Access Statistics for Woon K. Wong

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Unique Orthogonal Variance Decomposition 0 1 24 52 1 7 94 163
Auditor Quality and the Role of Accounting Information Flows in Explaining UK Stock Returns 2 6 15 15 9 31 43 43
Information-Based Trade in the Shanghai StockMarket 0 3 7 19 3 9 26 59
Nonlinear ACD Model and Informed Trading: Evidence from Shanghai Stock Exchange 0 2 15 50 2 7 42 98
Risk Measurement and Management in a Crisis-Prone World 0 12 44 89 7 32 99 164
The Other Side of the Trading Story: Evidence from NYSE 0 1 6 30 3 5 19 44
Total Working Papers 2 25 111 255 25 91 323 571


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Are magnet effects caused by uninformed traders? Evidence from Taiwan Stock Exchange 0 2 7 7 2 7 33 33
Backtesting the tail risk of VaR in holding US dollar 0 3 13 13 5 18 54 54
Backtesting trading risk of commercial banks using expected shortfall 1 1 21 31 2 6 47 73
Can price limits help when the price is falling? Evidence from transactions data on the Shanghai Stock Exchange 0 1 2 2 4 10 22 22
Informed trading and liquidity in the Shanghai Stock Exchange 1 4 4 4 3 10 13 13
LIFFE cycles: intraday evidence from the FTSE-100 Stock Index futures market 0 3 32 191 10 32 226 1,138
Market imperfections and the information content of implied and realized volatility 0 1 4 4 1 4 19 19
Moment Condition Failure in High Frequency Financial Data: Evidence from the S&P 500 0 0 3 26 0 1 6 67
Nonlinear Dynamics in Real-Time Equity Market Indices: Evidence from the United Kingdom 1 1 16 109 2 5 51 431
Uncovering Nonlinear Structure in Real-Time Stock-Market Indexes: The S&P 500, the DAX, the Nikkei 225, and the FTSE-100 0 0 0 0 8 30 105 821
Total Journal Articles 3 16 102 387 37 123 576 2,671


Statistics updated 2009-12-07