Narrow search
Showing 1 - 8 of 8
Cover Image
Value without HML
Fong, Wai-mun - In: The journal of investing 26 (2017) 4, pp. 105-121
Persistent link: https://www.econbiz.de/10011932190
Cover Image
Time diversification under loss aversion : a bootstrap analysis
Fong, Wai-mun - In: Applied economics 45 (2013) 4/6, pp. 605-610
Persistent link: https://www.econbiz.de/10009715025
Cover Image
Joint variance-ratio tests of the martingale hypothesis for exchange rates
Fong, Wai-mun - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 1, pp. 51-59
Persistent link: https://www.econbiz.de/10001214311
Cover Image
Spectral tests of the Martingale hypothesis for exchange rates
Fong, Wai-mun - In: Journal of applied econometrics 10 (1995) 3, pp. 255-271
Persistent link: https://www.econbiz.de/10001183992
Cover Image
A Markov switching model of the conditional volatility of crude oil futures prices
Fong, Wai-mun; See, Kim Hock - In: Energy economics 24 (2002) 1, pp. 71-95
Persistent link: https://www.econbiz.de/10001652763
Cover Image
Chasing trends : recursive moving average trading rules and internet stocks
Fong, Wai-mun; Yong, Lawrence H.M. - In: Journal of empirical finance 12 (2005) 1, pp. 43-76
Persistent link: https://www.econbiz.de/10002643240
Cover Image
Realized volatility and transactions
Chan, Choon Chat; Fong, Wai-mun - In: Journal of banking & finance 30 (2006) 7, pp. 2063-2085
Persistent link: https://www.econbiz.de/10003339522
Cover Image
Stochastic dominance and behavior towards risk : the market for Internet stocks
Fong, Wai-mun; Hooi Hooi Lean; Wong, Wing Keung - In: Journal of economic behavior & organization : JEBO 68 (2008) 1, pp. 194-208
Persistent link: https://www.econbiz.de/10003764336