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 1 1 1 33 1 1 3 120
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 0 0 57 1 1 2 77
A New Nonlinearity Test to Circumvent the Limitation of Volterra Expansion with Application 0 0 0 53 1 1 1 26
A New Nonlinearity Test to Circumvent the Limitation of Volterra Expansion with Applications 0 0 0 47 0 1 3 36
A New Pseudo-Bayesian Model of Investors' Behavior in Financial Crises 0 0 0 22 0 0 1 108
A Note on Almost Stochastic Dominance 0 0 0 39 0 1 1 125
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 4 16
A Principal Component Approach to Measuring Investor Sentiment in Hong Kong 0 0 0 58 1 1 5 112
A Trinomial Test for Paired Data When There are Many Ties 0 0 0 21 0 0 6 121
A Trinomial Test for Paired Data When There are Many Ties 0 0 0 34 1 1 1 219
A Trinomial Test for Paired Data When There are Many Ties 0 0 1 2 0 1 4 103
A Trinomial Test for Paired Data When There are Many Ties 0 0 0 6 0 0 1 71
A Trinomial Test for Paired Data When There are Many Ties 0 0 0 47 0 0 2 352
A stochastic-dominance approach to determining the optimal home-size purchase: The case of Hong Kong 0 0 0 13 0 1 4 50
Almost Stochastic Dominance and Moments 0 0 0 4 0 0 1 50
Almost Stochastic Dominance and Moments 0 0 0 25 0 0 2 61
Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors 0 0 0 40 0 1 1 84
Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors 0 0 0 49 0 1 1 50
An analysis of portfolio selection with multiplicative background risk 0 0 0 40 0 2 2 130
Arbitrage Opportunities, Efficiency, and the Role of Risk Preferences in the Hong Kong Property Market 0 0 0 24 0 1 3 41
Banking Firm and Two-Moment Decision Making 0 0 0 22 0 0 1 63
Behavioural, Financial, and Health & Medical Economics: A Connection 0 0 0 45 0 0 2 83
Behavioural, Financial, and Health & Medical Economics: A Connection 0 0 1 55 0 1 4 114
Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections 0 0 0 80 0 0 3 106
Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections 1 1 3 42 1 2 6 69
Big data, computational science, economics, finance, marketing, management, and psychology: connections 0 0 0 55 0 0 1 169
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 2 3 234
Cointegration and Causality among the Onshore and Offshore Markets for China's Currency 0 0 0 46 0 2 4 64
Comparisons and Characterizations of the Mean-Variance, Mean-VaR, Mean-CVaR Models for Portfolio Selection With Background Risk 0 0 0 65 0 1 2 118
Could the global financial crisis improve the performance of the G7 stocks markets? 0 0 1 37 0 0 4 75
Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections 0 0 0 59 0 0 5 147
Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections 0 0 0 43 0 0 4 88
Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections 0 0 1 43 0 0 4 72
Do both demand-following and supply-leading theories hold true in developing countries? 1 1 4 56 3 7 34 240
Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan 0 0 0 44 0 1 4 260
Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis 0 0 0 0 0 0 2 39
EVOLUTION OF DOLLAR/EURO EXCHANGE RATE BEFORE AND AFTER THE BIRTH OF EURO AND POLICY IMPLICATIONS 0 0 0 60 1 1 3 407
Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 0 0 0 3 0 0 1 55
Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 0 0 1 13 0 0 4 42
Elasticity of risk aversion and international trade 0 0 0 17 0 0 0 86
Empirical Study on Conservative and Representative Heuristics of Hong Kong Small Investors Adopting Momentum and Contrarian Trading Strategies 0 0 1 18 0 2 5 69
Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests 0 0 0 30 0 0 0 81
Farinelli and Tibiletti ratio and Stochastic Dominance 0 0 1 26 0 2 5 82
Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains 0 0 0 23 0 0 1 60
Financial Credit Risk and Core Enterprise Supply Chains 0 1 1 31 0 3 4 158
Financial credit risk evaluation based on core enterprise supply chains 0 0 1 10 2 3 7 54
First Stochastic Dominance and Risk Measurement 0 0 0 31 0 0 2 42
Good Approximation of Exponential Utility Function for Optimal Futures Hedging 0 0 0 26 0 0 1 41
High dimensional Global Minimum Variance Portfolio 0 0 0 30 0 1 1 45
Higher-Order Risk Measure and (Higher-Order) Stochastic Dominance 0 0 0 39 0 0 2 57
Income and Consumption Inequality in the Philippines: A Stochastic Dominance Analysis of Household Unit Records 0 0 0 13 0 0 7 87
Informatics, Data Mining, Econometrics and Financial Economics: A Connection 0 0 0 72 0 1 1 137
Input Demand under Joint Energy and Output Prices Uncertainties 0 0 0 10 0 1 1 68
Integration-segregation decisions under general value functions: "Create your own bundle -- choose 1, 2, or all 3 !" 0 0 0 15 0 0 1 50
Integration-segregation decisions under general value functions: "Create your own bundle -- choose 1, 2, or all 3 !" 0 0 0 3 0 0 1 26
Integration-segregation decisions under general value functions: "Create your own bundle — choose 1, 2, or all 3!" 0 0 1 17 0 0 3 155
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 0 93
Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance 0 0 0 21 0 0 0 143
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 1 104
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 1 5 14
Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis 0 0 0 12 0 0 2 66
Is Gold Good for Portfolio Diversification? A Stochastic Dominance Analysis of the Paris Stock Exchange 0 0 1 154 0 1 7 352
Is Wine a Good Choice for Investment? 0 0 0 22 2 2 3 142
Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange 0 0 0 0 0 0 3 29
Is gold good for portfolio diversification? A stochastic dominance analysis of the Paris stock exchange 0 1 1 1 0 1 2 45
Linear and Nonlinear Growth Determinants: The Case of Mongolia and its Connection to China 0 0 0 29 0 0 3 32
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 1 1 69
Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector 0 0 0 40 1 3 5 107
Make Almost Stochastic Dominance really Almost 0 0 0 21 0 0 1 92
Making Markowitz's Portfolio Optimization Theory Practically Useful 0 0 1 56 0 1 2 137
Management Information, Decision Sciences, and Financial Economics: A Connection 0 0 0 28 0 0 1 73
Management Information, Decision Sciences, and Financial Economics: a connection 0 0 0 11 0 0 3 54
Management Science, Economics and Finance: A Connection 0 0 0 79 0 0 0 112
Management Science, Economics and Finance: A Connection 0 0 0 25 0 0 3 108
Management science, economics and finance: A connection 0 0 0 35 1 1 1 88
Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach 0 0 0 55 0 0 1 288
Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach 0 0 0 82 1 1 3 327
Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach 0 0 0 55 0 0 1 187
Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach 0 0 0 68 0 0 3 230
Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach 0 0 0 34 0 0 12 175
Moment Conditions for Almost Stochastic Dominance 0 0 1 18 0 0 3 74
Multivariate Stochastic Dominance for Risk Averters and Risk Seekers 0 0 0 42 0 1 1 83
New Non-Linearity Test to Circumvent the Limitation of Volterra Expansion 0 0 0 49 0 1 3 100
New Tests for Richness and Poorness:A Stochastic Dominance Analysis of Income Distributions in Hong Kong 0 0 0 12 0 0 1 95
Non-Standard Errors 0 2 3 44 2 7 42 440
On the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors 0 0 0 66 0 0 1 282
On the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors with Analysis of their Traditional and Internet Stocks 0 0 1 37 0 1 5 107
Optimal Output for the Regret-Averse Competitive Firm Under Price Uncertainty 0 1 1 18 0 2 3 60
Point and Density Forecasts of Oil Returns: The Role of Geopolitical Risks 0 0 0 16 0 1 2 58
Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis 0 0 0 12 1 1 4 50
Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis 0 0 0 107 0 0 2 451
Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis 0 0 0 32 0 0 1 173
Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis 1 1 1 24 3 4 6 142
Prospect and Markowitz Stochastic Dominance 0 0 0 21 1 1 2 111
Prospect theory and hedging risks 0 0 1 46 0 0 3 211
Prospect theory and two moment model: the firm under price uncertainty 0 0 0 27 0 0 2 121
Regret Aversion, Regret Neutrality, and Risk Aversion in Production 0 0 0 26 0 0 4 87
Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 0 0 1 25 0 0 3 131
Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 0 0 0 5 0 0 2 22
Revisiting Calender Anomolies in Asian Stock Markets Using a Stochastic Dominance Approach 0 0 0 63 0 0 1 200
Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures 0 0 0 5 0 0 0 81
Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures 0 0 1 40 0 0 1 126
Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures 0 0 1 63 1 1 3 215
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 0 0 33 0 2 3 119
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 0 0 31 0 1 1 139
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 0 0 33 0 0 1 107
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 0 0 34 0 0 2 172
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 0 0 25 0 0 0 109
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 0 0 67 0 0 1 237
Robust Estimation of Multiple Regression Model with Non-normal Error: Symmetric Distribution 0 1 1 33 0 1 1 160
Specification Testing of Production Frontier Function in Stochastic Frontier Model 0 0 0 57 0 1 1 87
Specification Testing of Production in a Stochastic Frontier Model 0 0 0 2 0 0 0 62
Specification Testing of Production in a Stochastic Frontier Model 0 0 0 12 0 0 1 37
Specification Testing of Production in a Stochastic Frontier Model 0 0 0 37 0 1 3 57
Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization 0 0 1 18 0 2 3 76
Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization 0 0 0 26 0 0 0 57
Spectrally-corrected estimation for high-dimensional markowitz mean-variance optimization 0 0 0 5 0 1 1 50
Stochastic Dominance Analysis of iShares 0 0 0 15 0 0 2 187
Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China 0 0 1 46 0 0 1 224
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 44 0 0 4 62
Stochastic Dominance and Mean-Variance Measures of Profit and Loss for Business Planning and Investment 0 0 1 5 0 0 3 104
Stochastic Dominance and Risk Measure: A Decision-Theoretic Foundation for VaR and C-VaR 0 0 0 29 0 0 2 120
Stock Market Liberalizations and Efficiency: The Case of Latin America 0 0 1 37 0 0 5 92
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 1 105
The Two-Moment Decision Model with Additive Risks 0 0 0 28 0 1 2 65
The best estimation for high-dimensional Markowitz mean-variance optimization 0 0 0 78 1 1 1 188
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 11
The impacts of joint energy and output prices uncertainties in a mean-variance framework 0 0 0 25 0 1 2 28
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 0 0 1 39
Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets 0 0 0 13 0 1 2 42
Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets 0 0 0 24 0 0 1 64
Theory and Application of an Economic Performance Measure of Risk 0 0 1 17 0 0 2 55
Theory and Application of an Economic Performance Measure of Risk 0 0 0 13 0 0 1 55
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 1 1 40
Two-moment decision model for location-scale family with background asset 0 0 0 34 0 1 1 102
Why did Warrant Markets Close in China but not Taiwan? 0 0 1 8 1 1 3 46
Why did Warrant Markets Close in China but not Taiwan? 0 0 0 31 0 0 3 123
Total Working Papers 4 10 40 4,598 27 93 396 16,100
1 registered items for which data could not be found


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 13 0 1 1 66
A Detailed Guide on How to Use Statistical Software R for Text Mining 0 0 3 15 1 3 10 47
A GENERAL OPTIMAL INVESTMENT MODEL IN THE PRESENCE OF BACKGROUND RISK 0 0 0 4 0 0 3 40
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 2 6
A Principal Component Approach to Measuring Investor Sentiment in Hong Kong 1 1 2 14 3 3 7 75
A Pseudo-Bayesian Model for Stock Returns In Financial Crises 0 0 0 15 0 0 1 84
A Scoring Rule for Factor and Autoregressive Models Under Misspecification 0 0 0 16 0 0 1 73
A gravity analysis of international stock market linkages 0 0 1 22 0 0 2 78
A new test of multivariate nonlinear causality 0 0 0 1 0 0 1 14
A note on almost stochastic dominance 0 0 0 32 0 0 3 212
A note on convex stochastic dominance 0 0 0 56 0 0 1 200
A pseudo-Bayesian model in financial decision making with implications to market volatility, under- and overreaction 0 0 1 47 0 0 6 203
A theoretical foundation for games of complete/incomplete contracts 0 0 1 8 0 0 3 18
A trinomial test for paired data when there are many ties 0 1 7 17 0 2 14 108
APPROXIMATE SERIES SOLUTIONS OF A ONE-FACTOR TERM STRUCTURE MODEL FOR BOND PRICING 0 0 2 8 0 0 6 30
Adaptive neural network model for time-series forecasting 0 0 2 78 0 0 4 220
Almost stochastic dominance for risk averters and risk seeker 0 0 1 4 0 0 2 48
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 1 1 22
An Integrated Model of Material Supplier Selection and Order Allocation Using Fuzzy Extended AHP and Multiobjective Programming 0 0 0 0 0 1 3 5
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 2 26 0 0 6 129
Analysing Monetary Policy Shocks by Sign and Parametric Restrictions: The Evidence from Russia 1 1 1 2 1 1 2 16
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 2
Applications in Sciences in the prevention of COVID-19 0 0 0 10 0 0 1 25
Arbitrage opportunities, efficiency, and the role of risk preferences in the Hong Kong property market 0 0 0 6 0 0 0 57
Are Sectoral Outputs in Pakistan Led by Energy Consumption? 0 0 1 134 1 1 6 417
Bank Capital Buffer and Economic Growth: New Insights from the US Banking Sector 0 0 1 8 0 1 7 50
Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections 0 0 2 16 0 0 4 94
Birds of a Feather Flocking Together: Sustainability of Tax Aggressiveness of Shared Directors from Coercive Isomorphism 0 0 0 0 0 0 0 9
CBOE volatility index (VIX) and corporate market leverage 0 0 2 4 2 3 13 21
CORPORATE VALUATION SPURRED BY INFORMATION TRANSPARENCY IN AN EMERGING ECONOMY 2 2 4 20 2 3 6 45
Can a Disinflationary Policy Have a Differential Impact on Sectoral Output? A Look at Sacrifice Ratios in OECD and Non-OECD Countries 1 1 3 17 1 1 4 43
Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets? 0 0 0 9 1 1 2 49
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 4 0 2 5 28
Central moments, stochastic dominance, moment rule, and diversification with an application 0 0 1 2 0 0 1 3
China’s Stock Market Integration with a Leading Power and a Close Neighbor 0 0 0 5 0 0 0 105
Cointegration and causality among the onshore and offshore markets for China's currency 0 1 2 16 0 1 3 103
Comparison of the production behavior of regret-averse and purely risk-averse firms 0 0 0 3 0 0 1 23
Confucius and Herding Behaviour in the Stock Markets in China and Taiwan 0 0 0 3 1 1 3 79
Contagion or Inductance? Crisis 1997 Reconsidered 0 0 0 8 0 1 2 48
Could Mergers Become More Sustainable? A Study of the Stock Exchange Mergers of NASDAQ and OMX 0 0 0 1 0 2 2 35
Could the global financial crisis improve the performance of the G7 stocks markets? 0 0 0 5 0 0 1 38
DECISION SCIENCES, ECONOMICS, FINANCE, BUSINESS, COMPUTING, AND BIG DATA: CONNECTIONS 0 0 0 6 0 1 3 66
DO MONEY AND INTEREST RATES MATTER FOR STOCK PRICES? AN ECONOMETRIC STUDY OF SINGAPORE AND USA 0 0 0 3 0 1 8 24
DOES BANK LIQUIDITY RISK LEAD TO BANK'S OPERATIONAL EFFICIENCY? A STUDY IN VIETNAM 2 7 12 114 2 13 46 307
Decision Sciences in Education: The STEMtech Model to Create Stem Products at High Schools in Vietnam 0 0 3 29 1 1 21 204
Demand forecasting for successive generations of mobile telecommunication service in Ethiopia 0 0 0 1 0 1 2 9
Determinants of the possibilities by investors’ risk-taking: Empirical evidence from Vietnam 0 0 1 1 1 1 6 11
Determining Distribution for the Product of Random Variables by Using Copulas 0 0 0 2 0 0 1 65
Determining Distribution for the Quotients of Dependent and Independent Random Variables by Using Copulas 0 0 0 4 0 0 1 53
Disaggregated Energy Consumption and Sectoral Outputs in Thailand: ARDL Bound Testing Approach 0 1 1 28 0 1 3 119
Diversification versus optimality: is there really a diversification puzzle? 0 0 1 10 0 0 2 43
Do Jumps Matter in Both Equity Market Returns and Integrated Volatility: A Comparison of Asian Developed and Emerging Markets 0 0 0 1 0 1 4 30
Do Oil Price Shocks and Other Factors Create Bigger Impacts on Islamic Banks than Conventional Banks? 0 0 1 2 0 0 3 28
Do REITs Outperform Stocks and Fixed-Income Assets? New Evidence from Mean-Variance and Stochastic Dominance Approaches 0 0 0 19 0 0 0 201
Do both demand-following and supply-leading theories hold true in developing countries? 0 0 0 11 0 2 3 62
Do investors like to diversify? A study of Markowitz preferences 0 0 0 35 0 0 2 127
Do lump-sum investing strategies really outperform dollar-cost averaging strategies? 0 1 4 9 2 6 13 30
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 3 4 2 5 11 15
Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan 0 1 3 140 0 1 9 519
Does Inclusive Leadership Improve the Sustainability of Employee Relations? Test of Justice Theory and Employee Perceived Insider Status 0 0 0 1 0 2 5 12
Does herding behavior exist in the Mongolian stock market? 0 2 2 27 0 2 6 132
Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis 0 0 0 8 0 0 1 56
Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model 0 0 0 8 0 0 0 94
Driven Determinants to Indonesia Sharia Commercial Banks' Performance: The Important Role of Diversification Strategy 1 2 3 15 1 4 9 47
Dynamic Network Analysis of COVID-19 with a Latent Pandemic Space Model 0 0 0 0 0 0 1 5
Dynamics of Funding Liquidity and Risk-Taking: Evidence from Commercial Banks 0 1 1 8 1 4 16 91
EDITORIAL STATEMENT IN HONOR OF PROFESSOR MICHAEL MCALEER 0 0 0 4 0 0 2 21
EFFICIENCY OF THE TAIWAN STOCK MARKET* 0 0 1 27 0 0 6 89
Editorial Statement and Research Ideas for Efficiency and Anomalies in Stock Markets 0 0 0 8 0 2 2 62
Editorial Statement and Research Ideas on Using Behavioral Models in Environmental Research and Public Health with Applications 0 0 0 0 1 1 1 1
Editorial Statement for Mathematical Finance 0 0 0 2 0 0 1 31
Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 0 0 0 9 0 0 1 46
Editorial and Ideas for Research Using Mathematical and Statistical Models for Energy with Applications 0 0 0 0 0 0 0 2
Editorial in Honour of Professor Michael McAleer 0 0 0 11 0 1 10 75
Efficiencies of Rounded Optimal Approximate Designs for Small Samples 0 0 1 10 0 0 2 35
Elasticity of risk aversion and international trade 0 0 1 38 0 0 1 186
Empirical Study on CO 2 Emissions, Financial Development and Economic Growth of the BRICS Countries 0 0 0 1 0 0 0 9
Empirical study on conservative and representative heuristics of Hong Kong small investors adopting momentum and contrarian trading strategies 0 0 0 7 0 0 2 24
Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach 0 0 0 7 0 0 2 68
Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests 0 0 0 5 0 1 1 42
Estimating parameters in autoregressive models with asymmetric innovations 0 0 0 20 0 0 2 98
Evolution of the Trans-Atlantic exchange rate before and after the birth of the Euro and policy implications 0 0 0 9 0 0 2 58
Examining Stock Volatility in the Segmented Chinese Stock Markets: A SWARCH Approach 0 0 0 27 0 0 0 126
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 97
Extension of Stein's Lemmas to General Functions and Distributions* 0 0 0 15 0 0 2 59
Factors Driving Openness in China Trade: Corruption, Exchange Rate Volatility, and Macro Determinants 1 1 6 25 1 1 8 53
Farinelli and Tibiletti ratio and stochastic dominance 0 0 0 5 0 0 4 68
Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains 0 0 0 9 0 1 5 110
GARCH AND VOLUME EFFECTS IN THE AUSTRALIAN STOCK MARKETS 0 0 0 2 0 0 0 26
GRAPH THEORY AND ENVIRONMENTAL ALGORITHMIC SOLUTIONS TO ASSIGN VEHICLES APPLICATION TO GARBAGE COLLECTION IN VIETNAM 0 0 1 31 1 1 3 212
Gains from diversification on convex combinations: A majorization and stochastic dominance approach 0 0 0 50 0 0 2 143
Generation Y’s Sustainable Purchasing Intention of Green Personal Care Products 0 0 0 2 0 0 3 36
Global Synchronization Stability for Stochastic Complex Dynamical Networks with Probabilistic Interval Time-Varying Delays 0 0 0 0 0 0 1 7
Good Governance and Sustainable Investment: The Effects of Governance Indicators on Stock Market Returns 0 10 41 286 4 18 94 874
Government Policies and Private Housing Prices in Singapore 1 1 1 8 1 1 3 40
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 1 5 0 1 3 13
How Well Does a Sequential Minimal Optimization Model Perform in Predicting Medicine Prices for Procurement System? 0 0 0 0 0 1 2 3
How much have electricity shortages hampered China's GDP growth? 0 0 0 65 0 0 0 364
How rewarding is technical analysis? Evidence from Singapore stock market 0 1 2 218 1 3 7 972
IMPACT OF ECONOMIC FREEDOM AND ITS SUBCOMPONENTS ON COMMERCIAL BANKS’ RISK-TAKING 0 0 1 12 0 0 8 28
Impact of cashless bank payments on economic growth: Evidence from G7 countries 2 12 27 92 4 21 83 272
Impact of foreign ownership and foreign bank presence on liquidity risk: Evidence from Viet Nam 1 1 6 25 5 8 24 67
Impacts of high-speed rail on the industrial developments of non-central cities in China 0 0 1 4 2 2 6 13
Implications of Oil Price Fluctuations for Tourism Receipts: The Case of Oil Exporting Countries 0 0 0 3 0 0 0 31
Input Demand Under Joint Energy and Output Prices Uncertainties 0 0 0 4 1 1 3 39
Intelligent multi-objective decision-making model with RFID technology for production planning 0 0 0 18 0 0 3 86
Intelligent product cross-selling system with radio frequency identification technology for retailing 0 0 2 37 0 0 8 208
International Diversification Versus Domestic Diversification: Mean-Variance Portfolio Optimization and Stochastic Dominance Approaches 1 1 1 77 2 2 4 734
International momentum strategies: a stochastic dominance approach 0 0 1 159 0 0 3 391
Investigating the Causal Relationships among Carbon Emissions, Economic Growth, and Life Expectancy in Turkey: Evidence from Time and Frequency Domain Causality Techniques 0 0 1 2 1 2 6 35
Investors’ preference towards risk: evidence from the Taiwan stock and stock index futures markets 0 0 0 6 0 1 2 64
Is Bitcoin a better portfolio diversifier than gold? A copula and sectoral analysis for China 0 1 3 31 0 2 15 98
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 0 155
Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange 0 0 0 34 1 2 7 171
Is gold good for portfolio diversification? A stochastic dominance analysis of the Paris stock exchange 0 0 3 41 1 2 11 149
Is wine a good choice for investment? 0 0 0 12 0 1 4 77
Kappa ratios and (higher-order) stochastic dominance 0 0 0 5 0 0 1 33
Key determinants of sustainable smartcard payment 0 0 0 3 33 116 117 145
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 1 113 0 2 7 337
Linear and nonlinear growth determinants: The case of Mongolia and its connection to China 0 0 0 4 0 1 5 48
Linearity and stationarity of G7 government bond returns 0 0 1 47 0 1 2 187
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 1 1 36
Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market 0 0 1 54 0 0 1 262
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 1 0 0 4 11
MOMENT GENERATING FUNCTION, EXPECTATION AND VARIANCE OF UBIQUITOUS DISTRIBUTIONS WITH APPLICATIONS IN DECISION SCIENCES: A REVIEW 0 0 0 20 0 2 2 279
Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector 0 0 0 7 0 0 2 43
Managing a scarce resource in a growing Asian economy: Water usage in Hong Kong 0 0 0 15 1 1 5 128
Mapping the Presidential Election Cycle in US stock markets 2 3 4 46 2 4 8 189
Market efficiency of oil spot and futures: A mean-variance and stochastic dominance approach 0 0 0 59 0 0 3 212
Market overreaction and underreaction: tests of the directional and magnitude effects 0 0 0 30 0 0 0 97
Maslow Portfolio Selection for Individuals with Low Financial Sustainability 0 0 0 3 0 0 1 60
Mean–variance, mean–VaR, and mean–CVaR models for portfolio selection with background risk 0 1 4 26 0 3 12 75
Measuring international competitiveness: experience from East Asia 0 0 0 95 0 0 1 260
Mode Shift Behavior of Commuters Toward Islamabad Metro Bus Service 0 0 5 23 1 6 39 108
Modeling Co-Movement among Different Agricultural Commodity Markets: A Copula-GARCH Approach 0 0 0 7 0 0 2 53
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 3
Modelling Economic Growth, Carbon Emissions, and Fossil Fuel Consumption in China: Cointegration and Multivariate Causality 0 0 1 1 0 0 2 3
Modelling dependence between tourism demand and exchange rate using the copula-based GARCH model 0 1 3 4 0 4 7 9
Moment condition failure in high frequency financial data: evidence from the S&P 500 0 0 0 37 0 0 1 128
Moment conditions for Almost Stochastic Dominance 0 0 0 6 0 0 2 53
Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models 0 0 0 1 0 0 0 44
Multivariate causality tests with simulation and application 0 0 0 23 0 0 2 72
Multivariate linear and nonlinear causality tests 0 0 0 24 0 0 3 98
New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management 0 0 0 5 0 0 2 34
New evidence on the relation between return volatility and trading volume 0 0 1 61 1 1 3 216
Oil prices and sectorial stock indices of Pakistan: Empirical evidence using bootstrap ARDL model 0 0 1 8 0 1 5 22
On the estimation of cost of capital and its reliability 0 0 0 17 0 0 2 97
Optimal Solution Techniques in Decision Sciences A Review 0 0 0 6 0 1 3 67
Optimal combinations of factors influencing the sustainability of Taiwanese firms 0 0 1 3 2 3 4 8
Optimal designs for active controlled dose-finding trials with efficacy-toxicity outcomes 0 0 0 1 0 1 1 6
Optimal diversification, stochastic dominance, and sampling error 0 0 0 2 0 0 0 38
Optimal output for the regret-averse competitive firm under price uncertainty 0 0 0 4 0 1 2 47
Optimisation of fault-tolerant fabric-cutting schedules using genetic algorithms and fuzzy set theory 0 0 0 15 0 0 0 86
Organizational Climate and Work Style: The Missing Links for Sustainability of Leadership and Satisfied Employees 0 0 0 1 0 0 1 77
Partially connected feedforward neural networks on Apollonian networks 0 0 0 4 0 0 1 96
Point and density forecasts of oil returns: The role of geopolitical risks 0 0 1 12 2 2 8 64
Policy change and lead-lag relations among China's segmented stock markets 0 0 0 42 0 0 1 186
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 4 146
Preferences over location-scale family 0 0 0 33 0 0 0 191
Production and hedging decisions under regret aversion 1 1 1 5 1 1 1 51
Production theory under price uncertainty for firms with disappointment aversion 0 0 1 6 0 0 4 16
Profitability of Technical Analysis in the Singapore Stock Market: before and after the Asian Financial Crisis 0 0 0 0 0 0 4 121
Profitability of intraday and interday momentum strategies 0 0 3 240 0 0 3 629
Profiteering from the Dot-Com Bubble, Subprime Crisis and Asian Financial Crisis 0 0 0 9 1 2 2 68
Profiteering from the Dot-Com Bubble, Subprime Crisis and Asian Financial Crisis 0 0 0 4 0 0 0 22
Prospect Performance Evaluation: Making a Case for a Non-asymptotic UMPU Test 0 0 1 7 0 0 4 63
Prospect and Markowitz stochastic dominance 0 0 0 40 0 0 1 170
R-charts for the exponential, Laplace and logistic processes 0 0 0 3 0 0 0 24
RESEARCH IDEAS FOR ADVANCES IN DECISION SCIENCES (ADS): 22ND ANNIVERSARY SPECIAL ISSUE IN 2018 0 0 0 4 0 0 0 41
ROBUST ESTIMATION AND FORECASTING OF THE CAPITAL ASSET PRICING MODEL 0 0 0 1 0 1 3 44
Regime-dependent relationships among the stock markets of the US, Australia and New Zealand: a Markov-switching VAR approach 0 0 0 26 0 0 0 116
Repeated Time Series Analysis of ARIMA-Noise Models 0 0 0 0 0 0 1 304
Return and Volatility Transmission between World-Leading and Latin American Stock Markets: Portfolio Implications 0 0 1 5 2 3 7 30
Review of Matrix Theory with Applications in Education and Decision Sciences 0 0 3 53 0 2 24 265
Review on Efficiency and Anomalies in Stock Markets 1 1 1 66 5 10 16 279
Review on behavioral economics and behavioral finance 0 0 7 90 0 2 18 201
Revisiting calendar anomalies in Asian stock markets using a stochastic dominance approach 0 0 0 115 0 0 2 350
Revisiting the impacts of globalization, renewable energy consumption, and economic growth on environmental quality in South Asia 1 2 9 30 4 6 25 116
Risk and Financial Management of COVID-19 in Business, Economics and Finance 0 0 2 116 1 2 8 640
STOCHASTIC DOMINANCE AND BEHAVIOR TOWARDS RISK: THE MARKET FOR ISHARES 0 0 0 2 0 1 3 50
Singapore's experience with car quotas: Issues and policy processes 0 0 1 65 0 0 3 322
Sources of inequality in the Philippines: Insights from stochastic dominance tests for richness and poorness 0 0 2 9 0 0 14 42
Specification Testing of Production in a Stochastic Frontier Model 0 0 0 3 0 0 1 38
Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization 0 0 1 3 0 1 3 6
Spurious Relationships for Nearly Non-Stationary Series 0 0 0 4 0 0 2 20
State Ownership and Risk-Taking Behavior: An Empirical Approach to Get Better Profitability, Investment, and Trading Strategies for Listed Corporates in Vietnam 1 2 2 6 3 8 11 71
Stochastic Dominance Analysis of iShares 0 0 1 42 0 0 3 929
Stochastic Dominance and Omega Ratio: Measures to Examine Market Efficiency, Arbitrage Opportunity, and Anomaly 0 1 1 14 0 2 2 111
Stochastic dominance analysis of Asian hedge funds 0 0 0 58 0 0 2 229
Stochastic dominance analysis of CTA funds 0 0 0 34 0 0 1 103
Stochastic dominance and behavior towards risk: The market for Internet stocks 0 0 0 65 0 0 1 193
Stochastic dominance and mean-variance measures of profit and loss for business planning and investment 0 0 0 25 1 1 2 130
Stochastic dominance and risk measure: A decision-theoretic foundation for VaR and C-VaR 0 1 2 27 1 2 6 124
Stochastic dominance relationships between stock and stock index futures markets: International evidence 0 0 0 11 1 1 2 82
Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China 0 0 0 13 0 0 2 79
Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency 0 0 2 12 0 0 5 52
Sustainability of Both Pecking Order and Trade-Off Theories in Chinese Manufacturing Firms 0 0 0 8 0 2 5 57
Sustainability of Energy-Induced Growth Nexus in Brazil: Do Carbon Emissions and Urbanization Matter? 0 0 0 2 0 0 5 32
Sustainability of Global Economic Policy and Stock Market Returns in Indonesia 0 0 0 2 0 0 0 23
Sustainability of Green Tourism among International Tourists and Its Influence on the Achievement of Green Environment: Evidence from North Cyprus 1 1 2 8 2 2 12 66
Sustainability of Household Food Waste Reduction: A Fresh Insight on Youth’s Emotional and Cognitive Behaviors 0 0 1 1 0 0 3 11
Sustainability of the Moderating Role of Financial Development in the Determinants of Environmental Degradation: Evidence from Turkey 0 0 0 4 0 1 2 27
Synchronization of Neuronal Networks via Control Rank Pinning Scheme 0 0 0 0 0 0 1 5
THE EFFECTS OF SELECTED FINANCIAL RATIOS ON PROFITABILITY: AN EMPIRICAL ANALYSIS OF REAL ESTATE FIRMS IN VIETNAM 9 13 35 130 15 23 78 318
THE IMPACT OF CAPITAL STRUCTURE AND OWNERSHIP ON THE PERFORMANCE OF STATE ENTERPRISES AFTER EQUITIZATION: EVIDENCE FROM VIETNAM 2 2 4 34 3 5 12 72
THE NEXUS BETWEEN CASH CONVERSION CYCLE, WORKING CAPITAL FINANCE, AND FIRM PERFORMANCE: EVIDENCE FROM NOVEL MACHINE LEARNING APPROACHES 0 1 6 21 0 2 14 47
THE STOCHASTIC COMPONENT OF REALIZED VOLATILITY 0 0 0 0 0 0 0 16
THEORIES OF RISK: TESTING INVESTOR BEHAVIOR ON THE TAIWAN STOCK AND STOCK INDEX FUTURES MARKETS 0 0 0 4 0 0 1 58
TIME DIVERSIFICATION: PERSPECTIVES FROM THE ECONOMIC INDEX OF RISKINESS 1 1 2 9 1 1 3 70
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 2 0 2 9 28
Test statistics for prospect and Markowitz stochastic dominances with applications 0 0 0 0 0 2 5 148
The Disappearing Calendar Anomalies in the Singapore Stock Market 0 1 2 65 3 9 14 250
The Economic Policy Uncertainty and Its Effect on Sustainable Investment: A Panel ARDL Approach 0 0 0 4 0 0 1 22
The Effects of Health Status on Life Insurance Holdings in 16 European Countries 0 0 0 8 0 0 3 61
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 36
The Sustainability of Energy Substitution in the Chinese Electric Power Sector 0 0 1 1 0 0 3 23
The Three Musketeers Relationships between Hong Kong, Shanghai and Shenzhen Before and After Shanghai–Hong Kong Stock Connect 0 0 0 5 0 1 5 134
The banking firm and risk taking in a two-moment decision model 0 0 0 23 0 1 4 104
The determinants of customer interactions with internet-enabled e-banking services 0 0 0 9 1 1 5 53
The impact of the global financial crisis on the efficiency and performance of Latin American stock markets 0 0 0 7 0 0 2 33
The maximum-return-and-minimum-volatility effect: evidence from choosing risky and riskless assets to form a portfolio 0 1 2 14 0 1 7 60
The mean-variance ratio test--A complement to the coefficient of variation test and the Sharpe ratio test 0 0 0 12 0 1 3 110
The performance of commodity trading advisors: A mean-variance-ratio test approach 0 0 0 14 0 0 0 140
The role of housing sentiment in forecasting U.S. home sales growth: evidence from a Bayesian compressed vector autoregressive model 0 0 0 1 0 0 3 8
The seasonality of gold prices in China does the risk‐aversion level matter? 0 0 0 6 0 1 4 37
The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions 0 0 0 11 0 1 2 64
The two-moment decision model with additive risks 0 0 1 8 0 1 2 29
Theory and application of an economic performance measure of risk 0 0 0 6 0 0 0 88
Thirty years of herd behavior in financial markets: A bibliometric analysis 0 0 6 36 2 4 13 95
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 4 0 0 4 25
Top purchase intention priorities of Vietnamese low cost carrier passengers: expectations and satisfaction 1 1 1 16 1 1 11 84
Tourism development and environmental degradation in the United States: evidence from wavelet-based analysis 0 0 3 3 0 0 6 12
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 1 4 5 1,099
Volatility switching and regime interdependence between information technology stocks 1995-2005 0 0 0 25 0 0 2 153
WELFARE GAINS FROM MACRO-HEDGING 0 0 0 4 0 0 1 31
Was there Abnormal Trading in the S&P 500 Index Options Prior to the September 11 Attacks? 0 0 6 18 0 0 12 71
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 1 1 0 0 1 6
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 1 0 0 0 10
Which is a better investment choice in the Hong Kong residential property market: a big or small property? 0 0 1 9 0 0 3 66
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 0 19 0 1 6 170
Total Journal Articles 34 86 315 5,301 140 416 1,402 26,634
3 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 2 15
Do Winners Perform Better Than Losers? A Stochastic Dominance Approach 0 0 0 1 0 0 2 20
Total Chapters 0 0 0 1 0 0 4 35


Statistics updated 2025-07-04