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Hooi Hooi Lean; McAleer, Michael; Wong, Wing Keung - 2013

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Is gold good for portfolio diversification? A stochastic dominance analysis of the Paris stock exchange

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Preferences of risk-averse and risk-seeking investors for oil spot and futures before, during and after the Global Financial Crisis

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Why did warrant markets close in China but not Taiwan?

Wong, Wing Keung; Hooi Hooi Lean; McAleer, Michael; … - 2018

The paper bridges a gap in the literature by using moment analysis, CAPM statistics, stochastic dominance (SD) test, and volume analysis to examine investor preferences for warrants between China and Taiwan, and investigating why the market for warrants in China has to close while the market for...

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Moment conditions for Almost Stochastic Dominance

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Investors' preference towards risk : evidence from the Taiwan stock and stock index futures markets

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Is Bitcoin a better portfolio diversifier than gold? : a copula and sectoral analysis for China

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