This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Information about:
Wing-Keung Wong

Personal Details | Affiliation | Works
This is information that was supplied by Wing-Keung Wong in registering through RePEc. If you are Wing-Keung Wong , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Wing-Keung
Middle Name:
Last Name: Wong
Suffix:

RePEc Short-ID: pwo79

Email:
Homepage: http://www.hkbu.edu.hk/~econ/content/staff.htm
Postal Address: Department of Economics Hong Kong Baptist University WLB, Shaw Campus Kowloon Tong Hong Kong
Phone: (852) 3411-7542

Affiliation

(in no particular order)

Lists

This author is among the top 5% authors according to these criteria:
  1. Number of Abstract Views in RePEc Services over the past 12 months

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Guorui Bian & Michael McAleer & Wing-Keung Wong, 2009. "A Trinomial Test for Paired Data When There are Many Ties," CIRJE F-Series CIRJE-F-662, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]

  2. Dominic Gasbarro & Wing-Keung Wong & J. Kenton Zumwalt, 2007. "Stochastic Dominance Analysis of iShares," SCAPE Policy Research Working Paper Series 0706, National University of Singapore, Department of Economics, SCAPE. [Downloadable!]
    Published as:

  3. Wing-Keung Wong, 2007. "Stochastic Dominance and Mean-Variance Measures of Profit and Loss for Business Planning and Investment," SCAPE Policy Research Working Paper Series 0705, National University of Singapore, Department of Economics, SCAPE. [Downloadable!]
    Published as:

  4. Jung Hur & Kang Changhui, 2007. "School Systems and Efficiency and Equity of Education," Departmental Working Papers wp0701, National University of Singapore, Department of Economics. [Downloadable!]

  5. Heng Chen & Dietrich K. Fausten & Wing-Keung Wong, 2006. "Evolution Of Dollar/Euro Exchange Rate Before And After The Birth Of Euro And Policy Implications," Monash Economics Working Papers 14/06, Monash University, Department of Economics. [Downloadable!]

  6. Wong Keung-Wing & Habibullah Khan & Jun Du, 2006. "Money, Interest Rate and Stock Prices: New Evidence from Singapore and The United States," Departmental Working Papers wp0601, National University of Singapore, Department of Economics. [Downloadable!]

  7. Heng Chen & Bento J. Lobo & Wing-Keung Wong, 2006. "Links between the Indian, U.S. and Chinese Stock Markets," Departmental Working Papers wp0602, National University of Singapore, Department of Economics. [Downloadable!]

  8. Wing-Keung Wong & Raymond H. Chan, 2005. "Prospect and Markowitz Stochastic Dominance," Departmental Working Papers wp0505, National University of Singapore, Department of Economics. [Downloadable!]
    Other versions:
    Published as:

  9. Wing-Keung Wong & Jun Du & Terence Tai-Leung Chong, 2005. "Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan," SCAPE Policy Research Working Paper Series 0512, National University of Singapore, Department of Economics, SCAPE. [Downloadable!]
    Published as:

  10. Udo Broll & Jack E. Wahl & Wing-Keung Wong, 2005. "Elasticity of risk aversion and international trade," Departmental Working Papers wp0510, National University of Singapore, Department of Economics. [Downloadable!]
    Other versions:
    Published as:

  11. Wing-Keung Wong & Aman Agarwal & Jun Du, 2005. "Financial Integration for India Stock Market, a Fractional Cointegration Approach," Departmental Working Papers wp0501, National University of Singapore, Department of Economics. [Downloadable!]

  12. Lean Hooi Hooi & Wong Wing Keung & Russell Smyth, 2005. "Revisiting Calender Anomolies in Asian Stock Markets Using a Stochastic Dominance Approach," Monash Economics Working Papers 16/05, Monash University, Department of Economics. [Downloadable!]
    Published as:

  13. Wing-Keung Wong & Chenghu Ma, 2005. "Preferences over Meyer’s Location-Scale Family," Departmental Working Papers wp0506, National University of Singapore, Department of Economics. [Downloadable!]

  14. Wing-Keung Wong & Guorui Bian, 2005. "Robust Estimation of Multiple Regression Model with Non-normal Error: Symmetric Distribution," Monash Economics Working Papers 09/05, Monash University, Department of Economics. [Downloadable!]

  15. Wing-Keung Wong & Guorui Bian, 2005. "Robust Estimation of Multiple Regression Model with asymmetric innovations and Its Applicability on Asset Pricing Model," Departmental Working Papers wp0508, National University of Singapore, Department of Economics. [Downloadable!]

  16. Kin Lam & May Chun Mei Wong & Wing-Keung Wong, 2005. "New Variance Ratio Tests to Identify Random Walk from the General Mean Reversion Model," Departmental Working Papers wp0514, National University of Singapore, Department of Economics. [Downloadable!]

  17. Wing-Keung Wong & Raymond H. Chan, 2004. "On the Estimation of Cost of Capital and its Reliability," Departmental Working Papers wp0401, National University of Singapore, Department of Economics. [Downloadable!]

  18. Wing-Keung Wong & Guorui Bian, 2004. "Estimating Parameters in Autoregressive Models with Asymmetric Innovations," Departmental Working Papers wp0408, National University of Singapore, Department of Economics. [Downloadable!]
    Published as:

  19. Wing-Keung Wong & Meher Manzur & Boon-Kiat Chew, 2002. "How Rewarding Is Technical Analysis? Evidence From Singapore Stock Market," Departmental Working Papers wp0216, National University of Singapore, Department of Economics. [Downloadable!]
    Published as:

  20. Wing-Keung Wong & Boon-Kiat Chew & Douglas Sikorski, 2002. "Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets?," Departmental Working Papers wp0201, National University of Singapore, Department of Economics. [Downloadable!]

  21. Wing-Keung Wong & Robert B. Miller & Keshab Shrestha, 2002. "Maximum Likelihood Estimation of ARMA Model with Error Processes for Replicated Observations," Departmental Working Papers wp0217, National University of Singapore, Department of Economics. [Downloadable!]

Articles

  1. Egozcue, Martin & Wong, Wing-Keung, 2010. "Gains from diversification on convex combinations: A majorization and stochastic dominance approach," European Journal of Operational Research, Elsevier, vol. 200(3), pages 893-900, February. [Downloadable!] (restricted)

  2. Qiao, Zhuo & McAleer, Michael & Wong, Wing-Keung, 2009. "Linear and nonlinear causality between changes in consumption and consumer attitudes," Economics Letters, Elsevier, vol. 102(3), pages 161-164, March. [Downloadable!] (restricted)

  3. Heng Chen & Russell Smyth & Wing-Keung Wong, 2008. "Is being a super-power more important than being your close neighbour? A study of what moves the Australian stock market," Applied Financial Economics, Taylor and Francis Journals, vol. 18(9), pages 733-747. [Downloadable!] (restricted)

  4. Qiao, Zhuo & Chiang, Thomas C. & Wong, Wing-Keung, 2008. "Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(5), pages 425-437, December. [Downloadable!] (restricted)

  5. Siew-Yen Foo & Wing Keung Wong & Terence Tai-Leung Chong, 2008. "Are the Asian Equity Markets more Interdependent after the Financial Crisis?," Economics Bulletin, Economics Bulletin, vol. 6(16), pages 1-7. [Downloadable!]

  6. W. Wong & R. Chan, 2008. "Prospect and Markowitz stochastic dominance," Annals of Finance, Springer, vol. 4(1), pages 105-129, January. [Downloadable!] (restricted)
    Other versions:

  7. Wong, Wing-Keung & Phoon, Kok Fai & Lean, Hooi Hooi, 2008. "Stochastic dominance analysis of Asian hedge funds," Pacific-Basin Finance Journal, Elsevier, vol. 16(3), pages 204-223, June. [Downloadable!] (restricted)

  8. Qiao, Zhuo & Smyth, Russell & Wong, Wing-Keung, 2008. "Volatility switching and regime interdependence between information technology stocks 1995-2005," Global Finance Journal, Elsevier, vol. 19(2), pages 139-156. [Downloadable!] (restricted)

  9. Qiao, Zhuo & Li, Yuming & Wong, Wing-Keung, 2008. "Policy change and lead-lag relations among China's segmented stock markets," Journal of Multinational Financial Management, Elsevier, vol. 18(3), pages 276-289, July. [Downloadable!] (restricted)

  10. Fong, Wai Mun & Lean, Hooi Hooi & Wong, Wing Keung, 2008. "Stochastic dominance and behavior towards risk: The market for Internet stocks," Journal of Economic Behavior & Organization, Elsevier, vol. 68(1), pages 194-208, October. [Downloadable!] (restricted)

  11. Wing-Keung Wong & Chenghu Ma, 2008. "Preferences over location-scale family," Economic Theory, Springer, vol. 37(1), pages 119-146, October. [Downloadable!] (restricted)

  12. Lean, Hooi Hooi & Smyth, Russell & Wong, Wing-Keung, 2007. "Revisiting calendar anomalies in Asian stock markets using a stochastic dominance approach," Journal of Multinational Financial Management, Elsevier, vol. 17(2), pages 125-141, April. [Downloadable!] (restricted)
    Other versions:

  13. Zhuo Qiao & Venus Khim-Sen Liew & Wing-Keung Wong, 2007. "Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model," Economics Bulletin, Economics Bulletin, vol. 6(27), pages 1-7. [Downloadable!]

  14. Mok, P.Y. & Kwong, C.K. & Wong, W.K., 2007. "Optimisation of fault-tolerant fabric-cutting schedules using genetic algorithms and fuzzy set theory," European Journal of Operational Research, Elsevier, vol. 177(3), pages 1876-1893, March. [Downloadable!] (restricted)

  15. Wong, Wing-Keung, 2007. "Stochastic dominance and mean-variance measures of profit and loss for business planning and investment," European Journal of Operational Research, Elsevier, vol. 182(2), pages 829-843, October. [Downloadable!] (restricted)
    Other versions:

  16. Dominic Gasbarro & Wing-Keung Wong & J. Kenton Zumwalt, 2007. "Stochastic Dominance Analysis of iShares," European Journal of Finance, Taylor and Francis Journals, vol. 13(1), pages 89-101, January. [Downloadable!] (restricted)
    Other versions:

  17. Vincent Wing-Shing Lam & Terence Tai-Leung Chong & Wing-Keung Wong, 2007. "Profitability of intraday and interday momentum strategies," Applied Economics Letters, Taylor and Francis Journals, vol. 14(15), pages 1103-1108. [Downloadable!] (restricted)

  18. Wing-Keung Wong & Habibullah Khan & Jun Du, 2006. "Do Money And Interest Rates Matter For Stock Prices? An Econometric Study Of Singapore And Usa," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 51(01), pages 31-51. [Downloadable!] (restricted)

  19. Broll, Udo & Wahl, Jack E. & Wong, Wing-Keung, 2006. "Elasticity of risk aversion and international trade," Economics Letters, Elsevier, vol. 92(1), pages 126-130, July. [Downloadable!] (restricted)
    Other versions:

  20. Wong, Wing-Keung & Du, Jun & Chong, Terence Tai-Leung, 2005. "Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan," Review of Applied Economics, Review of Applied Economics, vol. 1(2). [Downloadable!]
    Other versions:

  21. Fong, Wai Mun & Wong, Wing Keung & Lean, Hooi Hooi, 2005. "International momentum strategies: a stochastic dominance approach," Journal of Financial Markets, Elsevier, vol. 8(1), pages 89-109, February. [Downloadable!] (restricted)

  22. Wong, Wing-Keung & Bian, Guorui, 2005. "Estimating parameters in autoregressive models with asymmetric innovations," Statistics & Probability Letters, Elsevier, vol. 71(1), pages 61-70, January. [Downloadable!] (restricted)
    Other versions:

  23. Wing-Keung Wong & Meher Manzur & Boon-Kiat Chew, 2003. "How rewarding is technical analysis? Evidence from Singapore stock market," Applied Financial Economics, Taylor and Francis Journals, vol. 13(7), pages 543-551, January. [Downloadable!] (restricted)
    Other versions:

  24. Henry Wan Jr & Wing-Keung Wong, 2001. "Contagion or Inductance? Crisis 1997 Reconsidered," The Japanese Economic Review, Japanese Economic Association, vol. 52(4), pages 372-381. [Downloadable!] (restricted)

  25. Wong, Wing-Keung & Li, Chi-Kwong, 1999. "A note on convex stochastic dominance," Economics Letters, Elsevier, vol. 62(3), pages 293-300, March. [Downloadable!] (restricted)

  26. Manzur, Meher & Wong, Wing-Keung & Chee, Inn-Chau, 1999. "Measuring International Competitiveness: Experience from East Asia," Applied Economics, Taylor and Francis Journals, vol. 31(11), pages 1383-91, November. [Downloadable!] (restricted)

  27. Abhyankar, A & Copeland, L S & Wong, W, 1997. "Uncovering Nonlinear Structure in Real-Time Stock-Market Indexes: The S&P 500, the DAX, the Nikkei 225, and the FTSE-100," Journal of Business & Economic Statistics, American Statistical Association, vol. 15(1), pages 1-14, January.

  28. Phang, Sock-Yong & Wong, Wing-Keung & Chia, Ngee-Choon, 1996. "Singapore's experience with car quotas : Issues and policy processes," Transport Policy, Elsevier, vol. 3(4), pages 145-153, October. [Downloadable!] (restricted)

  29. Wong, Wing-keung & Miller, Robert B, 1990. "Repeated Time Series Analysis of ARIMA-Noise Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 8(2), pages 243-50, April.

NEP Fields

20 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (1) 2005-01-05
  2. NEP-BAN: Banking (1) 2007-03-03
  3. NEP-CBA: Central Banking (1) 2009-07-17
  4. NEP-CNA: China (2) 2005-12-09 2006-01-24
  5. NEP-CWA: Central & Western Asia (2) 2005-02-06 2006-01-24
  6. NEP-ECM: Econometrics (5) 2002-11-13 2005-09-11 2006-01-24 2009-07-17 2009-09-19 Author is listed
  7. NEP-ETS: Econometric Time Series (2) 2002-11-10 2006-01-24
  8. NEP-FIN: Finance (7) 2002-11-10 2005-02-06 2005-09-11 2005-09-11 2005-09-11 2005-12-09 2006-01-24 Author is listed
  9. NEP-FMK: Financial Markets (6) 2002-11-10 2005-02-06 2005-12-09 2006-01-24 2006-01-24 2006-01-24 Author is listed
  10. NEP-ICT: Information & Communication Technologies (1) 2007-03-03
  11. NEP-IFN: International Finance (1) 2009-07-17
  12. NEP-INT: International Trade (1) 2005-12-09
  13. NEP-MAC: Macroeconomics (1) 2006-01-24
  14. NEP-MKT: Marketing (1) 2007-03-03
  15. NEP-MON: Monetary Economics (2) 2006-01-24 2009-07-17
  16. NEP-OPM: Open MacroEconomics (1) 2009-07-17
  17. NEP-RMG: Risk Management (2) 2002-11-10 2007-04-28
  18. NEP-SEA: South East Asia (6) 2002-11-04 2005-12-09 2006-01-24 2006-01-24 2007-03-03 2009-07-17 Author is listed
  19. NEP-TRA: Transition Economics (2) 2005-12-09 2006-01-24
  20. NEP-UPT: Utility Models & Prospect Theory (3) 2007-04-28 2009-07-17 2009-07-17
Did you know? About 2700 working paper series are listed on RePEc.

This page was last updated on 2009-11-15.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.