Access Statistics for Wing-Keung Wong

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction During Financial Crises 0 0 0 32 0 0 0 114
A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction during Financial Crises 0 0 0 12 0 0 1 67
A General Optimal Investment Model in the Presence of Background Risk 0 0 0 50 0 0 2 63
A New Nonlinearity Test to Circumvent the Limitation of Volterra Expansion with Application 0 0 0 50 0 0 0 22
A New Nonlinearity Test to Circumvent the Limitation of Volterra Expansion with Applications 0 0 0 47 0 0 3 30
A New Pseudo-Bayesian Model of Investors' Behavior in Financial Crises 0 0 2 21 0 0 4 106
A Note on Almost Stochastic Dominance 0 1 1 39 0 1 5 122
A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios 0 0 0 0 0 0 6 7
A Principal Component Approach to Measuring Investor Sentiment in Hong Kong 0 0 1 58 1 1 8 99
A Trinomial Test for Paired Data When There are Many Ties 0 1 1 47 0 1 1 350
A Trinomial Test for Paired Data When There are Many Ties 0 0 0 1 0 0 1 97
A Trinomial Test for Paired Data When There are Many Ties 0 0 0 33 0 1 2 214
A Trinomial Test for Paired Data When There are Many Ties 0 0 0 20 0 1 2 113
A Trinomial Test for Paired Data When There are Many Ties 0 0 0 6 0 0 0 70
A stochastic-dominance approach to determining the optimal home-size purchase: The case of Hong Kong 0 0 0 13 0 0 3 45
Almost Stochastic Dominance and Moments 0 0 0 4 0 0 2 47
Almost Stochastic Dominance and Moments 0 0 0 25 0 0 3 58
Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors 0 0 0 49 0 1 7 49
Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors 0 0 0 40 1 1 3 83
An analysis of portfolio selection with multiplicative background risk 0 0 0 40 0 0 3 127
Arbitrage Opportunities, Efficiency, and the Role of Risk Preferences in the Hong Kong Property Market 0 0 0 24 0 2 5 36
Banking Firm and Two-Moment Decision Making 0 0 0 22 0 0 0 60
Behavioural, Financial, and Health & Medical Economics: A Connection 0 0 0 44 0 0 2 78
Behavioural, Financial, and Health & Medical Economics: A Connection 0 0 0 54 0 0 4 105
Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections 0 0 0 39 0 0 3 57
Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections 0 1 2 79 0 1 6 99
Big data, computational science, economics, finance, marketing, management, and psychology: connections 0 0 1 52 0 0 62 162
Causal Relationships between Economic Policy Uncertainty and Housing Market Returns in China and India: Evidence from Linear and Nonlinear Panel and Time Series Models 0 0 0 48 0 1 10 221
Cointegration and Causality among the Onshore and Offshore Markets for China's Currency 0 0 0 46 0 0 1 60
Comparisons and Characterizations of the Mean-Variance, Mean-VaR, Mean-CVaR Models for Portfolio Selection With Background Risk 0 0 0 65 0 1 1 114
Could the global financial crisis improve the performance of the G7 stocks markets? 0 1 3 35 1 2 8 68
Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections 0 0 1 56 0 1 5 128
Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections 0 0 0 41 0 1 2 59
Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections 0 0 0 43 0 1 2 77
Do both demand-following and supply-leading theories hold true in developing countries? 0 1 11 43 1 4 57 172
Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan 1 2 13 34 8 9 42 188
Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis 0 0 0 0 1 1 5 36
EVOLUTION OF DOLLAR/EURO EXCHANGE RATE BEFORE AND AFTER THE BIRTH OF EURO AND POLICY IMPLICATIONS 0 0 0 58 0 0 2 399
Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 0 0 0 9 0 0 2 32
Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 0 0 0 3 0 0 0 51
Elasticity of risk aversion and international trade 0 0 0 17 0 0 4 82
Empirical Study on Conservative and Representative Heuristics of Hong Kong Small Investors Adopting Momentum and Contrarian Trading Strategies 0 0 0 16 1 1 4 60
Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests 0 0 0 30 0 1 3 78
Farinelli and Tibiletti ratio and Stochastic Dominance 0 0 0 25 0 0 3 67
Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains 0 0 1 23 0 0 6 55
Financial Credit Risk and Core Enterprise Supply Chains 0 0 1 28 0 1 16 114
Financial credit risk evaluation based on core enterprise supply chains 0 0 0 9 1 2 8 41
First Stochastic Dominance and Risk Measurement 0 0 0 30 0 0 1 39
Good Approximation of Exponential Utility Function for Optimal Futures Hedging 0 0 0 25 0 0 1 37
High dimensional Global Minimum Variance Portfolio 0 0 3 29 0 0 6 43
Higher-Order Risk Measure and (Higher-Order) Stochastic Dominance 0 0 0 39 0 0 0 55
Income and Consumption Inequality in the Philippines: A Stochastic Dominance Analysis of Household Unit Records 0 0 4 11 1 3 19 58
Informatics, Data Mining, Econometrics and Financial Economics: A Connection 0 0 3 69 0 2 9 128
Input Demand under Joint Energy and Output Prices Uncertainties 0 0 0 10 0 0 1 67
Integration-segregation decisions under general value functions: "Create your own bundle -- choose 1, 2, or all 3 !" 0 0 0 3 0 0 4 25
Integration-segregation decisions under general value functions: "Create your own bundle -- choose 1, 2, or all 3 !" 0 0 0 15 0 0 3 49
Integration-segregation decisions under general value functions: "Create your own bundle — choose 1, 2, or all 3!" 0 0 0 16 0 1 4 147
Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance 0 0 0 22 0 0 2 119
Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance 0 0 0 21 0 0 6 140
Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance 0 0 0 14 0 0 2 91
Investor Preferences for Oil Spot and Futures based on Mean-Variance and Stochastic Dominance 0 0 0 41 0 0 0 194
Investor preferences for oil spot and futures based on mean-variance and stochastic dominance 0 0 0 23 0 0 0 103
Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis 0 0 0 12 0 0 6 58
Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis 0 0 0 0 0 0 2 6
Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis 0 0 0 0 0 0 1 5
Is Gold Good for Portfolio Diversification? A Stochastic Dominance Analysis of the Paris Stock Exchange 0 0 3 151 0 3 16 325
Is Wine a Good Choice for Investment? 0 0 0 22 1 2 13 135
Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange 0 0 0 0 0 0 5 22
Is gold good for portfolio diversification? A stochastic dominance analysis of the Paris stock exchange 0 0 0 0 0 1 6 40
Linear and Nonlinear Growth Determinants: The Case of Mongolia and its Connection to China 0 0 0 28 1 2 3 26
Linearity and stationarity of G7 government bond returns 0 0 0 15 0 0 1 108
Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks 0 0 0 16 1 1 4 66
Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector 0 0 1 39 0 0 8 92
Make Almost Stochastic Dominance really Almost 0 0 1 21 1 1 7 86
Making Markowitz's Portfolio Optimization Theory Practically Useful 0 0 0 51 0 0 3 120
Management Information, Decision Sciences, and Financial Economics: A Connection 0 0 1 28 0 0 3 70
Management Information, Decision Sciences, and Financial Economics: a connection 0 0 0 11 0 0 2 49
Management Science, Economics and Finance: A Connection 0 0 0 79 0 0 6 107
Management Science, Economics and Finance: A Connection 0 0 1 25 1 2 3 103
Management science, economics and finance: A connection 0 0 0 35 1 1 2 85
Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach 0 0 0 55 0 0 1 283
Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach 0 0 0 82 0 0 6 321
Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach 0 0 0 34 0 0 2 157
Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach 0 0 0 55 0 0 2 185
Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach 0 0 0 68 0 0 2 225
Moment Conditions for Almost Stochastic Dominance 0 0 1 17 0 0 3 68
Multivariate Stochastic Dominance for Risk Averters and Risk Seekers 0 1 1 41 0 1 2 79
New Non-Linearity Test to Circumvent the Limitation of Volterra Expansion 0 0 0 48 0 0 0 95
New Tests for Richness and Poorness:A Stochastic Dominance Analysis of Income Distributions in Hong Kong 1 1 2 9 1 1 3 87
Non-Standard Errors 1 2 22 22 6 23 144 144
Non-Standard Errors 0 5 33 33 11 55 204 204
On the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors 0 0 2 66 0 0 10 280
On the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors with Analysis of their Traditional and Internet Stocks 0 2 4 32 0 3 13 91
Optimal Output for the Regret-Averse Competitive Firm Under Price Uncertainty 0 0 0 17 0 0 0 56
Point and Density Forecasts of Oil Returns: The Role of Geopolitical Risks 0 0 0 16 1 2 4 52
Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis 0 0 1 22 0 0 7 130
Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis 0 1 1 30 0 1 4 167
Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis 0 0 0 12 0 1 3 44
Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis 0 1 4 99 2 4 58 415
Prospect and Markowitz Stochastic Dominance 0 0 0 21 0 1 3 107
Prospect theory and hedging risks 0 0 0 44 0 1 5 205
Prospect theory and two moment model: the firm under price uncertainty 0 0 0 27 0 0 1 118
Regret Aversion, Regret Neutrality, and Risk Aversion in Production 0 0 2 25 2 3 18 76
Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 0 0 0 5 0 0 2 19
Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 0 0 0 24 0 1 5 127
Revisiting Calender Anomolies in Asian Stock Markets Using a Stochastic Dominance Approach 0 0 0 63 0 0 3 197
Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures 0 0 0 62 0 0 3 212
Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures 0 0 0 5 0 0 6 80
Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures 0 0 0 39 0 0 0 125
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 0 0 67 0 0 0 234
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 1 1 33 0 1 2 116
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 0 0 33 0 0 2 105
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 0 1 25 0 0 2 106
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 0 0 31 0 0 0 136
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 0 1 33 0 0 1 165
Robust Estimation of Multiple Regression Model with Non-normal Error: Symmetric Distribution 0 0 0 31 0 0 3 157
Specification Testing of Production Frontier Function in Stochastic Frontier Model 0 0 0 57 0 0 0 86
Specification Testing of Production in a Stochastic Frontier Model 0 0 0 12 0 0 1 35
Specification Testing of Production in a Stochastic Frontier Model 0 0 1 2 0 0 1 61
Specification Testing of Production in a Stochastic Frontier Model 0 0 0 36 0 0 1 52
Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization 0 0 1 26 1 6 8 56
Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization 0 0 0 15 0 0 1 67
Spectrally-corrected estimation for high-dimensional markowitz mean-variance optimization 0 0 0 4 0 0 3 46
Stochastic Dominance Analysis of iShares 0 1 2 9 0 1 7 168
Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China 0 0 0 45 0 0 3 218
Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China 0 0 0 34 0 0 2 138
Stochastic Dominance and Investors’ Behavior towards Risk: The Hong Kong Stocks and Futures Markets 0 0 0 42 0 0 0 56
Stochastic Dominance and Mean-Variance Measures of Profit and Loss for Business Planning and Investment 0 0 1 2 0 0 5 93
Stochastic Dominance and Risk Measure: A Decision-Theoretic Foundation for VaR and C-VaR 0 0 0 26 0 1 10 114
Stock Market Liberalizations and Efficiency: The Case of Latin America 0 0 0 32 0 0 1 77
The Role of Housing Sentiment in Forecasting US Home Sales Growth: Evidence from a Bayesian Compressed Vector Autoregressive Model 0 0 0 40 0 0 1 102
The Two-Moment Decision Model with Additive Risks 0 0 0 28 0 0 4 63
The best estimation for high-dimensional Markowitz mean-variance optimization 0 0 0 76 0 0 3 181
The diversification of Chinese portfolios with gold quoted at the Shanghai Gold Exchange: A mean-variance and stochastic dominance analysis 0 0 0 0 0 0 1 9
The impacts of joint energy and output prices uncertainties in a mean-variance framework 0 0 0 24 0 0 1 24
The seasonality of Gold Prices in China: Evidence from Shanhai Gold Exchange 0 0 0 0 0 0 1 22
The seasonality of gold prices in China: Does the risk-aversion level matter? 0 0 0 0 1 1 3 33
Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets 0 0 2 24 1 1 8 63
Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets 0 0 0 13 0 0 0 39
Theory and Application of an Economic Performance Measure of Risk 0 0 1 13 1 2 4 52
Theory and Application of an Economic Performance Measure of Risk 0 0 0 43 0 0 4 42
Theory and Application of an Economic Performance Measure of Risk 0 0 0 16 0 0 1 52
Time Diversification: Perspectives from the Economic Index of Riskiness 0 0 0 10 0 0 0 38
Two-moment decision model for location-scale family with background asset 0 0 0 34 0 0 1 99
Why did Warrant Markets Close in China but not Taiwan? 0 0 1 31 0 0 8 108
Why did Warrant Markets Close in China but not Taiwan? 0 0 0 7 1 1 2 42
Total Working Papers 3 22 140 4,458 50 166 1,077 14,984


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises 0 0 0 10 0 1 6 61
A Detailed Guide on How to Use Statistical Software R for Text Mining 0 0 9 9 0 2 24 24
A GENERAL OPTIMAL INVESTMENT MODEL IN THE PRESENCE OF BACKGROUND RISK 0 0 0 3 1 1 3 34
A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios 0 0 0 0 0 0 4 4
A Principal Component Approach to Measuring Investor Sentiment in Hong Kong 0 0 0 11 1 1 5 56
A Pseudo-Bayesian Model for Stock Returns In Financial Crises 0 0 0 15 0 0 2 81
A Scoring Rule for Factor and Autoregressive Models Under Misspecification 0 0 2 16 0 2 13 67
A gravity analysis of international stock market linkages 0 0 0 21 0 0 2 75
A new test of multivariate nonlinear causality 0 0 0 0 0 0 3 12
A note on almost stochastic dominance 0 1 1 31 0 2 7 203
A note on convex stochastic dominance 1 2 3 53 1 2 4 196
A pseudo-Bayesian model in financial decision making with implications to market volatility, under- and overreaction 0 0 0 43 0 1 10 190
A theoretical foundation for games of complete/incomplete contracts 0 0 2 6 0 0 7 13
A trinomial test for paired data when there are many ties 0 0 1 7 0 2 7 83
APPROXIMATE SERIES SOLUTIONS OF A ONE-FACTOR TERM STRUCTURE MODEL FOR BOND PRICING 0 2 2 2 1 6 8 8
Adaptive neural network model for time-series forecasting 1 1 2 76 1 1 7 212
Almost stochastic dominance for risk averters and risk seeker 0 1 1 3 0 1 5 45
An Empirical Analysis of the Volatility Spillover Effect between World-Leading and the Asian Stock Markets: Implications for Portfolio Management 0 0 1 4 0 0 5 17
An Integrated Model of Material Supplier Selection and Order Allocation Using Fuzzy Extended AHP and Multiobjective Programming 0 0 0 0 0 0 0 1
An improved estimation to make Markowitz’s portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment 0 1 1 23 0 2 6 117
Antecedents of Consumer Food Waste Reduction Behavior: Psychological and Financial Concerns through the Lens of the Theory of Interpersonal Behavior 0 0 0 0 0 0 0 0
Arbitrage opportunities, efficiency, and the role of risk preferences in the Hong Kong property market 0 0 1 2 0 0 8 46
Are Sectoral Outputs in Pakistan Led by Energy Consumption? 0 3 6 125 0 3 16 376
Bank Capital Buffer and Economic Growth: New Insights from the US Banking Sector 0 1 2 6 0 1 13 32
Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections 0 0 1 12 0 1 6 86
Birds of a Feather Flocking Together: Sustainability of Tax Aggressiveness of Shared Directors from Coercive Isomorphism 0 0 0 0 0 1 5 5
CORPORATE VALUATION SPURRED BY INFORMATION TRANSPARENCY IN AN EMERGING ECONOMY 2 5 5 5 4 13 15 15
Can a Disinflationary Policy Have a Differential Impact on Sectoral Output? A Look at Sacrifice Ratios in OECD and Non-OECD Countries 0 1 4 14 0 1 9 39
Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets? 0 1 2 9 0 1 6 45
Causal relationships between economic policy uncertainty and housing market returns in China and India: evidence from linear and nonlinear panel and time series models 0 0 3 3 0 1 13 14
China’s Stock Market Integration with a Leading Power and a Close Neighbor 0 0 0 5 0 0 7 103
Cointegration and causality among the onshore and offshore markets for China's currency 0 0 0 12 0 1 18 96
Comparison of the production behavior of regret-averse and purely risk-averse firms 0 0 1 3 0 0 2 21
Confucius and Herding Behaviour in the Stock Markets in China and Taiwan 0 0 0 2 0 0 1 70
Contagion or Inductance? Crisis 1997 Reconsidered 0 0 0 6 0 0 2 41
Could Mergers Become More Sustainable? A Study of the Stock Exchange Mergers of NASDAQ and OMX 0 0 0 0 1 1 8 27
Could the global financial crisis improve the performance of the G7 stocks markets? 0 0 0 5 0 0 2 35
DECISION SCIENCES, ECONOMICS, FINANCE, BUSINESS, COMPUTING, AND BIG DATA: CONNECTIONS 0 2 2 4 0 2 11 51
DO MONEY AND INTEREST RATES MATTER FOR STOCK PRICES? AN ECONOMETRIC STUDY OF SINGAPORE AND USA 0 0 0 3 0 0 2 16
DOES BANK LIQUIDITY RISK LEAD TO BANK'S OPERATIONAL EFFICIENCY? A STUDY IN VIETNAM 1 7 24 24 6 17 66 66
Decision Sciences in Education: The STEMtech Model to Create Stem Products at High Schools in Vietnam 0 0 3 21 3 5 47 139
Demand forecasting for successive generations of mobile telecommunication service in Ethiopia 0 0 0 0 0 1 1 1
Determinants of the possibilities by investors’ risk-taking: Empirical evidence from Vietnam 0 0 0 0 0 0 0 0
Determining Distribution for the Product of Random Variables by Using Copulas 0 0 1 2 0 0 4 61
Determining Distribution for the Quotients of Dependent and Independent Random Variables by Using Copulas 0 0 0 3 0 0 4 50
Disaggregated Energy Consumption and Sectoral Outputs in Thailand: ARDL Bound Testing Approach 0 0 1 25 1 1 3 112
Diversification versus optimality: is there really a diversification puzzle? 0 0 1 5 0 1 6 31
Do Jumps Matter in Both Equity Market Returns and Integrated Volatility: A Comparison of Asian Developed and Emerging Markets 1 1 1 1 1 1 15 19
Do Oil Price Shocks and Other Factors Create Bigger Impacts on Islamic Banks than Conventional Banks? 0 0 0 0 0 0 5 19
Do REITs Outperform Stocks and Fixed-Income Assets? New Evidence from Mean-Variance and Stochastic Dominance Approaches 1 1 1 19 4 8 28 165
Do both demand-following and supply-leading theories hold true in developing countries? 0 0 4 8 0 0 6 50
Do investors like to diversify? A study of Markowitz preferences 0 0 0 31 0 0 4 115
Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan 1 1 6 133 1 1 17 496
Does herding behavior exist in the Mongolian stock market? 0 1 6 20 2 6 36 101
Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis 0 0 3 6 0 0 7 51
Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model 0 0 0 6 0 0 1 89
Driven Determinants to Indonesia Sharia Commercial Banks' Performance: The Important Role of Diversification Strategy 0 0 3 3 0 3 7 7
Dynamic Network Analysis of COVID-19 with a Latent Pandemic Space Model 0 0 0 0 0 0 0 0
Dynamics of Funding Liquidity and Risk-Taking: Evidence from Commercial Banks 0 1 2 3 2 6 31 38
EDITORIAL STATEMENT IN HONOR OF PROFESSOR MICHAEL MCALEER 0 1 2 2 1 2 5 5
EFFICIENCY OF THE TAIWAN STOCK MARKET* 0 0 1 24 1 2 6 77
Editorial Statement and Research Ideas for Efficiency and Anomalies in Stock Markets 1 1 2 8 1 1 6 59
Editorial Statement and Research Ideas on Using Behavioral Models in Environmental Research and Public Health with Applications 0 0 0 0 0 0 0 0
Editorial Statement for Mathematical Finance 0 0 0 1 0 1 3 29
Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 0 0 0 6 0 0 6 40
Editorial and Ideas for Research Using Mathematical and Statistical Models for Energy with Applications 0 0 0 0 1 1 1 1
Editorial in Honour of Professor Michael McAleer 0 0 6 6 2 2 29 29
Efficiencies of Rounded Optimal Approximate Designs for Small Samples 0 0 1 6 0 0 1 28
Elasticity of risk aversion and international trade 0 0 0 36 0 0 4 179
Empirical Study on CO 2 Emissions, Financial Development and Economic Growth of the BRICS Countries 0 0 0 0 1 2 6 6
Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach 0 0 0 5 1 1 5 61
Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests 0 0 0 5 0 0 4 40
Estimating parameters in autoregressive models with asymmetric innovations 0 0 1 20 0 0 4 96
Evolution of the Trans-Atlantic exchange rate before and after the birth of the Euro and policy implications 0 0 0 8 0 1 2 55
Examining Stock Volatility in the Segmented Chinese Stock Markets: A SWARCH Approach 0 0 0 26 0 0 0 125
Examining the Day-of-the-Week Effects in Chinese Stock Markets: New Evidence from a Stochastic Dominance Approach 0 0 0 14 0 0 0 94
Extension of Stein's Lemmas to General Functions and Distributions* 0 0 3 14 1 1 12 53
Factors Driving Openness in China Trade: Corruption, Exchange Rate Volatility, and Macro Determinants 1 2 9 11 2 5 23 26
Farinelli and Tibiletti ratio and stochastic dominance 0 0 0 5 0 0 7 58
Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains 0 0 1 8 1 1 15 91
GARCH AND VOLUME EFFECTS IN THE AUSTRALIAN STOCK MARKETS 0 0 0 2 0 0 2 21
GRAPH THEORY AND ENVIRONMENTAL ALGORITHMIC SOLUTIONS TO ASSIGN VEHICLES APPLICATION TO GARBAGE COLLECTION IN VIETNAM 1 1 5 30 2 5 40 198
Gains from diversification on convex combinations: A majorization and stochastic dominance approach 0 0 0 46 0 0 0 137
Generation Y’s Sustainable Purchasing Intention of Green Personal Care Products 0 0 1 1 0 4 12 12
Global Synchronization Stability for Stochastic Complex Dynamical Networks with Probabilistic Interval Time-Varying Delays 0 0 0 0 0 0 1 6
Good Governance and Sustainable Investment: The Effects of Governance Indicators on Stock Market Returns 8 27 51 51 20 68 169 169
Government Policies and Private Housing Prices in Singapore 0 0 1 6 0 2 3 35
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 0 0 0 0 0 0 0 0
How Well Does a Sequential Minimal Optimization Model Perform in Predicting Medicine Prices for Procurement System? 0 0 0 0 0 0 0 0
How much have electricity shortages hampered China's GDP growth? 0 0 5 63 2 3 15 361
How rewarding is technical analysis? Evidence from Singapore stock market 0 1 7 209 2 10 48 945
Implications of Oil Price Fluctuations for Tourism Receipts: The Case of Oil Exporting Countries 0 0 1 3 0 2 4 25
Input Demand Under Joint Energy and Output Prices Uncertainties 0 0 1 4 0 0 4 36
Intelligent multi-objective decision-making model with RFID technology for production planning 0 0 0 16 0 0 0 79
Intelligent product cross-selling system with radio frequency identification technology for retailing 0 0 1 32 0 1 10 195
International Diversification Versus Domestic Diversification: Mean-Variance Portfolio Optimization and Stochastic Dominance Approaches 0 1 4 76 2 4 27 671
International momentum strategies: a stochastic dominance approach 0 0 0 149 0 1 5 370
Investigating the Causal Relationships among Carbon Emissions, Economic Growth, and Life Expectancy in Turkey: Evidence from Time and Frequency Domain Causality Techniques 0 0 0 1 0 1 13 19
Investors’ preference towards risk: evidence from the Taiwan stock and stock index futures markets 0 0 0 5 0 0 3 60
Is Bitcoin a better portfolio diversifier than gold? A copula and sectoral analysis for China 0 1 11 22 1 3 32 55
Is being a super-power more important than being your close neighbour? A study of what moves the Australian stock market 0 0 0 12 0 0 1 155
Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange 0 0 0 34 0 1 12 153
Is gold good for portfolio diversification? A stochastic dominance analysis of the Paris stock exchange 0 0 2 36 0 0 6 131
Is wine a good choice for investment? 1 1 4 12 2 3 19 67
Kappa ratios and (higher-order) stochastic dominance 0 0 1 5 0 2 8 28
Key determinants of sustainable smartcard payment 0 0 1 3 0 0 3 22
Lessons learned from Chicago's emergency response to mass evacuations caused by Hurricane Katrina 0 0 1 1 0 0 2 15
Linear and nonlinear causality between changes in consumption and consumer attitudes 0 0 0 109 0 0 2 325
Linear and nonlinear growth determinants: The case of Mongolia and its connection to China 0 0 1 3 0 3 10 36
Linearity and stationarity of G7 government bond returns 0 0 1 45 0 2 4 181
Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks 0 0 2 6 1 2 9 30
Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market 0 0 0 53 0 0 2 260
MOMENT GENERATING FUNCTION, EXPECTATION AND VARIANCE OF UBIQUITOUS DISTRIBUTIONS WITH APPLICATIONS IN DECISION SCIENCES: A REVIEW 0 0 0 17 1 1 19 243
Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector 0 0 1 5 0 0 2 36
Managing a scarce resource in a growing Asian economy: Water usage in Hong Kong 0 0 0 13 0 0 2 120
Mapping the Presidential Election Cycle in US stock markets 0 1 4 35 1 8 20 161
Market efficiency of oil spot and futures: A mean-variance and stochastic dominance approach 0 0 0 58 0 1 3 203
Market overreaction and underreaction: tests of the directional and magnitude effects 1 2 3 30 1 2 7 96
Maslow Portfolio Selection for Individuals with Low Financial Sustainability 0 0 1 3 0 0 1 55
Mean–variance, mean–VaR, and mean–CVaR models for portfolio selection with background risk 0 1 3 10 0 4 11 38
Measuring international competitiveness: experience from East Asia 0 1 1 93 0 1 2 253
Mode Shift Behavior of Commuters Toward Islamabad Metro Bus Service 1 5 5 5 1 12 12 12
Modeling Co-Movement among Different Agricultural Commodity Markets: A Copula-GARCH Approach 0 0 0 5 2 3 7 42
Modeling the Linkage between Vertical Contracts and Strategic Environmental Policy: Energy Price Marketization Level and Strategic Choice for China 0 0 0 0 0 0 0 0
Modelling Economic Growth, Carbon Emissions, and Fossil Fuel Consumption in China: Cointegration and Multivariate Causality 0 0 0 0 0 0 0 0
Moment condition failure in high frequency financial data: evidence from the S&P 500 0 0 1 36 0 0 6 123
Moment conditions for Almost Stochastic Dominance 0 0 0 5 0 0 2 48
Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models 0 0 0 1 0 0 3 43
Multivariate causality tests with simulation and application 0 0 1 23 0 2 5 69
Multivariate linear and nonlinear causality tests 0 1 4 23 0 1 15 90
New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management 0 0 0 4 0 0 5 31
New evidence on the relation between return volatility and trading volume 0 0 1 56 0 0 6 205
On the estimation of cost of capital and its reliability 0 3 3 17 0 5 7 93
Optimal Solution Techniques in Decision Sciences A Review 0 0 0 5 0 0 10 58
Optimal designs for active controlled dose-finding trials with efficacy-toxicity outcomes 0 0 0 1 0 0 0 4
Optimal diversification, stochastic dominance, and sampling error 0 0 0 2 0 0 4 37
Optimal output for the regret-averse competitive firm under price uncertainty 0 1 1 4 0 2 3 43
Optimisation of fault-tolerant fabric-cutting schedules using genetic algorithms and fuzzy set theory 0 0 0 15 0 1 1 85
Organizational Climate and Work Style: The Missing Links for Sustainability of Leadership and Satisfied Employees 0 0 0 1 1 2 10 52
Partially connected feedforward neural networks on Apollonian networks 0 0 0 4 0 1 3 92
Point and density forecasts of oil returns: The role of geopolitical risks 0 0 3 5 1 2 11 37
Policy change and lead-lag relations among China's segmented stock markets 0 0 1 42 0 0 2 184
Preferences of risk-averse and risk-seeking investors for oil spot and futures before, during and after the Global Financial Crisis 0 0 2 22 0 0 4 136
Preferences over location-scale family 0 0 1 32 0 0 5 189
Production and hedging decisions under regret aversion 0 0 0 2 0 0 5 46
Production theory under price uncertainty for firms with disappointment aversion 0 0 0 0 0 0 2 2
Profitability of Technical Analysis in the Singapore Stock Market: before and after the Asian Financial Crisis 0 0 0 0 0 0 7 114
Profitability of intraday and interday momentum strategies 2 4 6 232 2 6 13 610
Profiteering from the Dot-Com Bubble, Subprime Crisis and Asian Financial Crisis 0 0 0 6 0 1 5 60
Profiteering from the Dot-Com Bubble, Subprime Crisis and Asian Financial Crisis 2 2 2 2 2 2 2 16
Prospect Performance Evaluation: Making a Case for a Non-asymptotic UMPU Test 0 0 0 5 0 0 1 56
Prospect and Markowitz stochastic dominance 0 0 0 40 0 0 3 168
R-charts for the exponential, Laplace and logistic processes 0 0 0 3 0 0 0 23
RESEARCH IDEAS FOR ADVANCES IN DECISION SCIENCES (ADS): 22ND ANNIVERSARY SPECIAL ISSUE IN 2018 0 0 0 4 0 0 8 38
ROBUST ESTIMATION AND FORECASTING OF THE CAPITAL ASSET PRICING MODEL 0 0 0 1 0 1 1 39
Regime-dependent relationships among the stock markets of the US, Australia and New Zealand: a Markov-switching VAR approach 0 0 2 25 0 0 4 115
Repeated Time Series Analysis of ARIMA-Noise Models 0 0 0 0 0 0 4 302
Return and Volatility Transmission between World-Leading and Latin American Stock Markets: Portfolio Implications 1 1 1 2 1 2 2 15
Review of Matrix Theory with Applications in Education and Decision Sciences 2 4 19 35 3 11 73 169
Review on Efficiency and Anomalies in Stock Markets 6 7 25 56 10 18 76 212
Review on behavioral economics and behavioral finance 2 7 27 43 4 13 57 88
Revisiting calendar anomalies in Asian stock markets using a stochastic dominance approach 0 0 1 115 0 1 4 339
Risk and Financial Management of COVID-19 in Business, Economics and Finance 0 3 22 101 0 6 83 590
STOCHASTIC DOMINANCE AND BEHAVIOR TOWARDS RISK: THE MARKET FOR ISHARES 0 1 1 2 0 1 3 41
Singapore's experience with car quotas: Issues and policy processes 0 1 3 63 0 1 8 315
Sources of inequality in the Philippines: Insights from stochastic dominance tests for richness and poorness 0 0 1 7 0 0 6 24
Specification Testing of Production in a Stochastic Frontier Model 0 0 0 3 0 0 0 37
Spurious Relationships for Nearly Non-Stationary Series 0 0 1 2 0 0 9 11
State Ownership and Risk-Taking Behavior: An Empirical Approach to Get Better Profitability, Investment, and Trading Strategies for Listed Corporates in Vietnam 1 1 2 3 1 3 16 49
Stochastic Dominance Analysis of iShares 0 0 1 39 0 1 4 915
Stochastic Dominance and Omega Ratio: Measures to Examine Market Efficiency, Arbitrage Opportunity, and Anomaly 0 0 0 12 1 1 7 104
Stochastic dominance analysis of Asian hedge funds 0 0 1 58 0 0 9 223
Stochastic dominance analysis of CTA funds 0 0 2 31 1 1 6 99
Stochastic dominance and behavior towards risk: The market for Internet stocks 0 0 2 64 0 0 3 190
Stochastic dominance and mean-variance measures of profit and loss for business planning and investment 1 1 1 23 1 1 3 115
Stochastic dominance and risk measure: A decision-theoretic foundation for VaR and C-VaR 0 1 1 24 0 2 5 113
Stochastic dominance relationships between stock and stock index futures markets: International evidence 0 0 0 11 0 0 0 80
Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China 0 0 0 10 1 1 1 68
Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency 0 1 1 10 0 1 4 42
Sustainability of Both Pecking Order and Trade-Off Theories in Chinese Manufacturing Firms 0 0 0 6 1 3 7 40
Sustainability of Energy-Induced Growth Nexus in Brazil: Do Carbon Emissions and Urbanization Matter? 0 0 0 1 1 3 11 19
Sustainability of Global Economic Policy and Stock Market Returns in Indonesia 0 1 2 2 0 4 12 20
Sustainability of Green Tourism among International Tourists and Its Influence on the Achievement of Green Environment: Evidence from North Cyprus 0 0 2 2 0 1 6 31
Sustainability of Household Food Waste Reduction: A Fresh Insight on Youth’s Emotional and Cognitive Behaviors 0 0 0 0 0 0 0 0
Sustainability of the Moderating Role of Financial Development in the Determinants of Environmental Degradation: Evidence from Turkey 0 1 1 2 0 1 5 12
Synchronization of Neuronal Networks via Control Rank Pinning Scheme 0 0 0 0 0 0 2 4
THE IMPACT OF CAPITAL STRUCTURE AND OWNERSHIP ON THE PERFORMANCE OF STATE ENTERPRISES AFTER EQUITIZATION: EVIDENCE FROM VIETNAM 2 5 9 9 4 9 23 24
THE STOCHASTIC COMPONENT OF REALIZED VOLATILITY 0 0 0 0 0 0 1 14
THEORIES OF RISK: TESTING INVESTOR BEHAVIOR ON THE TAIWAN STOCK AND STOCK INDEX FUTURES MARKETS 1 3 3 4 1 3 10 56
TIME DIVERSIFICATION: PERSPECTIVES FROM THE ECONOMIC INDEX OF RISKINESS 0 0 0 5 1 1 3 61
Technical efficiency and impact of improved farm inputs adoption on the yield of haricot bean producer in Hadiya zone, SNNP region, Ethiopia 0 0 1 1 0 1 7 16
Test statistics for prospect and Markowitz stochastic dominances with applications 0 0 0 0 0 1 1 139
The Disappearing Calendar Anomalies in the Singapore Stock Market 1 1 2 59 2 2 9 217
The Economic Policy Uncertainty and Its Effect on Sustainable Investment: A Panel ARDL Approach 0 0 0 0 1 1 1 1
The Effects of Health Status on Life Insurance Holdings in 16 European Countries 0 0 0 4 0 0 6 49
The Impact of Market Condition and Policy Change on the Sustainability of Intra-Industry Information Diffusion in China 0 0 0 2 0 0 2 33
The Sustainability of Energy Substitution in the Chinese Electric Power Sector 0 0 0 0 0 0 3 15
The Three Musketeers Relationships between Hong Kong, Shanghai and Shenzhen Before and After Shanghai–Hong Kong Stock Connect 0 0 2 5 3 6 31 92
The banking firm and risk taking in a two-moment decision model 0 0 2 21 0 1 8 97
The determinants of customer interactions with internet-enabled e-banking services 0 0 0 7 0 0 2 37
The impact of the global financial crisis on the efficiency and performance of Latin American stock markets 0 0 0 6 0 1 4 29
The maximum-return-and-minimum-volatility effect: evidence from choosing risky and riskless assets to form a portfolio 0 0 3 5 2 2 13 26
The mean-variance ratio test--A complement to the coefficient of variation test and the Sharpe ratio test 0 0 0 11 0 0 3 100
The performance of commodity trading advisors: A mean-variance-ratio test approach 0 0 1 14 1 1 5 135
The seasonality of gold prices in China does the risk‐aversion level matter? 0 0 3 3 0 0 7 24
The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions 0 0 0 11 0 0 0 59
The two-moment decision model with additive risks 0 0 1 4 0 0 1 21
Theory and application of an economic performance measure of risk 0 0 0 4 0 0 5 83
Thirty years of herd behavior in financial markets: A bibliometric analysis 0 2 14 14 3 10 40 40
Three-factor profile analysis with GARCH innovations 0 0 0 0 0 0 1 19
Time Series Models in Non‐Normal Situations: Symmetric Innovations 0 0 1 3 0 0 6 17
Top purchase intention priorities of Vietnamese low cost carrier passengers: expectations and satisfaction 0 0 4 10 1 3 14 57
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 0 3 10 1,080
Volatility switching and regime interdependence between information technology stocks 1995-2005 0 0 1 24 0 1 2 149
WELFARE GAINS FROM MACRO-HEDGING 0 0 0 2 2 3 4 23
Was there Abnormal Trading in the S&P 500 Index Options Prior to the September 11 Attacks? 0 0 1 10 1 1 5 46
Which Factors Determine CO 2 Emissions in China? Trade Openness, Financial Development, Coal Consumption, Economic Growth or Urbanization: Quantile Granger Causality Test 0 0 0 0 0 1 4 4
Which is a better investment choice in the Hong Kong residential property market: a big or small property? 0 0 0 6 0 0 5 61
Why Are Warrant Markets Sustained in Taiwan but Not in China? 0 0 0 5 0 0 4 76
e-Purchase Intention of Taiwanese Consumers: Sustainable Mediation of Perceived Usefulness and Perceived Ease of Use 0 0 3 13 0 2 18 133
Total Journal Articles 43 131 449 3,980 133 424 2,088 21,641


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A Markov Regime-Switching Model of Stock Return Volatility: Evidence from Chinese Markets 0 0 0 0 0 1 4 9
Do Winners Perform Better Than Losers? A Stochastic Dominance Approach 0 0 1 1 0 0 3 17
Total Chapters 0 0 1 1 0 1 7 26


Statistics updated 2022-09-05