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Do hedge funds add value?
Hooi Hooi Lean - In: The empirical economics letters : a monthly … 11 (2012) 10, pp. 1081-1088
Persistent link: https://www.econbiz.de/10010198766
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Stochastic dominance analysis of Asian hedge funds
Wong, Wing Keung; Fai, Phoon-kok; Hooi Hooi Lean - In: Pacific-Basin finance journal 16 (2008) 3, pp. 204-223
Persistent link: https://www.econbiz.de/10003757265
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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
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New evidence from the misery index in the crime function
Tang, Chor Foon; Hooi Hooi Lean - In: Economics letters 102 (2009) 2, pp. 112-115
Persistent link: https://www.econbiz.de/10003818390
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Do Asian stock markets follow a random walk? : evidence from LM unit root tests with one or two structural breaks
Hooi Hooi Lean; Smyth, Russell - In: Review of Pacific Basin financial markets and policies 10 (2007) 1, pp. 15-31
Persistent link: https://www.econbiz.de/10003463385
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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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Economic integration in Asia : quo vadis Malaysia?
Hooi Hooi Lean; Ghosh, Baidyanath - In: International economic journal 24 (2010) 2, pp. 237-248
Persistent link: https://www.econbiz.de/10008663940
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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
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Are Asian real exchange rates mean reverting? : evidence from univariate and panel LM unit root tests with one and two structural breaks
Hooi Hooi Lean; Smyth, Russell - In: Applied economics 39 (2007) 16/18, pp. 2109-2120
Persistent link: https://www.econbiz.de/10003589711