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Woon K. Wong

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This is information that was supplied by Woon Wong in registering through RePEc. If you are Woon K. Wong , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Woon
Middle Name: K.
Last Name: Wong
Suffix:

RePEc Short-ID: pwo98

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Affiliation

Economics Section
Cardiff Business School
Cardiff University
Location: Cardiff, United Kingdom
Homepage: http://business.cardiff.ac.uk/research/academic-sections/economics
Email:
Phone: +44 (0) 29 20874417
Fax: +44 (0) 29 20874419
Postal: Aberconway Building, Colum Drive, CARDIFF, CF10 3EU
Handle: RePEc:edi:ecscfuk (more details at EDIRC)

Works

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Working papers

  1. Clatworthy, Mark A & Pong, Christopher K.M. & Wong, Woon K., 2009. "Auditor Quality and the Role of Accounting Information in Explaining UK Stock Returns," Cardiff Economics Working Papers E2009/9, Cardiff University, Cardiff Business School, Economics Section, revised Oct 2011.
  2. Wong, Woon K & Copeland, Laurence & Lu, Ralph, 2008. "The Other Side of the Trading Story: Evidence from NYSE," Cardiff Economics Working Papers E2008/12, Cardiff University, Cardiff Business School, Economics Section.
  3. Wong, Woon K & Copeland, Laurence, 2008. "Risk Measurement and Management in a Crisis-Prone World," Cardiff Economics Working Papers E2008/14, Cardiff University, Cardiff Business School, Economics Section.
  4. Wong, Woon K, 2008. "A Unique Orthogonal Variance Decomposition," Cardiff Economics Working Papers E2008/10, Cardiff University, Cardiff Business School, Economics Section.
  5. Wong, Woon K & Tan, Dijun & Tian, Yixiang, 2008. "Nonlinear ACD Model and Informed Trading: Evidence from Shanghai Stock Exchange," Cardiff Economics Working Papers E2008/8, Cardiff University, Cardiff Business School, Economics Section.
  6. Copeland, Laurence & Wong, Woon K & Zeng, Y, 2008. "Information-Based Trade in the Shanghai StockMarket," Cardiff Economics Working Papers E2008/2, Cardiff University, Cardiff Business School, Economics Section.

Articles

  1. Wong, Woon K. & Liu, Bo & Zeng, Yong, 2009. "Can price limits help when the price is falling? Evidence from transactions data on the Shanghai Stock Exchange," China Economic Review, Elsevier, vol. 20(1), pages 91-102, March.
  2. W. K. Wong, 2009. "Backtesting the tail risk of VaR in holding US dollar," Applied Financial Economics, Taylor & Francis Journals, vol. 19(4), pages 327-337.
  3. Wong, Woon K. & Chang, Matthew C. & Tu, Anthony H., 2009. "Are magnet effects caused by uninformed traders? Evidence from Taiwan Stock Exchange," Pacific-Basin Finance Journal, Elsevier, vol. 17(1), pages 28-40, January.
  4. Wong, Woon K. & Tan, Dijun & Tian, Yixiang, 2009. "Informed trading and liquidity in the Shanghai Stock Exchange," International Review of Financial Analysis, Elsevier, vol. 18(1-2), pages 66-73, March.
  5. Wong, Woon K. & Tu, Anthony H., 2009. "Market imperfections and the information content of implied and realized volatility," Pacific-Basin Finance Journal, Elsevier, vol. 17(1), pages 58-79, January.
  6. Wong, Woon K., 2008. "Backtesting trading risk of commercial banks using expected shortfall," Journal of Banking & Finance, Elsevier, vol. 32(7), pages 1404-1415, July.
  7. A. Abhyankar & L. S. Copeland & W. Wong, 1999. "LIFFE cycles: intraday evidence from the FTSE-100 Stock Index futures market," The European Journal of Finance, Taylor & Francis Journals, vol. 5(2), pages 123-139.
  8. 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.
  9. Abhyankar, A & Copeland, L S & Wong, W, 1995. "Nonlinear Dynamics in Real-Time Equity Market Indices: Evidence from the United Kingdom," Economic Journal, Royal Economic Society, vol. 105(431), pages 864-80, July.

NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (1) 2009-06-03
  2. NEP-BEC: Business Economics (1) 2008-05-05
  3. NEP-ECM: Econometrics (1) 2008-05-05
  4. NEP-FMK: Financial Markets (1) 2008-07-30
  5. NEP-IFN: International Finance (1) 2008-05-05
  6. NEP-MST: Market Microstructure (3) 2008-01-26 2008-05-05 2008-07-30. Author is listed
  7. NEP-RMG: Risk Management (1) 2008-07-30

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