Access Statistics for Woon K. 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 GMM Skewness and Kurtosis Ratio Test for Higher Moment Dependence 0 0 6 62 1 3 13 121
A Unique Orthogonal Variance Decomposition 0 0 2 67 0 1 4 254
Auditor Quality and the Role of Accounting Information in Explaining UK Stock Returns 0 0 0 51 0 0 11 243
Can we afford a defined benefit pension 0 0 7 31 0 0 16 79
Information-Based Trade in the Shanghai StockMarket 0 0 0 26 0 0 2 100
Liquidity and Credit Risks in the UK’s Financial Crisis: How ‘Quantitative Easing’ changed the relationship 1 1 5 71 3 4 18 153
Nonlinear ACD Model and Informed Trading: Evidence from Shanghai Stock Exchange 0 0 0 77 0 1 4 189
Risk Measurement and Management in a Crisis-Prone World 0 0 0 122 1 2 8 299
TThe Discount Rate Debate and Its Implications for Defined Benefit Pensions 1 2 11 71 3 5 41 238
The Other Side of the Trading Story: Evidence from NYSE 0 0 0 37 0 1 6 97
Total Working Papers 2 3 31 615 8 17 123 1,773


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Are magnet effects caused by uninformed traders? Evidence from Taiwan Stock Exchange 0 0 0 42 1 3 10 191
Backtesting the tail risk of VaR in holding US dollar 0 0 0 25 0 0 1 128
Backtesting trading risk of commercial banks using expected shortfall 0 2 7 122 3 10 20 323
Can price limits help when the price is falling? Evidence from transactions data on the Shanghai Stock Exchange 0 1 2 36 0 3 7 200
Informed trading and liquidity in the Shanghai Stock Exchange 0 0 2 30 2 2 13 152
LIFFE cycles: intraday evidence from the FTSE-100 Stock Index futures market 0 1 1 231 0 1 7 1,362
Market imperfections and the information content of implied and realized volatility 0 0 0 18 0 0 3 134
Nonlinear Dynamics in Real-Time Equity Market Indices: Evidence from the United Kingdom 0 0 1 142 2 4 12 571
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
Total Journal Articles 0 4 13 646 8 24 81 4,126


Statistics updated 2020-11-03