IDEAS home Printed from https://ideas.repec.org/d/dfasitw.html
 

Publications

by members of

Department of Finance
College of Management
Asia University
Wufeng, Taiwan

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters |

Working papers

Undated material is listed at the end

2022

  1. Allen, David, 2022. "Asset Pricing Tests, Endogeneity issues and Fama-French factors," MPRA Paper 113610, University Library of Munich, Germany.

2021

  1. Allen, David & Mizuno, Hiro, 2021. "Monetary Policies, US influence and other Factors Affecting Stock Prices in Japan," MPRA Paper 111734, University Library of Munich, Germany.
  2. Allen, David, 2021. "Cryptocurrencies, Diversification and the COVID-19 Pandemic," MPRA Paper 111735, University Library of Munich, Germany.
  3. Rangan Gupta & Christian Pierdzioch & Wing-Keung Wong, 2021. "A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios," Working Papers 202158, University of Pretoria, Department of Economics.
  4. Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & To, 2021. "Non-Standard Errors," Working Paper Series, Social and Economic Sciences 2021-11, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian Brownlees & Javier Gil-Bazo, 2021. "Non-Standard Errors," Working Papers 1303, Barcelona School of Economics.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," IWH Discussion Papers 11/2021, Halle Institute for Economic Research (IWH).
    • Albert J. et al. Menkveld, 2021. "Non-Standard Errors," CESifo Working Paper Series 9453, CESifo.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Post-Print halshs-03500882, HAL.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Cambridge Working Papers in Economics 2182, Faculty of Economics, University of Cambridge.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," SAFE Working Paper Series 327, Leibniz Institute for Financial Research SAFE.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021. "Non-Standard Errors," Working Papers 2021-31, Faculty of Economics and Statistics, University of Innsbruck.
    • Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Menkveld, Albert J. & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz & Wolff, Christian C, 2021. "Non-Standard Errors," CEPR Discussion Papers 16751, C.E.P.R. Discussion Papers.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021. "Non-standard errors," Economics Working Papers 1807, Department of Economics and Business, Universitat Pompeu Fabra.
    • Vilhelmsson, Anders, 2021. "Non-Standard Errors," Working Papers 2021:17, Lund University, Department of Economics.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Frömmel & et al, 2021. "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1032, Ghent University, Faculty of Economics and Business Administration.
    • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022. "Non-Standard Errors," Swiss Finance Institute Research Paper Series 22-09, Swiss Finance Institute.
    • Ferrara, Gerardo & Jurkatis, Simon, 2021. "Non-standard errors," Bank of England working papers 955, Bank of England.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03500882, HAL.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Janeway Institute Working Papers 2112, Faculty of Economics, University of Cambridge.
    • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021. "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne 21033, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.

2020

  1. Allen, David & Sandakchiev, Danail & Hooper, Vincent & Ivanov, Ivan, 2020. "The Influence of Dust Levels on Atmospheric Carbon Dioxide and Global Temperature," MPRA Paper 103862, University Library of Munich, Germany.
  2. Chu, Amanda M.Y. & Lv, Zhihui & Wagner, Niklas F. & Wong, Wing-Keung, 2020. "Linear and Nonlinear Growth Determinants: The Case of Mongolia and its Connection to China," MPRA Paper 99185, University Library of Munich, Germany.

2019

  1. Allen, D.E. & McAleer, M.J., 2019. "Drawbacks in the 3-Factor Approach of Fama and French (2018)," Econometric Institute Research Papers EI2019-20, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  2. David E. Allen & Michael McAleer, 2019. "Fake news and propaganda: Trump's Democratic America and Hitler's National Socialist (Nazi) Germany," Documentos de Trabajo del ICAE 2019-16, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  3. David E. Allen & Michael McAleer, 2019. "Drawbacks in the 3-factor approach of Fama and French," Documentos de Trabajo del ICAE 2019-02, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  4. Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2019. "Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018," Documentos de Trabajo del ICAE 2019-03, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  5. Thi-Hong-Van Hoang & Zhenzhen Zhu & Abdelbari El Khamlichi & Wing-Keung Wong, 2019. "Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis," Post-Print hal-02179795, HAL.

2018

  1. David E. Allen & Michael McAleer & David McHardy Reid, 2018. "Fake news and indifference to truth: Dissecting tweets and State of the Union Addresses by Presidents Obama and Trump," Documentos de Trabajo del ICAE 2018-07, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  2. Allen, D.E. & McAleer, M.J. & McHardy Reid, D., 2018. "Fake News and Indifference to Truth," Econometric Institute Research Papers EI2018-10, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  3. Xiaojuan Yu & Vincent van den Berg & Erik Verhoef, 2018. "Carpooling with heterogeneous users in the bottleneck model," Tinbergen Institute Discussion Papers 18-054/VIII, Tinbergen Institute.
  4. Allen, D.E. & McAleer, M.J., 2018. ""Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond": Comment," Econometric Institute Research Papers EI 2018-33, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  5. David E. Allen & Michael McAleer & Abhay K. Singh, 2018. "A Multi-Criteria Financial and Energy Portfolio Analysis of Hedge Fund Strategies," Documentos de Trabajo del ICAE 2018-18, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  6. Asai, M. & Peiris, S. & McAleer, M.J. & Allen, D.E., 2018. "Cointegrated Dynamics for A Generalized Long Memory Process," Econometric Institute Research Papers EI 2018-32, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  7. David E. Allen & Michael McAleer & David McHardy Reid, 2018. "Fake News and Indifference to Scientific Fact: President Trump's Confused Tweets on Global Warming, Climate Change and Weather," Documentos de Trabajo del ICAE 2018-17, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  8. Manabu Asai & Shelton Peiris & Michael McAleer & David E. Allen, 2018. "Cointegrated Dynamics for A Generalized Long Memory Process: An Application to Interest Rates," Documentos de Trabajo del ICAE 2018-22, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  9. Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2018. "Management Information, Decision Sciences, and Financial Economics : a connection," Econometric Institute Research Papers 2018-004/III, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  10. Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2018. "Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections," Econometric Institute Research Papers 18-024/III, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  11. Chia-Lin Chang & Wing-Keung Wong & Michael McAleer, 2018. "Big data, computational science, economics, finance, marketing, management, and psychology: connections," Documentos de Trabajo del ICAE 2018-05, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  12. Wong, W.-K. & Lean, H.H. & McAleer, M.J. & Tsai, F.-T., 2018. "Why did Warrant Markets Close in China but not Taiwan?," Econometric Institute Research Papers EI2018-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  13. Mou, W.M. & Wong, W.-K. & McAleer, M.J., 2018. "Financial Credit Risk and Core Enterprise Supply Chains," Econometric Institute Research Papers EI2018-27, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  14. Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2018. "Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018," Econometric Institute Research Papers EI2018-40, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  15. Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2018. "Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018," Econometric Institute Research Papers EI2018-41, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  16. Mou, W.M. & Wong, W.-K. & McAleer, M.J., 2018. "Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains," Econometric Institute Research Papers EI2018-42, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  17. Rangan Gupta & Chi Keung Marco Lau & Vasilios Plakandaras & Wing-Keung Wong, 2018. "The Role of Housing Sentiment in Forecasting US Home Sales Growth: Evidence from a Bayesian Compressed Vector Autoregressive Model," Working Papers 201842, University of Pretoria, Department of Economics.
  18. Lu, Richard & Yang, Chen-Chen & Wong, Wing-Keung, 2018. "Time Diversification: Perspectives from the Economic Index of Riskiness," MPRA Paper 89167, University Library of Munich, Germany, revised 02 Oct 2018.
  19. Vasilios Plakandaras & Rangan Gupta & Wing-Keung Wong, 2018. "Point and Density Forecasts of Oil Returns: The Role of Geopolitical Risks," Working Papers 201847, University of Pretoria, Department of Economics.
  20. Rangan Gupta & Zhihui Lv & Wing-Keung Wong, 2018. "Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector," Working Papers 201849, University of Pretoria, Department of Economics.
  21. Riza Demirer & Rangan Gupta & Zhihui Lv & Wing-Keung Wong, 2018. "Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests," Working Papers 201846, University of Pretoria, Department of Economics.
  22. Chow, Sheung Chi & Vieito, João Paulo & Wong, Wing-Keung, 2018. "Do both demand-following and supply-leading theories hold true in developing countries?," MPRA Paper 87641, University Library of Munich, Germany.
  23. Thi Hong Van Hoang & Zhenzhen Zhu & Bing Xiao & Wing‐keung Wong, 2018. "The seasonality of gold prices in China: Does the risk-aversion level matter?," Post-Print hal-01903522, HAL.

2017

  1. David Allen & Michael McAleer, 2017. "Theoretical and Empirical Differences Between Diagonal and Full Bekk for Risk Management," Tinbergen Institute Discussion Papers 17-069/III, Tinbergen Institute.
  2. Niu, Cuizhen & Wong, Wing-Keung & Xu, Qunfang, 2017. "Higher-Order Risk Measure and (Higher-Order) Stochastic Dominance," MPRA Paper 75948, University Library of Munich, Germany.
  3. El khamlichi, Abdelbari & HOANG, Thi Hong Van & Wong, Wing-Keung, 2017. "Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis," MPRA Paper 76282, University Library of Munich, Germany.
  4. Chong, Terence Tai-Leung & Cao, Bingqing & Wong, Wing Keung, 2017. "A Principal Component Approach to Measuring Investor Sentiment in Hong Kong," MPRA Paper 77147, University Library of Munich, Germany.
  5. Guo, Xu & Wagener, Andreas & Wong, Wing-Keung & Zhu, Lixing, 2017. "The Two-Moment Decision Model with Additive Risks," MPRA Paper 77625, University Library of Munich, Germany.
  6. Alghalith, Moawia & Niu, Cuizhen & Wong, Wing-Keung, 2017. "The impacts of joint energy and output prices uncertainties in a mean-variance framework," MPRA Paper 79739, University Library of Munich, Germany.
  7. Cuizhen Niu & Xu Guo & Michael McAleer & Wing-Keung Wong, 2017. "Theory and Application of an Economic Performance Measure of Risk," Tinbergen Institute Discussion Papers 17-055/III, Tinbergen Institute.
  8. Xu Guo & Gao-Rong Li & Wing-Keung Wong & Michael McAleer, 2017. "Specification Testing of Production in a Stochastic Frontier Model," Documentos de Trabajo del ICAE 2017-23, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  9. Sheung-Chi Chow & Rangan Gupta & Tahir Suleman & Wing-Keung Wong, 2017. "Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks," Working Papers 201773, University of Pretoria, Department of Economics.
  10. Xu GUO & Wing-Keung WONG, 2017. "Regret Aversion, Regret Neutrality, and Risk Aversion in Production," Economic Growth Centre Working Paper Series 1709, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
  11. Valenzuela, Maria Rebecca & Wong, Wing-Keung & Zhen, Zhu Zhen, 2017. "Income and Consumption Inequality in the Philippines: A Stochastic Dominance Analysis of Household Unit Records," ADBI Working Papers 662, Asian Development Bank Institute.
  12. Elie Bouri & Rangan Gupta & Wing-Keung Wong & Zhenzhen Zhu, 2017. "Is Wine a Good Choice for Investment?," Working Papers 201781, University of Pretoria, Department of Economics.
  13. Niu, Cuizhen & Wong, Wing-Keung & Zhu, Lixing, 2017. "Farinelli and Tibiletti ratio and Stochastic Dominance," MPRA Paper 82737, University Library of Munich, Germany.
  14. Chow, Sheung-Chi & Hon, Tai-Yuen & Wong, Wing-Keung & Woo, Kai-Yin, 2017. "Empirical Study on Conservative and Representative Heuristics of Hong Kong Small Investors Adopting Momentum and Contrarian Trading Strategies," MPRA Paper 82744, University Library of Munich, Germany.
  15. Bing Xiao & Thi Hong Van Hoang & Wing-Keung Wong & Zhenzhen Zhu, 2017. "The seasonality of Gold Prices in China: Evidence from Shanhai Gold Exchange," Post-Print hal-01655746, HAL.
  16. Hang K. Ryu & Daniel J. Slottje & Michael McAleer, 2017. "A New Inequality Measure that is Sensitive to Extreme Values and Asymmetries," Documentos de Trabajo del ICAE 2017-25, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.

2016

  1. David E. Allen & Chialin Chang & Michael McAleer & Abhay K. Singh, 2016. "A Cointegration Analysis of Agricultural, Energy and Bio-Fuel Spot and Futures Prices," Tinbergen Institute Discussion Papers 16-038/III, Tinbergen Institute.
  2. Allen, D.E. & McAleer, M.J. & Singh, A.K., 2016. "An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series," Econometric Institute Research Papers EI2016-21, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  3. David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh, 2016. "Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events," Tinbergen Institute Discussion Papers 16-084/III, Tinbergen Institute.
  4. Allen, D.E. & McAleer, M.J. & Singh, A.K., 2016. "A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies," Econometric Institute Research Papers EI2016-46, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  5. Guo, X. & McAleer, M.J. & Wong, W.-K. & Zhu, L., 2016. "A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction during Financial Crises," Econometric Institute Research Papers EI2016-01, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  6. Vieito, João Paulo & Wong, Wing-Keung & Chow, Sheung Chi, 2016. "Stock Market Liberalizations and Efficiency: The Case of Latin America," MPRA Paper 68949, University Library of Munich, Germany.
  7. Tsang, Chun-Kei & Wong, Wing-Keung & Horowitz, Ira, 2016. "A stochastic-dominance approach to determining the optimal home-size purchase: The case of Hong Kong," MPRA Paper 69175, University Library of Munich, Germany.
  8. Bai, Z. & Li, H. & McAleer, M.J. & Wong, W.-K., 2016. "Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization," Econometric Institute Research Papers EI2016-20, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  9. Guo, Xu & Wong, Wing-Keung, 2016. "Multivariate Stochastic Dominance for Risk Averters and Risk Seekers," MPRA Paper 70637, University Library of Munich, Germany.
  10. Alghalith, Moawia & Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2016. "A General Optimal Investment Model in the Presence of Background Risk," MPRA Paper 70644, University Library of Munich, Germany.
  11. Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2016. "Management Science, Economics and Finance: A Connection," Econometric Institute Research Papers EI2016-26, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  12. Bai, Zhidong & Liu, Huixia & Wong, Wing-Keung, 2016. "Making Markowitz's Portfolio Optimization Theory Practically Useful," MPRA Paper 74360, University Library of Munich, Germany.
  13. Clark, Ephraim & Qiao, Zhuo & Wong, Wing-Keung, 2016. "Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets," MPRA Paper 74344, University Library of Munich, Germany.
  14. Niu, Cuizhen & Wong, Wing-Keung & Zhu, Lixing, 2016. "First Stochastic Dominance and Risk Measurement," MPRA Paper 75027, University Library of Munich, Germany.
  15. Chan, Raymond H. & Clark, Ephraim & Wong, Wing-Keung, 2016. "On the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors with Analysis of their Traditional and Internet Stocks," MPRA Paper 75002, University Library of Munich, Germany.
  16. Sheung-Chi Chow & Juncal Cunado & Rangan Gupta & Wing-Keung Wong, 2016. "Causal Relationships between Economic Policy Uncertainty and Housing Market Returns in China and India: Evidence from Linear and Nonlinear Panel and Time Series Models," Working Papers 201674, University of Pretoria, Department of Economics.
  17. Hui, Yongchang & Wong, Wing-Keung & Bai, Zhidong & Zhu, Zhenzhen, 2016. "A New Nonlinearity Test to Circumvent the Limitation of Volterra Expansion with Applications," MPRA Paper 75216, University Library of Munich, Germany.
  18. Tsang, Chun-Kei & Wong, Wing-Keung & Horowitz, Ira, 2016. "Arbitrage Opportunities, Efficiency, and the Role of Risk Preferences in the Hong Kong Property Market," MPRA Paper 74347, University Library of Munich, Germany.
  19. Lam, Kin & Lean, Hooi Hooi & Wong, Wing-Keung, 2016. "Stochastic Dominance and Investors’ Behavior towards Risk: The Hong Kong Stocks and Futures Markets," MPRA Paper 74386, University Library of Munich, Germany.
  20. Sheung-Chi Chow & Ma. Rebecca Valenzuela & Wing-Keung Wong, 2016. "New Tests for Richness and Poorness:A Stochastic Dominance Analysis of Income Distributions in Hong Kong," Monash Economics Working Papers 25-16, Monash University, Department of Economics.

2015

  1. David E. Allen & Michael McAleer & Abhay K. Singh, 2015. "Daily Market News Sentiment and Stock Prices," Tinbergen Institute Discussion Papers 15-090/III, Tinbergen Institute.
  2. David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh, 2015. "Multivariate Volatility Impulse Response Analysis of GFC News Events," Tinbergen Institute Discussion Papers 15-089/III, Tinbergen Institute.
  3. David E. Allen & Michael McAleer & Robert J. Powell & Abbay K. Singh, 2015. "Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC," Tinbergen Institute Discussion Papers 15-122/III, Tinbergen Institute.
  4. David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh, 2015. "Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies," Tinbergen Institute Discussion Papers 15-125/III, Tinbergen Institute.
  5. Li, Hua & Bai, Zhi Dong & Wong, Wing Keung, 2015. "High dimensional Global Minimum Variance Portfolio," MPRA Paper 66284, University Library of Munich, Germany.
  6. Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2015. "Behavioural, Financial, and Health & Medical Economics: A Connection," Econometric Institute Research Papers EI2015-27, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  7. Guo, Xu & Lien, Donald & Wong, Wing-Keung, 2015. "Good Approximation of Exponential Utility Function for Optimal Futures Hedging," MPRA Paper 66841, University Library of Munich, Germany.
  8. Vieito, João Paulo & Wong, Wing-Keung & Zhu, Zhenzhen, 2015. "Could the global financial crisis improve the performance of the G7 stocks markets?," MPRA Paper 66521, University Library of Munich, Germany.
  9. Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2015. "Informatics, Data Mining, Econometrics and Financial Economics: A Connection," Econometric Institute Research Papers EI2015-34, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  10. Owyong, David & Wong, Wing-Keung & Horowitz, Ira, 2015. "Cointegration and Causality among the Onshore and Offshore Markets for China's Currency," MPRA Paper 71107, University Library of Munich, Germany.
  11. Thi-Hong-Van Hoang & Wing-Keung Wong & Zhenzhen Zhu, 2015. "Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange," Post-Print hal-02010732, HAL.

2014

  1. David E. Allen & Michael McAleer & Abhay K. Singh, 2014. "Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series," Working Papers in Economics 14/04, University of Canterbury, Department of Economics and Finance.
  2. David E. Allen & Michael McAleer & Abhay K. Singh, 2014. "Risk Measurement and risk modelling using applications of Vine Copulas," Documentos de Trabajo del ICAE 2014-09, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  3. David E. Allen & Michael McAleer & Marcel Scharth, 2014. "Asymmetric Realized Volatility Risk," Documentos de Trabajo del ICAE 2014-16, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  4. David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2014. "Volatility Spillovers from Australia's major trading partners across the GFC," Working Papers in Economics 14/23, University of Canterbury, Department of Economics and Finance.
  5. David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2014. "European Market Portfolio Diversification Strategies across the GFC," Documentos de Trabajo del ICAE 2014-27, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  6. David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh, 2014. "Hedge Fund Portfolio Diversification Strategies Across the GFC," Documentos de Trabajo del ICAE 2014-32, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  7. Guo, Xu & Li, Gao Rong & Wong, Wing Keung, 2014. "Specification Testing of Production Frontier Function in Stochastic Frontier Model," MPRA Paper 57999, University Library of Munich, Germany.
  8. Thi Hong Van Hoang & W.K. Wong & Z. Z. Zhen, 2014. "The diversification of Chinese portfolios with gold quoted at the Shanghai Gold Exchange: A mean-variance and stochastic dominance analysis," Post-Print hal-02097519, HAL.

2013

  1. David Allen & Mohammad.A. Ashraf & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013. "Financial Dependence Analysis: Applications of Vine Copulae," Documentos de Trabajo del ICAE 2013-05, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  2. Chia-Lin Chang & David Allen & Michael McAleer, 2013. "Recent Developments in Financial Economics and Econometrics: An Overview," Documentos de Trabajo del ICAE 2013-03, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  3. David E Allen & Michael McAleer & Robert J Powell & Abhay K Singh, 2013. "Nonparametric Multiple Change Point Analysis of the Global Financial Crisis," KIER Working Papers 866, Kyoto University, Institute of Economic Research.
  4. Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral, 2013. "Risk Modeling and Management: An Overview," Working Papers in Economics 13/22, University of Canterbury, Department of Economics and Finance.
  5. David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013. "A Capital Adequacy Buffer Model," Documentos de Trabajo del ICAE 2013-33, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  6. David E. Allen & Abhay K. Singh & Robert J. Powell & Michael McAleer & James Taylor & Lyn Thomas, 2013. "Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression," Tinbergen Institute Discussion Papers 13-020/III, Tinbergen Institute.
  7. Bai, Zhidong & Li, Hua & Wong, Wing-Keung, 2013. "The best estimation for high-dimensional Markowitz mean-variance optimization," MPRA Paper 43862, University Library of Munich, Germany.
  8. Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013. "Two-moment decision model for location-scale family with background asset," MPRA Paper 43864, University Library of Munich, Germany.
  9. Guo, Xu & Zhu, Xuehu & Wong, Wing-Keung & Zhu, Lixing, 2013. "A Note on Almost Stochastic Dominance," MPRA Paper 44365, University Library of Munich, Germany.
  10. Michael McAleer & John Suen & Wing Keung Wong, 2013. "Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis," KIER Working Papers 869, Kyoto University, Institute of Economic Research.
  11. Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013. "Almost Stochastic Dominance and Moments," MPRA Paper 49274, University Library of Munich, Germany.
  12. Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2013. "Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures," Working Papers in Economics 13/30, University of Canterbury, Department of Economics and Finance.
  13. Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013. "An analysis of portfolio selection with multiplicative background risk," MPRA Paper 51331, University Library of Munich, Germany.
  14. Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013. "Make Almost Stochastic Dominance really Almost," MPRA Paper 49745, University Library of Munich, Germany.
  15. Broll, Udo & Wong, Wing-Keung & Wu, Mojia, 2013. "Banking Firm and Two-Moment Decision Making," MPRA Paper 51687, University Library of Munich, Germany.
  16. Xu, Guo & Wing-Keung, Wong & Lixing, Zhu, 2013. "Comparisons and Characterizations of the Mean-Variance, Mean-VaR, Mean-CVaR Models for Portfolio Selection With Background Risk," MPRA Paper 51827, University Library of Munich, Germany.
  17. Guo, Xu & Post, Thierry & Wong, Wing-Keung & Zhu, Lixing, 2013. "Moment Conditions for Almost Stochastic Dominance," MPRA Paper 51725, University Library of Munich, Germany.
  18. Alghalith, Moawia & Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013. "Input Demand under Joint Energy and Output Prices Uncertainties," MPRA Paper 52368, University Library of Munich, Germany.
  19. Xu, Guo & Wing-Keung, Wong & Lixing, Zhu, 2013. "Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors," MPRA Paper 51744, University Library of Munich, Germany.
  20. Broll, Udo & Ergozue, Martin & Welzel, Peter & Wong, Wing-Keung, 2013. "Optimal Output for the Regret-Averse Competitive Firm Under Price Uncertainty," MPRA Paper 51703, University Library of Munich, Germany.
  21. Chenghu Ma & Wing-Keung Wong, 2013. "Stochastic Dominance and Risk Measure: A Decision-Theoretic Foundation for VaR and C-VaR," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
  22. Thi Hong Van Hoang & Hooi Hooi Lean & Wing-Keung Wong, 2013. "Is Gold Good for Portfolio Diversification? A Stochastic Dominance Analysis of the Paris Stock Exchange," Working Papers 05-13, Association Française de Cliométrie (AFC).

2012

  1. D.E. Allen & A. Kramadibrata & Michael McAleer & R. Powell & A. K. Singh, 2012. "A non-parametric and entropy based analysis of the relationship between the VIX and S&P500," Documentos de Trabajo del ICAE 2012-19, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  2. D.E. Allen & Abhay K Singh & R. Powell & Michael McAleer & James Taylor & Lyn Thomas, 2012. "The Volatility-Return Relationship: Insights from Linear and Non-Linear Quantile Regressions," Documentos de Trabajo del ICAE 2012-24, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  3. David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2012. "Volatility Spillovers from the US to Australia and China across the GFC," Documentos de Trabajo del ICAE 2012-30, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  4. Zhidong Bai & Hua Li & Michael McAleer & Wing-Keung Wong, 2012. "Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China," KIER Working Papers 820, Kyoto University, Institute of Economic Research.
  5. Martín Egozcue & Sébastien Massoni & Wing-Keung Wong & Ričardas Zitikis, 2012. "Integration-segregation decisions under general value functions : "Create your own bundle -- choose 1, 2, or all 3 !"," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00747008, HAL.
  6. Martín Egozcue & Sébastien Massoni & Wing-Keung Wong & RiÄ ardas Zitikis, 2012. "Integration-segregation decisions under general value functions: "Create your own bundle — choose 1, 2, or all 3!"," Documents de travail du Centre d'Economie de la Sorbonne 12057, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  7. Bai, Zhidong & Hui, Yongchang & Wong, Wing-Keung, 2012. "New Non-Linearity Test to Circumvent the Limitation of Volterra Expansion," MPRA Paper 41872, University Library of Munich, Germany.
  8. Guo, Xu & Lam, Kin & Wong, Wing-Keung & Zhu, Lixing, 2012. "A New Pseudo-Bayesian Model of Investors' Behavior in Financial Crises," MPRA Paper 42535, University Library of Munich, Germany.
  9. Chan, Raymond H. & Clark, Ephraim & Wong, Wing-Keung, 2012. "On the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors," MPRA Paper 42676, University Library of Munich, Germany.

2011

  1. Michael McAleer & David Allen & Ron Amram, 2011. "Volatility Spillovers from the Chinese Stock Market to Economic Neighbours," KIER Working Papers 805, Kyoto University, Institute of Economic Research.

2010

  1. Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2010. "Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach," CIRJE F-Series CIRJE-F-705, CIRJE, Faculty of Economics, University of Tokyo.
  2. Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2010. "Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach," Working Papers in Economics 10/18, University of Canterbury, Department of Economics and Finance.
  3. Guorui Bian & Michael McAleer & Wing-Keung Wong, 2010. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," KIER Working Papers 735, Kyoto University, Institute of Economic Research.
  4. Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2010. "Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance," Working Papers in Economics 10/22, University of Canterbury, Department of Economics and Finance.
  5. Broll, Udo & Egozcue, Martín & Wong, Wing-Keung & Zitikis, Ričardas, 2010. "Prospect theory and hedging risks," Dresden Discussion Paper Series in Economics 05/10, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.

2009

  1. David E. Allen & Michael McAleer & Marcel Scharth, 2009. "Realized Volatility Risk," CIRJE F-Series CIRJE-F-693, CIRJE, Faculty of Economics, University of Tokyo.
  2. 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.
  3. Broll, Udo & Egozcue, Martín & Wong, Wing-Keung, 2009. "Prospect theory and two moment model: the firm under price uncertainty," Dresden Discussion Paper Series in Economics 01/09, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
  4. Chia-Lin Chang & Michael McAleer & Dan Slottje, 2009. "Modelling International Tourist Arrivals and Volatility: An Application to Taiwan," Documentos de Trabajo del ICAE 2009-06, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.

2008

  1. Allen, David E & Powell, Robert, 2008. "Structural Credit Modelling and Its Relationship to Market Value at Risk: An Australian Sectoral Perspective," MPRA Paper 47206, University Library of Munich, Germany.
  2. Liew, Venus Khim-Sen & Qiao, Zhuo & Wong, Wing-Keung, 2008. "Linearity and stationarity of G7 government bond returns," MPRA Paper 24836, University Library of Munich, Germany, revised 08 Sep 2010.
  3. J. G. Hirschberg, J. N. Lye & D. J. Slottje, 2008. "Confidence Intervals for Estimates of Elasticities," Department of Economics - Working Papers Series 1053, The University of Melbourne.

2007

  1. Dominic Gasbarro & Wing-Keung Wong & J. Kenton Zumwalt, 2007. "Stochastic Dominance Analysis of iShares," Finance Working Papers 21919, East Asian Bureau of Economic Research.
  2. Wing-Keung Wong, 2007. "Stochastic Dominance and Mean-Variance Measures of Profit and Loss for Business Planning and Investment," Finance Working Papers 21922, East Asian Bureau of Economic Research.
  3. Robert L. Basmann & Michael McAleer & Daniel Slottje, 2007. "Patent Activity and Technical Change," DEA Working Papers 27, Universitat de les Illes Balears, Departament d'Economía Aplicada.

2006

  1. Gao, Jiti & McAleer, Michael & Allen, Dave, 2006. "Econometric modelling in finance and risk management: An overview," MPRA Paper 11978, University Library of Munich, Germany, revised Nov 2007.
  2. 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.

2005

  1. Udo Broll & Jack E. Wahl & Wing-Keung Wong, 2005. "Elasticity of risk aversion and international trade," Monash Economics Working Papers 07/05, Monash University, Department of Economics.
  2. Wing-Keung Wong & Raymond H. Chan, 2005. "Prospect and Markowitz Stochastic Dominance," Monash Economics Working Papers 08/05, Monash University, Department of Economics.
  3. 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.
  4. 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.
  5. 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," Finance Working Papers 22587, East Asian Bureau of Economic Research.
  6. Suhejla Hoiti & Esfandiar Maasoumi & Michael McAleer & Daniel Slottje, 2005. "Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments," DEA Working Papers 14, Universitat de les Illes Balears, Departament d'Economía Aplicada.
  7. J. Hirschberg & J. Lye & D.J. Slottje, 2005. "Alernative Forms for Restricted Regressions," Department of Economics - Working Papers Series 954, The University of Melbourne.

2003

  1. J.G. Hirschberg & D.J. Slottje, 2003. "Bounding Estimates of Wage Discrimination," Department of Economics - Working Papers Series 879, The University of Melbourne.

2002

  1. David Allen & Garry MacDonald & Kathleen Walsh & D Walsh, 2002. "Using Regression Techniques to Estimate Futures Hedge Ratios Some Results from Alternative Approaches Applied to Australian 10 Year Treasury Bond Futures," Published Paper Series 2002-3, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  2. Joseph G. Hirschberg & Esfandiar Maasoumi & Daniel Slottje & Augustine C. Arize, 2002. "Antitrust Issues in International Comparisons of Market Structure," Department of Economics - Working Papers Series 836, The University of Melbourne.

2001

  1. Zheng, H. & Thomas, L.C. & Allen, D.E., 2001. "The Duration Derby: A Comparison of Duration Based Strategies in Asset Liability Management," Papers 01-176, University of Southampton - Department of Accounting and Management Science.
  2. Hirschberg, J.G. & Maasoumi, E. & Slottje, D.J., 2001. "Clusters of Attributes and Well-Being in the US," Department of Economics - Working Papers Series 778, The University of Melbourne.

1999

  1. Hirschberg, J.G. & Slottje, D.J., 1999. "The Reparametrization of Linear Models Subject to Exact Linear Restrictions," Department of Economics - Working Papers Series 702, The University of Melbourne.
  2. Millimet, Daniel L. & Slottje, Daniel, 1999. "The Distribution of Pollution in the United States: An Environmental Gini Approach," Departmental Working Papers 002, Southern Methodist University, Department of Economics.

1998

  1. Hirschberg, J.G. & Maasoumi, E. & Slottje, D.J., 1998. "The Environment and the Quality of Life in the United States Over Time," Department of Economics - Working Papers Series 654, The University of Melbourne.

1997

  1. Hirschberg, J. G. & Maasoumi, E. & Slottje, D. J., 1997. "A Cluster Analysis of the Quality of Life in the United States over Time," Department of Economics - Working Papers Series 596, The University of Melbourne.

1993

  1. Joseph H. Haslag & Michael Nieswiadomy & Daniel J. Slottje, 1993. "Are net discount rates stationary?: some further evidence," Working Papers 9341, Federal Reserve Bank of Dallas.

1990

  1. Joseph H. Haslag & Michael Nieswiadomy & Daniel J. Slottje, 1990. "Are net discount ratios stationary?: the implications for present value calculations," Working Papers 9006, Federal Reserve Bank of Dallas.

1989

  1. Joseph H. Haslag & Daniel J. Slottje, 1989. "Macroeconomic policy and income inequality: an error-correction representation," Working Papers 8909, Federal Reserve Bank of Dallas.

Undated

  1. Kathy Hayes & Peter Lambert & Daniel Slottje, "undated". "Evaluating Impact Effects of Tax Reforms," Discussion Papers 93/10, Department of Economics, University of York.

Journal articles

2022

  1. David E. Allen, 2022. "Cryptocurrencies, Diversification and the COVID-19 Pandemic," JRFM, MDPI, vol. 15(3), pages 1-25, February.
  2. David E. Allen & Michael McAleer, 2022. "Trump’s COVID-19 tweets and Dr. Fauci’s emails," Scientometrics, Springer;Akadémiai Kiadó, vol. 127(3), pages 1643-1655, March.
  3. David E. Allen & Michael McAleer, 2022. "“Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Some Antecedents on Causality," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 117(537), pages 214-224, January.
  4. Choijil, Enkhbayar & Méndez, Christian Espinosa & Wong, Wing-Keung & Vieito, João Paulo & Batmunkh, Munkh-Ulzii, 2022. "Thirty years of herd behavior in financial markets: A bibliometric analysis," Research in International Business and Finance, Elsevier, vol. 59(C).
  5. Susilo Nur Aji Cokro Darsono & Wing-Keung Wong & Tran Thai Ha Nguyen & Hafsah Fajar Jati & Diah Setyawati Dewanti, 2022. "Good Governance and Sustainable Investment: The Effects of Governance Indicators on Stock Market Returns," Advances in Decision Sciences, Asia University, Taiwan, vol. 26(1), pages 69-101, March.
  6. Zhenkai Yang & Mei-Chih Wang & Tsangyao Chang & Wing-Keung Wong & Fangjhy Li, 2022. "Which Factors Determine CO 2 Emissions in China? Trade Openness, Financial Development, Coal Consumption, Economic Growth or Urbanization: Quantile Granger Causality Test," Energies, MDPI, vol. 15(7), pages 1-18, March.
  7. Sobar M Johari & Wing-Keung Wong & Ammelia Rizza Fitri Ayu L.C., 2022. "Driven Determinants to Indonesia Sharia Commercial Banks' Performance: The Important Role of Diversification Strategy," Advances in Decision Sciences, Asia University, Taiwan, vol. 26(2), pages 64-96, June.
  8. Susilo Nur Aji Cokro Darsono & Wing-Keung Wong & Tran Thai Ha Nguyen & Dyah Titis Kusuma Wardani, 2022. "The Economic Policy Uncertainty and Its Effect on Sustainable Investment: A Panel ARDL Approach," JRFM, MDPI, vol. 15(6), pages 1-17, June.
  9. Rehana Ali Naqvi & Muhammad Irfan & Shabieh Farwa & Wing-Keung Wong & Hijaz Ahmad, 2022. "Mode Shift Behavior of Commuters Toward Islamabad Metro Bus Service," Advances in Decision Sciences, Asia University, Taiwan, vol. 26(3), pages 1-24, September.
  10. Ying Li & Wing-Keung Wong & Ming Jing Yang & Yang-Che Wu & Tien-Trung Nguyen, 2022. "Modeling the Linkage between Vertical Contracts and Strategic Environmental Policy: Energy Price Marketization Level and Strategic Choice for China," Energies, MDPI, vol. 15(13), pages 1-12, June.
  11. Wing-Keung Wong, 2022. "Editorial Statement and Research Ideas on Using Behavioral Models in Environmental Research and Public Health with Applications," IJERPH, MDPI, vol. 19(12), pages 1-3, June.
  12. Sumia Mumtaz & Amanda M. Y. Chu & Saman Attiq & Hassan Jalil Shah & Wing-Keung Wong, 2022. "Habit—Does It Matter? Bringing Habit and Emotion into the Development of Consumer’s Food Waste Reduction Behavior with the Lens of the Theory of Interpersonal Behavior," IJERPH, MDPI, vol. 19(10), pages 1-24, May.
  13. Bünyamin Fuat Yıldız & Korhan K. Gökmenoğlu & Wing-Keung Wong, 2022. "Analysing Monetary Policy Shocks by Sign and Parametric Restrictions: The Evidence from Russia," Economies, MDPI, vol. 10(10), pages 1-16, September.
  14. Waheed Ali & Raheel Gohar & Bisharat Hussain Chang & Wing-Keung Wong, 2022. "Revisiting the impacts of globalization, renewable energy consumption, and economic growth on environmental quality in South Asia," Advances in Decision Sciences, Asia University, Taiwan, vol. 26(3), pages 75-98, September.
  15. Li, Hua & Bai, Zhidong & Wong, Wing-Keung & McAleer, Michael, 2022. "Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization," Econometrics and Statistics, Elsevier, vol. 24(C), pages 133-150.
  16. Chan, Raymond H. & Chow, Sheung-Chi & Guo, Xu & Wong, Wing-Keung, 2022. "Central moments, stochastic dominance, moment rule, and diversification with an application," Chaos, Solitons & Fractals, Elsevier, vol. 161(C).
  17. Hassan Jalil Shah & Jenho Peter Ou & Saman Attiq & Muhammad Umer & Wing-Keung Wong, 2022. "Does Inclusive Leadership Improve the Sustainability of Employee Relations? Test of Justice Theory and Employee Perceived Insider Status," Sustainability, MDPI, vol. 14(21), pages 1-19, November.

2021

  1. David E. Allen & Michael McAleer, 2021. "Predicting COVID-19 Cases and Deaths in the USA from Tests and State Populations," Advances in Decision Sciences, Asia University, Taiwan, vol. 25(2), pages 1-27, June.
  2. David E. Allen & Michael McAleer, 2021. "A Nonlinear Autoregressive Distributed Lag (NARDL) Analysis of the FTSE and S&P500 Indexes," Risks, MDPI, vol. 9(11), pages 1-20, November.
  3. Husam Rjoub & Jamiu Adetola Odugbesan & Tomiwa Sunday Adebayo & Wing-Keung Wong, 2021. "Sustainability of the Moderating Role of Financial Development in the Determinants of Environmental Degradation: Evidence from Turkey," Sustainability, MDPI, vol. 13(4), pages 1-18, February.
  4. Pho, Kim Hung & Ly, Sel & Lu, Richard & Hoang, Thi Hong Van & Wong, Wing-Keung, 2021. "Is Bitcoin a better portfolio diversifier than gold? A copula and sectoral analysis for China," International Review of Financial Analysis, Elsevier, vol. 74(C).
  5. Faisal Abbas & Imran Yousaf & Shoaib Ali & Wing-Keung Wong, 2021. "Bank Capital Buffer and Economic Growth: New Insights from the US Banking Sector," JRFM, MDPI, vol. 14(4), pages 1-13, March.
  6. Husam Rjoub & Jamiu Adetola Odugbesan & Tomiwa Sunday Adebayo & Wing-Keung Wong, 2021. "Investigating the Causal Relationships among Carbon Emissions, Economic Growth, and Life Expectancy in Turkey: Evidence from Time and Frequency Domain Causality Techniques," Sustainability, MDPI, vol. 13(5), pages 1-20, March.
  7. Chenghu Ma & Wing-Keung Wong, 2021. "A theoretical foundation for games of complete/incomplete contracts," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 8(01), pages 1-19, March.
  8. Zhihui Lv & Amanda M. Y. Chu & Wing Keung Wong & Thomas C. Chiang, 2021. "The maximum-return-and-minimum-volatility effect: evidence from choosing risky and riskless assets to form a portfolio," Risk Management, Palgrave Macmillan, vol. 23(1), pages 97-122, June.
  9. Faisal Abbas & Shoaib Ali & Imran Yousaf & Wing-Keung Wong, 2021. "Dynamics of Funding Liquidity and Risk-Taking: Evidence from Commercial Banks," JRFM, MDPI, vol. 14(6), pages 1-16, June.
  10. Hassan Zada & Arshad Hassan & Wing-Keung Wong, 2021. "Do Jumps Matter in Both Equity Market Returns and Integrated Volatility: A Comparison of Asian Developed and Emerging Markets," Economies, MDPI, vol. 9(2), pages 1-26, June.
  11. Shabir Mohsin Hashmi & Muhammad Akram Gilal & Wing-Keung Wong, 2021. "Sustainability of Global Economic Policy and Stock Market Returns in Indonesia," Sustainability, MDPI, vol. 13(10), pages 1-18, May.
  12. Xu Guo & Martín Egozcue & Wing Keung Wong, 2021. "Production theory under price uncertainty for firms with disappointment aversion," International Journal of Production Research, Taylor & Francis Journals, vol. 59(8), pages 2392-2405, April.
  13. Tomiwa Sunday Adebayo & Abraham Ayobamiji Awosusi & Jamiu Adetola Odugbesan & Gbenga Daniel Akinsola & Wing-Keung Wong & Husam Rjoub, 2021. "Sustainability of Energy-Induced Growth Nexus in Brazil: Do Carbon Emissions and Urbanization Matter?," Sustainability, MDPI, vol. 13(8), pages 1-21, April.
  14. Nguyen Duy Suu & Ho Thuy Tien & Wing-Keung Wong, 2021. "The Impact Of Capital Structure And Ownership On The Performance Of State Enterprises After Equitization: Evidence From Vietnam," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 16(02), pages 1-22, June.
  15. Yushan Cheng & Yongchang Hui & Michael McAleer & Wing-Keung Wong, 2021. "Spurious Relationships for Nearly Non-Stationary Series," JRFM, MDPI, vol. 14(8), pages 1-24, August.
  16. Thong Trung Nguyen & Toan Luu Duc Huynh & Wing-Keung Wong, 2021. "Factors Driving Openness in China Trade: Corruption, Exchange Rate Volatility, and Macro Determinants," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 24(02), pages 1-25, June.
  17. Fangjhy Li & Yang-Che Wu & Mei-Chih Wang & Wing-Keung Wong & Zhijie Xing, 2021. "Empirical Study on CO 2 Emissions, Financial Development and Economic Growth of the BRICS Countries," Energies, MDPI, vol. 14(21), pages 1-33, November.
  18. Rangan Gupta & Christian Pierdzioch & Wing-Keung Wong, 2021. "A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios," Energies, MDPI, vol. 14(20), pages 1-12, October.
  19. Massoud Moslehpour & Panita Chaiyapruk & Sahand Faez & Wing-Keung Wong, 2021. "Generation Y’s Sustainable Purchasing Intention of Green Personal Care Products," Sustainability, MDPI, vol. 13(23), pages 1-14, December.
  20. Faridul Islam & Aviral Kumar Tiwari & Wing-Keung Wong, 2021. "Editorial and Ideas for Research Using Mathematical and Statistical Models for Energy with Applications," Energies, MDPI, vol. 14(22), pages 1-4, November.
  21. Sumayya Chughtai & Tayyaba Rasool & Tahira Awan & Abdul Rashid & Wing-Keung Wong, 2021. "Birds of a Feather Flocking Together: Sustainability of Tax Aggressiveness of Shared Directors from Coercive Isomorphism," Sustainability, MDPI, vol. 13(24), pages 1-15, December.
  22. Massoud Moslehpour & Shin Hung Pan & Aviral Kumar Tiwari & Wing Keung Wong, 2021. "Editorial in Honour of Professor Michael McAleer," Advances in Decision Sciences, Asia University, Taiwan, vol. 25(4), pages 1-14, December.
  23. Le Ngoc Thuy Trang & Do Thi Thanh Nhan & Nguyen Thi Nhu Hao & Wing-Keung Wong, 2021. "Does Bank Liquidity Risk Lead To Bank'S Operational Efficiency? A Study In Vietnam," Advances in Decision Sciences, Asia University, Taiwan, vol. 25(4), pages 46-88, December.
  24. Linh Duy Bui & Trung Chi Le & Anh Huynh Ngoc Quang & Wing-Keung Wong & David McMillan, 2021. "Determinants of the possibilities by investors’ risk-taking: Empirical evidence from Vietnam," Cogent Economics & Finance, Taylor & Francis Journals, vol. 9(1), pages 1917106-191, January.
  25. Kim-Hung Pho & Ngoc-Hien Nguyen & Huu-Nhan Huynh & Wing-Keung Wong, 2021. "A Detailed Guide on How to Use Statistical Software R for Text Mining," Advances in Decision Sciences, Asia University, Taiwan, vol. 25(3), pages 92-110, September.
  26. Birku Reta Entele & Bikram Acharya & Wing-Keung Wong, 2021. "Demand forecasting for successive generations of mobile telecommunication service in Ethiopia," Cogent Economics & Finance, Taylor & Francis Journals, vol. 9(1), pages 1969111-196, January.
  27. Moawia Alghalith & Norman Swanson & Andrey Vasnev & Wing-Keung Wong, 2021. "Editorial Statement In Honor Of Professor Michael Mcaleer," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 16(03), pages 1-21, September.
  28. Sunday Onos Edeki & Deborah Chikwado Okoli & Hijaz Ahmad & Wing-Keung Wong, 2021. "Approximate Series Solutions Of A One-Factor Term Structure Model For Bond Pricing," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 16(04), pages 1-22, December.
  29. Tran Thai Ha Nguyen & Wing-Keung Wong & Gia Quyen Phan & Dang Thanh Minh Tran & Massoud Moslehpour, 2021. "Corporate Valuation Spurred By Information Transparency In An Emerging Economy," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 16(03), pages 1-21, September.
  30. Amarawan Pentrakan & Cheng-Chia Yang & Wing-Keung Wong, 2021. "How Well Does a Sequential Minimal Optimization Model Perform in Predicting Medicine Prices for Procurement System?," IJERPH, MDPI, vol. 18(11), pages 1-17, May.
  31. Saman Attiq & Ka Yin Chau & Shahid Bashir & Muhammad Danish Habib & Rauf I. Azam & Wing-Keung Wong, 2021. "Sustainability of Household Food Waste Reduction: A Fresh Insight on Youth’s Emotional and Cognitive Behaviors," IJERPH, MDPI, vol. 18(13), pages 1-23, June.
  32. Saman Attiq & Amanda M. Y. Chu & Rauf I. Azam & Wing-Keung Wong & Sumia Mumtaz, 2021. "Antecedents of Consumer Food Waste Reduction Behavior: Psychological and Financial Concerns through the Lens of the Theory of Interpersonal Behavior," IJERPH, MDPI, vol. 18(23), pages 1-18, November.
  33. Amanda M. Y. Chu & Thomas W. C. Chan & Mike K. P. So & Wing-Keung Wong, 2021. "Dynamic Network Analysis of COVID-19 with a Latent Pandemic Space Model," IJERPH, MDPI, vol. 18(6), pages 1-22, March.

2020

  1. David E. Allen & Michael McAleer, 2020. "Do We Need Stochastic Volatility and Generalised Autoregressive Conditional Heteroscedasticity? Comparing Squared End-Of-Day Returns on FTSE," Risks, MDPI, vol. 8(1), pages 1-20, February.
  2. David E. Allen & Michael McAleer, 2020. "A Nonlinear Autoregressive Distributed Lag (NARDL) Analysis of West Texas Intermediate Oil Prices and the DOW JONES Index," Energies, MDPI, vol. 13(15), pages 1-11, August.
  3. David Edmund Allen, 2020. "Stochastic Volatility and GARCH: Do Squared End-of-Day Returns Provide Similar Information?," JRFM, MDPI, vol. 13(9), pages 1-25, September.
  4. David E. Allen & Michael Mcaleer, 2020. "Flattening The Curve In Risk Management Of Covid-19: Do Lockdowns Work?," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 15(04), pages 1-26, December.
  5. David E. Allen & Michael Mcaleer, 2020. "Predicting Cases And Deaths In Europe From Covid-19 Tests And Country Populations," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 15(04), pages 1-15, December.
  6. Wing-Keung Wong, 2020. "Editorial Statement for Mathematical Finance," JRFM, MDPI, vol. 13(2), pages 1-3, January.
  7. Wing-Keung Wong, 2020. "Editorial Statement and Research Ideas for Efficiency and Anomalies in Stock Markets," Economies, MDPI, vol. 8(1), pages 1-4, February.
  8. Xinyu Yuan & Jiechen Tang & Wing-Keung Wong & Songsak Sriboonchitta, 2020. "Modeling Co-Movement among Different Agricultural Commodity Markets: A Copula-GARCH Approach," Sustainability, MDPI, vol. 12(1), pages 1-17, January.
  9. Kai-Yin Woo & Chulin Mai & Michael McAleer & Wing-Keung Wong, 2020. "Review on Efficiency and Anomalies in Stock Markets," Economies, MDPI, vol. 8(1), pages 1-51, March.
  10. Chu, Amanda M.Y. & Lv, Zhihui & Wagner, Niklas F. & Wong, Wing-Keung, 2020. "Linear and nonlinear growth determinants: The case of Mongolia and its connection to China," Emerging Markets Review, Elsevier, vol. 43(C).
  11. Nguyen Huu Hau & Tran Trung Tinh & Hoa Anh Tuong & Wing-Keung Wong, 2020. "Review of Matrix Theory with Applications in Education and Decision Sciences," Advances in Decision Sciences, Asia University, Taiwan, vol. 24(1), pages 28-69, March.
  12. Jabir Esmaeil & Husam Rjoub & Wing-Keung Wong, 2020. "Do Oil Price Shocks and Other Factors Create Bigger Impacts on Islamic Banks than Conventional Banks?," Energies, MDPI, vol. 13(12), pages 1-16, June.
  13. Tran Thai Ha Nguyen & Massoud Moslehpour & Thi Thuy Van Vo & Wing-Keung Wong, 2020. "State Ownership and Risk-Taking Behavior: An Empirical Approach to Get Better Profitability, Investment, and Trading Strategies for Listed Corporates in Vietnam," Economies, MDPI, vol. 8(2), pages 1-21, June.
  14. Raymond H. Chan & Ephraim Clark & Xu Guo & Wing-Keung Wong, 2020. "New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management," Risk Management, Palgrave Macmillan, vol. 22(2), pages 108-132, June.
  15. Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2020. "Risk and Financial Management of COVID-19 in Business, Economics and Finance," JRFM, MDPI, vol. 13(5), pages 1-7, May.
  16. Huu Manh Nguyen & Thi Huong Giang Vuong & Thi Huong Nguyen & Yang-Che Wu & Wing-Keung Wong, 2020. "Sustainability of Both Pecking Order and Trade-Off Theories in Chinese Manufacturing Firms," Sustainability, MDPI, vol. 12(9), pages 1-25, May.
  17. Siamand Hesami & Bezhan Rustamov & Husam Rjoub & Wing-Keung Wong, 2020. "Implications of Oil Price Fluctuations for Tourism Receipts: The Case of Oil Exporting Countries," Energies, MDPI, vol. 13(17), pages 1-17, August.
  18. Imran Yousaf & Shoaib Ali & Wing-Keung Wong, 2020. "Return and Volatility Transmission between World-Leading and Latin American Stock Markets: Portfolio Implications," JRFM, MDPI, vol. 13(7), pages 1-19, July.
  19. Roberto Casarin & Fausto Corradin & Francesco Ravazzolo & Nguyen Domenico Sartore, 2020. "A Scoring Rule for Factor and Autoregressive Models Under Misspecification," Advances in Decision Sciences, Asia University, Taiwan, vol. 24(2), pages 66-103, June.
  20. Batmunkh, Munkh-Ulzii & Choijil, Enkhbayar & Vieito, João Paulo & Espinosa-Méndez, Christian & Wong, Wing-Keung, 2020. "Does herding behavior exist in the Mongolian stock market?," Pacific-Basin Finance Journal, Elsevier, vol. 62(C).
  21. Samah Ibnou-Laaroussi & Husam Rjoub & Wing-Keung Wong, 2020. "Sustainability of Green Tourism among International Tourists and Its Influence on the Achievement of Green Environment: Evidence from North Cyprus," Sustainability, MDPI, vol. 12(14), pages 1-24, July.
  22. Ying Li & Yue Xia & Yang-Che Wu & Wing-Keung Wong, 2020. "The Sustainability of Energy Substitution in the Chinese Electric Power Sector," Sustainability, MDPI, vol. 12(13), pages 1-16, July.
  23. Ngo Tung Hieu & Lam Minh Huy & Huynh Manh Phat & Nguyen Ngoc Phuong Anh & Wing-Keung Wong, 2020. "Decision Sciences in Education: The STEMtech Model to Create Stem Products at High Schools in Vietnam," Advances in Decision Sciences, Asia University, Taiwan, vol. 24(2), pages 15-65, June.
  24. Moawia Alghalith & Wing-Keung Wong, 2020. "Welfare Gains From Macro-Hedging," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 15(02), pages 1-7, June.
  25. Thi Hong Van Hoang & Zhenzhen Zhu & Bing Xiao & Wing‐Keung Wong, 2020. "The seasonality of gold prices in China does the risk‐aversion level matter?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(3), pages 2617-2664, September.
  26. Imran Yousaf & Shoaib Ali & Wing-Keung Wong, 2020. "An Empirical Analysis of the Volatility Spillover Effect between World-Leading and the Asian Stock Markets: Implications for Portfolio Management," JRFM, MDPI, vol. 13(10), pages 1-28, September.
  27. Wenjing Xie & João Paulo Vieito & Ephraim Clark & Wing-Keung Wong, 2020. "Could Mergers Become More Sustainable? A Study of the Stock Exchange Mergers of NASDAQ and OMX," Sustainability, MDPI, vol. 12(20), pages 1-25, October.
  28. Maria Rebecca Valenzuela & Wing‐Keung Wong & Zhen Zhen Zhu, 2020. "Sources of inequality in the Philippines: Insights from stochastic dominance tests for richness and poorness," The World Economy, Wiley Blackwell, vol. 43(10), pages 2650-2673, October.
  29. Wing-Keung Wong, 2020. "Review on behavioral economics and behavioral finance," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 37(4), pages 625-672, June.
  30. Moawia Alghalith & Wing-Keung Wong, 2020. "Extension of Stein's Lemmas to General Functions and Distributions," Advances in Decision Sciences, Asia University, Taiwan, vol. 24(4), pages 77-88, December.
  31. Tamirat Beyene & Wondaferahu Mulugeta & Tesfaye Merra & Wing-Keung Wong, 2020. "Technical efficiency and impact of improved farm inputs adoption on the yield of haricot bean producer in Hadiya zone, SNNP region, Ethiopia," Cogent Economics & Finance, Taylor & Francis Journals, vol. 8(1), pages 1833503-183, January.

2019

  1. Anh Ninh & Honggang Hu & David Allen, 2019. "Robust newsvendor problems: effect of discrete demands," Annals of Operations Research, Springer, vol. 275(2), pages 607-621, April.
  2. David E. Allen & Michael McAleer & Abhay K. Singh, 2019. "Daily market news sentiment and stock prices," Applied Economics, Taylor & Francis Journals, vol. 51(30), pages 3212-3235, June.
  3. David E. Allen & Michael McAleer, 2019. "Fake News and Propaganda: Trump’s Democratic America and Hitler’s National Socialist (Nazi) Germany," Sustainability, MDPI, vol. 11(19), pages 1-19, September.
  4. David Edmund Allen & Elisa Luciano, 2019. "Risk Analysis and Portfolio Modelling," JRFM, MDPI, vol. 12(4), pages 1-4, September.
  5. Riza Demirer & Rangan Gupta & Zhihui Lv & Wing-Keung Wong, 2019. "Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests," Sustainability, MDPI, vol. 11(2), pages 1-15, January.
  6. Chow, Sheung Chi & Vieito, João Paulo & Wong, Wing Keung, 2019. "Do both demand-following and supply-leading theories hold true in developing countries?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 513(C), pages 536-554.
  7. Chi Dong & Hooi Hooi Lean & Zamri Ahmad & Wing-Keung Wong, 2019. "The Impact of Market Condition and Policy Change on the Sustainability of Intra-Industry Information Diffusion in China," Sustainability, MDPI, vol. 11(4), pages 1-20, February.
  8. Sel Ly & Kim-Hung Pho & Sal Ly & Wing-Keung Wong, 2019. "Determining Distribution for the Product of Random Variables by Using Copulas," Risks, MDPI, vol. 7(1), pages 1-20, February.
  9. Zhenzhen Zhu & Zhidong Bai & João Paulo Vieito & Wing-Keung Wong, 2019. "The impact of the global financial crisis on the efficiency and performance of Latin American stock markets," Estudios de Economia, University of Chile, Department of Economics, vol. 46(1), pages 5-30, June.
  10. Sel Ly & Kim-Hung Pho & Sal Ly & Wing-Keung Wong, 2019. "Determining Distribution for the Quotients of Dependent and Independent Random Variables by Using Copulas," JRFM, MDPI, vol. 12(1), pages 1-27, March.
  11. Rangan Gupta & Zhihui Lv & Wing-Keung Wong, 2019. "Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector," Sustainability, MDPI, vol. 11(10), pages 1-12, May.
  12. Rangan Gupta & Sheung-Chi Chow & Tahir Suleman & Wing-Keung Wong, 2019. "Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks," Journal of Reviews on Global Economics, Lifescience Global, vol. 8, pages 239-257.
  13. Hoang, Thi-Hong-Van & Zhu, Zhenzhen & El Khamlichi, Abdelbari & Wong, Wing-Keung, 2019. "Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis," Resources Policy, Elsevier, vol. 61(C), pages 617-626.
  14. Andy Wui-Wing Cheng & Nikolai Sheung-Chi Chow & David Kam-Hung Chui & Wing-Keung Wong, 2019. "The Three Musketeers Relationships between Hong Kong, Shanghai and Shenzhen Before and After Shanghai–Hong Kong Stock Connect," Sustainability, MDPI, vol. 11(14), pages 1-20, July.
  15. Plakandaras, Vasilios & Gupta, Rangan & Wong, Wing-Keung, 2019. "Point and density forecasts of oil returns: The role of geopolitical risks," Resources Policy, Elsevier, vol. 62(C), pages 580-587.
  16. Kim-Hung Pho & Thi Diem-Chinh Ho & Tuan-Kiet Tran & Wing-Keung Wong, 2019. "Moment Generating Function, Expectation And Variance Of Ubiquitous Distributions With Applications In Decision Sciences: A Review," Advances in Decision Sciences, Asia University, Taiwan, vol. 23(2), pages 65-150, June.
  17. Kim-Hung Pho & Tuan-Kiet Tran & Thi Diem-Chinh Ho & Wing-Keung Wong, 2019. "Optimal Solution Techniques in Decision Sciences A Review," Advances in Decision Sciences, Asia University, Taiwan, vol. 23(1), pages 114-161, March.
  18. Xu Guo & Raymond H. Chan & Wing-Keung Wong & Lixing Zhu, 2019. "Mean–variance, mean–VaR, and mean–CVaR models for portfolio selection with background risk," Risk Management, Palgrave Macmillan, vol. 21(2), pages 73-98, June.
  19. Buu-Chau Truong & Kim-Hung Pho & Van-Buol Nguyen & Bui Anh Tuan & Wing-Keung Wong, 2019. "Graph Theory And Environmental Algorithmic Solutions To Assign Vehicles Application To Garbage Collection In Vietnam," Advances in Decision Sciences, Asia University, Taiwan, vol. 23(3), pages 1-35, September.
  20. Xu Guo & Cuizhen Niu & Wing-Keung Wong, 2019. "Farinelli and Tibiletti ratio and stochastic dominance," Risk Management, Palgrave Macmillan, vol. 21(3), pages 201-213, September.
  21. Xu Guo & Wing-Keung Wong, 2019. "Comparison of the production behavior of regret-averse and purely risk-averse firms," Estudios de Economia, University of Chile, Department of Economics, vol. 46(2), pages 157-172, December.
  22. Zhihui Lv & Amanda M. Y. Chu & Michael McAleer & Wing-Keung Wong, 2019. "Modelling Economic Growth, Carbon Emissions, and Fossil Fuel Consumption in China: Cointegration and Multivariate Causality," IJERPH, MDPI, vol. 16(21), pages 1-35, October.
  23. Chong-Chuo Chang & Tai-Yung Kam & Chih-Chung Chien & Wan Ting Su, 2019. "The Impact of Financial Constraints on the Convertible Bond Announcement Returns," Economies, MDPI, vol. 7(2), pages 1-9, April.

2018

  1. David E. Allen & Chialin Chang & Michael McAleer & Abhay K Singh, 2018. "A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices," Applied Economics, Taylor & Francis Journals, vol. 50(7), pages 804-823, February.
  2. Rasika Yatigammana & Shelton Peiris & Richard Gerlach & David Edmund Allen, 2018. "Modelling and Forecasting Stock Price Movements with Serially Dependent Determinants," Risks, MDPI, vol. 6(2), pages 1-22, May.
  3. David E. Allen & Michael McAleer, 2018. "Theoretical and Empirical Differences between Diagonal and Full BEKK for Risk Management," Energies, MDPI, vol. 11(7), pages 1-19, June.
  4. DAVID E. ALLEN & MICHAEL McALEER & ROBERT J. POWELL & ABHAY K. SINGH, 2018. "Non-Parametric Multiple Change Point Analysis Of The Global Financial Crisis," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 13(02), pages 1-23, June.
  5. David E. Allen & Michael McAleer, 2018. "President Trump Tweets Supreme Leader Kim Jong-Un on Nuclear Weapons: A Comparison with Climate Change †," Sustainability, MDPI, vol. 10(7), pages 1-6, July.
  6. David E. Allen & Michael McAleer, 2018. "Fake news and indifference to scientific fact: President Trump’s confused tweets on global warming, climate change and weather," Scientometrics, Springer;Akadémiai Kiadó, vol. 117(1), pages 625-629, October.
  7. David E Allen & Vince Hooper, 2018. "Generalized Correlation Measures of Causality and Forecasts of the VIX Using Non-Linear Models," Sustainability, MDPI, vol. 10(8), pages 1-15, August.
  8. David E. Allen & Michael McAleer & David McHardy Reid, 2018. "Fake News And Indifference To Truth: Dissecting Tweets And State Of The Union Addresses By Presidents Obama And Trump," Advances in Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 180-203, December.
  9. Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018. "Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections," JRFM, MDPI, vol. 11(1), pages 1-29, March.
  10. Dinabandhu Sethi & Wing-Keung Wong & Debashis Acharya, 2018. "Can a Disinflationary Policy Have a Differential Impact on Sectoral Output? A Look at Sacrifice Ratios in OECD and Non-OECD Countries," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 12(2), pages 138-170, May.
  11. Massoud Moslehpour & Van Kien Pham & Wing-Keung Wong & İsmail Bilgiçli, 2018. "e-Purchase Intention of Taiwanese Consumers: Sustainable Mediation of Perceived Usefulness and Perceived Ease of Use," Sustainability, MDPI, vol. 10(1), pages 1-17, January.
  12. Zongxin Li & Xinge Li & Yongchang Hui & Wing-Keung Wong, 2018. "Maslow Portfolio Selection for Individuals with Low Financial Sustainability," Sustainability, MDPI, vol. 10(4), pages 1-11, April.
  13. Bouri, Elie & Gupta, Rangan & Wong, Wing-Keung & Zhu, Zhenzhen, 2018. "Is wine a good choice for investment?," Pacific-Basin Finance Journal, Elsevier, vol. 51(C), pages 171-183.
  14. Xu Guo & Gao-Rong Li & Michael McAleer & Wing-Keung Wong, 2018. "Specification Testing of Production in a Stochastic Frontier Model," Sustainability, MDPI, vol. 10(9), pages 1-10, August.
  15. Richard Lu & Chen-Chen Yang & Wing-Keung Wong, 2018. "Time Diversification: Perspectives From The Economic Index Of Riskiness," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 13(03), pages 1-15, September.
  16. Batmunkh John Munkh-Ulzii & Michael McAleer & Massoud Moslehpour & Wing-Keung Wong, 2018. "Confucius and Herding Behaviour in the Stock Markets in China and Taiwan," Sustainability, MDPI, vol. 10(12), pages 1-16, November.
  17. Massoud Moslehpour & Wing-Keung Wong & Yi Hsin Lin & Thi Huyen Nguyen, 2018. "Top purchase intention priorities of Vietnamese low cost carrier passengers: expectations and satisfaction," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 8(4), pages 371-389, December.
  18. Niu, Cuizhen & Guo, Xu & McAleer, Michael & Wong, Wing-Keung, 2018. "Theory and application of an economic performance measure of risk," International Review of Economics & Finance, Elsevier, vol. 56(C), pages 383-396.
  19. Sergio Ortobelli Lozza & Wing-Keung Wong & Frank J. Fabozzi & Martin Egozcue, 2018. "Diversification versus optimality: is there really a diversification puzzle?," Applied Economics, Taylor & Francis Journals, vol. 50(43), pages 4671-4693, September.
  20. Wing-Keung Wong & Hooi Hooi Lean & Michael McAleer & Feng-Tse Tsai, 2018. "Why Are Warrant Markets Sustained in Taiwan but Not in China?," Sustainability, MDPI, vol. 10(10), pages 1-17, October.
  21. Saruultuya Tsendsuren & Chu-Shiu Li & Sheng-Chang Peng & Wing-Keung Wong, 2018. "The Effects of Health Status on Life Insurance Holdings in 16 European Countries," Sustainability, MDPI, vol. 10(10), pages 1-30, September.
  22. WeiMing Mou & Wing-Keung Wong & Michael McAleer, 2018. "Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains," Sustainability, MDPI, vol. 10(10), pages 1-17, October.
  23. Massoud Moslehpour & Purevdulam Altantsetseg & Weiming Mou & Wing-Keung Wong, 2018. "Organizational Climate and Work Style: The Missing Links for Sustainability of Leadership and Satisfied Employees," Sustainability, MDPI, vol. 11(1), pages 1-17, December.
  24. Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018. "Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018," Advances in Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 13-22, December.
  25. Xu Guo & Andreas Wagener & Wing-Keung Wong & Lixing Zhu, 2018. "The two-moment decision model with additive risks," Risk Management, Palgrave Macmillan, vol. 20(1), pages 77-94, February.
  26. Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018. "Research Ideas For Advances In Decision Sciences (Ads): 22nd Anniversary Special Issue In 2018," Advances in Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 23-35, December.
  27. Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018. "Decision Sciences, Economics, Finance, Business, Computing, And Big Data: Connections," Advances in Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 36-94, December.
  28. Zhidong Bai & Yongchang Hui & Dandan Jiang & Zhihui Lv & Wing-Keung Wong & Shurong Zheng, 2018. "A new test of multivariate nonlinear causality," PLOS ONE, Public Library of Science, vol. 13(1), pages 1-14, January.
  29. Chow Sheung-Chi & Cunado Juncal & Gupta Rangan & Wong Wing-Keung, 2018. "Causal relationships between economic policy uncertainty and housing market returns in China and India: evidence from linear and nonlinear panel and time series models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(2), pages 1-15, April.
  30. Ming-Jen Chang & Chih-Chung Chien, 2018. "Exchange rate prediction using monetary policy rules in Taiwan," Asia-Pacific Journal of Accounting & Economics, Taylor & Francis Journals, vol. 25(3-4), pages 388-403, May.

2017

  1. Allen, David E. & McAleer, Michael & Powell, Robert J. & Singh, Abhay K., 2017. "Volatility Spillovers from Australia's major trading partners across the GFC," International Review of Economics & Finance, Elsevier, vol. 47(C), pages 159-175.
  2. Abhay K. Singh & David E. Allen & Robert J. Powell, 2017. "Tail dependence analysis of stock markets using extreme value theory," Applied Economics, Taylor & Francis Journals, vol. 49(45), pages 4588-4599, September.
  3. David E. Allen & Michael McAleer & Abhay K. Singh, 2017. "Risk Measurement and Risk Modelling Using Applications of Vine Copulas," Sustainability, MDPI, vol. 9(10), pages 1-34, September.
  4. Ng, Kok Haur & Peiris, Shelton & Chan, Jennifer So-kuen & Allen, David & Ng, Kooi Huat, 2017. "Efficient modelling and forecasting with range based volatility models and its application," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 448-460.
  5. David E Allen & Michael McAleer & Abhay K Singh, 2017. "An entropy-based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series," Applied Economics, Taylor & Francis Journals, vol. 49(7), pages 677-692, February.
  6. David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh, 2017. "Volatility spillover and multivariate volatility impulse response analysis of GFC news events," Applied Economics, Taylor & Francis Journals, vol. 49(33), pages 3246-3262, July.
  7. Ng, Pin & Wong, Wing-Keung & Xiao, Zhijie, 2017. "Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency," European Journal of Operational Research, Elsevier, vol. 261(2), pages 666-678.
  8. Guo, Xu & McAleer, Michael & Wong, Wing-Keung & Zhu, Lixing, 2017. "A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 346-358.
  9. Moawia Alghalith & Xu Guo & Cuizhen Niu & Wing-Keung Wong, 2017. "Input Demand Under Joint Energy and Output Prices Uncertainties," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 34(04), pages 1-12, August.
  10. Xu Guo & Xuejun Jiang & Wing-Keung Wong, 2017. "Stochastic Dominance and Omega Ratio: Measures to Examine Market Efficiency, Arbitrage Opportunity, and Anomaly," Economies, MDPI, vol. 5(4), pages 1-16, October.
  11. Terence Tai-Leung Chong, Bingqing Cao, Wing Keung Wong, 2017. "A Principal Component Approach to Measuring Investor Sentiment in Hong Kong," Journal of Management Sciences, Geist Science, Iqra University, Faculty of Business Administration, vol. 4(2), pages 237-247, October.
  12. K Schorning & H Dette & K Kettelhake & W K Wong & F Bretz, 2017. "Optimal designs for active controlled dose-finding trials with efficacy-toxicity outcomes," Biometrika, Biometrika Trust, vol. 104(4), pages 1003-1010.
  13. Cuizhen Niu & Wing-Keung Wong & Qunfang Xu, 2017. "Kappa ratios and (higher-order) stochastic dominance," Risk Management, Palgrave Macmillan, vol. 19(3), pages 245-253, August.
  14. Ryu, Hang K. & Slottje, Daniel J., 2017. "Maximum entropy estimation of income distributions from Basmann’s weighted geometric mean measure," Journal of Econometrics, Elsevier, vol. 199(2), pages 221-231.

2016

  1. Allen, D.E. & Powell, R.J. & Singh, A.K., 2016. "Take it to the limit: Innovative CVaR applications to extreme credit risk measurement," European Journal of Operational Research, Elsevier, vol. 249(2), pages 465-475.
  2. D. E. Allen & M. McAleer & R. J. Powell & A. K. Singh, 2016. "A capital adequacy buffer model," Applied Economics Letters, Taylor & Francis Journals, vol. 23(3), pages 175-179, February.
  3. David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh, 2016. "Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies," Risks, MDPI, vol. 4(1), pages 1-14, March.
  4. David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2016. "Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis," JRFM, MDPI, vol. 9(2), pages 1-18, June.
  5. Thurai Murugan Nathan, Venus Khim-Sen Liew, Wing-Keung Wong & Venus Khim-Sen Liew & Wing-Keung Wong, 2016. "Disaggregated Energy Consumption and Sectoral Outputs in Thailand: ARDL Bound Testing Approach," Journal of Management Sciences, Geist Science, Iqra University, Faculty of Business Administration, vol. 3(1), pages 39-51, March.
  6. Ephraim Clark & Zhuo Qiao & Wing-Keung Wong, 2016. "Theories Of Risk: Testing Investor Behavior On The Taiwan Stock And Stock Index Futures Markets," Economic Inquiry, Western Economic Association International, vol. 54(2), pages 907-924, April.
  7. Michael McAleer & John Suen & Wing Keung Wong, 2016. "Profiteering from the Dot-Com Bubble, Subprime Crisis and Asian Financial Crisis," The Japanese Economic Review, Japanese Economic Association, vol. 67(3), pages 257-279, September.
  8. Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2016. "Almost stochastic dominance for risk averters and risk seeker," Finance Research Letters, Elsevier, vol. 19(C), pages 15-21.
  9. João Paulo Vieito & Wing-Keung Wong & Zhen-Zhen Zhu, 2016. "Could the global financial crisis improve the performance of the G7 stocks markets?," Applied Economics, Taylor & Francis Journals, vol. 48(12), pages 1066-1080, March.
  10. Moawia Alghalith & Xu Guo & Wing-Keung Wong & Lixing Zhu, 2016. "A General Optimal Investment Model In The Presence Of Background Risk," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 11(01), pages 1-8, March.
  11. Tsai, Feng-Tse & Lu, Hsin-Min & Hung, Mao-Wei, 2016. "The impact of news articles and corporate disclosure on credit risk valuation," Journal of Banking & Finance, Elsevier, vol. 68(C), pages 100-116.
  12. Chen, Sheng-Syan & Chen, Hsien-Yi & Yang, Shu-Ling & Chang, Chong-Chuo, 2016. "Output spillovers from changes in sovereign credit ratings," Journal of International Money and Finance, Elsevier, vol. 63(C), pages 48-63.
  13. Chen, Sheng-Syan & Chen, Hsien-Yi & Chang, Chong-Chuo & Yang, Shu-Ling, 2016. "The relation between sovereign credit rating revisions and economic growth," Journal of Banking & Finance, Elsevier, vol. 64(C), pages 90-100.

2015

  1. Patrick W. Saart & Jiti Gao & David E. Allen, 2015. "Semiparametric Autoregressive Conditional Duration Model: Theory and Practice," Econometric Reviews, Taylor & Francis Journals, vol. 34(6-10), pages 849-881, December.
  2. Zhidong Bai & Hua Li & Michael McAleer & Wing-Keung Wong, 2015. "Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China," Quantitative Finance, Taylor & Francis Journals, vol. 15(5), pages 889-900, May.
  3. Zhuo Qiao & Wing-Keung Wong, 2015. "Which is a better investment choice in the Hong Kong residential property market: a big or small property?," Applied Economics, Taylor & Francis Journals, vol. 47(16), pages 1670-1685, April.
  4. Hoang, Thi-Hong-Van & Wong, Wing-Keung & Zhu, Zhenzhen, 2015. "Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange," Economic Modelling, Elsevier, vol. 50(C), pages 200-211.
  5. Broll, Udo & Guo, Xu & Welzel, Peter & Wong, Wing-Keung, 2015. "The banking firm and risk taking in a two-moment decision model," Economic Modelling, Elsevier, vol. 50(C), pages 275-280.
  6. Martín Egozcue & Xu Guo & Wing-Keung Wong, 2015. "Optimal output for the regret-averse competitive firm under price uncertainty," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 5(2), pages 279-295, December.
  7. Guo, Xu & Wong, Wing-Keung & Xu, Qunfang & Zhu, Xuehu, 2015. "Production and hedging decisions under regret aversion," Economic Modelling, Elsevier, vol. 51(C), pages 153-158.
  8. Owyong, David & Wong, Wing-Keung & Horowitz, Ira, 2015. "Cointegration and causality among the onshore and offshore markets for China's currency," Journal of Asian Economics, Elsevier, vol. 41(C), pages 20-38.
  9. Lean, Hooi Hooi & McAleer, Michael & Wong, Wing-Keung, 2015. "Preferences of risk-averse and risk-seeking investors for oil spot and futures before, during and after the Global Financial Crisis," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 204-216.
  10. Hoang, Thi-Hong-Van & Lean, Hooi Hooi & Wong, Wing-Keung, 2015. "Is gold good for portfolio diversification? A stochastic dominance analysis of the Paris stock exchange," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 98-108.
  11. Chang, Jung-Hsien & Hung, Mao-Wei & Tsai, Feng-Tse, 2015. "Credit contagion and competitive effects of bond rating downgrades along the supply chain," Finance Research Letters, Elsevier, vol. 15(C), pages 232-238.

2014

  1. David E. Allen & Michael McAleer & Marcel Scharth, 2014. "Asymmetric Realized Volatility Risk," JRFM, MDPI, vol. 7(2), pages 1-30, June.
  2. Nagaratnam Jeyasreedharan & David E Allen & Joey Wenling Yang, 2014. "Yet Another Acd Model: The Autoregressive Conditional Directional Duration (Acdd) Model," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 9(01), pages 1-20.
  3. Wong, W.K. & Guo, Z.X. & Leung, S.Y.S, 2014. "Intelligent multi-objective decision-making model with RFID technology for production planning," International Journal of Production Economics, Elsevier, vol. 147(PC), pages 647-658.
  4. Fathi Abid & Pui Lam Leung & Mourad Mroua & Wing Keung Wong, 2014. "International Diversification Versus Domestic Diversification: Mean-Variance Portfolio Optimization and Stochastic Dominance Approaches," JRFM, MDPI, vol. 7(2), pages 1-22, May.
  5. Guo, Xu & Post, Thierry & Wong, Wing-Keung & Zhu, Lixing, 2014. "Moment conditions for Almost Stochastic Dominance," Economics Letters, Elsevier, vol. 124(2), pages 163-167.
  6. Zhuo Qiao & Ephraim Clark & Wing-Keung Wong, 2014. "Investors’ preference towards risk: evidence from the Taiwan stock and stock index futures markets," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 54(1), pages 251-274, March.
  7. Liao, Ziqi & Shi, Xinping & Wong, Wing-Keung, 2014. "Key determinants of sustainable smartcard payment," Journal of Retailing and Consumer Services, Elsevier, vol. 21(3), pages 306-313.

2013

  1. Allen, David & Ng, K.H. & Peiris, Shelton, 2013. "Estimating and simulating Weibull models of risk or price durations: An application to ACD models," The North American Journal of Economics and Finance, Elsevier, vol. 25(C), pages 214-225.
  2. Allen, David & Ng, K.H. & Peiris, Shelton, 2013. "The efficient modelling of high frequency transaction data: A new application of estimating functions in financial economics," Economics Letters, Elsevier, vol. 120(1), pages 117-122.
  3. David E. Allen & Abhay Kumar Singh & Robert Powell, 2013. "Analysing the return distributions of Australian stocks: the CAPM, factor models and quantile regressions," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 15(1), pages 88-109.
  4. David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh, 2013. "A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500," JRFM, MDPI, vol. 6(1), pages 1-25, October.
  5. David E. Allen & Mohammad A. Ashraf & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013. "Financial dependence analysis: applications of vine copulas," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 67(4), pages 403-435, November.
  6. Allen, David E. & Singh, Abhay K. & Powell, Robert J., 2013. "EVT and tail-risk modelling: Evidence from market indices and volatility series," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 355-369.
  7. Chia-Lin Chang & Allen, David & McAleer, Michael, 2013. "Recent developments in financial economics and econometrics: An overview," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 217-226.
  8. Singh, Abhay K. & Allen, David E. & Robert, Powell J., 2013. "Extreme market risk and extreme value theory," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 94(C), pages 310-328.
  9. Allen, D.E. & Kramadibrata, A.R. & Powell, R.J. & Singh, A.K., 2013. "Modelling tail credit risk using transition matrices," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 93(C), pages 67-75.
  10. Allen, David E. & Amram, Ron & McAleer, Michael, 2013. "Volatility spillovers from the Chinese stock market to economic neighbours," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 94(C), pages 238-257.
  11. Josephine Sudiman & David Edmund Allen & Robert John Powell, 2013. "The Contribution Of Foreign Investors To Price Discovery In The Indonesian Stock Exchange," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 8(02), pages 1-24.
  12. Josephine Sudiman & David Allen & Robert Powell, 2013. "A Closer Look At The Characteristics Of Stock Holdings Of Foreign And Local Investors In The Indonesian Stock Exchange (Idx)," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 8(01), pages 1-22.
  13. Stan Karanasios & Dhavalkumar Thakker & Lydia Lau & David Allen & Vania Dimitrova & Alistair Norman, 2013. "Making sense of digital traces: An activity theory driven ontological approach," Journal of the American Society for Information Science and Technology, Association for Information Science & Technology, vol. 64(12), pages 2452-2467, December.
  14. David E Allen & Robert John Powell, 2013. "The Determinants of Capital Structure: Empirical evidence from Thai Banks," Information Management and Business Review, AMH International, vol. 5(8), pages 401-410.
  15. Hooi Lean & Kok Phoon & Wing-Keung Wong, 2013. "Stochastic dominance analysis of CTA funds," Review of Quantitative Finance and Accounting, Springer, vol. 40(1), pages 155-170, January.
  16. Cheng, Y.S. & Wong, W.K. & Woo, C.K., 2013. "How much have electricity shortages hampered China's GDP growth?," Energy Policy, Elsevier, vol. 55(C), pages 369-373.
  17. Bai, Zhidong & Phoon, Kok Fai & Wang, Keyan & Wong, Wing-Keung, 2013. "The performance of commodity trading advisors: A mean-variance-ratio test approach," The North American Journal of Economics and Finance, Elsevier, vol. 25(C), pages 188-201.
  18. Guo, Xu & Zhu, Xuehu & Wong, Wing-Keung & Zhu, Lixing, 2013. "A note on almost stochastic dominance," Economics Letters, Elsevier, vol. 121(2), pages 252-256.
  19. Frank J. Fabozzi & Chun-Yip Fung & Kin Lam & Wing-Keung Wong, 2013. "Market overreaction and underreaction: tests of the directional and magnitude effects," Applied Financial Economics, Taylor & Francis Journals, vol. 23(18), pages 1469-1482, September.
  20. Qiao, Zhuo & Wong, Wing-Keung & Fung, Joseph K.W., 2013. "Stochastic dominance relationships between stock and stock index futures markets: International evidence," Economic Modelling, Elsevier, vol. 33(C), pages 552-559.
  21. GUORUI BIAN & MICHAEL McALEER & WING-KEUNG WONG, 2013. "Robust Estimation And Forecasting Of The Capital Asset Pricing Model," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 8(02), pages 1-18.
  22. Zhi Li & W. K. Wong & C. K. Kwong, 2013. "An Integrated Model of Material Supplier Selection and Order Allocation Using Fuzzy Extended AHP and Multiobjective Programming," Mathematical Problems in Engineering, Hindawi, vol. 2013, pages 1-14, February.
  23. Qingying Miao & W. K. Wong & Dan Shan, 2013. "Synchronization of Neuronal Networks via Control Rank Pinning Scheme," Mathematical Problems in Engineering, Hindawi, vol. 2013, pages 1-7, March.
  24. Chen, Sheng-Syan & Chen, Hsien-Yi & Chang, Chong-Chuo & Yang, Shu-Ling, 2013. "How do sovereign credit rating changes affect private investment?," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 4820-4833.

2012

  1. David Allen & Robert Faff, 2012. "The Global Financial Crisis: some attributes and responses," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 52(1), pages 1-7, March.
  2. D. E. Allen & A. K. Singh & R. Powell, 2012. "A Gourmet's delight: CAViaR and the Australian stock market," Applied Economics Letters, Taylor & Francis Journals, vol. 19(15), pages 1493-1498, October.
  3. David Edmund Allen & Robert John Powell & Abhay Kumar Singh, 2012. "Beyond reasonable doubt: multiple tail risk measures applied to European industries," Applied Economics Letters, Taylor & Francis Journals, vol. 19(7), pages 671-676, May.
  4. David E Allen & Robert Powell, 2012. "The fluctuating default risk of Australian banks," Australian Journal of Management, Australian School of Business, vol. 37(2), pages 297-325, August.
  5. Venus khim-sen Liew & Thurai murugan Nathan & Wing-keung Wong, 2012. "Are Sectoral Outputs in Pakistan Led by Energy Consumption?," Economics Bulletin, AccessEcon, vol. 32(3), pages 2326-2331.
  6. Wong, W.K. & Leung, S.Y.S. & Guo, Z.X. & Zeng, X.H. & Mok, P.Y., 2012. "Intelligent product cross-selling system with radio frequency identification technology for retailing," International Journal of Production Economics, Elsevier, vol. 135(1), pages 308-319.
  7. Leung, Pui-Lam & Ng, Hon-Yip & Wong, Wing-Keung, 2012. "An improved estimation to make Markowitz’s portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment," European Journal of Operational Research, Elsevier, vol. 222(1), pages 85-95.
  8. Woo, Chi-Keung & Wong, Wing-Keung & Horowitz, Ira & Chan, Hing-Lin, 2012. "Managing a scarce resource in a growing Asian economy: Water usage in Hong Kong," Journal of Asian Economics, Elsevier, vol. 23(4), pages 374-382.
  9. Zhidong Bai & Yongchang Hui & Wing-Keung Wong & Ričardas Zitikis, 2012. "Prospect Performance Evaluation: Making a Case for a Non-asymptotic UMPU Test," The Journal of Financial Econometrics, Society for Financial Econometrics, vol. 10(4), pages 703-732, September.
  10. Chan, Chia-Ying & de Peretti, Christian & Qiao, Zhuo & Wong, Wing-Keung, 2012. "Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach," Journal of Empirical Finance, Elsevier, vol. 19(1), pages 162-174.
  11. Dominic Gasbarro & Wing-Keung Wong & J. Kenton Zumwalt, 2012. "Stochastic Dominance And Behavior Towards Risk: The Market For Ishares," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 7(01), pages 1-20.
  12. Hongjie Li & W. K. Wong & Yang Tang, 2012. "Global Synchronization Stability for Stochastic Complex Dynamical Networks with Probabilistic Interval Time-Varying Delays," Journal of Optimization Theory and Applications, Springer, vol. 152(2), pages 496-516, February.
  13. Chen, Shikuan & Chien, Chih-Chung & Chang, Ming-Jen, 2012. "Order flow, bid–ask spread and trading density in foreign exchange markets," Journal of Banking & Finance, Elsevier, vol. 36(2), pages 597-612.

2011

  1. Allen, David E. & McAleer, Michael & Scharth, Marcel, 2011. "Monte Carlo option pricing with asymmetric realized volatility dynamics," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(7), pages 1247-1256.
  2. Yap, Ghialy & Allen, David, 2011. "Investigating other leading indicators influencing Australian domestic tourism demand," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(7), pages 1365-1374.
  3. D. E. Allen & R. J. Powell & A. K. Singh, 2011. "Quantile Regression As A Tool For Portfolio Investment Decisions During Times Of Financial Distress," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 6(01), pages 1-19.
  4. Bai, Zhidong & Wang, Keyan & Wong, Wing-Keung, 2011. "The mean-variance ratio test--A complement to the coefficient of variation test and the Sharpe ratio test," Statistics & Probability Letters, Elsevier, vol. 81(8), pages 1078-1085, August.
  5. Bai, Zhidong & Li, Heng & Wong, Wing-Keung & Zhang, Bingzhi, 2011. "Multivariate causality tests with simulation and application," Statistics & Probability Letters, Elsevier, vol. 81(8), pages 1063-1071, August.
  6. Heng Chen & Dietrich Fausten & Wing-Keung Wong, 2011. "Evolution of the Trans-Atlantic exchange rate before and after the birth of the Euro and policy implications," Applied Economics, Taylor & Francis Journals, vol. 43(16), pages 1965-1977.
  7. Zhidong Bai & Hua Li & Huixia Liu & Wing‐Keung Wong, 2011. "Test statistics for prospect and Markowitz stochastic dominances with applications," Econometrics Journal, Royal Economic Society, vol. 14(2), pages 278-303, July.
  8. Shuangzhe Liu & Chris Heyde & Wing-Keung Wong, 2011. "Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models," Statistical Papers, Springer, vol. 52(3), pages 621-632, August.
  9. Terence Tai-Leung Chong & Wing-Keung Wong & Juan Zhang, 2011. "A gravity analysis of international stock market linkages," Applied Economics Letters, Taylor & Francis Journals, vol. 18(14), pages 1315-1319.
  10. Egozcue, Martín & García, Luis Fuentes & Wong, Wing-Keung & Zitikis, Ricardas, 2011. "Do investors like to diversify? A study of Markowitz preferences," European Journal of Operational Research, Elsevier, vol. 215(1), pages 188-193, November.
  11. Zhuo Qiao & Weiwei Qiao & Wing-Keung Wong, 2011. "Examining the Day-of-the-Week Effects in Chinese Stock Markets: New Evidence from a Stochastic Dominance Approach," Global Economic Review, Taylor & Francis Journals, vol. 40(3), pages 251-267, September.
  12. Zhuo Qiao & Yuming Li & Wing-Keung Wong, 2011. "Regime-dependent relationships among the stock markets of the US, Australia and New Zealand: a Markov-switching VAR approach," Applied Financial Economics, Taylor & Francis Journals, vol. 21(24), pages 1831-1841, December.
  13. Eric S. Fung & Kin Lam & Tak-Kuen Siu & Wing-Keung Wong, 2011. "A Pseudo-Bayesian Model for Stock Returns In Financial Crises," JRFM, MDPI, vol. 4(1), pages 1-31, December.
  14. Bian, Guorui & McAleer, Michael & Wong, Wing-Keung, 2011. "A trinomial test for paired data when there are many ties," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(6), pages 1153-1160.
  15. Wing-Keung Wong & Howard Thompson & Kweehong Teh, 2011. "Was there Abnormal Trading in the S&P 500 Index Options Prior to the September 11 Attacks?," Multinational Finance Journal, Multinational Finance Journal, vol. 15(1-2), pages 1-46, March - J.

2010

  1. Timothy Sharp & Steven Li & David Allen, 2010. "Empirical performance of affine option pricing models: evidence from the Australian index options market," Applied Financial Economics, Taylor & Francis Journals, vol. 20(6), pages 501-514.
  2. 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.
  3. Lam, Kin & Liu, Taisheng & Wong, Wing-Keung, 2010. "A pseudo-Bayesian model in financial decision making with implications to market volatility, under- and overreaction," European Journal of Operational Research, Elsevier, vol. 203(1), pages 166-175, May.
  4. Venus Khim-Sen Liew & Zhuo Qiao & Wing-keung Wong, 2010. "Linearity and stationarity of G7 government bond returns," Economics Bulletin, AccessEcon, vol. 30(4), pages 2642-2655.
  5. Thomas C. Chiang & Zhuo Qiao & Wing-Keung Wong, 2010. "New evidence on the relation between return volatility and trading volume," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(5), pages 502-515.
  6. Zhuo Qiao & Weiwei Qiao & Wing-Keung Wong, 2010. "Examining Stock Volatility in the Segmented Chinese Stock Markets: A SWARCH Approach," Global Economic Review, Taylor & Francis Journals, vol. 39(3), pages 225-246.
  7. Lean, Hooi Hooi & McAleer, Michael & Wong, Wing-Keung, 2010. "Market efficiency of oil spot and futures: A mean-variance and stochastic dominance approach," Energy Economics, Elsevier, vol. 32(5), pages 979-986, September.
  8. Ma, Chenghu & Wong, Wing-Keung, 2010. "Stochastic dominance and risk measure: A decision-theoretic foundation for VaR and C-VaR," European Journal of Operational Research, Elsevier, vol. 207(2), pages 927-935, December.
  9. Wong, W.K. & Xia, Min & Chu, W.C., 2010. "Adaptive neural network model for time-series forecasting," European Journal of Operational Research, Elsevier, vol. 207(2), pages 807-816, December.
  10. Wong, W.K. & Guo, Z.X. & Leung, S.Y.S., 2010. "Partially connected feedforward neural networks on Apollonian networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(22), pages 5298-5307.
  11. Bai, Zhidong & Wong, Wing-Keung & Zhang, Bingzhi, 2010. "Multivariate linear and nonlinear causality tests," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(1), pages 5-17.
  12. Daniel Slottje, 2010. "Modeling income distributions and Lorenz curves," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 8(4), pages 525-526, December.
  13. Daniel Slottje, 2010. "Human Capital Measurement: Theory And Practice," Journal of Economic Surveys, Wiley Blackwell, vol. 24(2), pages 201-205, April.
  14. Daniel L. Millimet & Michael Nieswiadomy & Daniel Slottje, 2010. "Detailed Estimation Of Worklife Expectancy For The Measurement Of Human Capital: Accounting For Marriage And Children," Journal of Economic Surveys, Wiley Blackwell, vol. 24(2), pages 339-361, April.

2009

  1. David E. Allen & Robert Powell, 2009. "Transitional credit modelling and its relationship to market value at risk: an Australian sectoral perspective," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 49(3), pages 425-444, September.
  2. David E. Allen, 2009. "Measuring and modelling risk," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 11(3/4), pages 199-224.
  3. Sato, Kiyotaka & Zhang, Zhaoyong & Allen, David, 2009. "The suitability of a monetary union in East Asia: What does the cointegration approach tell?," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(9), pages 2927-2937.
  4. Allen, David & Lazarov, Zdravetz & McAleer, Michael & Peiris, Shelton, 2009. "Comparison of alternative ACD models via density and interval forecasts: Evidence from the Australian stock market," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(8), pages 2535-2555.
  5. Allen, David E. & Gao, Jiti & McAleer, Michael, 2009. "Modelling and managing financial risk: An overview," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(8), pages 2521-2524.
  6. Allen, David & Yap, Ghialy & Shareef, Riaz, 2009. "Modelling interstate tourism demand in Australia: A cointegration approach," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(9), pages 2733-2740.
  7. 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.
  8. James J. Kung & Wing‐Keung Wong, 2009. "Efficiency Of The Taiwan Stock Market," The Japanese Economic Review, Japanese Economic Association, vol. 60(3), pages 389-394, September.
  9. J. Kung, James & Wong, Wing-Keung, 2009. "Profitability of Technical Analysis in the Singapore Stock Market: before and after the Asian Financial Crisis," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 24, pages 135-150.
  10. Zheng Yi & Chen Heng & Wing-Keung Wong, 2009. "China’s Stock Market Integration with a Leading Power and a Close Neighbor," JRFM, MDPI, vol. 2(1), pages 1-37, December.
  11. Wong, Wing-Keung & McAleer, Michael, 2009. "Mapping the Presidential Election Cycle in US stock markets," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(11), pages 3267-3277.
  12. Jingliang Xiao & Robert D Brooks & Wing-Keung Wong, 2009. "Garch And Volume Effects In The Australian Stock Markets," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 5(01), pages 1-20.
  13. Broz, D. & Levin, E.C. & Mucha, A.P. & Pelzel, D. & Wong, W. & Persky, V.W. & Hershow, R.C., 2009. "Lessons learned from Chicago's emergency response to mass evacuations caused by Hurricane Katrina," American Journal of Public Health, American Public Health Association, vol. 99(8), pages 1496-1504.
  14. Suhejla Hoti & Esfandiar Maasoumi & Michael McAleer & Daniel Slottje, 2009. "Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments," Econometric Reviews, Taylor & Francis Journals, vol. 28(6), pages 522-554.

2008

  1. Allen, David & Chan, Felix & McAleer, Michael & Peiris, Shelton, 2008. "Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks," Journal of Econometrics, Elsevier, vol. 147(1), pages 163-185, November.
  2. Gao, Jiti & McAleer, Michael & Allen, David E., 2008. "Econometric modelling in finance and risk management: An overview," Journal of Econometrics, Elsevier, vol. 147(1), pages 1-4, November.
  3. Allen, D.E. & Soucik, V., 2008. "Long-run underperformance of seasoned equity offerings: Fact or an illusion?," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 78(2), pages 146-154.
  4. 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.
  5. 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.
  6. Wing-Keung Wong & Chenghu Ma, 2008. "Preferences over location-scale family," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 37(1), pages 119-146, October.
  7. W. Wong & R. Chan, 2008. "Prospect and Markowitz stochastic dominance," Annals of Finance, Springer, vol. 4(1), pages 105-129, January.
  8. 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.
  9. 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.
  10. 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 & Francis Journals, vol. 18(9), pages 733-747.
  11. 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.
  12. Thomas C. Chiang & Hooi Hooi Lean & Wing-Keung Wong, 2008. "Do REITs Outperform Stocks and Fixed-Income Assets? New Evidence from Mean-Variance and Stochastic Dominance Approaches," JRFM, MDPI, vol. 1(1), pages 1-40, December.
  13. Lean, Hooi-Hooi & Wong, Wing-Keung & Zhang, Xibin, 2008. "The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(1), pages 30-48.
  14. Leung, Pui-Lam & Wong, Wing-Keung, 2008. "Three-factor profile analysis with GARCH innovations," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 77(1), pages 1-8.
  15. Z Liao & W K Wong, 2008. "The determinants of customer interactions with internet-enabled e-banking services," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 59(9), pages 1201-1210, September.
  16. Hirschberg, J.G. & Lye, J.N. & Slottje, D.J., 2008. "Inferential methods for elasticity estimates," Journal of Econometrics, Elsevier, vol. 147(2), pages 299-315, December.
  17. McAleer, Michael & Medeiros, Marcelo C. & Slottje, Daniel, 2008. "A neural network demand system with heteroskedastic errors," Journal of Econometrics, Elsevier, vol. 147(2), pages 359-371, December.
  18. Medeiros, Marcelo C. & McAleer, Michael & Slottje, Daniel & Ramos, Vicente & Rey-Maquieira, Javier, 2008. "An alternative approach to estimating demand: Neural network regression with conditional volatility for high frequency air passenger arrivals," Journal of Econometrics, Elsevier, vol. 147(2), pages 372-383, December.
  19. Arize, Augustine C. & Osang, Thomas & Slottje, Daniel J., 2008. "Exchange-rate volatility in Latin America and its impact on foreign trade," International Review of Economics & Finance, Elsevier, vol. 17(1), pages 33-44.
  20. Slottje, Daniel, 2008. "Estimating demand systems and measuring consumer preferences," Journal of Econometrics, Elsevier, vol. 147(2), pages 207-209, December.

2007

  1. 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.
  2. 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.
  3. Vincent Wing-Shing Lam & Terence Tai-Leung Chong & Wing-Keung Wong, 2007. "Profitability of intraday and interday momentum strategies," Applied Economics Letters, Taylor & Francis Journals, vol. 14(15), pages 1103-1108.
  4. 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.
  5. Dominic Gasbarro & Wing-Keung Wong & J. Kenton Zumwalt, 2007. "Stochastic Dominance Analysis of iShares," The European Journal of Finance, Taylor & Francis Journals, vol. 13(1), pages 89-101.
  6. Venus Khim-Sen Liew & Wing-Keung Wong & Zhuo Qiao, 2007. "Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model," Economics Bulletin, AccessEcon, vol. 6(27), pages 1-7.
  7. Slottje, Daniel J. & Millimet, Daniel L. & Buchanan, Michael J., 2007. "Econometric analysis of copyrights," Journal of Econometrics, Elsevier, vol. 139(2), pages 303-317, August.
  8. Basmann, Robert L. & McAleer, Michael & Slottje, Daniel, 2007. "Patent activity and technical change," Journal of Econometrics, Elsevier, vol. 139(2), pages 355-375, August.

2006

  1. Victor Soucik & David E. Allen, 2006. "Benchmarking Australian fixed interest fund performance: finding the optimal factors," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 46(5), pages 865-898, December.
  2. D. E. Allen & A. Soongswang, 2006. "Post-Takeover Effects on Thai Bidding Firms: Are Takeovers in the Bidder's Interests?," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 9(04), pages 509-531.
  3. David E. Allen & Jerry T. Parwada, 2006. "Investors' response to mutual fund company mergers," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 2(2), pages 121-135, April.
  4. 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.
  5. Wing-Keung Wong & Aman Agarwal & Nee-Tat Wong, 2006. "The Disappearing Calendar Anomalies in the Singapore Stock Market," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 11(2), pages 123-139, Jul-Dec.
  6. 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.
  7. Wai Mun Fong & Wing-Keung Wong, 2006. "The Stochastic Component Of Realized Volatility," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 2(01), pages 1-34.
  8. Suhejla Hoti & Michael McAleer & Daniel Slottje, 2006. "Intellectual Property Litigation Activity In The Usa," Journal of Economic Surveys, Wiley Blackwell, vol. 20(4), pages 715-729, September.

2005

  1. D. E. Allen & H. M. Salim, 2005. "Forecasting profitability and earnings: a study of the UK market (1982-2000)," Applied Economics, Taylor & Francis Journals, vol. 37(17), pages 2009-2018.
  2. Wenling Yang & David E. Allen, 2005. "Multivariate GARCH hedge ratios and hedging effectiveness in Australian futures markets," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 45(2), pages 301-321, July.
  3. Peiris, Shelton & Allen, David & Yang, Wenling, 2005. "Some statistical models for durations and an application to News Corporation stock prices," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 68(5), pages 545-552.
  4. David Allen & Shelton Peiris & Joey Wenling Yang, 2005. "An Examination of the Role of Time and its Impact on Price Revision," Australian Journal of Management, Australian School of Business, vol. 30(2), pages 283-301, December.
  5. 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.
  6. 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.
  7. 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, Lincoln University, Department of Financial and Business Systems, vol. 1(2), pages 1-23.
  8. Dora Marinova & Michael McAleer & Daniel Slottje, 2005. "Antitrust environment and innovation," Scientometrics, Springer;Akadémiai Kiadó, vol. 64(3), pages 301-311, August.
  9. Michael McAleer & Daniel Slottje, 2005. "A new measure of innovation: The patent success ratio," Scientometrics, Springer;Akadémiai Kiadó, vol. 63(3), pages 421-429, June.

2004

  1. Allen, D.E & Yang, W, 2004. "Do UK stock prices deviate from fundamentals?," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 64(3), pages 373-383.
  2. David E. Allen & Jerry T. Parwada, 2004. "Effects of Bank Funds Management Activities on the Disintermediation of Bank Deposits," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 31(7‐8), pages 1151-1170, September.
  3. Wing-keung Wong & Raymond Chan, 2004. "On the estimation of cost of capital and its reliability," Quantitative Finance, Taylor & Francis Journals, vol. 4(3), pages 365-372.

2003

  1. Wing-Keung Wong & Meher Manzur & Boon-Kiat Chew, 2003. "How rewarding is technical analysis? Evidence from Singapore stock market," Applied Financial Economics, Taylor & Francis Journals, vol. 13(7), pages 543-551.
  2. C. Sim & W. Wong, 2003. "R-charts for the exponential, Laplace and logistic processes," Statistical Papers, Springer, vol. 44(4), pages 535-554, October.
  3. Millimet, Daniel L. & Nieswiadomy, Michael & Ryu, Hang & Slottje, Daniel, 2003. "Estimating worklife expectancy: an econometric approach," Journal of Econometrics, Elsevier, vol. 113(1), pages 83-113, March.
  4. Lambert, Peter J. & Millimet, Daniel L. & Slottje, Daniel, 2003. "Inequality aversion and the natural rate of subjective inequality," Journal of Public Economics, Elsevier, vol. 87(5-6), pages 1061-1090, May.
  5. Daniel Millimet & Daniel Slottje, 2003. "Industrial and environmental specialization," Applied Economics Letters, Taylor & Francis Journals, vol. 10(3), pages 123-128.
  6. Esfandiar Maasoumi & Daniel Slottje, 2003. "Dynamics of Market Power and Concentration Profiles," Econometric Reviews, Taylor & Francis Journals, vol. 22(2), pages 155-177.
  7. Hirschberg, Joseph G. & Maasoumi, Esfandiar & Slottje, Daniel & Arize, Augustine C., 2003. "Antitrust issues in international comparisons of market structure," Journal of Econometrics, Elsevier, vol. 113(1), pages 129-158, March.
  8. Daniel Millimet & Nripesh Podder & Daniel Slottje & Sourushe Zandvakili, 2003. "Bounding Lifetime Income Using A Cross Section Of Data," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 49(2), pages 205-219, June.

2002

  1. Thomas, Lyn C. & Allen, David E. & Morkel-Kingsbury, Nigel, 2002. "A hidden Markov chain model for the term structure of bond credit risk spreads," International Review of Financial Analysis, Elsevier, vol. 11(3), pages 311-329.
  2. G. MacDonald & D. Allen & S. Cruickshank, 2002. "Purchasing Power Parity-evidence from a new panel test," Applied Economics, Taylor & Francis Journals, vol. 34(11), pages 1319-1324.
  3. Sarabia, Jose Maria & Castillo, Enrique & Slottje, Daniel J., 2002. "Lorenz ordering between McDonald's generalized functions of the income size distribution," Economics Letters, Elsevier, vol. 75(2), pages 265-270, April.
  4. Anthony Shorrocks & Daniel Slottje, 2002. "Approximating unanimity orderings: An application to Lorenz dominance," Journal of Economics, Springer, vol. 77(1), pages 91-117, December.
  5. David L. Millimet & Daniel Slottje, 2002. "Environmental Compliance Costs and the Distribution of Emissions in the U.S," Journal of Regional Science, Wiley Blackwell, vol. 42(1), pages 87-105, February.
  6. Daniel Millimet & Daniel Slottje, 2002. "An environmental Paglin-Gini," Applied Economics Letters, Taylor & Francis Journals, vol. 9(4), pages 271-274.

2001

  1. 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, December.
  2. Wing-Keung Wong & Boon-Kiat Chew & Douglas Sikorsk, 2001. "Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets?," Multinational Finance Journal, Multinational Finance Journal, vol. 5(1), pages 59-86, March.
  3. L. Imhof & J. Lopez‐Fidalgo & W. K. Wong, 2001. "Efficiencies of Rounded Optimal Approximate Designs for Small Samples," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 55(3), pages 301-318, November.
  4. Joseph G. Hirschberg & Esfandiar Maasoumi & Daniel J. Slottje, 2001. "Clusters of attributes and well-being in the USA," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 445-460.

2000

  1. D. E. Allen, 2000. "Spare Debt Capacity: Company Practices in Australia, Britain and Japan," Australian Journal of Management, Australian School of Business, vol. 25(3), pages 299-326, December.
  2. M. L. Tiku & Wing‐Keung Wong & David C. Vaughan & Guorui Bian, 2000. "Time Series Models in Non‐Normal Situations: Symmetric Innovations," Journal of Time Series Analysis, Wiley Blackwell, vol. 21(5), pages 571-596, September.
  3. Arize, Augustine C & Osang, Thomas & Slottje, Daniel J, 2000. "Exchange-Rate Volatility and Foreign Trade: Evidence from Thirteen LDC's," Journal of Business & Economic Statistics, American Statistical Association, vol. 18(1), pages 10-17, January.
  4. Dagum, Camilo & Slottje, Daniel J., 2000. "A new method to estimate the level and distribution of household human capital with application," Structural Change and Economic Dynamics, Elsevier, vol. 11(1-2), pages 67-94, July.
  5. Ryu, Hang K. & Slottje, Daniel J., 2000. "Estimating the density of unemployment duration based on contaminated samples or small samples," Journal of Econometrics, Elsevier, vol. 95(1), pages 131-156, March.

1999

  1. D. E. Allen & N. J. Morkel-Kingsbury & W. Piboonthanakiat, 1999. "The long-run performance of initial public offerings in Thailand," Applied Financial Economics, Taylor & Francis Journals, vol. 9(3), pages 215-232.
  2. D. E. Allen & M. L. Tan, 1999. "A Test of the Persistence in the Performance of UK Managed Funds," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 26(5‐6), pages 559-593, June.
  3. Wong, Wing-Keung & Li, Chi-Kwong, 1999. "A note on convex stochastic dominance," Economics Letters, Elsevier, vol. 62(3), pages 293-300, March.
  4. Meher Manzur & Wing-Keung Wong & Inn-Chau Chee, 1999. "Measuring international competitiveness: experience from East Asia," Applied Economics, Taylor & Francis Journals, vol. 31(11), pages 1383-1391.
  5. Daniel J. Slottje & Hang K. Ryu, 1999. "Analyzing perceived hunger across states in the US," Empirical Economics, Springer, vol. 24(2), pages 323-329.
  6. Dolmas, Jim & Raj, Baldev & Slottje, Daniel J, 1999. "The U.S. Productivity Slowdown: A Peak through the Structural Break Window," Economic Inquiry, Western Economic Association International, vol. 37(2), pages 226-241, April.
  7. Sarabia, J. -M. & Castillo, Enrique & Slottje, Daniel J., 1999. "An ordered family of Lorenz curves," Journal of Econometrics, Elsevier, vol. 91(1), pages 43-60, July.

1998

  1. Allen, D. E. & Cleary, F., 1998. "Determinants of the cross-section of stock returns in the Malaysian stock market," International Review of Financial Analysis, Elsevier, vol. 7(3), pages 253-275.

1997

  1. 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.
  2. Sock-Yong Phang & Wing-Keung Wong, 1997. "Government Policies and Private Housing Prices in Singapore," Urban Studies, Urban Studies Journal Limited, vol. 34(11), pages 1819-1829, November.
  3. Joseph G. Hirschberg & Daniel J. Slottje, 1997. "The Sensitivity Functional Forms of Earnings: Earnings Functions to Specification," Journal of Income Distribution, Ad libros publications inc., vol. 6(1), pages 3-3, June.
  4. Raj, Baldev & Slottje, Daniel J, 1997. "The Uncertain Unit Root in the U.S. Poverty Rate," Empirical Economics, Springer, vol. 22(4), pages 555-570.

1996

  1. 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.
  2. Slottje, Daniel, 1996. "EW,Top Heavy: A Study of the Increasing Inequality of Wealth in America.New York: Twentieth Century Fund, 1995," Journal of Comparative Economics, Elsevier, vol. 23(2), pages 235-236, October.
  3. Daniel J. Slottje, 1996. "Book Review: A Theory of Earnings Distribution," Journal of Income Distribution, Ad libros publications inc., vol. 5(1), pages 7-7, June.
  4. Ryu, Hang K. & Slottje, Daniel J., 1996. "Two flexible functional form approaches for approximating the Lorenz curve," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 251-274.

1995

  1. Allen, Dave E. & Sugianto, Richard, 1995. "Australian domestic porfolio diversification and estimation risk: A review of investment strategies," Pacific-Basin Finance Journal, Elsevier, vol. 3(1), pages 142-143, May.
  2. D. E. Allen & Robert Prince, 1995. "The winner/loser hypothesis: some preliminary Australian evidence on the impact of changing risk," Applied Economics Letters, Taylor & Francis Journals, vol. 2(8), pages 280-283.
  3. D.E. Allen, 1995. "Risk and Managerial Finance," Managerial Finance, Emerald Group Publishing Limited, vol. 21(1), pages 3-14, January.
  4. A. Abhyankar & L. S. Copeland & W. Wong, 1995. "Moment condition failure in high frequency financial data: evidence from the S&P 500," Applied Economics Letters, Taylor & Francis Journals, vol. 2(8), pages 288-290.
  5. J. H. Haslag & D.J. Slottje, 1995. "Cyclical Fluctuations, Macroeconomic Policy, and the Size Distribution of Income: Some Preliminary Evidence," Journal of Income Distribution, Ad libros publications inc., vol. 4(1), pages 1-1, June.
  6. Hayes, Kathy J. & Lambert, Peter J. & Slottje, Daniel J., 1995. "Evaluating effective income tax progression," Journal of Public Economics, Elsevier, vol. 56(3), pages 461-474, March.
  7. K. J. Hayes & D. J. Slottje & M. L. Nieswiadomy & E. N. Wolff, 1995. "The Relationship Between Productivity Changes and Poverty in the United States," Journal of Income Distribution, Ad libros publications inc., vol. 4(1), pages 6-6, June.

1994

  1. Raj, Baldev & Slottje, Daniel J, 1994. "The Trend Behavior of Alternative Income Inequality Measures in the United States from 1947-1990 and the Structural Break," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(4), pages 479-487, October.
  2. Slottje, Daniel J. & Hirschberg, Joseph G. & Hayes, Kathy J. & Scully, Gerald W., 1994. "A new method for detecting individual and group labor market discrimination," Journal of Econometrics, Elsevier, vol. 61(1), pages 43-64, March.
  3. Hirschberg, Joseph G. & Slottje, Daniel J., 1994. "An empirical Bayes approach to analyzing earnings functions for various occupations and industries," Journal of Econometrics, Elsevier, vol. 61(1), pages 65-79, March.
  4. Ryu, Hang K & Slottje, Daniel J, 1994. "Coordinate Space versus Index Space Representations as Estimation Methods: An Application to How Macro Activity Affects the U.S. Income Distribution," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(2), pages 243-251, April.

1993

  1. D. E. Allen, 1993. "What'S So Super About Super?," Economic Papers, The Economic Society of Australia, vol. 12(3), pages 44-62, September.
  2. Batra, Ravi & Slottje, Daniel J, 1993. "Trade Policy and Poverty in the United States: Theory and Evidence, 1947-1990," Review of International Economics, Wiley Blackwell, vol. 1(3), pages 189-208, October.
  3. Hayes, Kathy J. & Slottje, Daniel J. & Taylor, Lori L., 1993. "Equality and fiscal equity in school finance reform," Economics of Education Review, Elsevier, vol. 12(2), pages 171-176, June.
  4. Balke, Nathan S & Slottje, Daniel J, 1993. "Poverty and Change in the Macroeconomy: A Dynamic Macroeconometric Model," The Review of Economics and Statistics, MIT Press, vol. 75(1), pages 117-122, February.

1992

  1. D.E. Allen, 1992. "Some features of Dividend Policy in Japan," Managerial Finance, Emerald Group Publishing Limited, vol. 18(1), pages 49-69, January.
  2. D.E. Allen & H.Y. Izan, 1992. "Dividend Policy: The Issues," Managerial Finance, Emerald Group Publishing Limited, vol. 18(1), pages 1-8, January.
  3. D.E. Allen, 1992. "Target Payout Ratios and Dividend Policy: British Evidence," Managerial Finance, Emerald Group Publishing Limited, vol. 18(1), pages 9-21, January.
  4. Daniel J. Slottje & Kathy J. Hayes & Joyce Shackett, 1992. "Labour Force Participation, Race And Human Capital: Influence On Earnings Distributions Across States," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 38(1), pages 27-37, March.
  5. Hayes, K. J. & Slottje, D. J. & Ferrantino, M. J. & Wagner, J., 1992. "Veblen effects and their impact on the new European community and some of their trading partners," European Economic Review, Elsevier, vol. 36(1), pages 51-70, January.
  6. Slottje, Daniel J., 1992. "Is there conspicuous consumption in Japan?," Japan and the World Economy, Elsevier, vol. 4(4), pages 333-342, December.
  7. Gardner, Grant W. & Slottje, Daniel J. & Kimbrough, Kent P., 1992. "Tariff behavior in five European countries," Economics Letters, Elsevier, vol. 39(1), pages 73-78, May.

1991

  1. D. E. Allen, 1991. "The Determinants of the Capital Structure of Listed Australian Companies: The Financial Manager's Perspective," Australian Journal of Management, Australian School of Business, vol. 16(2), pages 103-128, December.
  2. Basmann, R. L. & Hayes, K. J. & Slottje, D. J., 1991. "The Lorenz curve and the mobility function," Economics Letters, Elsevier, vol. 36(1), pages 105-111, May.
  3. Hirschberg, Joseph G. & Maasoumi, Esfandiar & Slottje, Daniel J., 1991. "Cluster analysis for measuring welfare and quality of life across countries," Journal of Econometrics, Elsevier, vol. 50(1-2), pages 131-150, October.
  4. Slottje, Daniel J, 1991. "Measuring the Quality of Life across Countries," The Review of Economics and Statistics, MIT Press, vol. 73(4), pages 684-693, November.
  5. Scully, Gerald W & Slottje, Daniel J, 1991. "Ranking Economic Liberty across Countries," Public Choice, Springer, vol. 69(2), pages 121-152, February.
  6. Nieswiadomy, Michael & Hayes, K & Slottje, D J, 1991. "An Analysis of the Relationship between Various Redistributive Programs and Poverty," Public Choice, Springer, vol. 68(1-3), pages 175-184, January.

1990

  1. 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 243-250, April.
  2. Slottje, D. J. & Hayes, Kathy & Wagner, Joachim, 1990. "Measuring price-dependent preferences in the Federal Republic of Germany," European Journal of Political Economy, Elsevier, vol. 6(3), pages 353-361, December.
  3. Hayes, Kathy & Slottje, D. J. & Porter-Hudak, Susan & Scully, Gerald, 1990. "Is the size distribution of income a random walk?," Journal of Econometrics, Elsevier, vol. 43(1-2), pages 213-226.
  4. Slottje, Daniel, 1990. "Editor's introduction : The state of empirical work on economic inequality," Journal of Econometrics, Elsevier, vol. 43(1-2), pages 1-3.
  5. Daniel J. Slottje, 1990. "Change in the U.S. Income Distribution from 1970 to 1980: Assessing State and Regional Impacts," Journal of Human Resources, University of Wisconsin Press, vol. 25(2), pages 267-274.
  6. Basmann, R. L. & Hayes, K. J. & Slottje, D. J. & Johnson, J. D., 1990. "A general functional form for approximating the Lorenz curve," Journal of Econometrics, Elsevier, vol. 43(1-2), pages 77-90.
  7. Hayes, Kathy & Slottje, D. J. & Nieswiadomy, Michael, 1990. "Multivariate exogeneity tests and poverty : Some evidence on the perception of poverty," Economics Letters, Elsevier, vol. 33(4), pages 395-399, August.
  8. Basmann, Robert L & Diamond, Charles A. & Scully, Gerald & Slottje, Daniel, 1990. "The Political Market for Real Income Redistribution through Choice of the Weights in COLAS," Public Choice, Springer, vol. 64(2), pages 103-120, February.
  9. Slottje, Daniel J., 1990. "Using grouped data for constructing inequality indices : Parametric vs. non-parametric methods," Economics Letters, Elsevier, vol. 32(2), pages 193-197, February.

1989

  1. Slottje, D. J. & Basmann, R. L. & Nieswiadomy, M., 1989. "On the empirical relationship between several well-known inequality measures," Journal of Econometrics, Elsevier, vol. 42(1), pages 49-66, September.
  2. Gerald Scully & D. Slottje, 1989. "The paradox of politics and policy in redistributing income," Public Choice, Springer, vol. 60(1), pages 55-70, January.
  3. Hirschberg, Joseph G. & Slottje, D. J., 1989. "Remembrance of things past the distribution of earnings across occupations and the kappa criterion," Journal of Econometrics, Elsevier, vol. 42(1), pages 121-130, September.
  4. Kathy Hayes & Daniel J. Slottje, 1989. "The Efficacy of State and Local Governments' Redistributional Policies," Public Finance Review, , vol. 17(3), pages 304-322, July.

1988

  1. Basmann, Robert L & Molina, David J & Slottje, Daniel J, 1988. "A Note on Measuring Veblen's Theory of Conspicuous Consumption," The Review of Economics and Statistics, MIT Press, vol. 70(3), pages 531-535, August.
  2. Thomas B. Fomby & Joseph H. Haslag & Daniel J. Slottje, 1988. "A study of the relationship between economic growth and inequality: the case of Mexico," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue May, pages 13-25.

1987

  1. Joyce R. Shackett & D. J. Slottje, 1987. "Labor Supply Decisions, Human Capital Attributes, and Inequality in the Size Distribution of Earnings in the U.S., 1952-81," Journal of Human Resources, University of Wisconsin Press, vol. 22(1), pages 82-100.
  2. Slottje, D J, 1987. "Relative Price Changes and Inequality in the Size Distribution of Various Components of Income: A Multidemensional Approach," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(1), pages 19-26, January.
  3. Basmann, R. L. & Slottje, D. J., 1987. "A new index of income inequality : The B measure," Economics Letters, Elsevier, vol. 24(4), pages 385-389.
  4. Baseman, R L & Slottje, D J, 1987. "The Sensitivity of the True Cost of Living to Price-Induced and Income-Induced Changes in Aggregate Consumers' Tastes," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(4), pages 483-498, October.
  5. Basmann, R. L. & Hayes, K. J. & Slottje, D. J. & Molina, D. J., 1987. "A new method for measuring technological change," Economics Letters, Elsevier, vol. 25(4), pages 329-333.
  6. Hayes, Kathy J & Slottje, Daniel J, 1987. "Measures of Publicness Based on Demographic Scaling," The Review of Economics and Statistics, MIT Press, vol. 69(4), pages 713-718, November.

1986

  1. D.E. Allen & J.N. Crook & W.D. Reekie, 1986. "Technical Change, Economies of Scope and Contestable Markets," South African Journal of Economics, Economic Society of South Africa, vol. 54(2), pages 113-119, June.

1984

  1. Slottje, Daniel J., 1984. "A measure of income inequality in the U.S. for the years 1952-1980 based on the beta distribution of the second kind," Economics Letters, Elsevier, vol. 15(3-4), pages 369-375.
  2. Basmann, R. L. & Molina, D. J. & Slottje, D. J., 1984. "A note on aggregation of Fechner-Thurstone direct utility functions," Economics Letters, Elsevier, vol. 14(2-3), pages 117-122.

1983

  1. Basmann, R L & Molina, D J & Slottje, D J, 1983. "Budget Constraint Prices as Preference Changing Parameters of Generalized Fechner-Thurstone Direct Utility Functions," American Economic Review, American Economic Association, vol. 73(3), pages 411-413, June.
  2. Ronnie J. Phillips & Daniel J. Slottje, 1983. "The Importance of Relative Prices in Analyzing Veblen Effects," Journal of Economic Issues, Taylor & Francis Journals, vol. 17(1), pages 197-206, March.

Chapters

2019

  1. David E. Allen & Petko Kalev & Shelton Peiris & Abhay K. Singh, 2019. "Currency Spillover Effects between the US Dollar and Some Major Currencies and Exchange Rate Forecasts Based on Neural Nets," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers, chapter 8, pages 199-220, World Scientific Publishing Co. Pte. Ltd..

2015

  1. Anna Golab & David E. Allen & Robert Powell, 2015. "Aspects of Volatility and Correlations in European Emerging Economies," Palgrave Macmillan Books, in: Nigel Finch (ed.), Emerging Markets and Sovereign Risk, chapter 4, pages 59-80, Palgrave Macmillan.

2011

  1. David E. Allen & Abhay Kumar Singh, 2011. "A Risk and Forecasting Analysis of West Texas Intermediate Prices," Palgrave Macmillan Books, in: Greg N. Gregoriou & Razvan Pascalau (ed.), Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures, chapter 10, pages 235-254, Palgrave Macmillan.
  2. David E. Allen & Singh Robert Powell, 2011. "Asset Pricing, the Fama—French Factor Model and the Implications of Quantile-Regression Analysis," Palgrave Macmillan Books, in: Greg N. Gregoriou & Razvan Pascalau (ed.), Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures, chapter 7, pages 176-193, Palgrave Macmillan.
  3. David E. Allen & Lurion Demello, 2011. "The Consumption-Based Capital Asset-Pricing Model (CCAPM), Habit-Based Consumption and the Equity Premium in an Australian Context," Palgrave Macmillan Books, in: Greg N. Gregoriou & Razvan Pascalau (ed.), Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures, chapter 5, pages 135-153, Palgrave Macmillan.
  4. Thomas C. Chiang & Zhuo Qiao & Wing-Keung Wong, 2011. "A Markov Regime-Switching Model of Stock Return Volatility: Evidence from Chinese Markets," Palgrave Macmillan Books, in: Greg N. Gregoriou & Razvan Pascalau (ed.), Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration, chapter 3, pages 49-73, Palgrave Macmillan.

2007

  1. David Allen & Lee K. Lim & Trent Winduss, 2007. "AUSFTA and its Implications for the Australian Stock Market," Chapters, in: M. A.B. Siddique (ed.), Regionalism, Trade and Economic Development in the Asia-Pacific Region, chapter 9, Edward Elgar Publishing.

2006

  1. Wing-Keung Wong & Howard E. Thompson & Steven X. Wei & Ying-Foon Chow, 2006. "Do Winners Perform Better Than Losers? A Stochastic Dominance Approach," World Scientific Book Chapters, in: Cheng-Few Lee (ed.), Advances In Quantitative Analysis Of Finance And Accounting, chapter 10, pages 219-254, World Scientific Publishing Co. Pte. Ltd..

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.