Access Statistics for Wing-Keung Wong

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction During Financial Crises 0 0 0 32 0 2 8 106
A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction during Financial Crises 0 0 2 12 1 1 12 59
A General Optimal Investment Model in the Presence of Background Risk 0 0 0 49 1 5 18 54
A New Nonlinearity Test to Circumvent the Limitation of Volterra Expansion with Application 0 0 1 50 0 0 6 21
A New Nonlinearity Test to Circumvent the Limitation of Volterra Expansion with Applications 0 0 0 47 0 0 3 25
A New Pseudo-Bayesian Model of Investors' Behavior in Financial Crises 0 0 0 18 1 4 14 94
A Note on Almost Stochastic Dominance 0 0 0 37 0 1 10 108
A Principal Component Approach to Measuring Investor Sentiment in Hong Kong 0 0 1 56 0 2 10 86
A Trinomial Test for Paired Data When There are Many Ties 0 0 0 20 0 2 8 109
A Trinomial Test for Paired Data When There are Many Ties 0 0 1 6 0 3 12 68
A Trinomial Test for Paired Data When There are Many Ties 0 0 0 30 3 8 23 196
A Trinomial Test for Paired Data When There are Many Ties 0 0 0 46 0 2 7 346
A Trinomial Test for Paired Data When There are Many Ties 0 0 0 1 0 4 22 93
A stochastic-dominance approach to determining the optimal home-size purchase: The case of Hong Kong 0 0 0 13 0 1 4 38
Almost Stochastic Dominance and Moments 0 0 0 25 0 3 8 54
Almost Stochastic Dominance and Moments 0 1 1 4 1 2 4 38
Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors 0 0 1 48 0 1 9 35
Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors 0 0 1 39 0 0 9 75
An analysis of portfolio selection with multiplicative background risk 0 0 1 40 1 1 16 87
Arbitrage Opportunities, Efficiency, and the Role of Risk Preferences in the Hong Kong Property Market 0 0 0 24 0 0 5 27
Banking Firm and Two-Moment Decision Making 0 0 0 22 0 1 8 56
Behavioural, Financial, and Health & Medical Economics: A Connection 0 0 0 43 0 3 13 69
Behavioural, Financial, and Health & Medical Economics: A Connection 0 0 2 53 1 3 15 94
Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections 0 0 4 75 1 3 28 78
Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections 0 0 1 37 1 4 19 40
Big data, computational science, economics, finance, marketing, management, and psychology: connections 0 1 3 50 2 9 29 78
Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets? 0 0 0 433 0 1 8 1,581
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 3 6 13 195
Cointegration and Causality among the Onshore and Offshore Markets for China's Currency 0 0 0 46 0 1 8 55
Comparisons and Characterizations of the Mean-Variance, Mean-VaR, Mean-CVaR Models for Portfolio Selection With Background Risk 0 0 1 64 0 2 14 106
Could the global financial crisis improve the performance of the G7 stocks markets? 0 0 0 32 2 3 11 50
Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections 0 0 0 40 1 2 15 48
Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections 0 0 0 43 1 3 19 68
Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections 0 1 3 53 1 6 26 105
Do both demand-following and supply-leading theories hold true in developing countries? 0 0 0 22 1 3 18 44
Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan 0 0 5 713 0 2 24 2,257
Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan 0 0 1 21 1 3 13 140
Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis 0 0 0 0 1 1 19 23
EVOLUTION OF DOLLAR/EURO EXCHANGE RATE BEFORE AND AFTER THE BIRTH OF EURO AND POLICY IMPLICATIONS 0 0 0 58 1 4 17 392
Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 0 0 0 3 0 1 14 49
Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 0 1 2 9 1 4 14 24
Elasticity of risk aversion and international trade 0 1 1 17 0 1 5 72
Elasticity of risk aversion and international trade 0 1 1 103 0 5 11 473
Empirical Study on Conservative and Representative Heuristics of Hong Kong Small Investors Adopting Momentum and Contrarian Trading Strategies 1 1 2 12 1 2 12 49
Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests 0 0 0 30 2 3 21 67
Estimating Parameters in Autoregressive Models with Asymmetric Innovations 0 0 0 87 0 1 4 439
Farinelli and Tibiletti ratio and Stochastic Dominance 0 0 0 25 0 2 17 56
Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains 0 0 3 21 0 1 16 39
Financial Credit Risk and Core Enterprise Supply Chains 0 0 1 23 0 2 24 73
Financial Integration for India Stock Market, a Fractional Cointegration Approach 1 2 14 847 3 9 48 3,035
Financial credit risk evaluation based on core enterprise supply chains 0 0 2 7 1 3 15 22
First Stochastic Dominance and Risk Measurement 0 0 1 30 0 0 5 34
Good Approximation of Exponential Utility Function for Optimal Futures Hedging 0 0 0 24 0 2 6 33
High dimensional Global Minimum Variance Portfolio 0 0 1 26 0 1 4 32
Higher-Order Risk Measure and (Higher-Order) Stochastic Dominance 0 0 0 38 1 3 10 49
How Rewarding Is Technical Analysis? Evidence From Singapore Stock Market 1 2 6 1,401 3 7 58 4,510
Income and Consumption Inequality in the Philippines: A Stochastic Dominance Analysis of Household Unit Records 0 0 0 6 0 0 6 20
Informatics, Data Mining, Econometrics and Financial Economics: A Connection 0 0 3 66 0 2 15 113
Input Demand under Joint Energy and Output Prices Uncertainties 0 0 0 10 0 3 12 63
Integration-segregation decisions under general value functions: "Create your own bundle -- choose 1, 2, or all 3 !" 0 0 0 2 1 2 5 13
Integration-segregation decisions under general value functions: "Create your own bundle -- choose 1, 2, or all 3 !" 0 0 1 15 0 1 7 41
Integration-segregation decisions under general value functions: "Create your own bundle — choose 1, 2, or all 3!" 0 0 0 16 0 2 14 135
Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance 0 0 0 21 2 7 17 118
Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance 0 0 0 14 1 2 11 87
Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance 0 0 0 22 1 2 11 111
Investor Preferences for Oil Spot and Futures based on Mean-Variance and Stochastic Dominance 0 0 0 40 2 3 9 187
Investor preferences for oil spot and futures based on mean-variance and stochastic dominance 0 0 0 23 0 1 9 100
Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis 0 0 1 11 1 3 16 45
Is Gold Good for Portfolio Diversification? A Stochastic Dominance Analysis of the Paris Stock Exchange 0 3 9 141 4 16 63 258
Is Wine a Good Choice for Investment? 0 0 0 22 0 7 22 110
Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange 0 0 0 0 0 1 5 10
Is gold good for portfolio diversification? A stochastic dominance analysis of the Paris stock exchange 0 0 0 0 4 5 19 28
Linear and Nonlinear Growth Determinants: The Case of Mongolia and its Connection to China 0 0 23 23 0 1 14 14
Linearity and stationarity of G7 government bond returns 0 0 0 15 0 0 7 102
Links between the Indian, U.S. and Chinese Stock Markets 0 0 2 401 1 4 17 1,259
Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks 0 0 0 16 1 2 10 57
Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector 0 0 0 37 2 4 25 74
Make Almost Stochastic Dominance really Almost 0 0 0 18 0 2 9 69
Making Markowitz's Portfolio Optimization Theory Practically Useful 0 1 4 48 1 4 15 100
Management Information, Decision Sciences, and Financial Economics: A Connection 0 0 0 27 1 3 15 60
Management Information, Decision Sciences, and Financial Economics: a connection 0 0 0 11 0 1 12 40
Management Science, Economics and Finance: A Connection 0 0 0 79 0 0 14 92
Management Science, Economics and Finance: A Connection 0 0 1 23 0 2 14 90
Management science, economics and finance: A connection 0 0 1 34 1 3 17 68
Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach 0 0 0 81 1 4 16 289
Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach 0 0 0 54 0 2 11 276
Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach 0 0 0 55 0 3 12 178
Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach 0 0 0 34 0 3 13 152
Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach 0 0 0 66 0 3 11 216
Maximum Likelihood Estimation of ARMA Model with Error Processes for Replicated Observations 0 0 0 736 0 3 13 2,289
Moment Conditions for Almost Stochastic Dominance 0 0 0 16 0 2 11 61
Money, Interest Rate and Stock Prices: New Evidence from Singapore and The United States 1 3 7 737 2 8 25 3,014
Multivariate Stochastic Dominance for Risk Averters and Risk Seekers 0 0 0 39 1 6 11 67
New Non-Linearity Test to Circumvent the Limitation of Volterra Expansion 0 0 0 46 0 1 5 92
New Tests for Richness and Poorness:A Stochastic Dominance Analysis of Income Distributions in Hong Kong 1 1 3 7 5 8 32 74
New Variance Ratio Tests to Identify Random Walk from the General Mean Reversion Model 0 1 1 470 1 3 9 1,599
On the Estimation of Cost of Capital and its Reliability 0 0 1 207 0 1 12 771
On the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors 0 0 3 63 4 5 23 217
On the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors with Analysis of their Traditional and Internet Stocks 1 1 1 27 2 2 7 71
Optimal Output for the Regret-Averse Competitive Firm Under Price Uncertainty 0 0 1 17 1 3 12 53
Point and Density Forecasts of Oil Returns: The Role of Geopolitical Risks 0 0 0 16 0 2 14 42
Preferences over Meyer’s Location-Scale Family 0 0 0 68 0 1 5 331
Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis 0 0 0 29 1 2 10 156
Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis 0 0 1 19 1 2 16 116
Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis 0 1 1 11 0 1 7 37
Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis 1 3 10 88 8 19 61 245
Prospect and Markowitz Stochastic Dominance 0 0 0 237 0 2 11 958
Prospect and Markowitz Stochastic Dominance 0 0 0 21 0 0 4 98
Prospect theory and hedging risks 1 1 3 43 2 4 24 194
Prospect theory and two moment model: the firm under price uncertainty 0 0 0 27 0 1 10 114
Regret Aversion, Regret Neutrality, and Risk Aversion in Production 0 1 3 23 0 1 13 48
Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 0 0 0 5 0 1 12 15
Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 1 2 8 24 4 10 50 103
Revisiting Calender Anomolies in Asian Stock Markets Using a Stochastic Dominance Approach 0 0 0 61 0 0 8 180
Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures 0 0 1 5 0 3 14 67
Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures 0 0 5 39 0 1 25 114
Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures 0 0 3 60 2 3 22 197
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 0 0 32 0 1 15 161
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 0 1 33 0 1 10 96
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 0 0 31 1 2 13 131
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 1 1 32 1 3 14 110
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 0 0 67 0 1 11 232
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 0 0 24 0 3 12 100
Robust Estimation of Multiple Regression Model with Non-normal Error: Symmetric Distribution 0 0 0 31 0 1 9 151
Robust Estimation of Multiple Regression Model with asymmetric innovations and Its Applicability on Asset Pricing Model 0 0 1 185 1 2 7 934
School Systems and Efficiency and Equity of Education 3 4 4 209 23 31 93 1,044
Specification Testing of Production Frontier Function in Stochastic Frontier Model 0 0 2 57 0 1 8 81
Specification Testing of Production in a Stochastic Frontier Model 0 0 0 35 0 1 13 46
Specification Testing of Production in a Stochastic Frontier Model 0 0 0 12 1 3 9 31
Specification Testing of Production in a Stochastic Frontier Model 0 0 0 1 0 2 14 50
Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization 0 0 0 15 0 2 7 62
Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization 0 0 1 25 0 2 10 45
Spectrally-corrected estimation for high-dimensional markowitz mean-variance optimization 0 0 1 4 1 4 16 38
Stochastic Dominance Analysis of iShares 0 0 0 6 2 6 13 141
Stochastic Dominance Analysis of iShares 0 0 0 139 0 2 9 1,642
Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China 0 0 1 34 2 4 11 129
Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China 0 1 1 45 0 1 12 209
Stochastic Dominance and Investors’ Behavior towards Risk: The Hong Kong Stocks and Futures Markets 1 1 2 40 1 1 9 51
Stochastic Dominance and Mean-Variance Measures of Profit and Loss for Business Planning and Investment 0 0 2 176 2 4 29 1,013
Stochastic Dominance and Mean-Variance Measures of Profit and Loss for Business Planning and Investment 0 0 0 1 0 7 15 84
Stochastic Dominance and Risk Measure: A Decision-Theoretic Foundation for VaR and C-VaR 0 0 0 25 1 2 14 88
Stock Market Liberalizations and Efficiency: The Case of Latin America 0 0 1 31 0 1 9 70
The Role of Housing Sentiment in Forecasting US Home Sales Growth: Evidence from a Bayesian Compressed Vector Autoregressive Model 0 0 0 40 1 6 22 89
The Two-Moment Decision Model with Additive Risks 0 0 1 27 0 2 15 54
The best estimation for high-dimensional Markowitz mean-variance optimization 0 0 0 75 0 2 7 172
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 2 5 6
The impacts of joint energy and output prices uncertainties in a mean-variance framework 0 0 0 23 0 3 9 19
The seasonality of Gold Prices in China: Evidence from Shanhai Gold Exchange 0 0 0 0 0 6 12 17
The seasonality of gold prices in China: Does the risk-aversion level matter? 0 0 0 0 1 4 15 28
Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets 0 0 0 22 1 4 6 41
Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets 0 0 1 13 0 2 10 33
Theory and Application of an Economic Performance Measure of Risk 0 0 1 11 1 2 13 44
Theory and Application of an Economic Performance Measure of Risk 0 0 0 16 2 6 14 48
Theory and Application of an Economic Performance Measure of Risk 0 0 1 43 2 4 13 35
Time Diversification: Perspectives from the Economic Index of Riskiness 0 0 1 9 0 2 13 34
Two-moment decision model for location-scale family with background asset 0 0 0 32 0 2 11 90
Why did Warrant Markets Close in China but not Taiwan? 0 0 2 7 2 5 15 34
Why did Warrant Markets Close in China but not Taiwan? 3 3 6 30 4 6 34 87
Total Working Papers 16 39 191 11,363 145 488 2,344 39,722


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 1 8 0 1 10 45
A GENERAL OPTIMAL INVESTMENT MODEL IN THE PRESENCE OF BACKGROUND RISK 0 0 1 2 0 2 15 25
A Principal Component Approach to Measuring Investor Sentiment in Hong Kong 0 0 7 11 0 4 23 40
A Pseudo-Bayesian Model for Stock Returns In Financial Crises 0 0 1 15 1 3 11 76
A Scoring Rule for Factor and Autoregressive Models Under Misspecification 0 1 1 1 2 6 6 6
A Scoring Rule for Factor and Autoregressive Models Under Misspecification 0 2 7 7 0 6 19 19
A gravity analysis of international stock market linkages 0 0 0 21 1 2 6 70
A new test of multivariate nonlinear causality 0 0 0 0 0 0 4 4
A note on almost stochastic dominance 0 0 0 29 0 1 9 188
A note on convex stochastic dominance 0 0 0 49 0 0 5 186
A pseudo-Bayesian model in financial decision making with implications to market volatility, under- and overreaction 0 0 0 41 0 2 6 175
A trinomial test for paired data when there are many ties 0 0 1 4 1 2 12 69
Adaptive neural network model for time-series forecasting 2 4 8 69 3 6 20 187
Almost stochastic dominance for risk averters and risk seeker 0 0 0 2 1 2 6 35
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 21 0 3 18 102
Arbitrage opportunities, efficiency, and the role of risk preferences in the Hong Kong property market 0 0 0 0 1 3 11 31
Are Sectoral Outputs in Pakistan Led by Energy Consumption? 0 1 9 114 4 8 33 321
Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections 0 0 2 10 1 4 24 63
Can a Disinflationary Policy Have a Differential Impact on Sectoral Output? A Look at Sacrifice Ratios in OECD and Non-OECD Countries 0 0 2 9 0 0 5 26
Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets? 0 0 1 5 0 1 6 35
Causal relationships between economic policy uncertainty and housing market returns in China and India: evidence from linear and nonlinear panel and time series models 1 2 8 24 2 7 46 115
China’s Stock Market Integration with a Leading Power and a Close Neighbor 0 0 0 5 2 6 21 87
Cointegration and causality among the onshore and offshore markets for China's currency 1 1 1 12 1 4 12 70
Comparison of the production behavior of regret-averse and purely risk-averse firms 0 0 1 1 1 1 11 11
Confucius and Herding Behaviour in the Stock Markets in China and Taiwan 0 0 0 1 0 6 28 52
Contagion or Inductance? Crisis 1997 Reconsidered 0 0 0 6 0 0 2 37
Could the global financial crisis improve the performance of the G7 stocks markets? 0 0 0 5 1 3 8 29
DECISION SCIENCES, ECONOMICS, FINANCE, BUSINESS, COMPUTING, AND BIG DATA: CONNECTIONS 0 0 2 2 3 5 19 24
DECISION SCIENCES, ECONOMICS, FINANCE, BUSINESS, COMPUTING, AND BIG DATA: CONNECTIONS 0 0 0 0 1 3 3 3
DO MONEY AND INTEREST RATES MATTER FOR STOCK PRICES? AN ECONOMETRIC STUDY OF SINGAPORE AND USA 0 0 0 1 1 1 3 11
Decision Sciences in Education: The STEMtech Model to Create Stem Products at High Schools in Vietnam 0 0 0 0 5 6 6 6
Decision Sciences in Education: The STEMtech Model to Create Stem Products at High Schools in Vietnam 1 5 7 7 9 17 28 28
Determining Distribution for the Product of Random Variables by Using Copulas 0 0 0 1 1 2 20 28
Determining Distribution for the Quotients of Dependent and Independent Random Variables by Using Copulas 0 0 0 2 1 5 25 33
Disaggregated Energy Consumption and Sectoral Outputs in Thailand: ARDL Bound Testing Approach 0 0 1 24 0 1 10 105
Diversification versus optimality: is there really a diversification puzzle? 0 0 0 3 0 0 10 21
Do Oil Price Shocks and Other Factors Create Bigger Impacts on Islamic Banks than Conventional Banks? 0 0 0 0 2 5 8 8
Do REITs Outperform Stocks and Fixed-Income Assets? New Evidence from Mean-Variance and Stochastic Dominance Approaches 0 1 2 18 6 11 28 108
Do both demand-following and supply-leading theories hold true in developing countries? 0 1 2 3 1 6 27 36
Do investors like to diversify? A study of Markowitz preferences 0 0 1 31 0 2 12 107
Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan 0 1 1 125 0 3 16 472
Does herding behavior exist in the Mongolian stock market? 2 4 4 4 6 9 9 9
Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis 0 0 2 2 0 0 23 27
Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model 0 0 0 6 0 0 4 81
EFFICIENCY OF THE TAIWAN STOCK MARKET* 0 0 1 22 0 0 3 68
Editorial Statement and Research Ideas for Efficiency and Anomalies in Stock Markets 0 1 4 4 5 7 44 44
Editorial Statement for Mathematical Finance 1 1 1 1 2 2 24 24
Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 0 0 0 0 0 2 2 2
Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 0 0 3 3 1 2 15 19
Efficiencies of Rounded Optimal Approximate Designs for Small Samples 0 0 1 5 0 0 4 26
Elasticity of risk aversion and international trade 0 0 2 34 0 1 10 166
Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach 0 0 0 3 1 3 10 50
Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests 1 1 2 5 1 1 15 28
Estimating parameters in autoregressive models with asymmetric innovations 0 1 1 19 0 1 9 86
Evolution of the Trans-Atlantic exchange rate before and after the birth of the Euro and policy implications 0 0 0 8 0 2 8 52
Examining Stock Volatility in the Segmented Chinese Stock Markets: A SWARCH Approach 0 0 0 26 0 0 2 122
Examining the Day-of-the-Week Effects in Chinese Stock Markets: New Evidence from a Stochastic Dominance Approach 0 0 0 14 0 1 6 93
Farinelli and Tibiletti ratio and stochastic dominance 0 1 3 3 3 7 22 22
Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains 0 1 2 6 0 7 27 47
GARCH AND VOLUME EFFECTS IN THE AUSTRALIAN STOCK MARKETS 0 0 2 2 0 0 9 15
GRAPH THEORY AND ENVIRONMENTAL ALGORITHMIC SOLUTIONS TO ASSIGN VEHICLES APPLICATION TO GARBAGE COLLECTION IN VIETNAM 0 0 0 0 2 4 4 4
GRAPH THEORY AND ENVIRONMENTAL ALGORITHMIC SOLUTIONS TO ASSIGN VEHICLES APPLICATION TO GARBAGE COLLECTION IN VIETNAM 0 1 9 18 10 19 56 86
Gains from diversification on convex combinations: A majorization and stochastic dominance approach 0 0 1 46 0 0 8 135
Global Synchronization Stability for Stochastic Complex Dynamical Networks with Probabilistic Interval Time-Varying Delays 0 0 0 0 0 0 2 4
Government Policies and Private Housing Prices in Singapore 0 1 1 4 0 1 7 21
How much have electricity shortages hampered China's GDP growth? 0 0 3 55 1 2 14 336
How rewarding is technical analysis? Evidence from Singapore stock market 0 1 7 197 2 5 37 871
Implications of Oil Price Fluctuations for Tourism Receipts: The Case of Oil Exporting Countries 0 0 0 0 3 10 10 10
Input Demand Under Joint Energy and Output Prices Uncertainties 0 0 0 2 0 1 10 28
Intelligent multi-objective decision-making model with RFID technology for production planning 0 0 1 16 0 0 6 77
Intelligent product cross-selling system with radio frequency identification technology for retailing 0 0 1 26 0 0 11 175
International Diversification Versus Domestic Diversification: Mean-Variance Portfolio Optimization and Stochastic Dominance Approaches 0 2 10 65 4 13 67 596
International momentum strategies: a stochastic dominance approach 1 1 3 148 1 2 12 361
Investors’ preference towards risk: evidence from the Taiwan stock and stock index futures markets 0 0 0 4 0 3 10 50
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 1 7 152
Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange 0 0 2 32 1 3 22 130
Is gold good for portfolio diversification? A stochastic dominance analysis of the Paris stock exchange 2 2 7 27 3 4 27 113
Is wine a good choice for investment? 0 1 3 6 0 1 14 33
Kappa ratios and (higher-order) stochastic dominance 0 0 2 2 2 3 13 13
Key determinants of sustainable smartcard payment 0 0 0 2 0 2 8 12
Lessons learned from Chicago's emergency response to mass evacuations caused by Hurricane Katrina 0 0 0 0 1 2 6 10
Linear and nonlinear causality between changes in consumption and consumer attitudes 0 0 0 108 0 0 7 316
Linear and nonlinear growth determinants: The case of Mongolia and its connection to China 0 0 0 0 4 8 11 11
Linearity and stationarity of G7 government bond returns 0 0 0 44 0 1 8 168
Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks 0 1 2 2 2 3 9 12
Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market 0 0 1 53 0 2 10 250
MOMENT GENERATING FUNCTION, EXPECTATION AND VARIANCE OF UBIQUITOUS DISTRIBUTIONS WITH APPLICATIONS IN DECISION SCIENCES: A REVIEW 0 1 11 11 11 21 94 99
MOMENT GENERATING FUNCTION, EXPECTATION AND VARIANCE OF UBIQUITOUS DISTRIBUTIONS WITH APPLICATIONS IN DECISION SCIENCES: A REVIEW 0 0 0 0 2 3 3 3
Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector 0 0 4 4 0 2 19 27
Managing a scarce resource in a growing Asian economy: Water usage in Hong Kong 0 0 0 13 1 3 13 116
Mapping the Presidential Election Cycle in US stock markets 0 1 2 21 3 7 22 110
Market efficiency of oil spot and futures: A mean-variance and stochastic dominance approach 0 0 0 57 1 3 11 192
Market overreaction and underreaction: tests of the directional and magnitude effects 1 1 4 24 2 2 15 79
Maslow Portfolio Selection for Individuals with Low Financial Sustainability 0 0 0 1 0 1 19 44
Mean–variance, mean–VaR, and mean–CVaR models for portfolio selection with background risk 0 0 4 4 0 1 15 15
Measuring international competitiveness: experience from East Asia 0 0 1 92 0 0 7 246
Modeling Co-Movement among Different Agricultural Commodity Markets: A Copula-GARCH Approach 1 2 4 4 2 5 19 19
Moment condition failure in high frequency financial data: evidence from the S&P 500 0 0 0 35 0 1 9 114
Moment conditions for Almost Stochastic Dominance 0 0 0 5 0 1 4 43
Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models 0 0 0 1 0 0 3 34
Multivariate causality tests with simulation and application 0 0 1 22 0 1 7 57
Multivariate linear and nonlinear causality tests 0 0 2 14 0 1 8 67
New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management 1 2 4 4 1 3 15 15
New evidence on the relation between return volatility and trading volume 0 0 1 53 4 6 14 193
On the estimation of cost of capital and its reliability 0 0 1 13 0 1 6 83
Optimal Solution Techniques in Decision Sciences A Review 1 1 1 1 3 6 6 6
Optimal Solution Techniques in Decision Sciences A Review 0 0 2 3 0 2 22 27
Optimal designs for active controlled dose-finding trials with efficacy-toxicity outcomes 0 0 0 0 1 2 3 3
Optimal diversification, stochastic dominance, and sampling error 0 0 0 2 0 1 8 23
Optimal output for the regret-averse competitive firm under price uncertainty 0 0 0 3 3 4 14 34
Optimisation of fault-tolerant fabric-cutting schedules using genetic algorithms and fuzzy set theory 0 0 0 15 0 0 4 83
Organizational Climate and Work Style: The Missing Links for Sustainability of Leadership and Satisfied Employees 0 0 0 1 1 3 14 30
Partially connected feedforward neural networks on Apollonian networks 0 0 0 4 2 6 14 83
Point and density forecasts of oil returns: The role of geopolitical risks 0 1 1 1 1 2 10 16
Policy change and lead-lag relations among China's segmented stock markets 0 0 0 41 1 1 5 180
Preferences of risk-averse and risk-seeking investors for oil spot and futures before, during and after the Global Financial Crisis 0 0 3 20 0 4 21 124
Preferences over location-scale family 0 0 0 31 2 8 17 171
Production and hedging decisions under regret aversion 0 0 0 1 0 1 7 39
Profitability of Technical Analysis in the Singapore Stock Market: before and after the Asian Financial Crisis 0 0 0 0 1 3 9 105
Profitability of intraday and interday momentum strategies 0 0 2 225 2 3 14 586
Profiteering from the Dot-Com Bubble, Subprime Crisis and Asian Financial Crisis 0 1 1 6 1 4 14 48
Profiteering from the Dot-Com Bubble, Subprime Crisis and Asian Financial Crisis 0 0 0 0 1 2 8 8
Prospect Performance Evaluation: Making a Case for a Non-asymptotic UMPU Test 0 0 0 5 0 0 5 52
Prospect and Markowitz stochastic dominance 0 0 0 40 0 1 4 157
R-charts for the exponential, Laplace and logistic processes 0 0 0 3 0 0 2 22
RESEARCH IDEAS FOR ADVANCES IN DECISION SCIENCES (ADS): 22ND ANNIVERSARY SPECIAL ISSUE IN 2018 0 0 0 0 0 1 1 1
RESEARCH IDEAS FOR ADVANCES IN DECISION SCIENCES (ADS): 22ND ANNIVERSARY SPECIAL ISSUE IN 2018 0 0 2 3 0 1 17 21
ROBUST ESTIMATION AND FORECASTING OF THE CAPITAL ASSET PRICING MODEL 0 0 0 1 0 1 14 37
Regime-dependent relationships among the stock markets of the US, Australia and New Zealand: a Markov-switching VAR approach 0 0 5 23 1 3 12 101
Repeated Time Series Analysis of ARIMA-Noise Models 0 0 0 0 0 0 6 293
Return and Volatility Transmission between World-Leading and Latin American Stock Markets: Portfolio Implications 0 0 0 0 2 7 7 7
Review of Matrix Theory with Applications in Education and Decision Sciences 0 2 4 4 1 9 25 25
Review of Matrix Theory with Applications in Education and Decision Sciences 0 0 0 0 1 2 2 2
Review on Efficiency and Anomalies in Stock Markets 0 5 10 10 3 18 57 57
Revisiting calendar anomalies in Asian stock markets using a stochastic dominance approach 0 0 3 111 0 0 9 328
Risk and Financial Management of COVID-19 in Business, Economics and Finance 8 14 21 21 32 67 98 98
STOCHASTIC DOMINANCE AND BEHAVIOR TOWARDS RISK: THE MARKET FOR ISHARES 0 0 1 1 0 1 32 36
Singapore's experience with car quotas: Issues and policy processes 0 0 1 59 0 0 9 301
Specification Testing of Production in a Stochastic Frontier Model 0 0 1 3 1 2 11 34
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 0 1 4 14 14
Stochastic Dominance Analysis of iShares 0 0 0 34 0 2 5 900
Stochastic Dominance and Omega Ratio: Measures to Examine Market Efficiency, Arbitrage Opportunity, and Anomaly 0 0 6 11 1 6 46 87
Stochastic dominance analysis of Asian hedge funds 0 0 1 56 1 1 10 203
Stochastic dominance analysis of CTA funds 0 0 1 27 0 1 8 88
Stochastic dominance and behavior towards risk: The market for Internet stocks 0 0 2 59 2 3 9 181
Stochastic dominance and mean-variance measures of profit and loss for business planning and investment 0 0 0 21 0 0 6 108
Stochastic dominance and risk measure: A decision-theoretic foundation for VaR and C-VaR 0 0 0 23 0 1 8 104
Stochastic dominance relationships between stock and stock index futures markets: International evidence 0 0 0 11 0 0 4 76
Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China 0 1 2 10 1 4 13 59
Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency 0 0 1 9 0 2 12 33
Sustainability of Both Pecking Order and Trade-Off Theories in Chinese Manufacturing Firms 0 0 4 4 1 4 16 16
Sustainability of Green Tourism among International Tourists and Its Influence on the Achievement of Green Environment: Evidence from North Cyprus 0 0 0 0 3 7 8 8
THE STOCHASTIC COMPONENT OF REALIZED VOLATILITY 0 0 0 0 0 0 6 7
THEORIES OF RISK: TESTING INVESTOR BEHAVIOR ON THE TAIWAN STOCK AND STOCK INDEX FUTURES MARKETS 0 0 0 1 0 4 12 36
TIME DIVERSIFICATION: PERSPECTIVES FROM THE ECONOMIC INDEX OF RISKINESS 0 1 1 4 2 10 22 49
Test statistics for prospect and Markowitz stochastic dominances with applications 0 0 0 0 0 0 4 132
The Disappearing Calendar Anomalies in the Singapore Stock Market 0 2 7 53 6 10 24 178
The Effects of Health Status on Life Insurance Holdings in 16 European Countries 0 0 0 2 0 7 15 33
The Impact of Market Condition and Policy Change on the Sustainability of Intra-Industry Information Diffusion in China 0 0 1 2 0 2 17 25
The Sustainability of Energy Substitution in the Chinese Electric Power Sector 0 0 0 0 0 5 5 5
The Three Musketeers Relationships between Hong Kong, Shanghai and Shenzhen Before and After Shanghai–Hong Kong Stock Connect 0 0 0 1 0 3 22 25
The banking firm and risk taking in a two-moment decision model 0 0 0 14 0 1 10 78
The determinants of customer interactions with internet-enabled e-banking services 0 0 1 6 1 1 8 24
The impact of the global financial crisis on the efficiency and performance of Latin American stock markets 0 0 2 5 0 1 13 20
The mean-variance ratio test--A complement to the coefficient of variation test and the Sharpe ratio test 0 1 1 9 0 4 8 91
The performance of commodity trading advisors: A mean-variance-ratio test approach 0 0 0 13 1 2 6 127
The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions 0 0 1 11 1 3 8 56
The two-moment decision model with additive risks 0 0 2 2 0 1 14 14
Theory and application of an economic performance measure of risk 0 0 0 2 1 2 25 55
Three-factor profile analysis with GARCH innovations 0 0 0 0 0 0 4 13
Time Series Models in Non‐Normal Situations: Symmetric Innovations 0 0 0 0 0 0 4 6
Top purchase intention priorities of Vietnamese low cost carrier passengers: expectations and satisfaction 0 1 1 3 2 4 14 31
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 8 1,065
Volatility switching and regime interdependence between information technology stocks 1995-2005 0 0 0 23 0 0 5 144
WELFARE GAINS FROM MACRO-HEDGING 0 0 0 0 1 5 5 5
Was there Abnormal Trading in the S&P 500 Index Options Prior to the September 11 Attacks? 1 1 3 8 2 2 10 27
Which is a better investment choice in the Hong Kong residential property market: a big or small property? 0 0 2 6 1 2 12 51
Why Are Warrant Markets Sustained in Taiwan but Not in China? 0 0 3 4 2 9 37 58
e-Purchase Intention of Taiwanese Consumers: Sustainable Mediation of Perceived Usefulness and Perceived Ease of Use 0 0 2 10 2 7 28 98
Total Journal Articles 25 77 290 3,185 226 633 2,543 17,073


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Technical Analysis and Financial Asset Forecasting:From Simple Tools to Advanced Techniques 0 1 12 112 1 9 41 275
Total Books 0 1 12 112 1 9 41 275


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Do Winners Perform Better Than Losers? A Stochastic Dominance Approach 0 0 0 0 0 1 5 11
Total Chapters 0 0 0 0 0 1 5 11


Statistics updated 2020-11-03