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Editorial statement and research ideas for efficiency and anomalies in stock markets

Wong, Wing Keung - In: Economies : open access journal 8 (2020) 1/10, pp. 1-4

The Efficient Market Hypothesis states that it is impossible for an investor to outperform the market because all available information is already built into stock prices. However, some anomalies could persist in stock markets while some other anomalies could appear, disappear and re-appear...

Persistent link: https://www.econbiz.de/10012168791

Volatility switching and regime interdependence between information technology stocks : 1995 - 2005

Qiao, Zhuo; Smyth, Russell; Wong, Wing Keung - In: Global finance journal 19 (2008) 2, pp. 139-156

Persistent link: https://www.econbiz.de/10003756926

Is being a super-power more important than being your close neighbour? : a study of what moves the Australian stock market

Chen, Heng; Smyth, Russell; Wong, Wing Keung - In: Applied financial economics 18 (2008) 7/9, pp. 733-747

Persistent link: https://www.econbiz.de/10003739369

Do the technical indicators reward chartists? : a study on the stock markets of China, Hong Kong and Taiwan

Wong, Wing Keung; Du, Jun; Chong, Terence Tai-Leung - In: Review of applied economics 1 (2005) 2, pp. 183-205

Persistent link: https://www.econbiz.de/10003779477

The modified mixture of distributions model : a revisit

Fong, Wai-mun; Wong, Wing Keung - In: Annals of finance 2 (2006) 2, pp. 167-178

Persistent link: https://www.econbiz.de/10003282228

Revisit of the volume versus GARCH effects by univariate and bivariate GARCH models : evidence from US stock markets

Wong, Wing Keung; Penm, Jack H. W.; Qiao, Zhuo - In: International economics & finance journal : (IEFJ) 1 (2006) 1, pp. 47-66

Persistent link: https://www.econbiz.de/10003791143

Revisiting calendar anomalies in asian stock markets using a stochastic dominance approach

Hooi Hooi Lean; Smyth, Russell; Wong, Wing Keung - In: Journal of multinational financial management 17 (2007) 2, pp. 125-141

Persistent link: https://www.econbiz.de/10003441967

Profitability of intraday and interday momentum strategies

Lam, Vincent Wing-shing; Chong, Terence Tai-Leung; … - In: Applied economics letters 14 (2007) 13/15, pp. 1103-1108

Persistent link: https://www.econbiz.de/10003606867

A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises

Guo, Xu; McAleer, Michael; Wong, Wing Keung; Zhu, Lixing - 2016

Persistent link: https://www.econbiz.de/10011432790

Could the global financial crisis improve the performance of the G7 stocks markets?

Vieito, João Paulo; Wong, Wing Keung; Zhu, Zhen-Zhen - In: Applied economics 48 (2016) 10/12, pp. 1066-1080

Persistent link: https://www.econbiz.de/10011432920