Chair Professor Wing-Keung Wong

All Stories

1. 
   Effect of Geopolitical Risk on Energy Consumption Policy: New Empirical Evidence from BRICS

   Article • Heliyon, September 2024, Elsevier

   Chair Professor Wing-Keung Wong

2. 
   Modeling method of local financial dependence: Evidence from Mongolia

   Article • Heliyon, August 2024, Elsevier

   Chair Professor Wing-Keung Wong

3. 
   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

4. 
   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

5. 
   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

6. 
   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

7. 
   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

8. 
   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

9. 
   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

10. 
    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

11. 
    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

12. 
    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

13. 
    Herding behavior in integrated financial markets: the case of MILA

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

    Chair Professor Wing-Keung Wong

14. 
    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

15. 
    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

16. 
    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

17. 
    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

18. 
    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

19. 
    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

20. 
    Analysing Monetary Policy Shocks by Sign and Parametric Restrictions: The Evidence from Russia

    Article • Economies, September 2022, MDPI AG

    Chair Professor Wing-Keung Wong

21. 
    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

22. 
    SAME RIDE, DIFFERENT RIDERS

    Article • World Affairs, August 2022, SAGE Publications

    Chair Professor Wing-Keung Wong

23. 
    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

24. 
    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

25. 
    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

26. 
    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

27. 
    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

28. 
    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

29. 
    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

30. 
    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

31. 
    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

32. 
    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

33. 
    Generation Y’s Sustainable Purchasing Intention of Green Personal Care Products

    Article • Sustainability, December 2021, MDPI AG

    Chair Professor Wing-Keung Wong

34. 
    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

35. 
    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

36. 
    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

37. 
    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

38. 
    Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization

    Article • Econometrics and Statistics, November 2021, Elsevier

    Chair Professor Wing-Keung Wong

39. 
    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

40. 
    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

41. 
    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

42. 
    Spurious Relationships for Nearly Non-Stationary Series

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

    Chair Professor Wing-Keung Wong

43. 
    Guest editorial

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

    Chair Professor Wing-Keung Wong

44. 
    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

45. 
    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

46. 
    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

47. 
    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

48. 
    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

49. 
    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

50. 
    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

51. 
    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

52. 
    Sustainability of Global Economic Policy and Stock Market Returns in Indonesia

    Article • Sustainability, May 2021, MDPI AG

    Chair Professor Wing-Keung Wong

53. 
    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

54. 
    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

55. 
    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

56. 
    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

57. 
    Optimal combinations of factors influencing the sustainability of Taiwanese firms

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

    Chair Professor Wing-Keung Wong

58. 
    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

59. 
    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

60. 
    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

61. 
    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

62. 
    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

63. 
    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

64. 
    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

65. 
    Non-Standard Errors

    Article • SSRN Electronic Journal, January 2021, Elsevier

    Chair Professor Wing-Keung Wong

66. 
    Optimal Model to Predict the Sustainability of Taiwanese Firms

    Article • SSRN Electronic Journal, January 2021, Elsevier

    Chair Professor Wing-Keung Wong

67. 
    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

68. 
    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

69. 
    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

70. 
    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

71. 
    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

72. 
    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, Siamand Hesami

73. 
    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

74. 
    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

75. 
    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

76. 
    The Sustainability of Energy Substitution in the Chinese Electric Power Sector

    Article • Sustainability, July 2020, MDPI AG

    Chair Professor Wing-Keung Wong

77. 
    Review on behavioral economics and behavioral finance

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

    Chair Professor Wing-Keung Wong

78. 
    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

79. 
    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

80. 
    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

81. 
    WELFARE GAINS FROM MACRO-HEDGING

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

    Chair Professor Wing-Keung Wong

82. 
    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

83. 
    Sustainability of Both Pecking Order and Trade-Off Theories in Chinese Manufacturing Firms

    Article • Sustainability, May 2020, MDPI AG

    Chair Professor Wing-Keung Wong

84. 
    Review on Efficiency and Anomalies in Stock Markets

    Article • Economies, March 2020, MDPI AG

    Chair Professor Wing-Keung Wong

85. 
    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

86. 
    Editorial Statement and Research Ideas for Efficiency and Anomalies in Stock Markets

    Article • Economies, February 2020, MDPI AG

    Chair Professor Wing-Keung Wong

87. 
    Editorial Statement for Mathematical Finance

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

    Chair Professor Wing-Keung Wong

88. 
    Modeling Co-Movement among Different Agricultural Commodity Markets: A Copula-GARCH Approach

    Article • Sustainability, January 2020, MDPI AG

    Chair Professor Wing-Keung Wong

89. 
    Extension of Stein’s Lemmas to General Functions and Distributions

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

    Chair Professor Wing-Keung Wong

90. 
    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

91. 
    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

92. 
    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

93. 
    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

94. 
    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

95. 
    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

96. 
    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

97. 
    Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis

    Article • Resources Policy, June 2019, Elsevier

    Chair Professor Wing-Keung Wong

98. 
    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

99. 
    Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector

    Article • Sustainability, May 2019, MDPI AG

    Chair Professor Wing-Keung Wong

100. 
     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

101. 
     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

102. 
     Determining Distribution for the Product of Random Variables by Using Copulas

     Article • Risks, February 2019, MDPI AG

     Chair Professor Wing-Keung Wong

103. 
     Farinelli and Tibiletti ratio and stochastic dominance

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

     Chair Professor Wing-Keung Wong

104. 
     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

105. 
     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

106. 
     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

107. 
     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

108. 
     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

109. 
     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

110. 
     Central Moments, Stochastic Dominance, Moment Rule, and Diversification

     Article • SSRN Electronic Journal, January 2019, Elsevier

     Chair Professor Wing-Keung Wong

111. 
     Determining Distribution for the Product of Random Variables by Using Copulas

     Article • SSRN Electronic Journal, January 2019, Elsevier

     Chair Professor Wing-Keung Wong

112. 
     Distribution of Quotient of Dependent and Independent Random Variables Using Copulas

     Article • SSRN Electronic Journal, January 2019, Elsevier

     Chair Professor Wing-Keung Wong

113. 
     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

114. 
     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

115. 
     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

116. 
     Optimal Solution Techniques in Decision Sciences: A Review

     Article • SSRN Electronic Journal, January 2019, Elsevier

     Chair Professor Wing-Keung Wong

117. 
     Stemtech Model in ASEAN Universities: An Empirical Research at Can Tho University

     Article • SSRN Electronic Journal, January 2019, Elsevier

     Chair Professor Wing-Keung Wong

118. 
     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

119. 
     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

120. 
     Point and density forecasts of oil returns: The role of geopolitical risks

     Article • Resources Policy, November 2018, Elsevier

     Chair Professor Wing-Keung Wong

121. 
     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

122. 
     Why Are Warrant Markets Sustained in Taiwan but Not in China?

     Article • Sustainability, October 2018, MDPI AG

     Chair Professor Wing-Keung Wong

123. 
     Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains

     Article • Sustainability, October 2018, MDPI AG

     Chair Professor Wing-Keung Wong

124. 
     Is wine a good choice for investment?

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

     Chair Professor Wing-Keung Wong, Dr Elie Bouri

125. 
     The Effects of Health Status on Life Insurance Holdings in 16 European Countries

     Article • Sustainability, September 2018, MDPI AG

     Chair Professor Wing-Keung Wong

126. 
     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

127. 
     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

128. 
     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

129. 
     Specification Testing of Production in a Stochastic Frontier Model

     Article • Sustainability, August 2018, MDPI AG

     Chair Professor Wing-Keung Wong

130. 
     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

131. 
     Theory and application of an economic performance measure of risk

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

     Chair Professor Wing-Keung Wong

132. 
     Diversification versus optimality: is there really a diversification puzzle?

     Article • Applied Economics, April 2018, Taylor & Francis

     Martin Egozcue, Chair Professor Wing-Keung Wong

133. 
     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

134. 
     Maslow Portfolio Selection for Individuals with Low Financial Sustainability

     Article • Sustainability, April 2018, MDPI AG

     Chair Professor Wing-Keung Wong

135. 
     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

136. 
     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

137. 
     A new test of multivariate nonlinear causality

     Article • PLoS ONE, January 2018, PLOS

     Chair Professor Wing-Keung Wong

138. 
     Repurchase Intention of Korean Beauty Products Among Taiwanese Consumers

     Article • SSRN Electronic Journal, January 2018, Elsevier

     Dr Massoud Moslehpour, Chair Professor Wing-Keung Wong

139. 
     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

140. 
     Is Wine a Good Choice for Investment?

     Article • SSRN Electronic Journal, January 2018, Elsevier

     Chair Professor Wing-Keung Wong, Dr Elie Bouri

141. 
     Simultaneous adaptation of AHP and Fuzzy AHP

     Article • SSRN Electronic Journal, January 2018, Elsevier

     Dr Massoud Moslehpour, Chair Professor Wing-Keung Wong

142. 
     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

143. 
     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

144. 
     Applications of Econometrics in Research

     Article • SSRN Electronic Journal, January 2018, Elsevier

     Chair Professor Wing-Keung Wong

145. 
     Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections

     Article • SSRN Electronic Journal, January 2018, Elsevier

     Chair Professor Wing-Keung Wong

146. 
     China's Impact on Mongolian Exchange Rate

     Article • SSRN Electronic Journal, January 2018, Elsevier

     Chair Professor Wing-Keung Wong

147. 
     Could Omega Ratio Perform Better than Sharpe Ratio?

     Article • SSRN Electronic Journal, January 2018, Elsevier

     Chair Professor Wing-Keung Wong

148. 
     Determinants of International Tourism Demand for Mongolia: Gravity Model Approach

     Article • SSRN Electronic Journal, January 2018, Elsevier

     Chair Professor Wing-Keung Wong

149. 
     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

150. 
     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

151. 
     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

152. 
     Estimating Parameters in Autoregressive Models in Non-Normal Situations: Symmetric Innovations

     Article • SSRN Electronic Journal, January 2018, Elsevier

     Chair Professor Wing-Keung Wong

153. 
     Management Information, Decision Sciences, and Financial Economics: A Connection

     Article • SSRN Electronic Journal, January 2018, Elsevier

     Chair Professor Wing-Keung Wong

154. 
     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

155. 
     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

156. 
     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

157. 
     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

158. 
     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

159. 
     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

160. 
     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

161. 
     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

162. 
     Time Series Models with Asymmetric Innovations

     Article • SSRN Electronic Journal, January 2018, Elsevier

     Chair Professor Wing-Keung Wong

163. 
     Why Did Warrant Markets Close in China but Not Taiwan?

     Article • SSRN Electronic Journal, January 2018, Elsevier

     Chair Professor Wing-Keung Wong

164. 
     Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections

     Article • SSRN Electronic Journal, January 2018, Elsevier

     Chair Professor Wing-Keung Wong

165. 
     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

166. 
     The two-moment decision model with additive risks

     Article • Risk Management, October 2017, Nature

     Chair Professor Wing-Keung Wong

167. 
     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

168. 
     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

169. 
     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

170. 
     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

171. 
     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

172. 
     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

173. 
     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

174. 
     Kappa ratios and (higher-order) stochastic dominance

     Article • Risk Management, June 2017, Nature

     Chair Professor Wing-Keung Wong

175. 
     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

176. 
     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

177. 
     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

178. 
     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

179. 
     Why Investors Buy Insurance and Try Their Luck with Lotteries as Well?

     Article • SSRN Electronic Journal, January 2017, Elsevier

     Chair Professor Wing-Keung Wong

180. 
     Nonperforming Loans in Banks Are Managers Only Responsible?

     Article • SSRN Electronic Journal, January 2017, Elsevier

     Chair Professor Wing-Keung Wong

181. 
     Regret Aversion, Regret Neutrality, and Risk Aversion in Production

     Article • SSRN Electronic Journal, January 2017, Elsevier

     Chair Professor Wing-Keung Wong

182. 
     Central Moments, Stochastic Dominance, and the Moment Rules

     Article • SSRN Electronic Journal, January 2017, Elsevier

     Chair Professor Wing-Keung Wong

183. 
     Specification Testing of Production in a Stochastic Frontier Model

     Article • SSRN Electronic Journal, January 2017, Elsevier

     Chair Professor Wing-Keung Wong

184. 
     The Preferences of Omega Ratio for Risk Averters and Risk Seekers

     Article • SSRN Electronic Journal, January 2017, Elsevier

     Chair Professor Wing-Keung Wong

185. 
     Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis

     Article • SSRN Electronic Journal, January 2017, Elsevier

     Chair Professor Wing-Keung Wong

186. 
     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

187. 
     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

188. 
     China's Impact on Mongolian Economy

     Article • SSRN Electronic Journal, January 2017, Elsevier

     Chair Professor Wing-Keung Wong

189. 
     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

190. 
     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

191. 
     Almost stochastic dominance for risk averters and risk seeker

     Article • Finance Research Letters, November 2016, Elsevier

     Chair Professor Wing-Keung Wong

192. 
     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

193. 
     Multivariate stochastic dominance for risk averters and risk seekers

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

     Chair Professor Wing-Keung Wong

194. 
     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

195. 
     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

196. 
     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

197. 
     Central Moments, Stochastic Dominance and Expected Utility

     Article • SSRN Electronic Journal, January 2016, Elsevier

     Chair Professor Wing-Keung Wong

198. 
     Revisiting the Hiemstra-Jones Test

     Article • SSRN Electronic Journal, January 2016, Elsevier

     Chair Professor Wing-Keung Wong

199. 
     Mean-Variance and Stochastic Dominance Analysis of Global Exchange-Traded Funds

     Article • SSRN Electronic Journal, January 2016, Elsevier

     Chair Professor Wing-Keung Wong

200. 
     A Note on Stochastic Dominance and the Omega Ratio

     Article • SSRN Electronic Journal, January 2016, Elsevier

     Chair Professor Wing-Keung Wong

201. 
     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

202. 
     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

203. 
     Production and hedging decisions under regret aversion

     Article • Economic Modelling, December 2015, Elsevier

     Chair Professor Wing-Keung Wong

204. 
     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

205. 
     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

206. 
     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

207. 
     The banking firm and risk taking in a two-moment decision model

     Article • Economic Modelling, November 2015, Elsevier

     Chair Professor Wing-Keung Wong

208. 
     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

209. 
     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

210. 
     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

211. 
     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

212. 
     Analyzing the Hong Kong Stock Market Structure: A Complex Network Approach

     Article • SSRN Electronic Journal, January 2015, Elsevier

     Chair Professor Wing-Keung Wong

213. 
     Panel Non-Linear Causality Test

     Article • SSRN Electronic Journal, January 2015, Elsevier

     Chair Professor Wing-Keung Wong

214. 
     Estimating Parameters in Autoregressive Models with Asymmetric Innovations: MMLE and Nonlinear Approaches

     Article • SSRN Electronic Journal, January 2015, Elsevier

     Chair Professor Wing-Keung Wong

215. 
     Consistent Tests for Almost Stochastic Dominance

     Article • SSRN Electronic Journal, January 2015, Elsevier

     Chair Professor Wing-Keung Wong

216. 
     High Dimensional Global Minimum Variance Portfolio

     Article • SSRN Electronic Journal, January 2015, Elsevier

     Chair Professor Wing-Keung Wong

217. 
     Marketing and New Product Development

     Article • January 2015, Springer Science + Business Media

     Chair Professor Wing-Keung Wong

218. 
     Panel Stochastic Dominance Test and Panel Informational Efficiency LR Test

     Article • SSRN Electronic Journal, January 2015, Elsevier

     Chair Professor Wing-Keung Wong

219. 
     Tests for Richness and Poorness: A Stochastic Dominance Analysis of Income Distributions

     Article • SSRN Electronic Journal, January 2015, Elsevier

     Chair Professor Wing-Keung Wong

220. 
     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

221. 
     Probability and Statistics with Applications in Finance and Economics

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

     Chair Professor Wing-Keung Wong

222. 
     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

223. 
     The Positive Feedback Advantages of Combining Buying and Investing

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

     Chair Professor Wing-Keung Wong

224. 
     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

225. 
     Internet Bubble Examination with Mean-Variance Ratio

     Article • August 2014, Springer Science + Business Media

     Chair Professor Wing-Keung Wong

226. 
     Moment conditions for Almost Stochastic Dominance

     Article • Economics Letters, August 2014, Elsevier

     Chair Professor Wing-Keung Wong

227. 
     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

228. 
     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

229. 
     Key determinants of sustainable smartcard payment

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

     Chair Professor Wing-Keung Wong

230. 
     Mean Variance Analysis of Asian Hedge Funds

     Article • January 2014, Elsevier

     Chair Professor Wing-Keung Wong

231. 
     A Note on Almost Stochastic Dominance and Generalized Almost Stochastic Dominance

     Article • SSRN Electronic Journal, January 2014, Elsevier

     Chair Professor Wing-Keung Wong

232. 
     Production and Hedging Decisions under Regret Aversion

     Article • SSRN Electronic Journal, January 2014, Elsevier

     Chair Professor Wing-Keung Wong

233. 
     A New Principal-Component Approach to Measure the Investor Sentiment

     Article • SSRN Electronic Journal, January 2014, Elsevier

     Chair Professor Wing-Keung Wong

234. 
     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

235. 
     A note on almost stochastic dominance

     Article • Economics Letters, November 2013, Elsevier

     Chair Professor Wing-Keung Wong

236. 
     Market overreaction and underreaction: tests of the directional and magnitude effects

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

     Chair Professor Wing-Keung Wong

237. 
     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

238. 
     Stochastic dominance relationships between stock and stock index futures markets: International evidence

     Article • Economic Modelling, July 2013, Elsevier

     Chair Professor Wing-Keung Wong

239. 
     How much have electricity shortages hampered China's GDP growth?

     Article • Energy Policy, April 2013, Elsevier

     Chair Professor Wing-Keung Wong

240. 
     Convex combinations of quadrant dependent copulas

     Article • Applied Mathematics Letters, February 2013, Elsevier

     Chair Professor Wing-Keung Wong

241. 
     Euronext Stock Exchange Merger and Market Efficiency

     Article • SSRN Electronic Journal, January 2013, Elsevier

     Dr Hooi Hooi Lean, Chair Professor Wing-Keung Wong

242. 
     Stochastic Control for Asset Management

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

     Chair Professor Wing-Keung Wong

243. 
     When Will STI Peak?

     Article • SSRN Electronic Journal, January 2013, Elsevier

     Chair Professor Wing-Keung Wong

244. 
     Banking Firm and Two-Moment Decision Making

     Article • SSRN Electronic Journal, January 2013, Elsevier

     Chair Professor Wing-Keung Wong

245. 
     Moment Conditions for Almost Stochastic Dominance

     Article • SSRN Electronic Journal, January 2013, Elsevier

     Chair Professor Wing-Keung Wong

246. 
     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

247. 
     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

248. 
     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

249. 
     Technical Analysis and Financial Asset Forecasting

     Article • September 2012, World Scientific Pub Co Pte Lt

     Chair Professor Wing-Keung Wong

250. 
     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

251. 
     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

252. 
     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

253. 
     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

254. 
     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

255. 
     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

256. 
     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

257. 
     A New Pseudo-Bayesian Model for Investors' Behaviors in Financial Crises

     Article • SSRN Electronic Journal, January 2012, Elsevier

     Chair Professor Wing-Keung Wong

258. 
     Optimal Output for the Regret-Averse Competitive Firm Under Price Uncertainty

     Article • SSRN Electronic Journal, January 2012, Elsevier

     Chair Professor Wing-Keung Wong

259. 
     Profiteering from the Internet Bubble by Using Mean-Variance-Ratio Test

     Article • SSRN Electronic Journal, January 2012, Elsevier

     Chair Professor Wing-Keung Wong

260. 
     A General Optimal Investment Model in the Presence of Background Risk

     Article • SSRN Electronic Journal, January 2012, Elsevier

     Chair Professor Wing-Keung Wong

261. 
     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

262. 
     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

263. 
     A mixed Sharpe ratio

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

     Chair Professor Wing-Keung Wong

264. 
     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

265. 
     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

266. 
     Do investors like to diversify? A study of Markowitz preferences

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

     Chair Professor Wing-Keung Wong

267. 
     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

268. 
     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

269. 
     A gravity analysis of international stock market linkages

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

     Chair Professor Wing-Keung Wong

270. 
     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

271. 
     Multivariate causality tests with simulation and application

     Article • Statistics & Probability Letters, August 2011, Elsevier

     Chair Professor Wing-Keung Wong

272. 
     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

273. 
     Test statistics for prospect and Markowitz stochastic dominances with applications

     Article • Econometrics Journal, June 2011, Wiley

     Chair Professor Wing-Keung Wong

274. 
     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

275. 
     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

276. 
     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

277. 
     Banking Firm, Risk of Investment and Derivatives

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

     Chair Professor Wing-Keung Wong

278. 
     Asset Performance Evaluation with the Mean-Variance Ratio

     Article • SSRN Electronic Journal, January 2011, Elsevier

     Chair Professor Wing-Keung Wong

279. 
     Portfolios Resampling and International Diversification: A Non-Parametric Stochastic Dominance Approach

     Article • SSRN Electronic Journal, January 2011, Elsevier

     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 • SSRN Electronic Journal, January 2011, Elsevier

     Chair Professor Wing-Keung Wong

281. 
     Prospect Performance Evaluation: Making a Case for a Non-Asymptotic UMPU Test

     Article • SSRN Electronic Journal, January 2011, Elsevier

     Chair Professor Wing-Keung Wong

282. 
     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

283. 
     A New Pseudo Bayesian Model for Stock Returns In Financial Crisis

     Article • SSRN Electronic Journal, January 2011, Elsevier

     Chair Professor Wing-Keung Wong

284. 
     A Markov Regime-Switching Model of Stock Return Volatility: Evidence from Chinese Markets

     Article • January 2011, Nature

     Chair Professor Wing-Keung Wong

285. 
     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

286. 
     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

287. 
     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

288. 
     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

289. 
     Multivariate linear and nonlinear causality tests

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

     Chair Professor Wing-Keung Wong

290. 
     Prospect Theory, Indifference Curves, and Hedging Risks

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

     Chair Professor Wing-Keung Wong

291. 
     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

292. 
     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

293. 
     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

294. 
     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

295. 
     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

296. 
     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

297. 
     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

298. 
     A Gravity Analysis of International Stock Market Linkages

     Article • SSRN Electronic Journal, January 2010, Elsevier

     Chair Professor Wing-Keung Wong

299. 
     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

300. 
     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

301. 
     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

302. 
     Does International Diversification Substitute for Home Bias?

     Article • SSRN Electronic Journal, January 2010, Elsevier

     Chair Professor Wing-Keung Wong

303. 
     Estimation of Cost of Capital and its Reliability

     Article • SSRN Electronic Journal, January 2010, Elsevier

     Chair Professor Wing-Keung Wong

304. 
     Do Investors Like to Diversify? A Study of Markowitz Preferences

     Article • SSRN Electronic Journal, January 2010, Elsevier

     Chair Professor Wing-Keung Wong

305. 
     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

306. 
     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

307. 
     Prospect Theory and Hedging Risks

     Article • SSRN Electronic Journal, January 2010, Elsevier

     Chair Professor Wing-Keung Wong

308. 
     Multivariate Causality Tests with Simulation and Application

     Article • SSRN Electronic Journal, January 2010, Elsevier

     Chair Professor Wing-Keung Wong

309. 
     Robust Estimation and Forecasting of the Capital Asset Pricing Model

     Article • SSRN Electronic Journal, January 2010, Elsevier

     Chair Professor Wing-Keung Wong

310. 
     Making Markowitz's Portfolio Optimization Theory Practically Useful

     Article • SSRN Electronic Journal, January 2010, Elsevier

     Chair Professor Wing-Keung Wong

311. 
     Stock Volatility in the Segmented Chinese Stock Markets: A SWARCH Approach

     Article • SSRN Electronic Journal, January 2010, Elsevier

     Chair Professor Wing-Keung Wong

312. 
     New Evidence on the Relation between Return Volatility and Trading Volume

     Article • SSRN Electronic Journal, January 2010, Elsevier

     Chair Professor Wing-Keung Wong

313. 
     Prospect Theory, Indifference Curves, and Hedging Risks

     Article • SSRN Electronic Journal, January 2010, Elsevier

     Chair Professor Wing-Keung Wong

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

     Article • SSRN Electronic Journal, January 2010, Elsevier

     Chair Professor Wing-Keung Wong

315. 
     Portfolio Management during Epidemics: The Case of SARS in China

     Article • SSRN Electronic Journal, January 2010, Elsevier

     Chair Professor Wing-Keung Wong

316. 
     Linearity and Stationarity of G7 Government Bond Returns

     Article • SSRN Electronic Journal, January 2010, Elsevier

     Chair Professor Wing-Keung Wong

317. 
     Multivariate Stochastic Dominance for Risk Averters and Risk Seekers

     Article • SSRN Electronic Journal, January 2010, Elsevier

     Chair Professor Wing-Keung Wong

318. 
     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

319. 
     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

320. 
     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

321. 
     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

322. 
     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

323. 
     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

324. 
     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

325. 
     Stochastic Dominance and Applications to Finance, Risk and Economics

     Article • October 2009, Taylor & Francis

     Professor Songsak Sriboonchitta, Chair Professor Wing-Keung Wong

326. 
     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

327. 
     EFFICIENCY OF THE TAIWAN STOCK MARKET

     Article • Japanese Economic Review, September 2009, Wiley

     Chair Professor Wing-Keung Wong

328. 
     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

329. 
     Mapping the Presidential Election Cycle in US stock markets

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

     Chair Professor Wing-Keung Wong

330. 
     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

331. 
     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

332. 
     Linear and nonlinear causality between changes in consumption and consumer attitudes

     Article • Economics Letters, March 2009, Elsevier

     Chair Professor Wing-Keung Wong

333. 
     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

334. 
     New evidence on the relation between return volatility and trading volume

     Article • Journal of Forecasting, January 2009, Wiley

     Chair Professor Wing-Keung Wong

335. 
     A Note on the Stochastic Dominance Test Statistics

     Article • SSRN Electronic Journal, January 2009, Elsevier

     Chair Professor Wing-Keung Wong

336. 
     A Trinomial Test for Paired Data When There are Many Ties

     Article • SSRN Electronic Journal, January 2009, Elsevier

     Chair Professor Wing-Keung Wong

337. 
     Stochastic Dominance and Behavior towards Risk: The Market for iShares

     Article • SSRN Electronic Journal, January 2009, Elsevier

     Chair Professor Wing-Keung Wong

338. 
     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

339. 
     Multivariate Linear and Non-Linear Causality Tests

     Article • SSRN Electronic Journal, January 2009, Elsevier

     Chair Professor Wing-Keung Wong

340. 
     Prospect Theory and Two Moment Model: The Firm Under Price Uncertainty

     Article • SSRN Electronic Journal, January 2009, Elsevier

     Chair Professor Wing-Keung Wong

341. 
     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

342. 
     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

343. 
     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

344. 
     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

345. 
     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

346. 
     Stochastic dominance analysis of Asian hedge funds

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

     Dr Hooi Hooi Lean, Chair Professor Wing-Keung Wong

347. 
     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

348. 
     Three-factor profile analysis with GARCH innovations

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

     Chair Professor Wing-Keung Wong

349. 
     Gains from Diversification: A Majorization and Stochastic Dominance Approach

     Article • SSRN Electronic Journal, January 2008, Elsevier

     Chair Professor Wing-Keung Wong

350. 
     Financial Astrology: Mapping the Presidential Election Cycle in US Stock Markets

     Article • SSRN Electronic Journal, January 2008, Elsevier

     Chair Professor Wing-Keung Wong

351. 
     Volatility switching and regime interdependence between information technology stocks 1995–2005

     Article • Global Finance Journal, January 2008, Elsevier

     Chair Professor Wing-Keung Wong

352. 
     Profitability of intraday and interday momentum strategies

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

     Chair Professor Wing-Keung Wong

353. 
     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

354. 
     Preferences over location-scale family

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

     Chair Professor Wing-Keung Wong

355. 
     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

356. 
     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

357. 
     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

358. 
     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

359. 
     Test Statistics for Prospect and Markowitz Stochastic Dominances with Applications

     Article • SSRN Electronic Journal, January 2007, Elsevier

     Chair Professor Wing-Keung Wong

360. 
     Stochastic Dominance Analysis of iShares

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

     Chair Professor Wing-Keung Wong

361. 
     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

362. 
     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

363. 
     Elasticity of risk aversion and international trade

     Article • Economics Letters, July 2006, Elsevier

     Chair Professor Wing-Keung Wong

364. 
     THE STOCHASTIC COMPONENT OF REALIZED VOLATILITY

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

     Chair Professor Wing-Keung Wong

365. 
     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

366. 
     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

367. 
     Can American Dollar Survive the Onslaught of Euro? An Empirical Investigation

     Article • SSRN Electronic Journal, January 2006, Elsevier

     Chair Professor Wing-Keung Wong

368. 
     Three-Factor Profile Analysis

     Article • SSRN Electronic Journal, January 2006, Elsevier

     Chair Professor Wing-Keung Wong

369. 
     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

370. 
     A Note on the Mean-Variance Analysis of Self-Financing Portfolios

     Article • SSRN Electronic Journal, January 2006, Elsevier

     Chair Professor Wing-Keung Wong

371. 
     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

372. 
     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

373. 
     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

374. 
     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

375. 
     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

376. 
     The modified mixture of distributions model: a revisit

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

     Chair Professor Wing-Keung Wong

377. 
     International momentum strategies: a stochastic dominance approach

     Article • Journal of Financial Markets, February 2005, Elsevier

     Dr Hooi Hooi Lean, Chair Professor Wing-Keung Wong

378. 
     Preferences over Meyer's Location-Scale Family

     Article • SSRN Electronic Journal, January 2005, Elsevier

     Chair Professor Wing-Keung Wong

379. 
     Prospect and Markowitz Stochastic Dominance

     Article • SSRN Electronic Journal, January 2005, Elsevier

     Chair Professor Wing-Keung Wong

380. 
     Estimating parameters in autoregressive models with asymmetric innovations

     Article • Statistics & Probability Letters, January 2005, Elsevier

     Chair Professor Wing-Keung Wong

381. 
     Has Trade Increased the Risk of Contagion? An Empirical Investigation

     Article • SSRN Electronic Journal, January 2005, Elsevier

     Chair Professor Wing-Keung Wong

382. 
     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

383. 
     On the estimation of cost of capital and its reliability

     Article • Quantitative Finance, June 2004, Taylor & Francis

     Chair Professor Wing-Keung Wong

384. 
     Proposal for the Possible Establishment of an ASEAN Dollar

     Article • SSRN Electronic Journal, January 2004, Elsevier

     Chair Professor Wing-Keung Wong

385. 
     Chinese values in Singapore: Traditional and modern

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

     Chair Professor Wing-Keung Wong

386. 
     How rewarding is technical analysis? Evidence from Singapore stock market

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

     Chair Professor Wing-Keung Wong

387. 
     Contagion or Inductance? Crisis 1997 Reconsidered

     Article • Japanese Economic Review, December 2001, Wiley

     Chair Professor Wing-Keung Wong

388. 
     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

389. 
     Measuring international competitiveness: experience from East Asia

     Article • Applied Economics, November 1999, Taylor & Francis

     Chair Professor Wing-Keung Wong

390. 
     Extension of stochastic dominance theory to random variables

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

     Chair Professor Wing-Keung Wong

391. 
     A note on convex stochastic dominance

     Article • Economics Letters, March 1999, Elsevier

     Chair Professor Wing-Keung Wong

392. 
     Time series models with asymmetric innovations

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

     Chair Professor Wing-Keung Wong

393. 
     Government Policies and Private Housing Prices in Singapore

     Article • Urban Studies, November 1997, SAGE Publications

     Chair Professor Wing-Keung Wong

394. 
     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

395. 
     Singapore's experience with car quotas

     Article • Transport Policy, October 1996, Elsevier

     Chair Professor Wing-Keung Wong

396. 
     REVISITING “DIVIDEND YIELD PLUS GROWTH” AND ITS APPLICATION

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

     Chair Professor Wing-Keung Wong

397. 
     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

398. 
     Repeated Time Series Analysis of ARIMA–Noise Models

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

     Chair Professor Wing-Keung Wong

399. 
     Repeated Time Series Analysis of ARIMA-Noise Models

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

     Chair Professor Wing-Keung Wong

400. 
     An extended multinomial-Dirichlet model for error bounds for dollar-unit sampling

     Article • Contemporary Accounting Research, March 1990, Wiley

     Chair Professor Wing-Keung Wong