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Information about:
Woon K. Wong

Personal Details | Affiliation | Works
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 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.

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Personal Details

First Name: Woon
Middle Name: K.
Last Name: Wong
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RePEc Short-ID: pwo98

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Affiliation

(in no particular order)

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. Clatworthy, Mark A & Pong, Christopher K.M. & Wong, Woon K, 2009. "Auditor Quality and the Role of Accounting Information Flows in Explaining UK Stock Returns," Cardiff Economics Working Papers E2009/9, Cardiff University, Cardiff Business School, Economics Section. [Downloadable!]

  2. 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. [Downloadable!]

  3. 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. [Downloadable!]

  4. 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. [Downloadable!]

  5. 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. [Downloadable!]

  6. Wong, Woon K, 2008. "A Unique Orthogonal Variance Decomposition," Cardiff Economics Working Papers E2008/10, Cardiff University, Cardiff Business School, Economics Section. [Downloadable!]

Articles

  1. 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. [Downloadable!] (restricted)

  2. 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. [Downloadable!] (restricted)

  3. W. K. Wong, 2009. "Backtesting the tail risk of VaR in holding US dollar," Applied Financial Economics, Taylor and Francis Journals, vol. 19(4), pages 327-337. [Downloadable!] (restricted)

  4. 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. [Downloadable!] (restricted)

  5. 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. [Downloadable!] (restricted)

  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. [Downloadable!] (restricted)

  7. A. Abhyankar, L.S. Copeland, W. Wong, 1999. "LIFFE cycles: intraday evidence from the FTSE-100 Stock Index futures market," European Journal of Finance, Taylor and Francis Journals, vol. 5(2), pages 123-139, June. [Downloadable!] (restricted)

  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. [Downloadable!] (restricted)

  10. Abhyankar, A & Copeland, L S & Wong, W, 1995. "Moment Condition Failure in High Frequency Financial Data: Evidence from the S&P 500," Applied Economics Letters, Taylor and Francis Journals, vol. 2(8), pages 288-90, August. [Downloadable!] (restricted)

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 (3) 2008-05-05 2008-07-30 2008-07-30 Author is listed
  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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This page was last updated on 2009-11-9.

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.