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 0 115
A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction during Financial Crises 0 0 0 12 0 0 0 67
A General Optimal Investment Model in the Presence of Background Risk 0 1 6 56 0 1 8 71
A New Nonlinearity Test to Circumvent the Limitation of Volterra Expansion with Application 0 0 1 52 0 0 1 24
A New Nonlinearity Test to Circumvent the Limitation of Volterra Expansion with Applications 0 0 0 47 0 1 2 33
A New Pseudo-Bayesian Model of Investors' Behavior in Financial Crises 0 1 1 22 0 1 1 107
A Note on Almost Stochastic Dominance 0 0 0 39 0 0 0 122
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 3 10
A Principal Component Approach to Measuring Investor Sentiment in Hong Kong 0 0 0 58 0 2 7 106
A Trinomial Test for Paired Data When There are Many Ties 0 0 0 33 0 0 0 214
A Trinomial Test for Paired Data When There are Many Ties 0 0 0 1 0 0 0 97
A Trinomial Test for Paired Data When There are Many Ties 0 0 0 6 0 0 0 70
A Trinomial Test for Paired Data When There are Many Ties 0 0 0 47 0 0 0 350
A Trinomial Test for Paired Data When There are Many Ties 0 0 0 20 0 0 0 113
A stochastic-dominance approach to determining the optimal home-size purchase: The case of Hong Kong 0 0 0 13 0 0 1 46
Almost Stochastic Dominance and Moments 0 0 0 25 0 0 1 59
Almost Stochastic Dominance and Moments 0 0 0 4 0 0 2 49
Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors 0 0 0 40 0 0 0 83
Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors 0 0 0 49 0 0 0 49
An analysis of portfolio selection with multiplicative background risk 0 0 0 40 0 1 1 128
Arbitrage Opportunities, Efficiency, and the Role of Risk Preferences in the Hong Kong Property Market 0 0 0 24 0 0 1 37
Banking Firm and Two-Moment Decision Making 0 0 0 22 0 1 1 61
Behavioural, Financial, and Health & Medical Economics: A Connection 0 0 0 54 0 1 2 108
Behavioural, Financial, and Health & Medical Economics: A Connection 0 0 1 45 0 0 3 81
Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections 0 0 0 79 0 1 2 102
Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections 0 0 0 39 0 0 2 60
Big data, computational science, economics, finance, marketing, management, and psychology: connections 0 0 0 54 0 0 2 166
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 3 7 229
Cointegration and Causality among the Onshore and Offshore Markets for China's Currency 0 0 0 46 0 0 0 60
Comparisons and Characterizations of the Mean-Variance, Mean-VaR, Mean-CVaR Models for Portfolio Selection With Background Risk 0 0 0 65 0 0 0 114
Could the global financial crisis improve the performance of the G7 stocks markets? 0 0 0 35 0 0 2 70
Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections 0 0 0 43 0 0 3 80
Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections 0 0 1 58 0 2 9 139
Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections 0 0 1 42 2 3 7 67
Do both demand-following and supply-leading theories hold true in developing countries? 0 0 3 46 0 3 12 187
Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan 1 2 4 39 8 25 47 236
Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis 0 0 0 0 0 0 0 37
EVOLUTION OF DOLLAR/EURO EXCHANGE RATE BEFORE AND AFTER THE BIRTH OF EURO AND POLICY IMPLICATIONS 0 0 2 60 0 0 3 402
Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 0 0 0 3 0 0 0 52
Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 0 0 1 11 0 2 3 36
Elasticity of risk aversion and international trade 0 0 0 17 0 0 4 86
Empirical Study on Conservative and Representative Heuristics of Hong Kong Small Investors Adopting Momentum and Contrarian Trading Strategies 0 0 0 16 0 0 0 60
Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests 0 0 0 30 0 0 2 81
Farinelli and Tibiletti ratio and Stochastic Dominance 0 0 0 25 0 1 7 74
Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains 0 0 0 23 0 0 1 58
Financial Credit Risk and Core Enterprise Supply Chains 0 0 0 28 0 3 34 149
Financial credit risk evaluation based on core enterprise supply chains 0 0 0 9 0 1 3 46
First Stochastic Dominance and Risk Measurement 0 0 0 30 0 0 0 39
Good Approximation of Exponential Utility Function for Optimal Futures Hedging 0 0 0 25 0 1 1 38
High dimensional Global Minimum Variance Portfolio 0 0 0 29 0 0 0 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 2 13 0 2 15 75
Informatics, Data Mining, Econometrics and Financial Economics: A Connection 0 0 3 72 0 0 7 136
Input Demand under Joint Energy and Output Prices Uncertainties 0 0 0 10 0 0 0 67
Integration-segregation decisions under general value functions: "Create your own bundle -- choose 1, 2, or all 3 !" 0 0 0 3 0 0 0 25
Integration-segregation decisions under general value functions: "Create your own bundle -- choose 1, 2, or all 3 !" 0 0 0 15 0 0 0 49
Integration-segregation decisions under general value functions: "Create your own bundle — choose 1, 2, or all 3!" 0 0 0 16 1 3 4 151
Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance 0 0 0 14 0 0 2 93
Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance 0 0 0 21 0 0 0 140
Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance 0 0 0 22 0 0 0 119
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 0 0 0 0 6
Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis 0 0 0 12 2 2 3 62
Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis 0 0 0 0 2 2 2 8
Is Gold Good for Portfolio Diversification? A Stochastic Dominance Analysis of the Paris Stock Exchange 0 0 1 152 1 2 10 336
Is Wine a Good Choice for Investment? 0 0 0 22 0 0 4 139
Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange 0 0 0 0 1 1 3 25
Is gold good for portfolio diversification? A stochastic dominance analysis of the Paris stock exchange 0 0 0 0 0 0 1 41
Linear and Nonlinear Growth Determinants: The Case of Mongolia and its Connection to China 0 0 1 29 0 0 2 28
Linearity and stationarity of G7 government bond returns 0 0 0 16 0 0 0 109
Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks 0 0 0 16 0 0 0 66
Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector 0 0 0 39 3 4 5 97
Make Almost Stochastic Dominance really Almost 0 0 0 21 0 0 0 88
Making Markowitz's Portfolio Optimization Theory Practically Useful 0 1 2 53 0 1 7 129
Management Information, Decision Sciences, and Financial Economics: A Connection 0 0 0 28 0 0 0 72
Management Information, Decision Sciences, and Financial Economics: a connection 0 0 0 11 0 0 0 49
Management Science, Economics and Finance: A Connection 0 0 0 79 0 1 2 110
Management Science, Economics and Finance: A Connection 0 0 0 25 0 0 0 104
Management science, economics and finance: A connection 0 0 0 35 0 0 1 86
Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach 0 0 0 55 0 1 3 287
Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach 0 0 0 82 1 1 2 324
Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach 0 0 0 55 1 1 1 186
Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach 0 0 0 34 1 2 2 159
Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach 0 0 0 68 1 1 2 227
Moment Conditions for Almost Stochastic Dominance 0 0 0 17 0 0 2 71
Multivariate Stochastic Dominance for Risk Averters and Risk Seekers 0 0 0 41 0 0 2 81
New Non-Linearity Test to Circumvent the Limitation of Volterra Expansion 0 0 1 49 0 1 2 97
New Tests for Richness and Poorness:A Stochastic Dominance Analysis of Income Distributions in Hong Kong 0 0 1 10 0 0 1 90
Non-Standard Errors 1 4 15 38 12 27 133 293
Non-Standard Errors 0 0 5 41 14 26 132 365
On the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors 0 0 0 66 0 0 1 281
On the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors with Analysis of their Traditional and Internet Stocks 0 0 2 35 0 1 6 101
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 0 0 2 56
Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis 0 0 6 106 2 5 24 444
Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis 0 0 1 31 0 0 3 171
Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis 0 0 1 23 1 1 4 134
Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis 0 0 0 12 0 1 2 46
Prospect and Markowitz Stochastic Dominance 0 0 0 21 0 2 2 109
Prospect theory and hedging risks 0 0 1 45 0 0 1 206
Prospect theory and two moment model: the firm under price uncertainty 0 0 0 27 0 0 1 119
Regret Aversion, Regret Neutrality, and Risk Aversion in Production 0 0 0 26 0 0 2 80
Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 0 0 0 24 0 0 0 127
Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 0 0 0 5 1 1 1 20
Revisiting Calender Anomolies in Asian Stock Markets Using a Stochastic Dominance Approach 0 0 0 63 0 0 1 198
Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures 0 0 0 62 0 0 0 212
Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures 0 0 0 5 0 0 0 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 33 0 0 0 116
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 0 0 31 0 1 1 137
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 0 0 25 0 1 3 109
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 0 1 34 1 1 5 170
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 0 0 67 0 1 2 236
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 0 0 33 0 0 1 106
Robust Estimation of Multiple Regression Model with Non-normal Error: Symmetric Distribution 0 0 0 31 0 1 1 158
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 2 0 0 1 62
Specification Testing of Production in a Stochastic Frontier Model 0 0 1 37 0 0 1 53
Specification Testing of Production in a Stochastic Frontier Model 0 0 0 12 0 0 1 36
Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization 0 0 0 26 0 0 0 56
Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization 0 0 2 17 0 1 5 73
Spectrally-corrected estimation for high-dimensional markowitz mean-variance optimization 0 0 0 5 0 0 2 49
Stochastic Dominance Analysis of iShares 1 2 4 13 2 4 8 176
Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China 0 0 0 45 0 0 1 221
Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China 0 0 0 34 0 0 0 138
Stochastic Dominance and Investors’ Behavior towards Risk: The Hong Kong Stocks and Futures Markets 0 0 1 43 0 0 1 57
Stochastic Dominance and Mean-Variance Measures of Profit and Loss for Business Planning and Investment 2 2 2 4 5 5 7 100
Stochastic Dominance and Risk Measure: A Decision-Theoretic Foundation for VaR and C-VaR 0 0 0 28 0 0 0 116
Stock Market Liberalizations and Efficiency: The Case of Latin America 0 0 1 33 0 0 3 81
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 2 104
The Two-Moment Decision Model with Additive Risks 0 0 0 28 0 0 0 63
The best estimation for high-dimensional Markowitz mean-variance optimization 1 1 1 77 1 3 4 185
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 10
The impacts of joint energy and output prices uncertainties in a mean-variance framework 0 1 1 25 0 1 1 25
The seasonality of Gold Prices in China: Evidence from Shanhai Gold Exchange 0 0 0 0 0 0 0 22
The seasonality of gold prices in China: Does the risk-aversion level matter? 0 0 0 0 1 1 5 38
Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets 0 0 0 13 0 0 0 39
Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets 0 0 0 24 0 0 0 63
Theory and Application of an Economic Performance Measure of Risk 0 0 0 13 0 0 0 54
Theory and Application of an Economic Performance Measure of Risk 0 0 0 16 0 0 0 53
Theory and Application of an Economic Performance Measure of Risk 0 0 0 43 0 0 0 42
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 1 100
Why did Warrant Markets Close in China but not Taiwan? 0 0 0 31 0 1 4 115
Why did Warrant Markets Close in China but not Taiwan? 0 0 0 7 0 0 0 42
Total Working Papers 6 15 77 4,552 64 163 646 15,747


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 2 12 0 1 3 64
A Detailed Guide on How to Use Statistical Software R for Text Mining 0 0 2 11 0 2 8 32
A GENERAL OPTIMAL INVESTMENT MODEL IN THE PRESENCE OF BACKGROUND RISK 0 0 1 4 0 0 2 36
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 0 4
A Principal Component Approach to Measuring Investor Sentiment in Hong Kong 0 0 0 11 0 2 7 65
A Pseudo-Bayesian Model for Stock Returns In Financial Crises 0 0 0 15 0 0 1 82
A Scoring Rule for Factor and Autoregressive Models Under Misspecification 0 0 0 16 0 0 3 70
A gravity analysis of international stock market linkages 0 0 0 21 0 0 1 76
A new test of multivariate nonlinear causality 0 0 0 1 0 0 0 13
A note on almost stochastic dominance 0 0 1 32 1 1 4 207
A note on convex stochastic dominance 0 0 0 53 0 0 0 196
A pseudo-Bayesian model in financial decision making with implications to market volatility, under- and overreaction 0 1 2 45 0 1 6 196
A theoretical foundation for games of complete/incomplete contracts 0 0 0 6 0 0 0 14
A trinomial test for paired data when there are many ties 0 0 1 8 0 0 2 85
APPROXIMATE SERIES SOLUTIONS OF A ONE-FACTOR TERM STRUCTURE MODEL FOR BOND PRICING 1 1 3 5 2 2 13 22
Adaptive neural network model for time-series forecasting 0 0 0 76 0 0 1 216
Almost stochastic dominance for risk averters and risk seeker 0 0 0 3 0 0 0 45
An Empirical Analysis of the Volatility Spillover Effect between World-Leading and the Asian Stock Markets: Implications for Portfolio Management 0 0 0 4 0 0 1 19
An Integrated Model of Material Supplier Selection and Order Allocation Using Fuzzy Extended AHP and Multiobjective Programming 0 0 0 0 0 0 1 2
An improved estimation to make Markowitz’s portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment 0 0 1 24 0 0 4 121
Analysing Monetary Policy Shocks by Sign and Parametric Restrictions: The Evidence from Russia 1 1 1 1 1 1 11 13
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 2 2
Applications in Sciences in the prevention of COVID-19 0 0 9 9 0 1 17 17
Arbitrage opportunities, efficiency, and the role of risk preferences in the Hong Kong property market 0 0 0 2 0 2 2 48
Are Sectoral Outputs in Pakistan Led by Energy Consumption? 0 1 5 131 0 1 10 407
Bank Capital Buffer and Economic Growth: New Insights from the US Banking Sector 0 0 1 7 1 2 8 40
Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections 0 0 1 13 0 0 2 89
Birds of a Feather Flocking Together: Sustainability of Tax Aggressiveness of Shared Directors from Coercive Isomorphism 0 0 0 0 1 1 1 7
CBOE volatility index (VIX) and corporate market leverage 0 0 1 1 0 0 4 4
CORPORATE VALUATION SPURRED BY INFORMATION TRANSPARENCY IN AN EMERGING ECONOMY 1 1 4 10 1 4 13 30
Can a Disinflationary Policy Have a Differential Impact on Sectoral Output? A Look at Sacrifice Ratios in OECD and Non-OECD Countries 0 0 0 14 0 0 0 39
Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets? 0 0 0 9 1 1 1 46
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 1 1 4 0 2 5 19
Central moments, stochastic dominance, moment rule, and diversification with an application 0 0 1 1 0 0 1 1
China’s Stock Market Integration with a Leading Power and a Close Neighbor 0 0 0 5 0 0 0 103
Cointegration and causality among the onshore and offshore markets for China's currency 0 0 0 12 0 0 1 97
Comparison of the production behavior of regret-averse and purely risk-averse firms 0 0 0 3 0 1 1 22
Confucius and Herding Behaviour in the Stock Markets in China and Taiwan 0 0 0 3 0 0 4 75
Contagion or Inductance? Crisis 1997 Reconsidered 0 1 1 7 0 2 4 45
Could Mergers Become More Sustainable? A Study of the Stock Exchange Mergers of NASDAQ and OMX 0 0 1 1 1 4 6 33
Could the global financial crisis improve the performance of the G7 stocks markets? 0 0 0 5 0 0 1 37
DECISION SCIENCES, ECONOMICS, FINANCE, BUSINESS, COMPUTING, AND BIG DATA: CONNECTIONS 0 1 2 6 1 4 9 60
DO MONEY AND INTEREST RATES MATTER FOR STOCK PRICES? AN ECONOMETRIC STUDY OF SINGAPORE AND USA 0 0 0 3 0 0 0 16
DOES BANK LIQUIDITY RISK LEAD TO BANK'S OPERATIONAL EFFICIENCY? A STUDY IN VIETNAM 6 16 46 74 12 39 109 194
Decision Sciences in Education: The STEMtech Model to Create Stem Products at High Schools in Vietnam 0 0 4 25 3 7 25 168
Demand forecasting for successive generations of mobile telecommunication service in Ethiopia 0 0 0 0 1 1 1 2
Determinants of the possibilities by investors’ risk-taking: Empirical evidence from Vietnam 0 0 0 0 1 1 1 1
Determining Distribution for the Product of Random Variables by Using Copulas 0 0 0 2 0 0 1 62
Determining Distribution for the Quotients of Dependent and Independent Random Variables by Using Copulas 1 1 1 4 1 1 1 51
Disaggregated Energy Consumption and Sectoral Outputs in Thailand: ARDL Bound Testing Approach 0 0 1 26 0 1 2 114
Diversification versus optimality: is there really a diversification puzzle? 0 1 4 9 0 1 8 40
Do Jumps Matter in Both Equity Market Returns and Integrated Volatility: A Comparison of Asian Developed and Emerging Markets 0 0 0 1 1 1 5 25
Do Oil Price Shocks and Other Factors Create Bigger Impacts on Islamic Banks than Conventional Banks? 0 0 0 0 1 1 1 21
Do REITs Outperform Stocks and Fixed-Income Assets? New Evidence from Mean-Variance and Stochastic Dominance Approaches 0 0 0 19 0 1 32 201
Do both demand-following and supply-leading theories hold true in developing countries? 0 0 3 11 1 1 6 56
Do investors like to diversify? A study of Markowitz preferences 0 0 1 33 0 0 5 122
Do lump-sum investing strategies really outperform dollar-cost averaging strategies? 0 0 1 1 2 3 9 9
Do oil, gold and metallic price volatilities prove gold as a safe haven during COVID-19 pandemic? Novel evidence from COVID-19 data 0 1 1 1 1 2 2 2
Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan 0 0 3 136 2 2 9 505
Does Inclusive Leadership Improve the Sustainability of Employee Relations? Test of Justice Theory and Employee Perceived Insider Status 0 0 0 0 2 3 4 4
Does herding behavior exist in the Mongolian stock market? 0 0 5 25 2 2 16 121
Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis 0 0 2 8 0 0 2 54
Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model 0 1 2 8 0 1 5 94
Driven Determinants to Indonesia Sharia Commercial Banks' Performance: The Important Role of Diversification Strategy 1 1 3 8 3 4 20 32
Dynamic Network Analysis of COVID-19 with a Latent Pandemic Space Model 0 0 0 0 0 0 4 4
Dynamics of Funding Liquidity and Risk-Taking: Evidence from Commercial Banks 0 2 3 6 1 5 24 62
EDITORIAL STATEMENT IN HONOR OF PROFESSOR MICHAEL MCALEER 0 0 0 2 1 4 7 12
EFFICIENCY OF THE TAIWAN STOCK MARKET* 0 0 0 24 0 0 1 79
Editorial Statement and Research Ideas for Efficiency and Anomalies in Stock Markets 0 0 0 8 0 0 0 60
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 1 2 0 0 1 30
Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 0 1 2 8 0 1 4 44
Editorial and Ideas for Research Using Mathematical and Statistical Models for Energy with Applications 0 0 0 0 0 1 1 2
Editorial in Honour of Professor Michael McAleer 0 2 3 10 0 5 27 59
Efficiencies of Rounded Optimal Approximate Designs for Small Samples 0 0 2 8 0 0 4 32
Elasticity of risk aversion and international trade 0 0 1 37 0 1 3 183
Empirical Study on CO 2 Emissions, Financial Development and Economic Growth of the BRICS Countries 0 0 0 0 0 0 2 8
Empirical study on conservative and representative heuristics of Hong Kong small investors adopting momentum and contrarian trading strategies 0 0 1 7 0 0 1 21
Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach 1 1 1 6 1 1 1 64
Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests 0 0 0 5 0 0 0 41
Estimating parameters in autoregressive models with asymmetric innovations 0 0 0 20 0 0 0 96
Evolution of the Trans-Atlantic exchange rate before and after the birth of the Euro and policy implications 0 0 0 8 0 0 0 55
Examining Stock Volatility in the Segmented Chinese Stock Markets: A SWARCH Approach 0 0 1 27 0 0 1 126
Examining the Day-of-the-Week Effects in Chinese Stock Markets: New Evidence from a Stochastic Dominance Approach 0 0 0 14 0 1 3 97
Extension of Stein's Lemmas to General Functions and Distributions* 0 0 0 14 0 0 3 56
Factors Driving Openness in China Trade: Corruption, Exchange Rate Volatility, and Macro Determinants 0 1 6 17 0 1 13 40
Farinelli and Tibiletti ratio and stochastic dominance 0 0 0 5 0 0 5 64
Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains 0 0 0 8 0 0 7 100
GARCH AND VOLUME EFFECTS IN THE AUSTRALIAN STOCK MARKETS 0 0 0 2 0 1 2 25
GRAPH THEORY AND ENVIRONMENTAL ALGORITHMIC SOLUTIONS TO ASSIGN VEHICLES APPLICATION TO GARBAGE COLLECTION IN VIETNAM 0 0 0 30 0 2 9 208
Gains from diversification on convex combinations: A majorization and stochastic dominance approach 0 1 2 48 0 1 2 139
Generation Y’s Sustainable Purchasing Intention of Green Personal Care Products 0 0 1 2 0 1 15 32
Global Synchronization Stability for Stochastic Complex Dynamical Networks with Probabilistic Interval Time-Varying Delays 0 0 0 0 0 0 0 6
Good Governance and Sustainable Investment: The Effects of Governance Indicators on Stock Market Returns 10 34 115 192 35 113 382 616
Government Policies and Private Housing Prices in Singapore 0 0 1 7 0 0 1 36
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 2 2 0 1 4 5
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 1 64 0 0 2 363
IMPACT OF ECONOMIC FREEDOM AND ITS SUBCOMPONENTS ON COMMERCIAL BANKS’ RISK-TAKING 0 1 6 6 0 1 13 13
Impact of cashless bank payments on economic growth: Evidence from G7 countries 3 8 55 55 10 21 133 133
Impact of foreign ownership and foreign bank presence on liquidity risk: Evidence from Viet Nam 3 5 10 10 6 10 26 26
Impacts of high-speed rail on the industrial developments of non-central cities in China 0 0 2 2 1 1 3 3
Implications of Oil Price Fluctuations for Tourism Receipts: The Case of Oil Exporting Countries 0 0 0 3 1 2 5 30
Input Demand Under Joint Energy and Output Prices Uncertainties 0 0 0 4 0 0 0 36
Intelligent multi-objective decision-making model with RFID technology for production planning 0 2 2 18 0 3 3 82
Intelligent product cross-selling system with radio frequency identification technology for retailing 0 0 0 32 0 0 1 196
International Diversification Versus Domestic Diversification: Mean-Variance Portfolio Optimization and Stochastic Dominance Approaches 0 0 0 76 2 3 48 723
International momentum strategies: a stochastic dominance approach 1 1 2 152 2 4 8 379
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 6 25
Investors’ preference towards risk: evidence from the Taiwan stock and stock index futures markets 0 0 0 5 0 0 0 60
Is Bitcoin a better portfolio diversifier than gold? A copula and sectoral analysis for China 0 1 4 27 2 4 15 76
Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange 0 0 0 34 0 1 5 163
Is gold good for portfolio diversification? A stochastic dominance analysis of the Paris stock exchange 1 1 2 38 1 2 4 135
Is wine a good choice for investment? 0 0 0 12 2 2 5 72
Kappa ratios and (higher-order) stochastic dominance 0 0 0 5 0 0 3 31
Key determinants of sustainable smartcard payment 0 0 0 3 0 1 2 24
Lessons learned from Chicago's emergency response to mass evacuations caused by Hurricane Katrina 0 0 0 1 0 0 0 15
Linear and nonlinear causality between changes in consumption and consumer attitudes 0 0 2 111 0 0 2 327
Linear and nonlinear growth determinants: The case of Mongolia and its connection to China 0 0 1 4 0 0 4 40
Linearity and stationarity of G7 government bond returns 0 0 0 45 0 0 1 183
Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks 0 0 0 6 0 2 4 34
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 1 261
MODELING OF STOCK RETURNS IN CONTINUOUS VIS-À-VIS DISCRETE TIME IS EQUIVALENT, RESPECTIVELY, TO THE CONDITIONING OF STOCK RETURNS ON A RANDOM WALK PROCESS FOR TRADE IMBALANCES VIS-À-VIS A RANDOM WALK PROCESS FOR EVOLUTION OF INFORMATION 0 0 0 0 0 1 2 2
MOMENT GENERATING FUNCTION, EXPECTATION AND VARIANCE OF UBIQUITOUS DISTRIBUTIONS WITH APPLICATIONS IN DECISION SCIENCES: A REVIEW 0 1 2 19 2 6 29 272
Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector 0 0 0 5 1 1 2 38
Managing a scarce resource in a growing Asian economy: Water usage in Hong Kong 0 0 1 14 0 0 2 122
Mapping the Presidential Election Cycle in US stock markets 0 1 5 40 0 2 10 172
Market efficiency of oil spot and futures: A mean-variance and stochastic dominance approach 0 0 1 59 1 1 4 207
Maslow Portfolio Selection for Individuals with Low Financial Sustainability 0 0 0 3 0 1 2 57
Mean–variance, mean–VaR, and mean–CVaR models for portfolio selection with background risk 0 2 9 19 1 7 16 55
Measuring international competitiveness: experience from East Asia 0 0 1 94 0 0 5 258
Mode Shift Behavior of Commuters Toward Islamabad Metro Bus Service 0 0 7 17 8 11 34 60
Modeling Co-Movement among Different Agricultural Commodity Markets: A Copula-GARCH Approach 0 0 2 7 0 1 4 47
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 1
Modelling Economic Growth, Carbon Emissions, and Fossil Fuel Consumption in China: Cointegration and Multivariate Causality 0 0 0 0 0 0 1 1
Modelling dependence between tourism demand and exchange rate using the copula-based GARCH model 0 0 1 1 0 0 1 1
Moment condition failure in high frequency financial data: evidence from the S&P 500 0 0 0 36 0 0 0 123
Moment conditions for Almost Stochastic Dominance 0 0 1 6 0 1 3 51
Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models 0 0 0 1 0 1 1 44
Multivariate causality tests with simulation and application 0 0 0 23 0 0 1 70
Multivariate linear and nonlinear causality tests 0 0 0 24 0 1 3 94
New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management 0 0 1 5 0 0 1 32
New evidence on the relation between return volatility and trading volume 0 1 2 58 0 3 5 210
Oil prices and sectorial stock indices of Pakistan: Empirical evidence using bootstrap ARDL model 0 0 6 6 1 3 14 14
On the estimation of cost of capital and its reliability 0 0 0 17 0 0 1 94
Optimal Solution Techniques in Decision Sciences A Review 0 0 1 6 0 1 5 64
Optimal combinations of factors influencing the sustainability of Taiwanese firms 0 0 0 0 0 0 1 1
Optimal designs for active controlled dose-finding trials with efficacy-toxicity outcomes 0 0 0 1 0 1 1 5
Optimal diversification, stochastic dominance, and sampling error 0 0 0 2 0 0 1 38
Optimal output for the regret-averse competitive firm under price uncertainty 0 0 0 4 0 1 2 45
Optimisation of fault-tolerant fabric-cutting schedules using genetic algorithms and fuzzy set theory 0 0 0 15 0 0 1 86
Organizational Climate and Work Style: The Missing Links for Sustainability of Leadership and Satisfied Employees 0 0 0 1 0 20 24 76
Partially connected feedforward neural networks on Apollonian networks 0 0 0 4 0 0 2 94
Point and density forecasts of oil returns: The role of geopolitical risks 0 0 4 10 0 0 10 51
Policy change and lead-lag relations among China's segmented stock markets 0 0 0 42 0 0 1 185
Preferences of risk-averse and risk-seeking investors for oil spot and futures before, during and after the Global Financial Crisis 0 0 0 23 0 1 2 140
Preferences over location-scale family 0 0 0 32 0 0 0 189
Production and hedging decisions under regret aversion 0 0 2 4 0 0 3 49
Production theory under price uncertainty for firms with disappointment aversion 0 0 3 4 0 0 5 8
Profitability of Technical Analysis in the Singapore Stock Market: before and after the Asian Financial Crisis 0 0 0 0 1 1 1 116
Profitability of intraday and interday momentum strategies 2 3 4 237 4 5 10 623
Profiteering from the Dot-Com Bubble, Subprime Crisis and Asian Financial Crisis 0 0 2 4 1 1 5 22
Profiteering from the Dot-Com Bubble, Subprime Crisis and Asian Financial Crisis 0 0 2 9 0 0 5 66
Prospect Performance Evaluation: Making a Case for a Non-asymptotic UMPU Test 0 0 0 5 0 0 1 57
Prospect and Markowitz stochastic dominance 0 0 0 40 0 0 1 169
R-charts for the exponential, Laplace and logistic processes 0 0 0 3 0 1 1 24
RESEARCH IDEAS FOR ADVANCES IN DECISION SCIENCES (ADS): 22ND ANNIVERSARY SPECIAL ISSUE IN 2018 0 0 0 4 0 0 2 40
ROBUST ESTIMATION AND FORECASTING OF THE CAPITAL ASSET PRICING MODEL 0 0 0 1 1 1 2 41
Repeated Time Series Analysis of ARIMA-Noise Models 0 0 0 0 0 0 0 302
Return and Volatility Transmission between World-Leading and Latin American Stock Markets: Portfolio Implications 0 0 0 2 1 1 4 21
Review of Matrix Theory with Applications in Education and Decision Sciences 1 1 10 45 5 11 42 214
Review on Efficiency and Anomalies in Stock Markets 1 2 5 62 3 10 29 249
Review on behavioral economics and behavioral finance 2 6 21 65 5 10 45 136
Revisiting calendar anomalies in Asian stock markets using a stochastic dominance approach 0 0 0 115 0 0 6 346
Revisiting the impacts of globalization, renewable energy consumption, and economic growth on environmental quality in South Asia 0 1 14 17 3 8 60 70
Risk and Financial Management of COVID-19 in Business, Economics and Finance 1 3 8 113 2 8 20 621
STOCHASTIC DOMINANCE AND BEHAVIOR TOWARDS RISK: THE MARKET FOR ISHARES 0 0 0 2 0 1 3 45
Singapore's experience with car quotas: Issues and policy processes 0 0 0 64 0 0 2 319
Sources of inequality in the Philippines: Insights from stochastic dominance tests for richness and poorness 0 0 0 7 0 0 2 27
Specification Testing of Production in a Stochastic Frontier Model 0 0 0 3 0 0 0 37
Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization 0 0 0 0 0 0 1 1
Spurious Relationships for Nearly Non-Stationary Series 1 1 2 4 2 2 6 17
State Ownership and Risk-Taking Behavior: An Empirical Approach to Get Better Profitability, Investment, and Trading Strategies for Listed Corporates in Vietnam 0 0 0 3 0 1 6 57
Stochastic Dominance Analysis of iShares 1 1 1 40 3 3 9 924
Stochastic Dominance and Omega Ratio: Measures to Examine Market Efficiency, Arbitrage Opportunity, and Anomaly 0 0 1 13 0 0 2 106
Stochastic dominance analysis of Asian hedge funds 0 0 0 58 0 0 3 226
Stochastic dominance analysis of CTA funds 0 0 0 33 0 0 0 101
Stochastic dominance and behavior towards risk: The market for Internet stocks 0 0 0 65 0 0 0 191
Stochastic dominance and mean-variance measures of profit and loss for business planning and investment 2 2 2 25 4 4 9 124
Stochastic dominance and risk measure: A decision-theoretic foundation for VaR and C-VaR 0 0 0 25 0 0 2 116
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 2 13 0 0 6 75
Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency 0 0 0 10 0 0 0 43
Sustainability of Both Pecking Order and Trade-Off Theories in Chinese Manufacturing Firms 0 0 0 7 1 2 6 47
Sustainability of Energy-Induced Growth Nexus in Brazil: Do Carbon Emissions and Urbanization Matter? 0 0 0 1 0 0 3 22
Sustainability of Global Economic Policy and Stock Market Returns in Indonesia 0 0 0 2 0 0 0 20
Sustainability of Green Tourism among International Tourists and Its Influence on the Achievement of Green Environment: Evidence from North Cyprus 0 1 3 5 1 7 13 45
Sustainability of Household Food Waste Reduction: A Fresh Insight on Youth’s Emotional and Cognitive Behaviors 0 0 0 0 2 4 4 4
Sustainability of the Moderating Role of Financial Development in the Determinants of Environmental Degradation: Evidence from Turkey 0 0 1 3 1 1 7 20
Synchronization of Neuronal Networks via Control Rank Pinning Scheme 0 0 0 0 0 0 0 4
THE EFFECTS OF SELECTED FINANCIAL RATIOS ON PROFITABILITY: AN EMPIRICAL ANALYSIS OF REAL ESTATE FIRMS IN VIETNAM 4 6 77 77 5 12 189 189
THE IMPACT OF CAPITAL STRUCTURE AND OWNERSHIP ON THE PERFORMANCE OF STATE ENTERPRISES AFTER EQUITIZATION: EVIDENCE FROM VIETNAM 1 1 13 22 1 1 19 43
THE NEXUS BETWEEN CASH CONVERSION CYCLE, WORKING CAPITAL FINANCE, AND FIRM PERFORMANCE: EVIDENCE FROM NOVEL MACHINE LEARNING APPROACHES 0 2 6 6 1 8 18 18
THE STOCHASTIC COMPONENT OF REALIZED VOLATILITY 0 0 0 0 0 0 1 15
THEORIES OF RISK: TESTING INVESTOR BEHAVIOR ON THE TAIWAN STOCK AND STOCK INDEX FUTURES MARKETS 0 0 0 4 0 0 1 57
TIME DIVERSIFICATION: PERSPECTIVES FROM THE ECONOMIC INDEX OF RISKINESS 0 0 1 6 0 0 2 63
Technical efficiency and impact of improved farm inputs adoption on the yield of haricot bean producer in Hadiya zone, SNNP region, Ethiopia 0 0 0 1 1 1 1 17
Test statistics for prospect and Markowitz stochastic dominances with applications 0 0 0 0 0 1 2 142
The Disappearing Calendar Anomalies in the Singapore Stock Market 0 0 3 62 0 3 13 232
The Economic Policy Uncertainty and Its Effect on Sustainable Investment: A Panel ARDL Approach 0 0 2 2 2 3 13 14
The Effects of Health Status on Life Insurance Holdings in 16 European Countries 0 1 2 6 0 2 4 54
The Impact of Market Condition and Policy Change on the Sustainability of Intra-Industry Information Diffusion in China 0 0 0 2 0 0 1 34
The Sustainability of Energy Substitution in the Chinese Electric Power Sector 0 0 0 0 1 2 4 20
The Three Musketeers Relationships between Hong Kong, Shanghai and Shenzhen Before and After Shanghai–Hong Kong Stock Connect 0 0 0 5 0 1 32 127
The banking firm and risk taking in a two-moment decision model 0 0 1 22 0 0 1 98
The determinants of customer interactions with internet-enabled e-banking services 0 0 1 8 0 0 6 46
The impact of the global financial crisis on the efficiency and performance of Latin American stock markets 0 0 1 7 0 0 2 31
The maximum-return-and-minimum-volatility effect: evidence from choosing risky and riskless assets to form a portfolio 0 0 5 10 1 2 14 43
The mean-variance ratio test--A complement to the coefficient of variation test and the Sharpe ratio test 0 0 1 12 0 1 4 104
The performance of commodity trading advisors: A mean-variance-ratio test approach 0 0 0 14 0 0 2 137
The role of housing sentiment in forecasting U.S. home sales growth: evidence from a Bayesian compressed vector autoregressive model 0 0 1 1 1 1 2 2
The seasonality of gold prices in China does the risk‐aversion level matter? 0 0 1 4 0 0 7 31
The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions 0 0 0 11 0 0 1 60
The two-moment decision model with additive risks 0 1 2 6 0 1 4 26
Theory and application of an economic performance measure of risk 1 1 1 5 1 2 3 86
Thirty years of herd behavior in financial markets: A bibliometric analysis 0 0 12 27 2 2 28 71
Three-factor profile analysis with GARCH innovations 0 0 0 0 0 0 0 19
Time Series Models in Non‐Normal Situations: Symmetric Innovations 0 0 0 3 0 1 2 19
Top purchase intention priorities of Vietnamese low cost carrier passengers: expectations and satisfaction 0 0 4 15 2 2 10 70
Tourism development and environmental degradation in the United States: evidence from wavelet-based analysis 0 0 0 0 1 2 3 3
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 0 5 1,087
Volatility switching and regime interdependence between information technology stocks 1995-2005 0 0 0 24 0 0 0 149
WELFARE GAINS FROM MACRO-HEDGING 0 0 1 3 0 0 2 26
Was there Abnormal Trading in the S&P 500 Index Options Prior to the September 11 Attacks? 0 0 0 11 0 1 5 54
What is an Optimal Allocation in Hong Kong Stock, Real Estate, and Money Markets: An Individual Asset, Efficient Frontier Portfolios, or a Naïve Portfolio? Is This a New Financial Anomaly? 0 0 0 0 0 2 3 3
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 2 2 7
Which is a better investment choice in the Hong Kong residential property market: a big or small property? 0 0 2 8 0 0 2 63
Why Are Warrant Markets Sustained in Taiwan but Not in China? 0 0 0 5 0 0 0 77
e-Purchase Intention of Taiwanese Consumers: Sustainable Mediation of Perceived Usefulness and Perceived Ease of Use 0 0 2 15 1 5 16 151
Total Journal Articles 47 128 613 4,393 182 508 2,186 22,837
7 registered items for which data could not be found


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A Markov Regime-Switching Model of Stock Return Volatility: Evidence from Chinese Markets 0 0 0 0 0 0 3 13
Do Winners Perform Better Than Losers? A Stochastic Dominance Approach 0 0 0 1 0 0 0 18
Total Chapters 0 0 0 1 0 0 3 31


Statistics updated 2023-11-05