

    Dr Hooi Hooi Lean, Chair Professor Wing-Keung Wong

  382. Can American Dollar Survive the Onslaught of Euro? An Empirical Investigation

    Article • SSRN Electronic Journal, January 2006, Elsevier

    Chair Professor Wing-Keung Wong

  383. Three-Factor Profile Analysis

    Article • SSRN Electronic Journal, January 2006, Elsevier

    Chair Professor Wing-Keung Wong

  384. Stochastic Dominance and Risk Measure: A Decision-Theoretic Foundation for VAR and C-Var

    Article • SSRN Electronic Journal, January 2006, Elsevier

    Chair Professor Wing-Keung Wong

  385. A Note on the Mean-Variance Analysis of Self-Financing Portfolios

    Article • SSRN Electronic Journal, January 2006, Elsevier

    Chair Professor Wing-Keung Wong

  386. Stochastic dominance theory for location-scale family

    Article • Journal of Applied Mathematics and Decision Sciences, January 2006, Hindawi Publishing Corporation

    Chair Professor Wing-Keung Wong

  387. On Testing the Equality of the Multiple Sharpe Ratios, with Application on the Evaluation of Ishares

    Article • SSRN Electronic Journal, January 2006, Elsevier

    Chair Professor Wing-Keung Wong

  388. Evolution of Dollar/Euro Exchange Rate Before and After the Birth of Euro and Policy Implications

    Article • SSRN Electronic Journal, January 2006, Elsevier

    Chair Professor Wing-Keung Wong

  389. Does the US IT Stock Market Dominate Other IT Stock Markets: Evidence from Multivariate GARCH Model

    Article • SSRN Electronic Journal, January 2006, Elsevier

    Chair Professor Wing-Keung Wong

  390. New variance ratio tests to identify random walk from the general mean reversion model

    Article • Journal of Applied Mathematics and Decision Sciences, January 2006, Hindawi Publishing Corporation

    Chair Professor Wing-Keung Wong

  391. The modified mixture of distributions model: a revisit

    Article • Annals of Finance, November 2005, Springer Science + Business Media

    Chair Professor Wing-Keung Wong

  392. International momentum strategies: a stochastic dominance approach

    Article • Journal of Financial Markets, February 2005, Elsevier

    Dr Hooi Hooi Lean, Chair Professor Wing-Keung Wong

  393. Preferences over Meyer's Location-Scale Family

    Article • SSRN Electronic Journal, January 2005, Elsevier

    Chair Professor Wing-Keung Wong

  394. Prospect and Markowitz Stochastic Dominance

    Article • SSRN Electronic Journal, January 2005, Elsevier

    Chair Professor Wing-Keung Wong

  395. Estimating parameters in autoregressive models with asymmetric innovations

    Article • Statistics & Probability Letters, January 2005, Elsevier

    Chair Professor Wing-Keung Wong

  396. Has Trade Increased the Risk of Contagion? An Empirical Investigation

    Article • SSRN Electronic Journal, January 2005, Elsevier

    Chair Professor Wing-Keung Wong

  397. Money, Interest Rate, and Stock Prices: New Evidence from Singapore and the United States

    Article • SSRN Electronic Journal, January 2005, Elsevier

    Chair Professor Wing-Keung Wong

  398. On the estimation of cost of capital and its reliability

    Article • Quantitative Finance, June 2004, Taylor & Francis

    Chair Professor Wing-Keung Wong

  399. Proposal for the Possible Establishment of an ASEAN Dollar

    Article • SSRN Electronic Journal, January 2004, Elsevier

    Chair Professor Wing-Keung Wong

  400. Chinese values in Singapore: Traditional and modern

    Article • Asian Journal Of Social Psychology, February 2003, Wiley

    Chair Professor Wing-Keung Wong

  401. How rewarding is technical analysis? Evidence from Singapore stock market

    Article • Applied Financial Economics, January 2003, Taylor & Francis

    Chair Professor Wing-Keung Wong

  402. Contagion or Inductance? Crisis 1997 Reconsidered

    Article • Japanese Economic Review, December 2001, Wiley

    Chair Professor Wing-Keung Wong

  403. Robust estimation in Capital Asset Pricing Model

    Article • Journal of Applied Mathematics and Decision Sciences, January 2000, Hindawi Publishing Corporation

    Chair Professor Wing-Keung Wong

  404. Measuring international competitiveness: experience from East Asia

    Article • Applied Economics, November 1999, Taylor & Francis

    Chair Professor Wing-Keung Wong

  405. Extension of stochastic dominance theory to random variables

    Article • RAIRO - Operations Research, October 1999, EDP Sciences

    Chair Professor Wing-Keung Wong

  406. A note on convex stochastic dominance

    Article • Economics Letters, March 1999, Elsevier

    Chair Professor Wing-Keung Wong

  407. Time series models with asymmetric innovations

    Article • Communication in Statistics- Theory and Methods, January 1999, Taylor & Francis

    Chair Professor Wing-Keung Wong

  408. Government Policies and Private Housing Prices in Singapore

    Article • Urban Studies, November 1997, SAGE Publications

    Chair Professor Wing-Keung Wong

  409. The motivation to achieve in Singapore: In search of a core construct

    Article • Personality and Individual Differences, November 1997, Elsevier

    Chair Professor Wing-Keung Wong

  410. Singapore's experience with car quotas

    Article • Transport Policy, October 1996, Elsevier

    Chair Professor Wing-Keung Wong

  411. REVISITING “DIVIDEND YIELD PLUS GROWTH” AND ITS APPLICATION

    Article • The Engineering Economist, January 1996, Taylor & Francis

    Chair Professor Wing-Keung Wong

  412. On the unavoidability of ‘unscientific’ judgment in estimating the cost of capital

    Article • Managerial and Decision Economics, February 1991, Wiley

    Chair Professor Wing-Keung Wong

  413. Repeated Time Series Analysis of ARIMA–Noise Models

    Article • Journal of Business and Economic Statistics, April 1990, Taylor & Francis

    Chair Professor Wing-Keung Wong

  414. Repeated Time Series Analysis of ARIMA-Noise Models

    Article • Journal of Business and Economic Statistics, April 1990, JSTOR

    Chair Professor Wing-Keung Wong

  415. An extended multinomial-Dirichlet model for error bounds for dollar-unit sampling

    Article • Contemporary Accounting Research, March 1990, Wiley

    Chair Professor Wing-Keung Wong