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A trinomial test for paired data when there are many ties
Bian, Guorui; McAleer, Michael; Wong, Wing Keung - 2010
Persistent link: https://www.econbiz.de/10008669933
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A trinomial test for paired data when there are many ties
Bian, Guorui; McAleer, Michael; Wong, Wing Keung - 2010
This paper develops a new test, the trinomial test, for pairwise ordinal data samples to improve the power of the sign test by modifying its treatment of zero differences between observations, thereby increasing the use of sample information. Simulations demonstrate the power superiority of the...
Persistent link: https://www.econbiz.de/10008839889
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A trinomial test for paired data when there are many ties
Bian, Guorui; McAleer, Michael; Wong, Wing Keung - 2010
This paper develops a new test, the trinomial test, for pairwise ordinal data samples to improve the power of the sign test by modifying its treatment of zero differences between observations, thereby increasing the use of sample information. Simulations demonstrate the power superiority of the...
Persistent link: https://www.econbiz.de/10008839897
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On testing the equality of multiple Sharpe ratios, with application on the evaluation of iShares
Leung, Pui-lam; Wong, Wing Keung - In: Journal of risk 10 (2007/08) 3, pp. 15-30
Persistent link: https://www.econbiz.de/10003698907
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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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Prospect performance evaluation : making a case for a non-asymptotic UMPU test
Bai, Zhidong; Hui, Yongchang; Wong, Wing Keung; … - In: Journal of financial econometrics : official journal of … 10 (2012) 4, pp. 703-732
Persistent link: https://www.econbiz.de/10009671870
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Test statistics for prospect and Markowitz stochastic dominances with applications
Bai, Zhidong; Li, Hua; Liu, Huixia; Wong, Wing Keung - In: The econometrics journal 14 (2011) 2, pp. 278-303
Persistent link: https://www.econbiz.de/10009382631
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The performance of commodity trading advisors : a mean-variance-ratio test approach
Bai, Zhidong; Fai, Phoon-kok; Wang, Keyan; Wong, Wing Keung - In: The North American journal of economics and finance : a … 25 (2013), pp. 188-201
Persistent link: https://www.econbiz.de/10009779308
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The magnitude effect in the over-and under-correction in international markets
Lam, Kin; Liu, Taisheng; Wong, Wing Keung - In: The international journal of finance 20 (2008) 3, pp. 4833-4862
Persistent link: https://www.econbiz.de/10009130414
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Specification testing of production in a stochastic frontier model
Guo, Xu; Li, Gao-Rong; McAleer, Michael; Wong, Wing Keung - 2017
Persistent link: https://www.econbiz.de/10011734817