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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...
Persistent link: https://www.econbiz.de/10011869273
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Stochastic dominance and investors' behavior towards risk : the Hong Kong stocks and futures markets
Lam, Kin; Hooi Hooi Lean; Wong, Wing Keung - In: The international journal of finance 28 (2016) 2, pp. 113-135
Persistent link: https://www.econbiz.de/10011732720
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Is gold good for portfolio diversification? A stochastic dominance analysis of the Paris stock exchange
Hoang, Thi Hong Van; Hooi Hooi Lean; Wong, Wing Keung - In: International review of financial analysis 42 (2015), pp. 98-108
Persistent link: https://www.econbiz.de/10011573308
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Market efficiency of oil spot and futures : a mean-variance and stochastic dominance approach
Hooi Hooi Lean; McAleer, Michael; Wong, Wing Keung - In: Energy economics 32 (2010) 5, pp. 979-986
Persistent link: https://www.econbiz.de/10008934355
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Risk-averse and risk-seeking investor preferences for oil spot and futurues
Hooi Hooi Lean; McAleer, Michael; Wong, Wing Keung - 2013
Persistent link: https://www.econbiz.de/10010198257
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Market efficiency of oil spot and futures : a stochastic dominance approach
Hooi Hooi Lean; McAleer, Michael; Wong, Wing Keung - 2010
Persistent link: https://www.econbiz.de/10003987327
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Investor preferences for oil spot and futures based on mean-variance and stochastic dominance
Hooi Hooi Lean; McAleer, Michael; Wong, Wing Keung - 2010
Persistent link: https://www.econbiz.de/10003987669
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Stochastic dominance analysis of CTA funds
Hooi Hooi Lean; Fai, Phoon-kok; Wong, Wing Keung - In: Review of quantitative finance and accounting 40 (2013) 1, pp. 155-170
Persistent link: https://www.econbiz.de/10009699489
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Market efficiency of oil spot and futures : a mean-variance and stochastic dominance approach
Hooi Hooi Lean; McAleer, Michael; Wong, Wing Keung - 2010
Persistent link: https://www.econbiz.de/10008670002
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Investor preferences for oil spot and futures based on mean-variance and stochastic dominance
Hooi Hooi Lean; McAleer, Michael; Wong, Wing Keung - 2010
Persistent link: https://www.econbiz.de/10008688580