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 1 115
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 1 1 2 52 1 1 3 66
A New Nonlinearity Test to Circumvent the Limitation of Volterra Expansion with Application 1 1 2 52 1 1 2 24
A New Nonlinearity Test to Circumvent the Limitation of Volterra Expansion with Applications 0 0 0 47 0 0 1 31
A New Pseudo-Bayesian Model of Investors' Behavior in Financial Crises 0 0 0 21 0 0 0 106
A Note on Almost Stochastic Dominance 0 0 1 39 0 0 1 122
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 1 3 10
A Principal Component Approach to Measuring Investor Sentiment in Hong Kong 0 0 0 58 2 4 5 103
A Trinomial Test for Paired Data When There are Many Ties 0 0 1 47 0 0 1 350
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 33 0 0 1 214
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 20 0 0 1 113
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 4 1 1 1 48
Almost Stochastic Dominance and Moments 0 0 0 25 1 1 1 59
Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors 0 0 0 40 0 0 1 83
Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors 0 0 0 49 0 0 2 49
An analysis of portfolio selection with multiplicative background risk 0 0 0 40 0 0 0 127
Arbitrage Opportunities, Efficiency, and the Role of Risk Preferences in the Hong Kong Property Market 0 0 0 24 0 0 2 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 54 0 0 1 106
Behavioural, Financial, and Health & Medical Economics: A Connection 0 0 0 44 0 0 1 79
Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections 0 0 1 79 0 1 4 101
Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections 0 0 0 39 0 1 3 60
Big data, computational science, economics, finance, marketing, management, and psychology: connections 0 0 2 54 0 1 4 166
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 1 3 9 226
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 0 1 114
Could the global financial crisis improve the performance of the G7 stocks markets? 0 0 1 35 1 1 3 69
Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections 0 0 0 41 0 1 4 61
Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections 0 0 2 57 1 2 8 133
Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections 0 0 0 43 0 0 2 77
Do both demand-following and supply-leading theories hold true in developing countries? 0 1 4 46 0 1 17 181
Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan 0 0 4 36 1 3 20 197
Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis 0 0 0 0 0 0 2 37
EVOLUTION OF DOLLAR/EURO EXCHANGE RATE BEFORE AND AFTER THE BIRTH OF EURO AND POLICY IMPLICATIONS 0 0 1 59 0 0 1 400
Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 0 0 0 3 0 0 1 52
Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 0 1 2 11 0 1 2 34
Elasticity of risk aversion and international trade 0 0 0 17 1 4 5 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 1 60
Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests 0 0 0 30 0 0 4 81
Farinelli and Tibiletti ratio and Stochastic Dominance 0 0 0 25 0 3 5 72
Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains 0 0 0 23 0 0 2 57
Financial Credit Risk and Core Enterprise Supply Chains 0 0 0 28 6 13 18 131
Financial credit risk evaluation based on core enterprise supply chains 0 0 0 9 0 0 5 44
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 0 0 37
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 2 2 13 1 7 16 69
Informatics, Data Mining, Econometrics and Financial Economics: A Connection 0 0 2 71 0 1 8 134
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 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 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 16 0 1 2 148
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 14 0 0 1 92
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 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 0 0 0 1 6
Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis 0 0 0 12 0 0 1 59
Is Gold Good for Portfolio Diversification? A Stochastic Dominance Analysis of the Paris Stock Exchange 0 0 1 152 0 0 11 332
Is Wine a Good Choice for Investment? 0 0 0 22 0 0 4 137
Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange 0 0 0 0 2 2 2 24
Is gold good for portfolio diversification? A stochastic dominance analysis of the Paris stock exchange 0 0 0 0 1 1 2 41
Linear and Nonlinear Growth Determinants: The Case of Mongolia and its Connection to China 1 1 1 29 2 2 4 28
Linearity and stationarity of G7 government bond returns 0 0 1 16 0 0 1 109
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 1 66
Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector 0 0 0 39 0 0 0 92
Make Almost Stochastic Dominance really Almost 0 0 0 21 0 0 3 88
Making Markowitz's Portfolio Optimization Theory Practically Useful 0 0 1 52 0 1 6 125
Management Information, Decision Sciences, and Financial Economics: A Connection 0 0 0 28 0 0 3 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 25 0 0 3 104
Management Science, Economics and Finance: A Connection 0 0 0 79 0 0 1 108
Management science, economics and finance: A connection 0 0 0 35 0 1 2 86
Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach 0 0 0 55 1 2 3 286
Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach 0 0 0 82 1 1 2 323
Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach 0 0 0 34 0 0 0 157
Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach 0 0 0 68 0 1 1 226
Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach 0 0 0 55 0 0 0 185
Moment Conditions for Almost Stochastic Dominance 0 0 0 17 0 1 2 70
Multivariate Stochastic Dominance for Risk Averters and Risk Seekers 0 0 1 41 1 1 3 81
New Non-Linearity Test to Circumvent the Limitation of Volterra Expansion 1 1 1 49 1 1 1 96
New Tests for Richness and Poorness:A Stochastic Dominance Analysis of Income Distributions in Hong Kong 0 1 2 10 0 1 4 90
Non-Standard Errors 0 0 14 40 7 44 181 307
Non-Standard Errors 2 4 13 32 10 58 131 246
On the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors 0 0 0 66 1 1 1 281
On the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors with Analysis of their Traditional and Internet Stocks 0 1 5 35 0 3 11 99
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 1 5 55
Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis 0 0 1 30 0 0 4 169
Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis 0 0 1 23 0 0 1 131
Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis 2 3 6 104 4 10 26 434
Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis 0 0 0 12 0 0 1 44
Prospect and Markowitz Stochastic Dominance 0 0 0 21 0 0 1 107
Prospect theory and hedging risks 1 1 1 45 1 1 3 206
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 1 26 0 0 6 79
Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 0 0 0 24 0 0 1 127
Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 0 0 0 5 0 0 0 19
Revisiting Calender Anomolies in Asian Stock Markets Using a Stochastic Dominance Approach 0 0 0 63 1 1 1 198
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 62 0 0 0 212
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 25 0 0 1 107
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 0 1 33 0 0 1 116
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 0 0 33 0 0 2 106
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 0 0 33 0 0 1 166
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 0 0 31 0 0 0 136
Robust Estimation of Multiple Regression Model with Non-normal Error: Symmetric Distribution 0 0 0 31 0 0 1 157
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 36 0 0 0 52
Specification Testing of Production in a Stochastic Frontier Model 0 0 0 12 0 0 1 36
Specification Testing of Production in a Stochastic Frontier Model 0 0 0 2 1 1 1 62
Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization 0 0 0 26 0 0 6 56
Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization 0 0 0 15 0 1 2 69
Spectrally-corrected estimation for high-dimensional markowitz mean-variance optimization 0 0 1 5 0 0 2 48
Stochastic Dominance Analysis of iShares 1 1 3 11 1 2 4 171
Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China 0 0 0 45 0 0 4 221
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 1 1 43 0 1 1 57
Stochastic Dominance and Mean-Variance Measures of Profit and Loss for Business Planning and Investment 0 0 0 2 0 0 2 94
Stochastic Dominance and Risk Measure: A Decision-Theoretic Foundation for VaR and C-VaR 0 0 2 28 0 0 4 116
Stock Market Liberalizations and Efficiency: The Case of Latin America 0 0 0 32 0 1 2 79
The Role of Housing Sentiment in Forecasting US Home Sales Growth: Evidence from a Bayesian Compressed Vector Autoregressive Model 0 0 0 40 1 2 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 0 0 0 76 0 0 1 181
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 10
The impacts of joint energy and output prices uncertainties in a mean-variance framework 0 0 0 24 0 0 0 24
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 37
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 1 63
Theory and Application of an Economic Performance Measure of Risk 0 0 0 16 0 0 1 53
Theory and Application of an Economic Performance Measure of Risk 0 0 0 43 0 0 0 42
Theory and Application of an Economic Performance Measure of Risk 0 0 0 13 0 0 4 54
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 0 99
Why did Warrant Markets Close in China but not Taiwan? 0 0 0 7 0 0 1 42
Why did Warrant Markets Close in China but not Taiwan? 0 0 0 31 2 3 8 114
Total Working Papers 10 20 85 4,517 58 199 672 15,426


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 1 1 11 0 1 3 62
A Detailed Guide on How to Use Statistical Software R for Text Mining 0 0 1 10 0 1 9 29
A GENERAL OPTIMAL INVESTMENT MODEL IN THE PRESENCE OF BACKGROUND RISK 0 0 0 3 1 1 2 35
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 1 2 7 62
A Pseudo-Bayesian Model for Stock Returns In Financial Crises 0 0 0 15 0 0 2 82
A Scoring Rule for Factor and Autoregressive Models Under Misspecification 0 0 0 16 0 2 5 69
A gravity analysis of international stock market linkages 0 0 0 21 0 1 1 76
A new test of multivariate nonlinear causality 0 0 1 1 0 0 1 13
A note on almost stochastic dominance 0 0 2 32 0 0 4 205
A note on convex stochastic dominance 0 0 2 53 0 0 2 196
A pseudo-Bayesian model in financial decision making with implications to market volatility, under- and overreaction 1 1 1 44 2 3 4 193
A theoretical foundation for games of complete/incomplete contracts 0 0 0 6 0 0 1 14
A trinomial test for paired data when there are many ties 0 1 1 8 0 1 3 84
APPROXIMATE SERIES SOLUTIONS OF A ONE-FACTOR TERM STRUCTURE MODEL FOR BOND PRICING 0 1 3 3 0 4 14 15
Adaptive neural network model for time-series forecasting 0 0 1 76 0 0 5 216
Almost stochastic dominance for risk averters and risk seeker 0 0 1 3 0 0 1 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 18
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 0 1 23 0 1 4 119
Analysing Monetary Policy Shocks by Sign and Parametric Restrictions: The Evidence from Russia 0 0 0 0 0 2 10 10
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 1 2 2
Are Sectoral Outputs in Pakistan Led by Energy Consumption? 1 3 9 130 2 4 35 405
Bank Capital Buffer and Economic Growth: New Insights from the US Banking Sector 0 1 3 7 2 4 6 36
Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections 0 0 2 13 0 0 5 88
Birds of a Feather Flocking Together: Sustainability of Tax Aggressiveness of Shared Directors from Coercive Isomorphism 0 0 0 0 0 0 2 6
CORPORATE VALUATION SPURRED BY INFORMATION TRANSPARENCY IN AN EMERGING ECONOMY 1 1 7 7 2 4 22 23
Can a Disinflationary Policy Have a Differential Impact on Sectoral Output? A Look at Sacrifice Ratios in OECD and Non-OECD Countries 0 0 3 14 0 0 3 39
Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets? 0 0 1 9 0 0 1 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 0 3 1 1 4 17
Central moments, stochastic dominance, moment rule, and diversification with an application 0 0 0 0 0 0 0 0
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 96
Comparison of the production behavior of regret-averse and purely risk-averse firms 0 0 1 3 0 0 1 21
Confucius and Herding Behaviour in the Stock Markets in China and Taiwan 0 0 1 3 0 3 5 75
Contagion or Inductance? Crisis 1997 Reconsidered 0 0 0 6 0 1 1 42
Could Mergers Become More Sustainable? A Study of the Stock Exchange Mergers of NASDAQ and OMX 0 0 0 0 0 0 1 27
Could the global financial crisis improve the performance of the G7 stocks markets? 0 0 0 5 0 0 2 37
DECISION SCIENCES, ECONOMICS, FINANCE, BUSINESS, COMPUTING, AND BIG DATA: CONNECTIONS 0 0 3 5 0 0 9 56
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 3 9 28 44 9 24 83 123
Decision Sciences in Education: The STEMtech Model to Create Stem Products at High Schools in Vietnam 0 0 0 21 2 8 20 153
Demand forecasting for successive generations of mobile telecommunication service in Ethiopia 0 0 0 0 0 0 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 0 2 0 0 1 62
Determining Distribution for the Quotients of Dependent and Independent Random Variables by Using Copulas 0 0 0 3 0 0 2 50
Disaggregated Energy Consumption and Sectoral Outputs in Thailand: ARDL Bound Testing Approach 0 0 2 26 0 0 3 113
Diversification versus optimality: is there really a diversification puzzle? 1 1 3 8 1 5 9 39
Do Jumps Matter in Both Equity Market Returns and Integrated Volatility: A Comparison of Asian Developed and Emerging Markets 0 0 1 1 0 2 4 22
Do Oil Price Shocks and Other Factors Create Bigger Impacts on Islamic Banks than Conventional Banks? 0 0 0 0 0 0 1 20
Do REITs Outperform Stocks and Fixed-Income Assets? New Evidence from Mean-Variance and Stochastic Dominance Approaches 0 0 1 19 7 9 33 190
Do both demand-following and supply-leading theories hold true in developing countries? 0 1 3 11 1 2 4 54
Do investors like to diversify? A study of Markowitz preferences 0 0 1 32 1 1 5 119
Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan 0 0 1 133 0 1 4 498
Does Inclusive Leadership Improve the Sustainability of Employee Relations? Test of Justice Theory and Employee Perceived Insider Status 0 0 0 0 0 0 1 1
Does herding behavior exist in the Mongolian stock market? 0 4 6 25 2 10 25 119
Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis 1 1 2 8 1 1 3 54
Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model 0 0 1 7 0 0 4 93
Driven Determinants to Indonesia Sharia Commercial Banks' Performance: The Important Role of Diversification Strategy 1 2 7 7 1 4 27 27
Dynamic Network Analysis of COVID-19 with a Latent Pandemic Space Model 0 0 0 0 0 1 2 2
Dynamics of Funding Liquidity and Risk-Taking: Evidence from Commercial Banks 1 1 2 4 4 8 22 52
EDITORIAL STATEMENT IN HONOR OF PROFESSOR MICHAEL MCALEER 0 0 2 2 1 1 6 8
EFFICIENCY OF THE TAIWAN STOCK MARKET* 0 0 0 24 0 1 4 79
Editorial Statement and Research Ideas for Efficiency and Anomalies in Stock Markets 0 0 1 8 0 0 2 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 1 1 2 0 1 2 30
Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 0 0 0 6 0 0 1 41
Editorial and Ideas for Research Using Mathematical and Statistical Models for Energy with Applications 0 0 0 0 0 0 1 1
Editorial in Honour of Professor Michael McAleer 0 0 2 8 0 6 21 47
Efficiencies of Rounded Optimal Approximate Designs for Small Samples 0 0 1 7 0 0 2 30
Elasticity of risk aversion and international trade 1 1 1 37 1 1 2 181
Empirical Study on CO 2 Emissions, Financial Development and Economic Growth of the BRICS Countries 0 0 0 0 0 1 4 7
Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach 0 0 0 5 0 0 3 63
Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests 0 0 0 5 0 0 1 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 1 55
Examining Stock Volatility in the Segmented Chinese Stock Markets: A SWARCH Approach 0 1 1 27 0 1 1 126
Examining the Day-of-the-Week Effects in Chinese Stock Markets: New Evidence from a Stochastic Dominance Approach 0 0 0 14 2 2 2 96
Extension of Stein's Lemmas to General Functions and Distributions* 0 0 1 14 0 0 6 56
Factors Driving Openness in China Trade: Corruption, Exchange Rate Volatility, and Macro Determinants 0 2 7 15 0 4 16 36
Farinelli and Tibiletti ratio and stochastic dominance 0 0 0 5 0 3 5 62
Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains 0 0 0 8 0 4 8 98
GARCH AND VOLUME EFFECTS IN THE AUSTRALIAN STOCK MARKETS 0 0 0 2 0 0 4 24
GRAPH THEORY AND ENVIRONMENTAL ALGORITHMIC SOLUTIONS TO ASSIGN VEHICLES APPLICATION TO GARBAGE COLLECTION IN VIETNAM 0 0 1 30 0 1 14 204
Gains from diversification on convex combinations: A majorization and stochastic dominance approach 1 1 1 47 1 1 1 138
Generation Y’s Sustainable Purchasing Intention of Green Personal Care Products 0 0 2 2 2 3 23 29
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 4 21 107 127 27 83 338 410
Government Policies and Private Housing Prices in Singapore 0 0 0 6 0 0 2 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 1 1 2 2
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? 1 1 1 64 1 1 5 363
Implications of Oil Price Fluctuations for Tourism Receipts: The Case of Oil Exporting Countries 0 0 0 3 0 1 4 27
Input Demand Under Joint Energy and Output Prices Uncertainties 0 0 1 4 0 0 1 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 1 1 3 196
International Diversification Versus Domestic Diversification: Mean-Variance Portfolio Optimization and Stochastic Dominance Approaches 0 0 1 76 1 13 43 705
International momentum strategies: a stochastic dominance approach 0 1 2 151 1 2 5 374
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 3 5 23
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 1 1 5 25 2 4 19 69
Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange 0 0 0 34 1 1 12 161
Is gold good for portfolio diversification? A stochastic dominance analysis of the Paris stock exchange 0 0 0 36 0 0 0 131
Is wine a good choice for investment? 0 0 1 12 1 2 7 70
Kappa ratios and (higher-order) stochastic dominance 0 0 0 5 0 0 4 30
Key determinants of sustainable smartcard payment 0 0 0 3 0 0 1 23
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 1 110 0 0 1 326
Linear and nonlinear growth determinants: The case of Mongolia and its connection to China 1 1 1 4 1 2 7 39
Linearity and stationarity of G7 government bond returns 0 0 0 45 1 1 4 183
Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks 0 0 0 6 1 1 4 31
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 0 260
MOMENT GENERATING FUNCTION, EXPECTATION AND VARIANCE OF UBIQUITOUS DISTRIBUTIONS WITH APPLICATIONS IN DECISION SCIENCES: A REVIEW 0 0 0 17 3 8 16 257
Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector 0 0 0 5 1 1 1 37
Managing a scarce resource in a growing Asian economy: Water usage in Hong Kong 0 1 1 14 1 2 2 122
Mapping the Presidential Election Cycle in US stock markets 0 0 2 36 0 2 12 165
Market efficiency of oil spot and futures: A mean-variance and stochastic dominance approach 1 1 1 59 3 3 4 206
Maslow Portfolio Selection for Individuals with Low Financial Sustainability 0 0 0 3 0 1 1 56
Mean–variance, mean–VaR, and mean–CVaR models for portfolio selection with background risk 2 3 6 13 2 3 10 42
Measuring international competitiveness: experience from East Asia 0 0 1 93 2 3 4 256
Mode Shift Behavior of Commuters Toward Islamabad Metro Bus Service 0 1 15 15 0 5 42 42
Modeling Co-Movement among Different Agricultural Commodity Markets: A Copula-GARCH Approach 0 1 2 7 0 1 7 46
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 1 1
Modelling Economic Growth, Carbon Emissions, and Fossil Fuel Consumption in China: Cointegration and Multivariate Causality 0 0 0 0 0 0 1 1
Moment condition failure in high frequency financial data: evidence from the S&P 500 0 0 1 36 0 0 2 123
Moment conditions for Almost Stochastic Dominance 0 0 1 6 0 1 2 50
Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models 0 0 0 1 0 0 0 43
Multivariate causality tests with simulation and application 0 0 0 23 0 0 4 70
Multivariate linear and nonlinear causality tests 0 0 2 24 1 1 4 93
New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management 0 1 1 5 0 1 1 32
New evidence on the relation between return volatility and trading volume 1 1 2 57 1 1 2 206
On the estimation of cost of capital and its reliability 0 0 3 17 1 1 6 94
Optimal Solution Techniques in Decision Sciences A Review 0 1 1 6 0 1 3 61
Optimal designs for active controlled dose-finding trials with efficacy-toxicity outcomes 0 0 0 1 0 0 0 4
Optimal output for the regret-averse competitive firm under price uncertainty 0 0 1 4 0 0 3 44
Optimisation of fault-tolerant fabric-cutting schedules using genetic algorithms and fuzzy set theory 0 0 0 15 0 0 1 85
Organizational Climate and Work Style: The Missing Links for Sustainability of Leadership and Satisfied Employees 0 0 0 1 1 2 5 55
Partially connected feedforward neural networks on Apollonian networks 0 0 0 4 0 0 1 92
Point and density forecasts of oil returns: The role of geopolitical risks 2 3 5 10 2 6 14 49
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 1 23 0 0 2 138
Preferences over location-scale family 0 0 0 32 0 0 0 189
Production and hedging decisions under regret aversion 2 2 2 4 2 2 3 49
Production theory under price uncertainty for firms with disappointment aversion 0 2 3 3 0 3 4 6
Profitability of Technical Analysis in the Singapore Stock Market: before and after the Asian Financial Crisis 0 0 0 0 0 0 2 115
Profitability of intraday and interday momentum strategies 0 0 6 234 0 2 12 616
Profiteering from the Dot-Com Bubble, Subprime Crisis and Asian Financial Crisis 1 1 3 3 2 2 5 19
Profiteering from the Dot-Com Bubble, Subprime Crisis and Asian Financial Crisis 0 1 3 9 1 2 5 64
Prospect Performance Evaluation: Making a Case for a Non-asymptotic UMPU Test 0 0 0 5 1 1 1 57
Prospect and Markowitz stochastic dominance 0 0 0 40 0 1 1 169
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 1 39
ROBUST ESTIMATION AND FORECASTING OF THE CAPITAL ASSET PRICING MODEL 0 0 0 1 0 0 1 39
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 1 2 0 1 5 18
Review of Matrix Theory with Applications in Education and Decision Sciences 3 6 13 43 7 22 46 198
Review on Efficiency and Anomalies in Stock Markets 0 1 10 59 1 5 48 233
Review on behavioral economics and behavioral finance 3 6 19 54 7 17 47 117
Revisiting calendar anomalies in Asian stock markets using a stochastic dominance approach 0 0 0 115 3 4 8 346
Revisiting the impacts of globalization, renewable energy consumption, and economic growth on environmental quality in South Asia 0 3 14 14 0 18 54 54
Risk and Financial Management of COVID-19 in Business, Economics and Finance 0 0 11 107 1 3 31 609
STOCHASTIC DOMINANCE AND BEHAVIOR TOWARDS RISK: THE MARKET FOR ISHARES 0 0 1 2 0 1 3 43
Singapore's experience with car quotas: Issues and policy processes 0 0 2 64 0 0 5 319
Sources of inequality in the Philippines: Insights from stochastic dominance tests for richness and poorness 0 0 0 7 0 0 1 25
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 0 0
Spurious Relationships for Nearly Non-Stationary Series 1 1 1 3 3 3 4 14
State Ownership and Risk-Taking Behavior: An Empirical Approach to Get Better Profitability, Investment, and Trading Strategies for Listed Corporates in Vietnam 0 0 1 3 0 1 11 56
Stochastic Dominance Analysis of iShares 0 0 0 39 1 5 8 921
Stochastic Dominance and Omega Ratio: Measures to Examine Market Efficiency, Arbitrage Opportunity, and Anomaly 0 0 0 12 0 1 2 105
Stochastic dominance analysis of Asian hedge funds 0 0 0 58 0 2 3 226
Stochastic dominance analysis of CTA funds 0 0 2 33 0 0 4 101
Stochastic dominance and behavior towards risk: The market for Internet stocks 0 0 2 65 0 0 2 191
Stochastic dominance and mean-variance measures of profit and loss for business planning and investment 0 0 1 23 0 0 6 120
Stochastic dominance and risk measure: A decision-theoretic foundation for VaR and C-VaR 0 0 2 25 1 1 6 116
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 1 11 2 2 6 73
Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency 0 0 1 10 0 0 2 43
Sustainability of Both Pecking Order and Trade-Off Theories in Chinese Manufacturing Firms 0 0 1 7 0 1 7 44
Sustainability of Energy-Induced Growth Nexus in Brazil: Do Carbon Emissions and Urbanization Matter? 0 0 0 1 1 2 7 22
Sustainability of Global Economic Policy and Stock Market Returns in Indonesia 0 0 1 2 0 0 4 20
Sustainability of Green Tourism among International Tourists and Its Influence on the Achievement of Green Environment: Evidence from North Cyprus 0 2 2 4 1 4 8 37
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 0 2 3 0 0 8 19
Synchronization of Neuronal Networks via Control Rank Pinning Scheme 0 0 0 0 0 0 0 4
THE IMPACT OF CAPITAL STRUCTURE AND OWNERSHIP ON THE PERFORMANCE OF STATE ENTERPRISES AFTER EQUITIZATION: EVIDENCE FROM VIETNAM 3 7 16 19 4 9 25 38
THE STOCHASTIC COMPONENT OF REALIZED VOLATILITY 0 0 0 0 0 0 0 14
THEORIES OF RISK: TESTING INVESTOR BEHAVIOR ON THE TAIWAN STOCK AND STOCK INDEX FUTURES MARKETS 0 0 3 4 1 1 4 57
TIME DIVERSIFICATION: PERSPECTIVES FROM THE ECONOMIC INDEX OF RISKINESS 1 1 1 6 1 1 2 62
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 0 0 1 16
Test statistics for prospect and Markowitz stochastic dominances with applications 0 0 0 0 1 1 3 141
The Disappearing Calendar Anomalies in the Singapore Stock Market 2 2 4 62 4 5 13 227
The Economic Policy Uncertainty and Its Effect on Sustainable Investment: A Panel ARDL Approach 0 1 1 1 2 5 10 10
The Effects of Health Status on Life Insurance Holdings in 16 European Countries 0 1 1 5 0 1 4 52
The Impact of Market Condition and Policy Change on the Sustainability of Intra-Industry Information Diffusion in China 0 0 0 2 0 1 1 34
The Sustainability of Energy Substitution in the Chinese Electric Power Sector 0 0 0 0 0 0 3 18
The Three Musketeers Relationships between Hong Kong, Shanghai and Shenzhen Before and After Shanghai–Hong Kong Stock Connect 0 0 1 5 1 9 29 112
The banking firm and risk taking in a two-moment decision model 0 0 0 21 0 0 1 97
The determinants of customer interactions with internet-enabled e-banking services 0 1 1 8 1 3 7 44
The impact of the global financial crisis on the efficiency and performance of Latin American stock markets 0 1 1 7 1 2 3 31
The maximum-return-and-minimum-volatility effect: evidence from choosing risky and riskless assets to form a portfolio 1 3 5 10 3 5 19 40
The mean-variance ratio test--A complement to the coefficient of variation test and the Sharpe ratio test 0 0 1 12 0 1 3 102
The performance of commodity trading advisors: A mean-variance-ratio test approach 0 0 1 14 0 0 3 136
The seasonality of gold prices in China does the risk‐aversion level matter? 1 1 1 4 3 6 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 1 1 60
The two-moment decision model with additive risks 0 1 1 5 0 1 2 23
Theory and application of an economic performance measure of risk 0 0 0 4 1 1 1 84
Thirty years of herd behavior in financial markets: A bibliometric analysis 2 5 14 25 4 14 38 66
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 1 1 1 18
Top purchase intention priorities of Vietnamese low cost carrier passengers: expectations and satisfaction 1 2 6 14 1 2 11 63
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 1 6 1,083
Volatility switching and regime interdependence between information technology stocks 1995-2005 0 0 0 24 0 0 1 149
WELFARE GAINS FROM MACRO-HEDGING 1 1 1 3 1 1 6 26
Was there Abnormal Trading in the S&P 500 Index Options Prior to the September 11 Attacks? 0 0 1 11 2 3 8 53
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 0 3 5
Which is a better investment choice in the Hong Kong residential property market: a big or small property? 0 0 2 8 0 0 3 63
Why Are Warrant Markets Sustained in Taiwan but Not in China? 0 0 0 5 0 0 2 77
e-Purchase Intention of Taiwanese Consumers: Sustainable Mediation of Perceived Usefulness and Perceived Ease of Use 0 1 1 14 1 3 9 140
Total Journal Articles 47 125 459 3,994 171 486 1,783 21,460
6 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 1 4 12
Do Winners Perform Better Than Losers? A Stochastic Dominance Approach 0 0 0 1 0 0 1 18
Total Chapters 0 0 0 1 0 1 5 30


Statistics updated 2023-05-07