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Publications

by alumni of

University of Wisconsin-Madison → School of Business → Department of Finance, Investment and Banking

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles | Books | Chapters | Software components |

Working papers

2025

  1. Wing-Keung Wong & Yushan Cheng & Mu Yue, 2025, "Could regression of stationary series be spurious?," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 2503, Mar.
  2. Wing-Keung Wong & Mu Yue, 2025, "Could regressing a stationary series on a non-stationary series obtain meaningful outcomes?," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 2504, Apr.
  3. Moawia Alghalith & Wing-Keung Wong, 2025, "A Solution to the Multidimensionality in Option Pricing," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 2505, May.
  4. Wing-Keung Wong & Chenghu Ma & Zhuo Qiao & Udo Broll & Joao Paulo Vieito, 2025, "New stochastic dominance theory for investors with risk-averse and risk-seeking utilities with applications including solutions for the Friedman-Savage paradox and the diversification puzzle," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 2506, Jun.
  5. Wong, Wing-Keung, 2025, "Arbitrage opportunities in no-arbitrage portfolios: The case of Bitcoin and Treasury Bills," MPRA Paper, University Library of Munich, Germany, number 130021, Jun.

2024

  1. Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024, "Nonstandard errors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123002, Jun.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024, "Nonstandard Errors," Journal of Finance, American Finance Association, volume 79, issue 3, pages 2339-2390, June, DOI: 10.1111/jofi.13337.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023, "Non-Standard Errors," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023002, Jan.
    • Utz Weitzel & Michael Razen & Sebastian Neussüs & Michael Kirchler & Magnus Johannesson & Juergen Huber & Felix Holzmeister & Anna Dreber & Albert J. Menkveld & Javier Gil-Bazo, 2021, "Non-Standard Errors," Working Papers, Barcelona School of Economics, number 1303, Dec.
    • Gerardo Ferrara & Simon Jurkatis, 2021, "Non-standard errors," Bank of England Staff Working Paper series, Bank of England, number 955, Dec.
    • 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, Faculty of Economics, University of Cambridge, number 2182, Nov.
    • Albert J. et al. Menkveld, 2021, "Non-Standard Errors," CESifo Working Paper Series, CESifo, number 9453.
    • 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, Swiss Finance Institute, number 22-09, Jan.
    • Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-Standard Errors," CEPR Discussion Papers, Centre for Economic Policy Research, number 16751, Nov.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • 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), HAL, number halshs-03500882, Nov.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-04676112, Apr, DOI: 10.1111/jofi.13337.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • 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, HAL, number halshs-03500882, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021, "Non-Standard Errors," Working Papers, Lund University, Department of Economics, number 2021:17, Nov.
    • 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, Faculty of Economics and Statistics, Universität Innsbruck, number 2021-31.
    • 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, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 21033, Nov.
    • Ciril Bosch-Rosa & Bernhard Kassner, 2023, "Non-Standard Errors," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 385, Feb.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neus ss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Fr mmel & et al, 2021, "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 21/1032, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Declerck, Fany & Moinas, Sophie, 2023, "Non-Standard Errors," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1451, Jun.
    • 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, Department of Economics and Business, Universitat Pompeu Fabra, number 1807, Dec.
    • 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, Halle Institute for Economic Research (IWH), number 11/2021.
    • 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, Leibniz Institute for Financial Research SAFE, number 327, DOI: 10.2139/ssrn.3961574.

2021

  1. 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, University of Pretoria, Department of Economics, number 202158, Aug.

2020

  1. Raymond H. Chan & Xu Guo & Ephraim Clark & Wing-Keung Wong, 2020, "New Development on the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors with Application in Risk Management," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 2002, Feb.
  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, University Library of Munich, Germany, number 99185, Mar.

2019

  1. 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, number hal-02179795, Jun, DOI: 10.1016/j.resourpol.2018.10.002.
  2. 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, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-03, Mar.

2018

  1. Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2018, "Management Information, Decision Sciences, and Financial Economics : a connection," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number 2018-004/III, Jan.
  2. Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2018, "Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number 18-024/III, Mar.
  3. 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, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-22, May.
  4. Mou, W.M. & Wong, W.-K. & McAleer, M.J., 2018, "Financial Credit Risk and Core Enterprise Supply Chains," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-27, Jun.
  5. 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, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-40, Sep.
  6. 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, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-41, Sep.
  7. Mou, W.M. & Wong, W.-K. & McAleer, M.J., 2018, "Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-42, Sep.
  8. Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2018, "Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-08, Jan.
  9. 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, number hal-01903522.
  10. 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, University Library of Munich, Germany, number 87641, Jun.
  11. Lu, Richard & Yang, Chen-Chen & Wong, Wing-Keung, 2018, "Time Diversification: Perspectives from the Economic Index of Riskiness," MPRA Paper, University Library of Munich, Germany, number 89167, Oct, revised 02 Oct 2018.
  12. 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, University of Pretoria, Department of Economics, number 201842, Jul.
  13. 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, University of Pretoria, Department of Economics, number 201846, Jul.
  14. Vasilios Plakandaras & Rangan Gupta & Wing-Keung Wong, 2018, "Point and Density Forecasts of Oil Returns: The Role of Geopolitical Risks," Working Papers, University of Pretoria, Department of Economics, number 201847, Jul.
  15. Rangan Gupta & Zhihui Lv & Wing-Keung Wong, 2018, "Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector," Working Papers, University of Pretoria, Department of Economics, number 201849, Aug.

2017

  1. Niu, C. & Guo, X. & McAleer, M.J. & Wong, W.-K., 2017, "Theory and Application of an Economic Performance Measure of Risk," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2017-18, Jun.
  2. Guo, X. & Li, G.-R. & McAleer, M.J. & Wong, W.-K., 2017, "Specification Testing of Production in a Stochastic Frontier Model," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2017-27, Jan.
  3. 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, number hal-01655746, Nov.
  4. Xu GUO & Wing-Keung WONG, 2017, "Regret Aversion, Regret Neutrality, and Risk Aversion in Production," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1709, Sep.
  5. Niu, Cuizhen & Wong, Wing-Keung & Xu, Qunfang, 2017, "Higher-Order Risk Measure and (Higher-Order) Stochastic Dominance," MPRA Paper, University Library of Munich, Germany, number 75948, Jan.
  6. Chong, Terence Tai-Leung & Cao, Bingqing & Wong, Wing Keung, 2017, "A Principal Component Approach to Measuring Investor Sentiment in Hong Kong," MPRA Paper, University Library of Munich, Germany, number 77147, Feb.
  7. Guo, Xu & Wagener, Andreas & Wong, Wing-Keung & Zhu, Lixing, 2017, "The Two-Moment Decision Model with Additive Risks," MPRA Paper, University Library of Munich, Germany, number 77625, Mar.
  8. Alghalith, Moawia & Niu, Cuizhen & Wong, Wing-Keung, 2017, "The impacts of joint energy and output prices uncertainties in a mean-variance framework," MPRA Paper, University Library of Munich, Germany, number 79739, Jun.
  9. Guo, Xu & Jiang, Xuejun & Wong, Wing Keung, 2017, "Stochastic Dominance and Omega Ratio: Measures to Examine Market Efficiency, Arbitrage Opportunity, and Anomaly," MPRA Paper, University Library of Munich, Germany, number 81770, Oct.
  10. Niu, Cuizhen & Wong, Wing-Keung & Zhu, Lixing, 2017, "Farinelli and Tibiletti ratio and Stochastic Dominance," MPRA Paper, University Library of Munich, Germany, number 82737, Nov.
  11. 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, University Library of Munich, Germany, number 82744, Nov.
  12. 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, University of Pretoria, Department of Economics, number 201773, Oct.
  13. Elie Bouri & Rangan Gupta & Wing-Keung Wong & Zhenzhen Zhu, 2017, "Is Wine a Good Choice for Investment?," Working Papers, University of Pretoria, Department of Economics, number 201781, Dec.
  14. Maria Rebecca Valenzuela & Wing-Keung Wong & Zhu Zhen Zhen, 2017, "Income and Consumption Inequality in the Philippines: A Stochastic Dominance Analysis of Household Unit Records," ADBI Working Papers, Asian Development Bank Institute, number 662, Feb.

2016

  1. 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, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-01, Jan.
  2. 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, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-20, Apr.
  3. Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2016, "Management Science, Economics and Finance: A Connection," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-26, May.
  4. Abdelbari El Khamlichi & Thi Hong Van Hoang & Wing‐keung Wong, 2016, "Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis," Post-Print, HAL, number hal-02964594, Jul.
  5. 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, Monash University, Department of Economics, number 25-16, Nov.
  6. Vieito, João Paulo & Wong, Wing-Keung & Chow, Sheung Chi, 2016, "Stock Market Liberalizations and Efficiency: The Case of Latin America," MPRA Paper, University Library of Munich, Germany, number 68949.
  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, University Library of Munich, Germany, number 69175.
  8. Guo, Xu & Wong, Wing-Keung, 2016, "Multivariate Stochastic Dominance for Risk Averters and Risk Seekers," MPRA Paper, University Library of Munich, Germany, number 70637, Apr.
  9. Alghalith, Moawia & Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2016, "A General Optimal Investment Model in the Presence of Background Risk," MPRA Paper, University Library of Munich, Germany, number 70644, Apr.
  10. 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, University Library of Munich, Germany, number 74344, Apr.
  11. 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, University Library of Munich, Germany, number 74347, May.
  12. Bai, Zhidong & Liu, Huixia & Wong, Wing-Keung, 2016, "Making Markowitz's Portfolio Optimization Theory Practically Useful," MPRA Paper, University Library of Munich, Germany, number 74360, Oct.
  13. 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, University Library of Munich, Germany, number 74386, Oct.
  14. 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, University Library of Munich, Germany, number 75002, Nov.
  15. Niu, Cuizhen & Wong, Wing-Keung & Zhu, Lixing, 2016, "First Stochastic Dominance and Risk Measurement," MPRA Paper, University Library of Munich, Germany, number 75027, Nov.
  16. 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, University Library of Munich, Germany, number 75216, Nov.
  17. 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, University of Pretoria, Department of Economics, number 201674, Oct.

2015

  1. Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2015, "Behavioural, Financial, and Health & Medical Economics: A Connection," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-27, Sep.
  2. Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2015, "Informatics, Data Mining, Econometrics and Financial Economics: A Connection," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-34, Nov.
  3. 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, number hal-02010732, Nov, DOI: 10.1016/j.econmod.2015.06.021.
  4. Li, Hua & Bai, Zhi Dong & Wong, Wing Keung, 2015, "High dimensional Global Minimum Variance Portfolio," MPRA Paper, University Library of Munich, Germany, number 66284, Aug.
  5. Vieito, João Paulo & Wong, Wing-Keung & Zhu, Zhenzhen, 2015, "Could the global financial crisis improve the performance of the G7 stocks markets?," MPRA Paper, University Library of Munich, Germany, number 66521, Sep.
  6. Guo, Xu & Lien, Donald & Wong, Wing-Keung, 2015, "Good Approximation of Exponential Utility Function for Optimal Futures Hedging," MPRA Paper, University Library of Munich, Germany, number 66841, Sep.
  7. Owyong, David & Wong, Wing-Keung & Horowitz, Ira, 2015, "Cointegration and Causality among the Onshore and Offshore Markets for China's Currency," MPRA Paper, University Library of Munich, Germany, number 71107, Oct.

2014

  1. 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, number hal-02097519, Dec.
  2. Guo, Xu & Egozcue, Martin & Wong, Wing-Keung, 2014, "Majorization Theory, Stochastic Dominance, and Preferences of Portfolios for Different Types of Investors," MPRA Paper, University Library of Munich, Germany, number 55390, Apr.
  3. Guo, Xu & Li, Gao Rong & Wong, Wing Keung, 2014, "Specification Testing of Production Frontier Function in Stochastic Frontier Model," MPRA Paper, University Library of Munich, Germany, number 57999, Aug.

2013

  1. Andrew Ang & Richard C. Green & Yuhang Xing, 2013, "Advance Refundings of Municipal Bonds," NBER Working Papers, National Bureau of Economic Research, Inc, number 19459, Sep.
  2. 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, Association Française de Cliométrie (AFC), number 05-13.
  3. Michael McAleer & John Suen & Wing Keung Wong, 2013, "Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/20, Jun.
  4. 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, University of Canterbury, Department of Economics and Finance, number 13/30, Sep.
  5. Bai, Zhidong & Li, Hua & Wong, Wing-Keung, 2013, "The best estimation for high-dimensional Markowitz mean-variance optimization," MPRA Paper, University Library of Munich, Germany, number 43862, Jan.
  6. Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013, "Two-moment decision model for location-scale family with background asset," MPRA Paper, University Library of Munich, Germany, number 43864, Jan.
  7. Guo, Xu & Zhu, Xuehu & Wong, Wing-Keung & Zhu, Lixing, 2013, "A Note on Almost Stochastic Dominance," MPRA Paper, University Library of Munich, Germany, number 44365, Feb.
  8. Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013, "Almost Stochastic Dominance and Moments," MPRA Paper, University Library of Munich, Germany, number 49205, Aug.
  9. Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013, "Make Almost Stochastic Dominance really Almost," MPRA Paper, University Library of Munich, Germany, number 49745, Sep.
  10. Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013, "An analysis of portfolio selection with multiplicative background risk," MPRA Paper, University Library of Munich, Germany, number 51331, Nov.
  11. Broll, Udo & Wong, Wing-Keung & Wu, Mojia, 2013, "Banking Firm and Two-Moment Decision Making," MPRA Paper, University Library of Munich, Germany, number 51687, Dec.
  12. Broll, Udo & Ergozue, Martin & Welzel, Peter & Wong, Wing-Keung, 2013, "Optimal Output for the Regret-Averse Competitive Firm Under Price Uncertainty," MPRA Paper, University Library of Munich, Germany, number 51703, Nov.
  13. Guo, Xu & Post, Thierry & Wong, Wing-Keung & Zhu, Lixing, 2013, "Moment Conditions for Almost Stochastic Dominance," MPRA Paper, University Library of Munich, Germany, number 51725, Nov.
  14. Xu, Guo & Wing-Keung, Wong & Lixing, Zhu, 2013, "Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors," MPRA Paper, University Library of Munich, Germany, number 51744, Nov.
  15. 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, University Library of Munich, Germany, number 51827, Dec.
  16. Alghalith, Moawia & Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013, "Input Demand under Joint Energy and Output Prices Uncertainties," MPRA Paper, University Library of Munich, Germany, number 52368, Dec.
  17. Chenghu Ma & Wing-Keung Wong, 2013, "Stochastic Dominance and Risk Measure: A Decision-Theoretic Foundation for VaR and C-VaR," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.

2012

  1. Dario Cestau & Richard C. Green & Norman Schürhoff, 2012, "Tax-Subsidized Underpricing: Issuers and Underwriters in the Market for Build America Bonds," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-32, Oct.
  2. 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), HAL, number halshs-00747008, Sep.
  3. 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, Kyoto University, Institute of Economic Research, number 820, Jun.
  4. Bai, Zhidong & Hui, Yongchang & Wong, Wing-Keung, 2012, "New Non-Linearity Test to Circumvent the Limitation of Volterra Expansion," MPRA Paper, University Library of Munich, Germany, number 41872, Aug.
  5. Guo, Xu & Lam, Kin & Wong, Wing-Keung & Zhu, Lixing, 2012, "A New Pseudo-Bayesian Model of Investors' Behavior in Financial Crises," MPRA Paper, University Library of Munich, Germany, number 42535, Oct.
  6. Chan, Raymond H. & Clark, Ephraim & Wong, Wing-Keung, 2012, "On the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors," MPRA Paper, University Library of Munich, Germany, number 42676, Nov.

2010

  1. Glode, V. & Green, R.C. & Lowery, R., 2010, "Financial Expertise as an Arms Race," Discussion Paper, Tilburg University, Center for Economic Research, number 2010-87S.
  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, University of Canterbury, Department of Economics and Finance, number 10/18, Apr.
  3. Guorui Bian & Michael McAleer & Wing-Keung Wong, 2010, "A Trinomial Test for Paired Data When There are Many Ties," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/20, May.
  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, University of Canterbury, Department of Economics and Finance, number 10/22, May.
  5. Guorui Bian & Michael McAleer & Wing-Keung Wong, 2010, "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/66, Oct.
  6. Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2010, "Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-201, Jan.
  7. Broll, Udo & Egozcue, Martín & Wong, Wing-Keung & Zitikis, Ričardas, 2010, "Prospect theory and hedging risks," Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics, number 05/10.

2009

  1. Richard Green & Robert Mariano & Andrey Pavlov & Susan Wachter, 2009, "Misaligned Incentives and Mortgage Lending in Asia," Microeconomics Working Papers, East Asian Bureau of Economic Research, number 22422, Jan.
  2. 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, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics, number 01/09.

2008

  1. Liew, Venus Khim-Sen & Qiao, Zhuo & Wong, Wing-Keung, 2008, "Linearity and stationarity of G7 government bond returns," MPRA Paper, University Library of Munich, Germany, number 24836, revised 08 Sep 2010.

2007

  1. Dominic Gasbarro & Wing-Keung Wong & J. Kenton Zumwalt, 2007, "Stochastic Dominance Analysis of iShares," Finance Working Papers, East Asian Bureau of Economic Research, number 21919, Apr.
  2. Wing-Keung Wong, 2007, "Stochastic Dominance and Mean-Variance Measures of Profit and Loss for Business Planning and Investment," Finance Working Papers, East Asian Bureau of Economic Research, number 21922, Apr.

2006

  1. 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, Monash University, Department of Economics, number 14/06, Jul.

2005

  1. 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, East Asian Bureau of Economic Research, number 22587, Jan.
  2. Udo Broll & Jack E. Wahl & Wing-Keung Wong, 2005, "Elasticity of risk aversion and international trade," Monash Economics Working Papers, Monash University, Department of Economics, number 07/05, May.
  3. Wing-Keung Wong & Raymond H. Chan, 2005, "Prospect and Markowitz Stochastic Dominance," Monash Economics Working Papers, Monash University, Department of Economics, number 08/05, May.
  4. Wing-Keung Wong & Guorui Bian, 2005, "Robust Estimation of Multiple Regression Model with Non-normal Error: Symmetric Distribution," Monash Economics Working Papers, Monash University, Department of Economics, number 09/05, Jun.
  5. 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, Monash University, Department of Economics, number 16/05, Sep.

2004

  1. Wong, Wing-Keung, 2004, "The Relationship Between Stock Markets Of Major Developed Countries And Asian Emerging Markets," MPRA Paper, University Library of Munich, Germany, number 109894, Dec.

2002

  1. Jonathan B. Berk & Richard C. Green, 2002, "Mutual Fund Flows and Performance in Rational Markets," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp100, Dec.

1998

  1. Jonathan B. Berk & Richard C. Green & Vasant Naik, 1998, "Valuation and Return Dynamics of New Ventures," NBER Working Papers, National Bureau of Economic Research, Inc, number 6745, Oct.

1997

  1. Jonathan Berk & Richard C. Green & Vasant Naik, 1997, "Valuation and Return Dynamics of Research and Development Ventures," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 57, Oct.

1990

  1. Green, R.C. & Hollifield, B., 1990, "When Will Mean-Variance Efficient Portfolios Be Well Diversified?," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 1990-12.

Undated

  1. Richard C. Green & Burton Hollifield & Norman Schurhoff, undated, "Financial Intermediation and the Costs of Trading in an Opaque Market," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2004-11.
  2. Bruno Biais & Richard C. Green, undated, "The Microstructure of the Bond Market in the 20th Century," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2005-E57.
  3. Richard Green & Burton Hollifield & Norman Schurhoff, undated, "Dealer Intermediation and Price Behavior in the Aftermarket for New Bond Issues," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2005-E56.
  4. Richard C. Green & Burton Hollifield, undated, "The Personal-Tax Advantages of Equity," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2000-E10.
  5. Jonathan Berk & Richard C. Green & Vasant Naik, undated, "Optimal Investment, Growth Options and Security Returns," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 64.
  6. Richard C. Green & Kristian Rydqvist, undated, "Ex-Day Behavior of Lottery Bonds," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 65.

Journal articles

2026

  1. Hassan Zada & Abdul Mansoor & Naveed Khan & Wing-Keung Wong & Adamu Jibir, 2026, "Monetary Policy Uncertainty and Stock Market Returns in Developed and Emerging Countries: Evidence from a Quantile-on-Quantile Approach," Advances in Decision Sciences, Asia University, Taiwan, volume 30, issue 3, pages 89-113, September.
  2. Wing-Keung Wong & Riffat Mughal & Mustafa Afeef & Naveed Khan & Hassan Zada, 2026, "Human Capital Based Six-Factor Asset Pricing Model in the Era of Covid-19," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 33, issue 1, pages 25-63, March, DOI: 10.1007/s10690-025-09579-7.
  3. Stepanus Silaban & Kristianus Oktriono & Winda Putri Diah Restya & Andi Amri & Petrus Lakonawa & Romeyn Perdana Putra & Ferry Doringin & Wing Keung Wong, 2026, "Detecting Spillovers in Circular Economy Performance: Moran’s Clustering and the Gendered Digital Inclusion–Waste Infrastructure in Indonesia’s Spatial Development," Circular Economy and Sustainability, Springer, volume 6, issue 3, pages 1-31, June, DOI: 10.1007/s43615-026-00945-9.
  4. Iqra Shahid & M. Yousaf & Ayesha Sohail & Wing-Keung Wong, 2026, "Tractable Simulation and Estimation of Climate-Linked Financial Variables using Extended OU Processes," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 21, issue 01, pages 1-24, March, DOI: 10.1142/S201049522650003X.

2025

  1. Islem Boutabba & Shin-Hung Pan & Wing-Keung Wong, 2025, "An Empirical Validation of a Behavioral Finance Model: The 52-week High as a Benchmark for an Index," Advances in Decision Sciences, Asia University, Taiwan, volume 28, issue 4, pages 74-91.
  2. Soufiene ASSIDI & Noureddine JILANI BEN NAOUARA & Wing-Keung Wong, 2025, "Optimal Stopping Time Strategy for Paying Tax," Advances in Decision Sciences, Asia University, Taiwan, volume 29, issue 1, pages 55-82, March.
  3. Muhammad Furqan & Tahira Awan & Hassan Zada & Wing-Keung Wong & Naveed Khan, 2025, "Impact of Earnings Management on Corporate Tax Avoidance: The Moderating Role of Corporate Governance – Insights from Asian Markets," Advances in Decision Sciences, Asia University, Taiwan, volume 29, issue 4, pages 161-194.
  4. Fang, Ming Sheng & Wing-Keung Wong & Sahilali Saiyed & Virginia Amelia Supranta & Eko Hariyadi, 2025, "Legal Compliance in Green Marketing Strategies in Indonesia’s FMCG Industry," Science of Law, Eastern Centre of Science and Education, volume 2025, issue 1, pages 151-158.
  5. Chaleun Vongmileuth & Ulug Yeniley & P. A. Mary Auxilia & Hussein Moselhy Sayed Ahmed & Wing-Keung Wong & Bisharat Hussain Chang, 2025, "Wavelet Coherency Analysis of Stock Market Volatility and Housing costs: Insights from International Financial Hubs," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 20, issue 01, pages 1-40, March, DOI: 10.1142/S2010495225500125.
  6. Wing-Keung Wong & Minh Tam Pham, 2025, "Could the Correlation of A Stationary Series With A Non-Stationary Series Obtain Meaningful Outcomes?," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 20, issue 03, pages 1-32, September, DOI: 10.1142/S2010495225500150.
  7. Hassan Zada & Niroshani Parahara & Madurika Nanayakkara & Syed Muhammad Usman Masood & Wing-Keung Wong, 2025, "Connectedness between Industrial and Rare Earth Metals: Implications for Portfolio Diversification During the COVID-19 Pandemic and the Russia–Ukraine Conflict," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 20, issue 04, pages 1-40, December, DOI: 10.1142/S2010495225500216.
  8. Zongxin Li & Yongchang Hui & Wing-Keung Wong & Ruiyue Lin, 2025, "Portfolio Selection Based on Mean-Generalized Variance Analysis: Evidence from the G20 Stock Markets," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., volume 42, issue 03, pages 1-24, June, DOI: 10.1142/S0217595924500167.

2024

  1. Sal Ly & Kim-Hung Pho & Shin-Hung Pan & Wing-Keung Wong, 2024, "Newton-Raphson Method: Overview and Applications," Advances in Decision Sciences, Asia University, Taiwan, volume 28, issue 3, pages 52-78, September.
  2. Hui, Yongchang & Shi, Mengjie & Wong, Wing-Keung & Zheng, Shurong, 2024, "Pragmatic attitude to large-scale Markowitz’s portfolio optimization and factor-augmented derating," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103628.
  3. Shan, Haipeng & Wong, Wing-Keung & Hu, Haichuan & Shraah, Ata Al & Alromaihi, Abdullah & The Cong, Phan & Thi Minh Uyen, Pham, 2024, "Fintech innovation for sustainable environment: Understanding the role of natural resources and human capital in BRICS using MMQR," Resources Policy, Elsevier, volume 88, issue C, DOI: 10.1016/j.resourpol.2023.104468.
  4. Zeng, Li & Wong, Wing-Keung & Fu, Hu & Mahmoud, Haitham A. & Cong, Phan The & Thuy, Dinh Thi Thanh & Bach, Pham Xuan, 2024, "FinTech and sustainable financing for low carbon energy transitions: A biodiversity and natural resource perspective in BRICS economies," Resources Policy, Elsevier, volume 88, issue C, DOI: 10.1016/j.resourpol.2023.104486.
  5. Pu, Ganlin & Wong, Wing-Keung & Du, Qiang & Al Shraah, Ata & Alromaihi, Abdullah & Muda, Iskandar, 2024, "Asymmetric impact of natural resources, fintech, and digital banking on climate change and environmental sustainability in BRICS countries," Resources Policy, Elsevier, volume 91, issue C, DOI: 10.1016/j.resourpol.2024.104872.
  6. Zhang, Lu & Wong, Wing-Keung & Liu, Lunwu & Al Shraah, Ata & Albasher, Badah & Shamansurova, Zilola, 2024, "Balancing environmental sustainability through fintech, green finance natural resource, and economic growth in Asian economies - A Cup-FM and Cup-BC study," Resources Policy, Elsevier, volume 98, issue C, DOI: 10.1016/j.resourpol.2024.105294.
  7. Wing-Keung Wong & Zhihui Lv & Christian Espinosa & João Paulo Vieito, 2024, "The crude oil spot and futures prices dynamics: cointegration, linear and nonlinear causality," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 42, issue 3, pages 532-552, December, DOI: 10.1108/SEF-12-2023-0738.
  8. Moawia Alghalith & Wing Keung Wong, 2024, "A solution to the multidimensionality in option pricing," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, volume 53, issue 7, pages 2477-2482, April, DOI: 10.1080/03610926.2022.2137680.
  9. Salim Bagadeem & Raheel Gohar & Wing-Keung Wong & Asma Salman & Bisharat Hussain Chang, 2024, "Nexus between foreign direct investment, trade openness, and carbon emissions: fresh insights using innovative methodologies," Cogent Economics & Finance, Taylor & Francis Journals, volume 12, issue 1, pages 2295721-229, December, DOI: 10.1080/23322039.2023.2295721.
  10. Alia Ajmal & Chaudhry Abdullah Imran Sahi & Wing-Keung -Wong & Ramzan Ali & Abid Rasheed, 2024, "Factors Affecting the Crude Oil Prices Volatility: A Case Study of the USA, China, Japan, Germany and India," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 19, issue 01, pages 1-26, March, DOI: 10.1142/S2010495223500094.
  11. Bisharat Hussain Chang & P. A. Mary Auxilia & Akash Kalra & Wing-Keung Wong & Mohammed Ahmar Uddin, 2024, "Greenhouse Gas Emissions and the Rising Effects of Renewable Energy Consumption and Climate Risk Development Finance: Evidence from BRICS Countries," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 19, issue 02, pages 1-34, June, DOI: 10.1142/S2010495223500070.
  12. Wing-Keung Wong & Mu Yue, 2024, "Could Regressing a Stationary Series on a Non-Stationary Series Obtain Meaningful Outcomes?," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 19, issue 03, pages 1-16, September, DOI: 10.1142/S2010495224500118.

2023

  1. Muhammad Noman & Alina Maydybura & Khalil Ahmed Channa & Wing-Keung Wong & Bisharat Hussain Chang, 2023, "Impact of cashless bank payments on economic growth: Evidence from G7 countries," Advances in Decision Sciences, Asia University, Taiwan, volume 27, issue 1, pages 1-22, March.
  2. Muhammad Naveed & Muzammal Ilyas Sindhu & Shoaib Ali & Wing-Keung Wong, 2023, "To Invest or Not to Invest? Determinants of Low Stock Market Participation: Qualitative Perspective from Pakistan Stock Exchange," Advances in Decision Sciences, Asia University, Taiwan, volume 27, issue 1, pages 113-171, March.
  3. Muhammad Noman & Nguyen Duy Suu & Ho Thuy Tien & Do Thi Thanh Nhan & Shin-Hung Pan & Wing-Keung Wong, 2023, "Impact of foreign ownership and foreign bank presence on liquidity risk: Evidence from Viet Nam," Advances in Decision Sciences, Asia University, Taiwan, volume 27, issue 1, pages 23-44, March.
  4. Ennadifi Imane & Bisharat Hussain Chang & Tarek Abbas Elsherazy & Wing-Keung Wong & Mohammed Ahmar Uddin, 2023, "The External Exchange Rate Volatility Influence on The Trade Flows: Evidence from Nonlinear ARDL Model," Advances in Decision Sciences, Asia University, Taiwan, volume 27, issue 2, pages 75-98, June.
  5. Cui, Moyang & Wong, Wing-Keung & Wisetsri, Worakamol & Mabrouk, Fatma & Muda, Iskandar & Li, Zeyun & Hassan, Marria, 2023, "Do oil, gold and metallic price volatilities prove gold as a safe haven during COVID-19 pandemic? Novel evidence from COVID-19 data," Resources Policy, Elsevier, volume 80, issue C, DOI: 10.1016/j.resourpol.2022.103133.
  6. Wang, Feilan & Wong, Wing-Keung & Reivan Ortiz, Geovanny Genaro & Shraah, Ata Al & Mabrouk, Fatma & Li, Jianfeng & Li, Zeyun, 2023, "Economic analysis of sustainable exports value addition through natural resource management and artificial intelligence," Resources Policy, Elsevier, volume 82, issue C, DOI: 10.1016/j.resourpol.2023.103541.
  7. Ze, Fu & Wong, Wing-Keung & Alhasan, Tariq kamal & Al Shraah, Ata & Ali, Anis & Muda, Iskandar, 2023, "Economic development, natural resource utilization, GHG emissions and sustainable development: A case study of China," Resources Policy, Elsevier, volume 83, issue C, DOI: 10.1016/j.resourpol.2023.103596.
  8. Wang, Feipeng & Wong, Wing-Keung & Wang, Zheng & Albasher, Gadah & Alsultan, Nouf & Fatemah, Ambreen, 2023, "Emerging pathways to sustainable economic development: An interdisciplinary exploration of resource efficiency, technological innovation, and ecosystem resilience in resource-rich regions," Resources Policy, Elsevier, volume 85, issue PA, DOI: 10.1016/j.resourpol.2023.103747.
  9. Zhang, Mingming & Wong, Wing-Keung & Kim Oanh, Thai Thi & Muda, Iskandar & Islam, Saiful & Hishan, Sanil S. & Abduvaxitovna, Shamansurova Zilola, 2023, "Regulating environmental pollution through natural resources and technology innovation: Revisiting the environment Kuznet curve in China through quantile-based ARDL estimations," Resources Policy, Elsevier, volume 85, issue PA, DOI: 10.1016/j.resourpol.2023.103788.
  10. Guo, Yating & Wong, Wing-Keung & Su, Nan & Ghardallou, Wafa & Orosco Gavilán, Juan Carlos & Uyen, Pham Thi Minh & Cong, Phan The, 2023, "Resource curse hypothesis and economic growth: A global analysis using bootstrapped panel quantile regression analysis," Resources Policy, Elsevier, volume 85, issue PA, DOI: 10.1016/j.resourpol.2023.103790.
  11. Dong, Yangzi & Wong, Wing-Keung & Muda, Iskandar & Cong, Phan The & Duong Hoang, Anh & Ghardallou, Wafa & Ha, Ngo Ngan, 2023, "Do natural resources utilization and economic development reduce greenhouse gas emissions through consuming renewable and Clean Technology? A case study of China towards sustainable development goals," Resources Policy, Elsevier, volume 85, issue PB, DOI: 10.1016/j.resourpol.2023.103921.
  12. Gong, Xiaohui & Wong, Wing-Keung & Peng, Yiling & Khamdamov, Shoh-Jakhon & Albasher, Gadah & Hoa, Vu Tam & Thanh Nhan, Nguyen Thi, 2023, "Exploring an interdisciplinary approach to sustainable economic development in resource-rich regions: An investigation of resource productivity, technological innovation, and ecosystem resilience," Resources Policy, Elsevier, volume 87, issue PA, DOI: 10.1016/j.resourpol.2023.104294.
  13. Ye, Wang & Wong, Wing-Keung & Arnone, Gioia & Nassani, Abdelmohsen A. & Haffar, Mohamed & Faiz, Muhammad Fauzinudin, 2023, "Crypto currency and green investment impact on global environment: A time series analysis," International Review of Economics & Finance, Elsevier, volume 86, issue C, pages 155-169, DOI: 10.1016/j.iref.2023.01.030.
  14. Hassan, Kamrul & Hoque, Ariful & Gasbarro, Dominic & Wong, Wing-Keung, 2023, "Are Islamic stocks immune from financial crises? Evidence from contagion tests," International Review of Economics & Finance, Elsevier, volume 86, issue C, pages 919-948, DOI: 10.1016/j.iref.2020.08.004.
  15. Li, Zongxin & Wang, Qingyu & Cai, Mengshan & Wong, Wing-Keung, 2023, "Impacts of high-speed rail on the industrial developments of non-central cities in China," Transport Policy, Elsevier, volume 134, issue C, pages 203-216, DOI: 10.1016/j.tranpol.2023.01.007.
  16. João Paulo Vieito & Christian Espinosa & Wing-Keung Wong & Munkh-Ulzii Batmunkh & Enkhbayar Choijil & Mustafa Hussien, 2023, "Herding behavior in integrated financial markets: the case of MILA," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 19, issue 11, pages 3801-3827, April, DOI: 10.1108/IJOEM-08-2021-1202.
  17. Sasipha Tangworachai & Wing-Keung Wong & Fang-Yi Lo, 2023, "Determinants of water consumption in Thailand: sustainable development of water resources," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 40, issue 5, pages 950-970, June, DOI: 10.1108/SEF-06-2022-0310.
  18. Nanang Dwi Wahyono & Niswatin Hasanah & Rita Parmawati & Wing-Keung Wong, 2023, "Improving Economic Welfare through Capital Development: Case Study of Smallholder Dairy Farmers in Pujon District," Sustainability, MDPI, volume 15, issue 11, pages 1-13, May.
  19. Zhihui Lv & Chun-Kei Tsang & Niklas F. Wagner & Wing Keung Wong, 2023, "What is an Optimal Allocation in Hong Kong Stock, Real Estate, and Money Markets: An Individual Asset, Efficient Frontier Portfolios, or a Naïve Portfolio? Is This a New Financial Anomaly?," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 59, issue 5, pages 1554-1571, April, DOI: 10.1080/1540496X.2022.2136941.
  20. Omer Faruk Derindag & Bisharat Hussain Chang & Raheel Gohar & Wing-Keung Wong & Niaz Ahmed Bhutto, 2023, "Food prices response to global and national factors: Evidence beyond asymmetry," Cogent Economics & Finance, Taylor & Francis Journals, volume 11, issue 1, pages 2187128-218, December, DOI: 10.1080/23322039.2023.2187128.
  21. Tran Thi Hai Yen & Wing-Keung Wong & Mohammed Hasan Ali Al-Abyadh & Iskandar Muda & Felix Julca-Guerrero & Sanil S Hishan & Md. Monirul Islam, 2023, "The impact of ecological innovation and corporate social responsibilities on the sustainable development: Moderating role of environmental ethics," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, volume 36, issue 3, pages 2153260-215, December, DOI: 10.1080/1331677X.2022.2153260.
  22. David Yeung & Wing-Keung Wong, 2023, "An Informational Theory of the Dynamic Value of the Firm," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 01, pages 1-22, March, DOI: 10.1142/S2010495222500166.
  23. Wing-Keung Wong & David Yeung & Richard Lu, 2023, "The Mean-Variance Rule for Investors with Reverse S-Shaped Utility," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 01, pages 1-16, March, DOI: 10.1142/S2010495222500300.
  24. David Allen & Moawia Alghalith & Wing-Keung Wong, 2023, "Editorial: Statement for the Special Issue in Honor of Michael McAleer," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 01, pages 1-8, March, DOI: 10.1142/S2010495223020013.
  25. Alina Maydybura & Raheel Gohar & Asma Salman & Wing-Keung Wong & Bisharat Hussain Chang, 2023, "The Asymmetric Effect of the Extreme Changes in the Economic Policy Uncertainty on the Exchange Rates: Evidence from Emerging Seven Countries," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 02, pages 1-24, June, DOI: 10.1142/S2010495222500312.
  26. Huu Manh Nguyen & Wing Keung Wong & Thi Huong Giang Vuong, 2023, "Market Capitalized Scale and Corporate Capital Structure — Evidence from CSI300’s Listed Firms," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 03, pages 1-23, September, DOI: 10.1142/S2010495223500021.
  27. Asma Salman & Bisharat Hussain Chang & Muthanna G. Abdul Razzaq & Wing-Keung Wong & Mohammed Ahmar Uddin, 2023, "The Emerging Stock Markets and Their Asymmetric Response to Infectious Disease Equity Market Volatility (ID-EMV) Index," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 04, pages 1-22, December, DOI: 10.1142/S2010495223500082.
  28. Fuzhang Wang & Ayesha Sohail & Wing-Keung Wong & Qurat Ul Ain Azim & Shabieh Farwa & Maria Sajad, 2023, "Artificial Intelligence And Stochastic Optimization Algorithms For The Chaotic Datasets," FRACTALS (fractals), World Scientific Publishing Co. Pte. Ltd., volume 31, issue 06, pages 1-14, DOI: 10.1142/S0218348X22401752.
  29. Asma Salman & Muthanna G. Abdul Razzaq & Bisharat Hussain Chang & Wing-Keung Wong & Mohammed Ahmar Uddin, 2023, "Carbon Emissions and Its Relationship with Foreign Trade Openness and Foreign Direct Investment," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 03, pages 1-22, October, DOI: 10.1142/S1793993323500230.

2022

  1. 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, volume 26, issue 1, pages 69-101, March.
  2. 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, volume 26, issue 2, pages 64-96, June.
  3. 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, volume 26, issue 3, pages 1-24, September.
  4. 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, volume 26, issue 3, pages 75-98, September.
  5. Bui Anh Tuan & Kim - Hung Pho & Shin-Hung Pan & Wing-Keung Wong, 2022, "Applications in Sciences in the prevention of COVID-19," Advances in Decision Sciences, Asia University, Taiwan, volume 26, issue 4, pages 1-16, December.
  6. Raheel Gohar & Kashif Bhatty & Mohamed Osman & Wing-Keung Wong & Bisharat Hussain Chang, 2022, "Oil prices and sectorial stock indices of Pakistan: Empirical evidence using bootstrap ARDL model," Advances in Decision Sciences, Asia University, Taiwan, volume 26, issue 4, pages 50-77, December.
  7. Moawia Alghalith & Wing-Keung Wong, 2022, "Option Pricing Under an Abnormal Economy: using the Square Root of the Brownian Motion," Advances in Decision Sciences, Asia University, Taiwan, volume 26, issue Special, pages 1-14, December.
  8. Bui Anh Tuan & Thu-Quang Luu & Shin-Hung Pan & Wing-Keung Wong, 2022, "Wilson Models and its Applications in Decision Sciences," Advances in Decision Sciences, Asia University, Taiwan, volume 26, issue Special, pages 15-39, December.
  9. 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, volume 161, issue C, DOI: 10.1016/j.chaos.2022.112251.
  10. Li, Hua & Bai, Zhidong & Wong, Wing-Keung & McAleer, Michael, 2022, "Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization," Econometrics and Statistics, Elsevier, volume 24, issue C, pages 133-150, DOI: 10.1016/j.ecosta.2021.10.005.
  11. 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, volume 59, issue C, DOI: 10.1016/j.ribaf.2021.101506.
  12. Tran Thai Ha Nguyen & Gia Quyen Phan & Wing-Keung Wong & Massoud Moslehpour, 2022, "The influence of market power on liquidity creation of commercial banks in Vietnam," Journal of Asian Business and Economic Studies, Emerald Group Publishing Limited, volume 30, issue 3, pages 166-186, August, DOI: 10.1108/JABES-06-2021-0076.
  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, volume 10, issue 10, pages 1-16, September.
  14. 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, volume 15, issue 13, pages 1-12, June.
  15. 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, volume 15, issue 7, pages 1-18, March.
  16. 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, volume 19, issue 10, pages 1-24, May.
  17. Wing-Keung Wong, 2022, "Editorial Statement and Research Ideas on Using Behavioral Models in Environmental Research and Public Health with Applications," IJERPH, MDPI, volume 19, issue 12, pages 1-3, June.
  18. 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, volume 15, issue 6, pages 1-17, June.
  19. 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, volume 14, issue 21, pages 1-19, November.
  20. Giang Thi Huong Vuong & Manh Huu Nguyen & Wing Keung Wong, 2022, "CBOE volatility index (VIX) and corporate market leverage," Cogent Economics & Finance, Taylor & Francis Journals, volume 10, issue 1, pages 2111798-211, December, DOI: 10.1080/23322039.2022.2111798.
  21. Le Ngoc Thuy Trang & Do Thi Thanh Nhan & Dung Nguyen Thi Phuong & Wing-Keung Wong, 2022, "The Effects Of Selected Financial Ratios On Profitability: An Empirical Analysis Of Real Estate Firms In Vietnam," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 01, pages 1-29, March, DOI: 10.1142/S2010495222500063.
  22. Oghenovo A. Obrimah & Wing-Keung Wong, 2022, "Modeling Of Stock Returns In Continuous Vis-À-Vis Discrete Time Is Equivalent, Respectively, To The Conditioning Of Stock Returns On A Random Walk Process For Trade Imbalances Vis-À-Vis A Random Walk Process For Evolution Of Information," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 02, pages 1-35, June, DOI: 10.1142/S2010495222500105.
  23. Faisal Mahmood & Umeair Shahzad & Ali Nazakat & Zahoor Ahmed & Husam Rjoub & Wing-Keung Wong, 2022, "The Nexus Between Cash Conversion Cycle, Working Capital Finance, And Firm Performance: Evidence From Novel Machine Learning Approaches," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 02, pages 1-44, June, DOI: 10.1142/S2010495222500142.
  24. Faisal Abbas & Shoaib Ali & Wing-Keung Wong, 2022, "Impact Of Economic Freedom And Its Subcomponents On Commercial Banks’ Risk-Taking," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 03, pages 1-30, September, DOI: 10.1142/S2010495222500221.
  25. Richard Lu & Jai-Jen Wang & Wing-Keung Wong, 2022, "Investment Based On Size, Value, Momentum And Income Measures: A Study In The Taiwan Stock Market," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 04, pages 1-33, December, DOI: 10.1142/S2010495222500270.
  26. Imran Yousaf & Shoaib Ali & Wing-Keung Wong, 2022, "Return and Volatility Transmissions between Metals and Stocks: A Study of the Emerging Asian Markets by Using the VAR-AGARCH Approach," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., volume 39, issue 04, pages 1-25, August, DOI: 10.1142/S0217595920400205.
  27. Nikolai Sheung-Chi Chow & Maria Rebecca Valenzuela & Wing-Keung Wong, 2022, "New Tests for Richness and Poorness: A Stochastic Dominance Analysis of Income Distributions in Hong Kong," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., volume 39, issue 04, pages 1-26, August, DOI: 10.1142/S0217595920400254.
  28. Xu Guo & Sergio Ortobelli Lozza & Wing-Keung Wong, 2022, "Preface," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., volume 39, issue 04, pages 1-2, August, DOI: 10.1142/S0217595922020018.

2021

  1. 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, volume 25, issue 3, pages 92-110, September.
  2. 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, volume 25, issue 4, pages 1-14, December.
  3. 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, volume 25, issue 4, pages 46-88, December.
  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, volume 74, issue C, DOI: 10.1016/j.irfa.2021.101674.
  5. Fang-Yi Lo & Wing-Keung Wong & Jessica Geovani, 2021, "Optimal combinations of factors influencing the sustainability of Taiwanese firms," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 16, issue 5, pages 909-928, March, DOI: 10.1108/IJOEM-02-2020-0205.
  6. 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, volume 9, issue 2, pages 1-26, June.
  7. 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, volume 14, issue 20, pages 1-12, October.
  8. 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, volume 14, issue 21, pages 1-33, November.
  9. 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, volume 14, issue 22, pages 1-4, November.
  10. 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, volume 18, issue 11, pages 1-17, May.
  11. 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, volume 18, issue 13, pages 1-23, June.
  12. 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, volume 18, issue 23, pages 1-18, November.
  13. 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, volume 18, issue 6, pages 1-22, March.
  14. 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, volume 14, issue 4, pages 1-13, March.
  15. Faisal Abbas & Shoaib Ali & Imran Yousaf & Wing-Keung Wong, 2021, "Dynamics of Funding Liquidity and Risk-Taking: Evidence from Commercial Banks," JRFM, MDPI, volume 14, issue 6, pages 1-16, June.
  16. Yushan Cheng & Yongchang Hui & Michael McAleer & Wing-Keung Wong, 2021, "Spurious Relationships for Nearly Non-Stationary Series," JRFM, MDPI, volume 14, issue 8, pages 1-24, August.
  17. Shabir Mohsin Hashmi & Muhammad Akram Gilal & Wing-Keung Wong, 2021, "Sustainability of Global Economic Policy and Stock Market Returns in Indonesia," Sustainability, MDPI, volume 13, issue 10, pages 1-18, May.
  18. Massoud Moslehpour & Panita Chaiyapruk & Sahand Faez & Wing-Keung Wong, 2021, "Generation Y’s Sustainable Purchasing Intention of Green Personal Care Products," Sustainability, MDPI, volume 13, issue 23, pages 1-14, December.
  19. 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, volume 13, issue 24, pages 1-15, December.
  20. 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, volume 13, issue 4, pages 1-18, February.
  21. 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, volume 13, issue 5, pages 1-20, March.
  22. 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, volume 13, issue 8, pages 1-21, April.
  23. 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, volume 23, issue 1, pages 97-122, June, DOI: 10.1057/s41283-021-00069-4.
  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, volume 9, issue 1, pages 1917106-191, January, DOI: 10.1080/23322039.2021.1917106.
  25. 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, volume 9, issue 1, pages 1969111-196, January, DOI: 10.1080/23322039.2021.1969111.
  26. 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, volume 59, issue 8, pages 2392-2405, April, DOI: 10.1080/00207543.2020.1733699.
  27. 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., volume 16, issue 02, pages 1-22, June, DOI: 10.1142/S201049522150007X.
  28. 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., volume 16, issue 03, pages 1-21, September, DOI: 10.1142/S2010495221010028.
  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., volume 16, issue 03, pages 1-21, September, DOI: 10.1142/S2010495221500111.
  30. 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., volume 16, issue 04, pages 1-22, December, DOI: 10.1142/S2010495222500051.
  31. 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., volume 8, issue 01, pages 1-19, March, DOI: 10.1142/S2424786321500109.
  32. 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., volume 24, issue 02, pages 1-25, June, DOI: 10.1142/S0219091521500168.

2020

  1. 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, volume 24, issue 1, pages 28-69, March.
  2. 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, volume 24, issue 2, pages 15-65, June.
  3. 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, volume 24, issue 2, pages 66-103, June.
  4. Moawia Alghalith & Wing-Keung Wong, 2020, "Extension of Stein's Lemmas to General Functions and Distributions," Advances in Decision Sciences, Asia University, Taiwan, volume 24, issue 4, pages 77-88, December.
  5. 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, volume 60, issue 3, pages 2617-2664, September, DOI: 10.1111/acfi.12396.
  6. 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, volume 43, issue 10, pages 2650-2673, October, DOI: 10.1111/twec.12772.
  7. 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, volume 43, issue C, DOI: 10.1016/j.ememar.2020.100693.
  8. 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, volume 62, issue C, DOI: 10.1016/j.pacfin.2020.101352.
  9. Richard Lu & Vu Tran Hoang & Wing-Keung Wong, 2020, "Do lump-sum investing strategies really outperform dollar-cost averaging strategies?," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 38, issue 3, pages 675-691, July, DOI: 10.1108/SEF-04-2018-0107.
  10. Wing-Keung Wong, 2020, "Review on behavioral economics and behavioral finance," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 37, issue 4, pages 625-672, June, DOI: 10.1108/SEF-10-2019-0393.
  11. Wing-Keung Wong, 2020, "Editorial Statement and Research Ideas for Efficiency and Anomalies in Stock Markets," Economies, MDPI, volume 8, issue 1, pages 1-4, February.
  12. Kai-Yin Woo & Chulin Mai & Michael McAleer & Wing-Keung Wong, 2020, "Review on Efficiency and Anomalies in Stock Markets," Economies, MDPI, volume 8, issue 1, pages 1-51, March.
  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, volume 8, issue 2, pages 1-21, June.
  14. 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, volume 13, issue 12, pages 1-16, June.
  15. 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, volume 13, issue 17, pages 1-17, August.
  16. 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, volume 13, issue 10, pages 1-28, September.
  17. Wing-Keung Wong, 2020, "Editorial Statement for Mathematical Finance," JRFM, MDPI, volume 13, issue 2, pages 1-3, January.
  18. Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2020, "Risk and Financial Management of COVID-19 in Business, Economics and Finance," JRFM, MDPI, volume 13, issue 5, pages 1-7, May.
  19. Imran Yousaf & Shoaib Ali & Wing-Keung Wong, 2020, "Return and Volatility Transmission between World-Leading and Latin American Stock Markets: Portfolio Implications," JRFM, MDPI, volume 13, issue 7, pages 1-19, July.
  20. Xinyu Yuan & Jiechen Tang & Wing-Keung Wong & Songsak Sriboonchitta, 2020, "Modeling Co-Movement among Different Agricultural Commodity Markets: A Copula-GARCH Approach," Sustainability, MDPI, volume 12, issue 1, pages 1-17, January.
  21. Ying Li & Yue Xia & Yang-Che Wu & Wing-Keung Wong, 2020, "The Sustainability of Energy Substitution in the Chinese Electric Power Sector," Sustainability, MDPI, volume 12, issue 13, pages 1-16, July.
  22. 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, volume 12, issue 14, pages 1-24, July.
  23. 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, volume 12, issue 20, pages 1-25, October.
  24. 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, volume 12, issue 9, pages 1-25, May.
  25. 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, volume 22, issue 2, pages 108-132, June, DOI: 10.1057/s41283-019-00057-9.
  26. 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, volume 8, issue 1, pages 1833503-183, January, DOI: 10.1080/23322039.2020.1833503.
  27. Moawia Alghalith & Wing-Keung Wong, 2020, "Welfare Gains From Macro-Hedging," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 02, pages 1-7, June, DOI: 10.1142/S2010495220500098.

2019

  1. Bruno Biais & Richard Green, 2019, "The Microstructure of the Bond Market in the 20th Century," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 33, pages 250-271, July, DOI: 10.1016/j.red.2019.01.003.
  2. 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, volume 23, issue 1, pages 114-161, March.
  3. 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, volume 23, issue 2, pages 65-150, June.
  4. 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, volume 23, issue 3, pages 1-35, September.
  5. 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, volume 61, issue C, pages 617-626, DOI: 10.1016/j.resourpol.2018.10.002.
  6. Plakandaras, Vasilios & Gupta, Rangan & Wong, Wing-Keung, 2019, "Point and density forecasts of oil returns: The role of geopolitical risks," Resources Policy, Elsevier, volume 62, issue C, pages 580-587, DOI: 10.1016/j.resourpol.2018.11.006.
  7. 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, volume 513, issue C, pages 536-554, DOI: 10.1016/j.physa.2018.06.060.
  8. 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, volume 16, issue 21, pages 1-35, October.
  9. 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, volume 12, issue 1, pages 1-27, March.
  10. Sel Ly & Kim-Hung Pho & Sal Ly & Wing-Keung Wong, 2019, "Determining Distribution for the Product of Random Variables by Using Copulas," Risks, MDPI, volume 7, issue 1, pages 1-20, February.
  11. Rangan Gupta & Zhihui Lv & Wing-Keung Wong, 2019, "Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector," Sustainability, MDPI, volume 11, issue 10, pages 1-12, May.
  12. 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, volume 11, issue 14, pages 1-20, July.
  13. 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, volume 11, issue 2, pages 1-15, January.
  14. 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, volume 11, issue 4, pages 1-20, February.
  15. 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, volume 8, pages 239-257.
  16. 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, volume 21, issue 2, pages 73-98, June, DOI: 10.1057/s41283-018-0043-2.
  17. Xu Guo & Cuizhen Niu & Wing-Keung Wong, 2019, "Farinelli and Tibiletti ratio and stochastic dominance," Risk Management, Palgrave Macmillan, volume 21, issue 3, pages 201-213, September, DOI: 10.1057/s41283-019-00050-2.
  18. Rangan Gupta & Chi Keung Marco Lau & Vasilios Plakandaras & Wing-Keung Wong, 2019, "The role of housing sentiment in forecasting U.S. home sales growth: evidence from a Bayesian compressed vector autoregressive model," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, volume 32, issue 1, pages 2554-2567, January, DOI: 10.1080/1331677X.2019.1650657.
  19. 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, volume 46, issue 2, pages 157-172, December.
  20. 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, volume 46, issue 1, pages 5-30, June.

2018

  1. 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, volume 22, issue 1, pages 13-22, December.
  2. 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, volume 22, issue 1, pages 23-35, December.
  3. 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, volume 22, issue 1, pages 36-94, December.
  4. 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, volume 22, issue 2, pages 1-15, April, DOI: 10.1515/snde-2016-0121.
  5. Bouri, Elie & Gupta, Rangan & Wong, Wing-Keung & Zhu, Zhenzhen, 2018, "Is wine a good choice for investment?," Pacific-Basin Finance Journal, Elsevier, volume 51, issue C, pages 171-183, DOI: 10.1016/j.pacfin.2018.07.002.
  6. 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, volume 56, issue C, pages 383-396, DOI: 10.1016/j.iref.2017.11.007.
  7. Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018, "Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections," JRFM, MDPI, volume 11, issue 1, pages 1-29, March.
  8. 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, volume 10, issue 1, pages 1-17, January.
  9. 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, volume 10, issue 10, pages 1-30, September.
  10. WeiMing Mou & Wing-Keung Wong & Michael McAleer, 2018, "Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains," Sustainability, MDPI, volume 10, issue 10, pages 1-17, October.
  11. 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, volume 10, issue 10, pages 1-17, October.
  12. 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, volume 10, issue 12, pages 1-16, November.
  13. Zongxin Li & Xinge Li & Yongchang Hui & Wing-Keung Wong, 2018, "Maslow Portfolio Selection for Individuals with Low Financial Sustainability," Sustainability, MDPI, volume 10, issue 4, pages 1-11, April.
  14. Xu Guo & Gao-Rong Li & Michael McAleer & Wing-Keung Wong, 2018, "Specification Testing of Production in a Stochastic Frontier Model," Sustainability, MDPI, volume 10, issue 9, pages 1-10, August.
  15. 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, volume 11, issue 1, pages 1-17, December.
  16. Wing-Keung Wong & Sheung-Chi Chow & Tai-Yuen Hon & Kai-Yin Woo, 2018, "Empirical study on conservative and representative heuristics of Hong Kong small investors adopting momentum and contrarian trading strategies," International Journal of Revenue Management, Inderscience Enterprises Ltd, volume 10, issue 2, pages 146-167.
  17. Xu Guo & Andreas Wagener & Wing-Keung Wong & Lixing Zhu, 2018, "The two-moment decision model with additive risks," Risk Management, Palgrave Macmillan, volume 20, issue 1, pages 77-94, February, DOI: 10.1057/s41283-017-0028-6.
  18. 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, volume 13, issue 1, pages 1-14, January, DOI: 10.1371/journal.pone.0185155.
  19. 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, volume 12, issue 2, pages 138-170, May, DOI: 10.1177/0973801017753260.
  20. 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, volume 8, issue 4, pages 371-389, December, DOI: 10.1007/s40821-017-0093-5.
  21. 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, volume 50, issue 43, pages 4671-4693, September, DOI: 10.1080/00036846.2018.1459037.
  22. 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., volume 13, issue 03, pages 1-15, September, DOI: 10.1142/S2010495218500112.

2017

  1. Andrew Ang & Richard C. Green & Francis A. Longstaff & Yuhang Xing, 2017, "Advance Refundings of Municipal Bonds," Journal of Finance, American Finance Association, volume 72, issue 4, pages 1645-1682, August.
  2. 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, volume 42, issue C, pages 346-358, DOI: 10.1016/j.najef.2017.08.001.
  3. 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, volume 261, issue 2, pages 666-678, DOI: 10.1016/j.ejor.2017.02.047.
  4. Mourad Mroua & Fathi Abid & Wing Keung Wong, 2017, "Optimal diversification, stochastic dominance, and sampling error," American Journal of Business, Emerald Group Publishing Limited, volume 32, issue 1, pages 58-79, April, DOI: 10.1108/AJB-04-2015-0014.
  5. Xu Guo & Xuejun Jiang & Wing-Keung Wong, 2017, "Stochastic Dominance and Omega Ratio: Measures to Examine Market Efficiency, Arbitrage Opportunity, and Anomaly," Economies, MDPI, volume 5, issue 4, pages 1-16, October.
  6. 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, volume 4, issue 2, pages 237-247, October.
  7. 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, volume 104, issue 4, pages 1003-1010.
  8. Cuizhen Niu & Wing-Keung Wong & Qunfang Xu, 2017, "Kappa ratios and (higher-order) stochastic dominance," Risk Management, Palgrave Macmillan, volume 19, issue 3, pages 245-253, August, DOI: 10.1057/s41283-017-0020-1.
  9. Syed Ali Raza & Arshian Sharif & Wing Keung Wong & Mohd Zaini Abd Karim, 2017, "Tourism development and environmental degradation in the United States: evidence from wavelet-based analysis," Current Issues in Tourism, Taylor & Francis Journals, volume 20, issue 16, pages 1768-1790, December, DOI: 10.1080/13683500.2016.1192587.
  10. 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., volume 34, issue 04, pages 1-12, August, DOI: 10.1142/S021759591750018X.

2016

  1. 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, volume 54, issue 2, pages 907-924, April.
  2. 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, volume 67, issue 3, pages 257-279, September.
  3. Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2016, "Almost stochastic dominance for risk averters and risk seeker," Finance Research Letters, Elsevier, volume 19, issue C, pages 15-21, DOI: 10.1016/j.frl.2016.05.005.
  4. Chun-Kei Tsang & Wing-Keung Wong & Ira Horowitz, 2016, "Arbitrage opportunities, efficiency, and the role of risk preferences in the Hong Kong property market," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 33, issue 4, pages 735-754, October, DOI: 10.1108/SEF-03-2015-0079.
  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, volume 3, issue 1, pages 39-51, March.
  6. 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, volume 48, issue 12, pages 1066-1080, March, DOI: 10.1080/00036846.2015.1093083.
  7. Jiechen Tang & Songsak Sriboonchitta & Vicente Ramos & Wing-Keung Wong, 2016, "Modelling dependence between tourism demand and exchange rate using the copula-based GARCH model," Current Issues in Tourism, Taylor & Francis Journals, volume 19, issue 9, pages 876-894, July, DOI: 10.1080/13683500.2014.932336.
  8. 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., volume 11, issue 01, pages 1-8, March, DOI: 10.1142/S2010495216500019.

2015

  1. 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, volume 41, issue C, pages 20-38, DOI: 10.1016/j.asieco.2015.10.004.
  2. 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, volume 50, issue C, pages 200-211, DOI: 10.1016/j.econmod.2015.06.021.
  3. 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, volume 50, issue C, pages 275-280, DOI: 10.1016/j.econmod.2015.06.016.
  4. Guo, Xu & Wong, Wing-Keung & Xu, Qunfang & Zhu, Xuehu, 2015, "Production and hedging decisions under regret aversion," Economic Modelling, Elsevier, volume 51, issue C, pages 153-158, DOI: 10.1016/j.econmod.2015.08.007.
  5. 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, volume 42, issue C, pages 98-108, DOI: 10.1016/j.irfa.2014.11.020.
  6. 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, volume 40, issue C, pages 204-216, DOI: 10.1016/j.iref.2015.02.019.
  7. 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, volume 5, issue 2, pages 279-295, December, DOI: 10.1007/s40822-015-0030-9.
  8. 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, volume 47, issue 16, pages 1670-1685, April, DOI: 10.1080/00036846.2014.1000534.
  9. 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, volume 15, issue 5, pages 889-900, May, DOI: 10.1080/14697688.2014.943273.

2014

  1. Maria Chaderina & Richard C. Green, 2014, "Predators and Prey on Wall Street," The Review of Asset Pricing Studies, Society for Financial Studies, volume 4, issue 1, pages 1-38.
  2. 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, volume 54, issue 1, pages 251-274, March.
  3. Guo, Xu & Post, Thierry & Wong, Wing-Keung & Zhu, Lixing, 2014, "Moment conditions for Almost Stochastic Dominance," Economics Letters, Elsevier, volume 124, issue 2, pages 163-167, DOI: 10.1016/j.econlet.2014.04.025.
  4. Liao, Ziqi & Shi, Xinping & Wong, Wing-Keung, 2014, "Key determinants of sustainable smartcard payment," Journal of Retailing and Consumer Services, Elsevier, volume 21, issue 3, pages 306-313, DOI: 10.1016/j.jretconser.2014.02.001.
  5. 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, volume 147, issue PC, pages 647-658, DOI: 10.1016/j.ijpe.2013.05.011.
  6. 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, volume 7, issue 2, pages 1-22, May.

2013

  1. 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, volume 33, issue C, pages 552-559, DOI: 10.1016/j.econmod.2013.04.049.
  2. 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, volume 25, issue C, pages 188-201, DOI: 10.1016/j.najef.2012.06.010.
  3. Guo, Xu & Zhu, Xuehu & Wong, Wing-Keung & Zhu, Lixing, 2013, "A note on almost stochastic dominance," Economics Letters, Elsevier, volume 121, issue 2, pages 252-256, DOI: 10.1016/j.econlet.2013.08.020.
  4. Cheng, Y.S. & Wong, W.K. & Woo, C.K., 2013, "How much have electricity shortages hampered China's GDP growth?," Energy Policy, Elsevier, volume 55, issue C, pages 369-373, DOI: 10.1016/j.enpol.2012.12.015.
  5. 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, volume 2013, pages 1-14, February, DOI: 10.1155/2013/363718.
  6. Qingying Miao & W. K. Wong & Dan Shan, 2013, "Synchronization of Neuronal Networks via Control Rank Pinning Scheme," Mathematical Problems in Engineering, Hindawi, volume 2013, pages 1-7, March, DOI: 10.1155/2013/835037.
  7. Hooi Lean & Kok Phoon & Wing-Keung Wong, 2013, "Stochastic dominance analysis of CTA funds," Review of Quantitative Finance and Accounting, Springer, volume 40, issue 1, pages 155-170, January, DOI: 10.1007/s11156-012-0284-1.
  8. 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, volume 23, issue 18, pages 1469-1482, September, DOI: 10.1080/09603107.2013.829200.
  9. 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., volume 8, issue 02, pages 1-18, DOI: 10.1142/S2010495213500073.

2012

  1. Vincent Glode & Richard C. Green & Richard Lowery, 2012, "Financial Expertise as an Arms Race," Journal of Finance, American Finance Association, volume 67, issue 5, pages 1723-1759, October, DOI: j.1540-6261.2012.01771.x.
  2. Venus khim-sen Liew & Thurai murugan Nathan & Wing-keung Wong, 2012, "Are Sectoral Outputs in Pakistan Led by Energy Consumption?," Economics Bulletin, AccessEcon, volume 32, issue 3, pages 2326-2331.
  3. 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, volume 23, issue 4, pages 374-382, DOI: 10.1016/j.asieco.2012.03.007.
  4. 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, volume 222, issue 1, pages 85-95, DOI: 10.1016/j.ejor.2012.04.003.
  5. 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, volume 19, issue 1, pages 162-174, DOI: 10.1016/j.jempfin.2011.09.001.
  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, volume 135, issue 1, pages 308-319, DOI: 10.1016/j.ijpe.2011.08.005.
  7. Zhidong Bai & Yongchang Hui & Wing-Keung Wong & Ričardas Zitikis, 2012, "Prospect Performance Evaluation: Making a Case for a Non-asymptotic UMPU Test," Journal of Financial Econometrics, Oxford University Press, volume 10, issue 4, pages 703-732, September.
  8. 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, volume 152, issue 2, pages 496-516, February, DOI: 10.1007/s10957-011-9917-0.
  9. 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., volume 7, issue 01, pages 1-20, DOI: 10.1142/S2010495212500054.

2011

  1. Glode, Vincent & Green, Richard C., 2011, "Information spillovers and performance persistence for hedge funds," Journal of Financial Economics, Elsevier, volume 101, issue 1, pages 1-17, July.
  2. 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, volume 14, issue 2, pages 278-303, July.
  3. 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, volume 215, issue 1, pages 188-193, November.
  4. 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, volume 81, issue 6, pages 1153-1160, DOI: 10.1016/j.matcom.2010.11.002.
  5. Bai, Zhidong & Li, Heng & Wong, Wing-Keung & Zhang, Bingzhi, 2011, "Multivariate causality tests with simulation and application," Statistics & Probability Letters, Elsevier, volume 81, issue 8, pages 1063-1071, August.
  6. 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, volume 81, issue 8, pages 1078-1085, August.
  7. Eric S. Fung & Kin Lam & Tak-Kuen Siu & Wing-Keung Wong, 2011, "A Pseudo-Bayesian Model for Stock Returns In Financial Crises," JRFM, MDPI, volume 4, issue 1, pages 1-31, December.
  8. 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, volume 15, issue 1-2, pages 1-46, March - J.
  9. 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, volume 52, issue 3, pages 621-632, August, DOI: 10.1007/s00362-009-0272-2.
  10. Terence Tai-Leung Chong & Wing-Keung Wong & Juan Zhang, 2011, "A gravity analysis of international stock market linkages," Applied Economics Letters, Taylor & Francis Journals, volume 18, issue 14, pages 1315-1319, DOI: 10.1080/13504851.2010.537614.
  11. 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, volume 21, issue 24, pages 1831-1841, December, DOI: 10.1080/09603107.2011.595678.
  12. 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, volume 43, issue 16, pages 1965-1977, DOI: 10.1080/00036840902845509.
  13. 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, volume 40, issue 3, pages 251-267, September, DOI: 10.1080/1226508X.2011.601628.

2010

  1. Richard C. Green & Dan Li & Norman Schürhoff, 2010, "Price Discovery in Illiquid Markets: Do Financial Asset Prices Rise Faster Than They Fall?," Journal of Finance, American Finance Association, volume 65, issue 5, pages 1669-1702, October, DOI: 10.1111/j.1540-6261.2010.01590.x.
  2. Venus Khim-Sen Liew & Zhuo Qiao & Wing-keung Wong, 2010, "Linearity and stationarity of G7 government bond returns," Economics Bulletin, AccessEcon, volume 30, issue 4, pages 2642-2655.
  3. Egozcue, Martin & Wong, Wing-Keung, 2010, "Gains from diversification on convex combinations: A majorization and stochastic dominance approach," European Journal of Operational Research, Elsevier, volume 200, issue 3, pages 893-900, February.
  4. 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, volume 203, issue 1, pages 166-175, May.
  5. Wong, W.K. & Xia, Min & Chu, W.C., 2010, "Adaptive neural network model for time-series forecasting," European Journal of Operational Research, Elsevier, volume 207, issue 2, pages 807-816, December.
  6. 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, volume 207, issue 2, pages 927-935, December.
  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, volume 32, issue 5, pages 979-986, September.
  8. Bai, Zhidong & Wong, Wing-Keung & Zhang, Bingzhi, 2010, "Multivariate linear and nonlinear causality tests," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 81, issue 1, pages 5-17, DOI: 10.1016/j.matcom.2010.06.008.
  9. 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, volume 389, issue 22, pages 5298-5307, DOI: 10.1016/j.physa.2010.06.061.
  10. 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., volume 29, issue 5, pages 502-515, DOI: 10.1002/for.1151.
  11. 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, volume 39, issue 3, pages 225-246, DOI: 10.1080/1226508X.2010.513138.

2009

  1. 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, volume 99, issue 8, pages 1496-1504, DOI: 10.2105/AJPH.2007.126680.
  2. James J. Kung & Wing‐Keung Wong, 2009, "Efficiency Of The Taiwan Stock Market," The Japanese Economic Review, Japanese Economic Association, volume 60, issue 3, pages 389-394, September, DOI: 10.1111/j.1468-5876.2008.00448.x.
  3. Qiao, Zhuo & McAleer, Michael & Wong, Wing-Keung, 2009, "Linear and nonlinear causality between changes in consumption and consumer attitudes," Economics Letters, Elsevier, volume 102, issue 3, pages 161-164, March.
  4. Wong, Wing-Keung & McAleer, Michael, 2009, "Mapping the Presidential Election Cycle in US stock markets," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 79, issue 11, pages 3267-3277, DOI: 10.1016/j.matcom.2009.05.007.
  5. Zheng Yi & Chen Heng & Wing-Keung Wong, 2009, "China’s Stock Market Integration with a Leading Power and a Close Neighbor," JRFM, MDPI, volume 2, issue 1, pages 1-37, December.
  6. James J. Kung & Wing-Keung Wong, 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, volume 24, pages 135-150.
  7. 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., volume 5, issue 01, pages 1-20, DOI: 10.1142/S2010495209500055.

2008

  1. Qiao, Zhuo & Smyth, Russell & Wong, Wing-Keung, 2008, "Volatility switching and regime interdependence between information technology stocks 1995-2005," Global Finance Journal, Elsevier, volume 19, issue 2, pages 139-156.
  2. 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, volume 18, issue 5, pages 425-437, December.
  3. 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, volume 68, issue 1, pages 194-208, October.
  4. Leung, Pui-Lam & Wong, Wing-Keung, 2008, "Three-factor profile analysis with GARCH innovations," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 77, issue 1, pages 1-8, DOI: 10.1016/j.matcom.2006.12.011.
  5. 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, volume 79, issue 1, pages 30-48, DOI: 10.1016/j.matcom.2007.09.002.
  6. 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, volume 18, issue 3, pages 276-289, July.
  7. Wong, Wing-Keung & Phoon, Kok Fai & Lean, Hooi Hooi, 2008, "Stochastic dominance analysis of Asian hedge funds," Pacific-Basin Finance Journal, Elsevier, volume 16, issue 3, pages 204-223, June.
  8. 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, volume 1, issue 1, pages 1-40, December.
  9. W. Wong & R. Chan, 2008, "Prospect and Markowitz stochastic dominance," Annals of Finance, Springer, volume 4, issue 1, pages 105-129, January, DOI: 10.1007/s10436-007-0072-4.
  10. 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, volume 59, issue 9, pages 1201-1210, September, DOI: 10.1057/palgrave.jors.2602429.
  11. Wing-Keung Wong & Chenghu Ma, 2008, "Preferences over location-scale family," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 37, issue 1, pages 119-146, October, DOI: 10.1007/s00199-007-0254-3.
  12. 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, volume 18, issue 9, pages 733-747, DOI: 10.1080/09603100701222291.

2007

  1. Richard C. Green, 2007, "Presidential Address: Issuers, Underwriter Syndicates, and Aftermarket Transparency," Journal of Finance, American Finance Association, volume 62, issue 4, pages 1529-1550, August, DOI: 10.1111/j.1540-6261.2007.01250.x.
  2. Green, Richard C. & Hollifield, Burton & Schurhoff, Norman, 2007, "Dealer intermediation and price behavior in the aftermarket for new bond issues," Journal of Financial Economics, Elsevier, volume 86, issue 3, pages 643-682, December.
  3. Richard C. Green & Burton Hollifield & Norman Schürhoff, 2007, "Financial Intermediation and the Costs of Trading in an Opaque Market," The Review of Financial Studies, Society for Financial Studies, volume 20, issue 2, pages 275-314.
  4. 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, volume 6, issue 27, pages 1-7.
  5. 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, volume 177, issue 3, pages 1876-1893, March.
  6. 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, volume 182, issue 2, pages 829-843, October.
  7. 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, volume 17, issue 2, pages 125-141, April.
  8. 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, volume 14, issue 15, pages 1103-1108, DOI: 10.1080/13504850600606067.
  9. Dominic Gasbarro & Wing-Keung Wong & J. Kenton Zumwalt, 2007, "Stochastic Dominance Analysis of iShares," The European Journal of Finance, Taylor & Francis Journals, volume 13, issue 1, pages 89-101, DOI: 10.1080/13518470601025243.

2006

  1. Broll, Udo & Wahl, Jack E. & Wong, Wing-Keung, 2006, "Elasticity of risk aversion and international trade," Economics Letters, Elsevier, volume 92, issue 1, pages 126-130, July.
  2. 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, volume 11, issue 2, pages 123-139, Jul-Dec.
  3. Wai Mun Fong & Wing-Keung Wong, 2006, "The Stochastic Component Of Realized Volatility," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 01, pages 1-34, DOI: 10.1142/S2010495206500047.
  4. 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., volume 51, issue 01, pages 31-51, DOI: 10.1142/S0217590806002214.

2005

  1. 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, volume 1, issue 2, pages 1-23, DOI: 10.22004/ag.econ.50272.
  2. Fong, Wai Mun & Wong, Wing Keung & Lean, Hooi Hooi, 2005, "International momentum strategies: a stochastic dominance approach," Journal of Financial Markets, Elsevier, volume 8, issue 1, pages 89-109, February.
  3. Wong, Wing-Keung & Bian, Guorui, 2005, "Estimating parameters in autoregressive models with asymmetric innovations," Statistics & Probability Letters, Elsevier, volume 71, issue 1, pages 61-70, January.

2004

  1. Jonathan B. Berk & Richard C. Green, 2004, "Mutual Fund Flows and Performance in Rational Markets," Journal of Political Economy, University of Chicago Press, volume 112, issue 6, pages 1269-1295, December, DOI: 10.1086/424739.
  2. Wing-keung Wong & Raymond Chan, 2004, "On the estimation of cost of capital and its reliability," Quantitative Finance, Taylor & Francis Journals, volume 4, issue 3, pages 365-372, DOI: 10.1088/1469-7688/4/3/011.

2003

  1. Green, Richard C. & Hollifield, Burton, 2003, "The personal-tax advantages of equity," Journal of Financial Economics, Elsevier, volume 67, issue 2, pages 175-216, February.
  2. C. Sim & W. Wong, 2003, "R-charts for the exponential, Laplace and logistic processes," Statistical Papers, Springer, volume 44, issue 4, pages 535-554, October, DOI: 10.1007/BF02926009.
  3. 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, volume 13, issue 7, pages 543-551, DOI: 10.1080/0960310022000020906.

2002

  1. Richard C. Green, 2002, "Report of the Editor of The Journal of Finance for the Year 2001," Journal of Finance, American Finance Association, volume 57, issue 4, pages 1835-1847, August, DOI: 10.1111/1540-6261.00481.

2001

  1. Richard C. Green, 2001, "Report of the Editor of The Journal of Finance for the year 2000," Journal of Finance, American Finance Association, volume 56, issue 4, pages 1607-1620, August, DOI: 10.1111/0022-1082.00382.
  2. Henry Wan Jr & Wing‐Keung Wong, 2001, "Contagion or Inductance? Crisis 1997 Reconsidered," The Japanese Economic Review, Japanese Economic Association, volume 52, issue 4, pages 372-381, December, DOI: 10.1111/1468-5876.00201.
  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, volume 55, issue 3, pages 301-318, November, DOI: 10.1111/1467-9574.00171.
  4. 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, volume 5, issue 1, pages 59-86, March.

2000

  1. 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, volume 21, issue 5, pages 571-596, September, DOI: 10.1111/1467-9892.00199.

1999

  1. Jonathan B. Berk & Richard C. Green & Vasant Naik, 1999, "Optimal Investment, Growth Options, and Security Returns," Journal of Finance, American Finance Association, volume 54, issue 5, pages 1553-1607, October, DOI: 10.1111/0022-1082.00161.
  2. Green, Richard C. & Rydqvist, Kristian, 1999, "Ex-day behavior with dividend preference and limitations to short-term arbitrage: the case of Swedish lottery bonds," Journal of Financial Economics, Elsevier, volume 53, issue 2, pages 145-187, August.
  3. Wong, Wing-Keung & Li, Chi-Kwong, 1999, "A note on convex stochastic dominance," Economics Letters, Elsevier, volume 62, issue 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, volume 31, issue 11, pages 1383-1391, DOI: 10.1080/000368499323265.

1997

  1. Green, Richard C & Odegaard, Bernt A, 1997, "Are There Tax Effects in the Relative Pricing of U.S. Government Bonds?," Journal of Finance, American Finance Association, volume 52, issue 2, pages 609-633, June.
  2. Green, Richard C & Rydqvist, Kristian, 1997, "The Valuation of Nonsystematic Risks and the Pricing of Swedish Lottery Bonds," The Review of Financial Studies, Society for Financial Studies, volume 10, issue 2, pages 447-480.
  3. 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, volume 15, issue 1, pages 1-14, January.
  4. Sock-Yong Phang & Wing-Keung Wong, 1997, "Government Policies and Private Housing Prices in Singapore," Urban Studies, Urban Studies Journal Limited, volume 34, issue 11, pages 1819-1829, November, DOI: 10.1080/0042098975268.

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, volume 3, issue 4, pages 145-153, October.

1995

  1. 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, volume 2, issue 8, pages 288-290, DOI: 10.1080/135048595357258.

1993

  1. Green, Richard C, 1993, "A Simple Model of the Taxable and Tax-Exempt Yield Curves," The Review of Financial Studies, Society for Financial Studies, volume 6, issue 2, pages 233-264.

1992

  1. Green, Richard C & Hollifield, Burton, 1992, "When Will Mean-Variance Efficient Portfolios Be Well Diversified?," Journal of Finance, American Finance Association, volume 47, issue 5, pages 1785-1809, December.
  2. Cass, David & Green, Richard C & Spear, Stephen E, 1992, "Stationary Equilibria with Incomplete Markets and Overlapping Generations," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 33, issue 3, pages 495-512, August.

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, volume 8, issue 2, pages 243-250, April.

1987

  1. Dammon, Robert M & Green, Richard C, 1987, "Tax Arbitrage and the Existence of Equilibrium Prices for Financial Assets," Journal of Finance, American Finance Association, volume 42, issue 5, pages 1143-1166, December.
  2. Green, Richard C. & Jarrow, Robert A., 1987, "Spanning and completeness in markets with contingent claims," Journal of Economic Theory, Elsevier, volume 41, issue 1, pages 202-210, February.

1986

  1. Green, Richard C, 1986, "Benchmark Portfolio Inefficiency and Deviations from the Security Market Line," Journal of Finance, American Finance Association, volume 41, issue 2, pages 295-312, June.
  2. Green, Richard C, 1986, "Positively Weighted Portfolios on the Minimum-Variance Frontier," Journal of Finance, American Finance Association, volume 41, issue 5, pages 1051-1068, December.
  3. Green, Richard C. & Srivastava, Sanjay, 1986, "Expected utility maximization and demand behavior," Journal of Economic Theory, Elsevier, volume 38, issue 2, pages 313-323, April.

1985

  1. Green, Richard C & Srivastava, Sanjay, 1985, "Risk Aversion and Arbitrage," Journal of Finance, American Finance Association, volume 40, issue 1, pages 257-268, March.
  2. Green, Richard C & Talmor, Eli, 1985, "The Structure and Incentive Effects of Corporate Tax Liabilities," Journal of Finance, American Finance Association, volume 40, issue 4, pages 1095-1114, September.

1984

  1. Green, Richard C., 1984, "Investment incentives, debt, and warrants," Journal of Financial Economics, Elsevier, volume 13, issue 1, pages 115-136, March.

Books

2023

  1. Kai-Yin Woo & Wing-Keung Wong & Tai-Yuen Hon & Wing-Kwong Au, 2023, "Investment, and Behavioral Finance," EconSciences Library Books, EconSciences Library Books, number 978-625-8190-85-4, edition 1, ISBN: ARRAY(0x92ec0b48), March.

Chapters

2011

  1. 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, Palgrave Macmillan, chapter 3, in: Greg N. Gregoriou & Razvan Pascalau, "Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration", DOI: 10.1057/9780230295216_3.

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, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting".

Software components

2018

  1. Bruno Biais & Richard Green, 2018, "Code and data files for "The Microstructure of the Bond Market in the 20th Century"," Computer Codes, Review of Economic Dynamics, number 18-278, revised .

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