| 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 |
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