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Review on efficiency and anomalies in stock markets
Woo, Kai-yin; Mai, Chulin; McAleer, Michael; Wong, Wing … - In: Economies : open access journal 8 (2020) 1/20, pp. 1-51
The efficient-market hypothesis (EMH) is one of the most important economic and financial hypotheses that have been tested over the past century. Due to many abnormal phenomena and conflicting evidence, otherwise known as anomalies against EMH, some academics have questioned whether EMH is...
Persistent link: https://www.econbiz.de/10012237439
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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
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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
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An improved estimation to make Markowitz’s portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment
Leung, Pui-lam; Ng, Hon-yip; Wong, Wing Keung - In: European journal of operational research : EJOR 222 (2012) 1, pp. 85-95
Persistent link: https://www.econbiz.de/10009569579
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Evolution of the Trans-Atlantic exchange rate before and after the birth of the euro and policy implications
Chen, Heng; Fausten, Dietrich K.; Wong, Wing Keung - In: Applied economics 43 (2011) 16/18, pp. 1965-1977
Persistent link: https://www.econbiz.de/10009380151
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Theories of risk : testing investor behavior on the Taiwan stock and stock index futures markets
Clark, Ephraim; Qiao, Zhuo; Wong, Wing Keung - In: Economic inquiry : journal of the Western Economic … 54 (2016) 2, pp. 907-924
Persistent link: https://www.econbiz.de/10011551910
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Empirical test of the efficiency of the UK covered warrants market : stochastic dominance and likelihood ratio test approach
Chan, Chia-ying; Peretti, Christian de; Qiao, Zhuo; … - In: Journal of empirical finance 19 (2012) 1, pp. 162-174
Persistent link: https://www.econbiz.de/10009615744
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Regime-dependent relationships among the stock markets of the US, Australia and New Zealand : a Markov-switching VAR approach
Qiao, Zhuo; Li, Yuming; Wong, Wing Keung - In: Applied financial economics 21 (2011) 22/24, pp. 1831-1841
Persistent link: https://www.econbiz.de/10009384755
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Revisiting calendar anomalies in Asian stock markets using a stochastic dominance approach
Hooi Hooi Lean; Wong, Wing Keung; Smyth, Russell - 2005
Persistent link: https://www.econbiz.de/10003068397
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Evolution of dollar, euro exchange rate before and after the birth of euro and policy implications
Chen, Heng; Fausten, Dietrich K.; Wong, Wing Keung - 2006
Persistent link: https://www.econbiz.de/10003366736