Browse by Institution

A

Alghalith, Moawia and Niu, Cuizhen and Wong, Wing-Keung (2017): The impacts of joint energy and output prices uncertainties in a mean-variance framework. Forthcoming in: Theoretical Economics Letters

Allen, David (2022): Asset Pricing Tests, Endogeneity issues and Fama-French factors.

B

BAI, ZHIDONG and LIU, HUIXIA and WONG, WING-KEUNG (2016): Making Markowitz's Portfolio Optimization Theory Practically Useful.

C

Chan, Raymond H. and Clark, Ephraim and 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.

Chong, Terence Tai-Leung and Cao, Bingqing and Wong, Wing Keung (2017): A Principal Component Approach to Measuring Investor Sentiment in Hong Kong.

Chow, Sheung Chi and Vieito, João Paulo and Wong, Wing-Keung (2018): Do both demand-following and supply-leading theories hold true in developing countries? Forthcoming in: Physica A: Statistical Mechanics and its Applications

Chow, Sheung-Chi and Hon, Tai-Yuen and Wong, Wing-Keung and Woo, Kai-Yin (2017): Empirical Study on Conservative and Representative Heuristics of Hong Kong Small Investors Adopting Momentum and Contrarian Trading Strategies. Forthcoming in: International Journal of Revenue Management, forthcoming.

Clark, Ephraim and Qiao, Zhuo and Wong, Wing-Keung (2017): Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets. Published in: Economic Inquiry , Vol. 54(2), No. Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets (28 October 2015): pp. 907-924.

H

Hui, Yongchang and Wong, Wing-Keung and BAI, ZHIDONG and Zhu, Zhen-Zhen (2017): A New Nonlinearity Test to Circumvent the Limitation of Volterra Expansion with Application. Forthcoming in: Journal of the Korean Statistical Society (2017)

K

Kato, Kazuhiko (2010): Partial privatization and environmental policies.

L

Lam, Kin and Lean, Hooi Hooi and Wong, Wing-Keung (2016): Stochastic Dominance and Investors’ Behavior towards Risk: The Hong Kong Stocks and Futures Markets. Forthcoming in: International Journal of Finance

Lu, Richard and Yang, Chen-Chen and Wong, Wing-Keung (2018): Time Diversification: Perspectives from the Economic Index of Riskiness. Forthcoming in: Annals of Financial Economics

M

Moslehpour, Massoud and Lin, Yi Hsin and Nguyen, Thi Le Huyen (2017): Top purchase intention priorities of Vietnamese LCC passengers: Expectations and satisfaction. Published in: Top purchase intention priorities of Vietnamese LCC passengers No. Expectations and satisfaction

N

Niu, Cuizhen and Wong, Wing-Keung and Zhu, Lixing (2016): First Stochastic Dominance and Risk Measurement.

Niu, Cuizhen and Wong, Wing-Keung and Zhu, Lixing (2017): Farinelli and Tibiletti ratio and Stochastic Dominance.

S

Shin, Inyong (2013): The effect of compressed demographic transition and demographic gift on economic growth.

Shin, Inyong (2012): The Effect of Pension on the Optimized Life Expectancy and Lifetime Utility Level.

T

Tsang, Chun-Kei and Wong, Wing-Keung and Horowitz, Ira (2016): Arbitrage Opportunities, Efficiency, and the Role of Risk Preferences in the Hong Kong Property Market. Forthcoming in: Studies in Economics and Finance , Vol. 33, (2016)