ORCA
Online Research @ CardiffÂ
Browse by Current Cardiff authors
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Number of items: 19.
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Wong, Woon K.
2020.
A GMM skewness and kurtosis ratio test for higher moment dependence.
Journal of Financial Econometrics
18
(2)
, pp. 307-332.
10.1093/jjfinec/nbz011
Item availability restricted. |
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Wong, Woon, Mariscal, Iris Biefang-Frisancho and Howells, Peter
2019.
Liquidity and credit risks in the UK's financial crisis: how 'quantitative easing' changed the relationship.
Applied Economics
51
(3)
, pp. 278-287.
10.1080/00036846.2018.1494814
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| Wong, Woon K., Fan, G. and Zheng, Y. 2012. Capturing Tail Risks Beyond VaR. Review of Pacific Basin Financial Markets and Policies 15 (3) , 1250015. 10.1142/S0219091512500154 |
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| Clatworthy, Mark Anthony, Pong, Christopher K. M. and Wong, Woon K. 2012. Auditor quality effects on the relationship between accruals, cash flows and equity returns: a variance decomposition analysis. Accounting and Business Research 42 (4) , pp. 419-439. 10.1080/00014788.2012.662791 |
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| Wong, Woon K. 2010. Backtesting value-at-risk based on tail losses. Journal of Empirical Finance 17 (3) , pp. 526-538. 10.1016/j.jempfin.2009.11.004 |
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| Wong, Woon K., Tan, Dijun and Tian, Yixiang 2009. Informed trading and liquidity in the Shanghai Stock Exchange. International Review of Financial Analysis 18 (1-2) , pp. 66-73. 10.1016/j.irfa.2008.11.002 |
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| Wong, Woon K., Liu, B. and Zeng, Y. 2009. Can price limits help when the price is falling? Evidence from transactions data on the Shanghai Stock Exchange. China Economic Review 20 (1) , pp. 91-102. 10.1016/j.chieco.2008.09.002 |
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| Wong, Woon K. and Tu, A. H. 2009. Market imperfections and the information content of implied and realized volatility. Pacific-Basin Finance Journal 17 (1) , pp. 58-79. 10.1016/j.pacfin.2007.12.002 |
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| Wong, Woon K., Chang, M. C. and Tu, A. H. 2009. Are Magnet Effects Caused by Uninformed Traders? Evidence from Taiwan Stock Exchange. Pacific-Basin Finance Journal 17 (1) , pp. 28-40. 10.1016/j.pacfin.2008.03.001 |
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| Copeland, Laurence Sidney, Wong, Woon K. and Zeng, Yong 2009. Information-based trade in the Shanghai stock market. Global Finance Journal 20 (2) , pp. 180-190. 10.1016/j.gfj.2009.02.002 |
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| Wong, Woon K. 2009. Backtesting the Tail Risk of VaR in Holding US dollar. Applied Financial Economics 19 (4) , pp. 327-337. 10.1080/09603100802167312 |
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| Wong, Woon K. 2008. Backtesting trading risk of commercial banks using expected shortfall. Journal of Banking & Finance 32 (7) , pp. 1404-1415. 10.1016/j.jbankfin.2007.11.012 |
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| Copeland, Laurence Sidney, Wong, Woon K. and Zeng, Y. 2008. Information-based trade in the Shanghai stock market. Presented at: 15th Annual Global Finance Conference, Hangzhou, China, 18-20 May 2008. |
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| Wong, Woon K., Copeland, Laurence Sidney and Lu, R. 2008. The other side of the trading story: evidence from NYSE. Presented at: CRSP Forum 2008, Chicago, USA, 3-4 November 2008. |
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| Wong, Woon K. and Copeland, Laurence Sidney 2008. Risk measurement and management in a crisis-prone world. [Working Paper]. Social Science Research Network. Available at: http://dx.doi.org/10.2139/ssrn.1265285 |
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| Abyankar, A., Copeland, Laurence Sidney and Wong, Woon K. 1999. LIFFE cycles: intraday evidence from the FTSE-100 Stock Index futures market. European Journal of Finance 5 (2) , pp. 123-139. 10.1080/135184799337136 |
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| Wong, Woon K. 1997. Frequency domain tests of multivariate Gaussianity and nonlinearity. Journal of Time Series Analysis 18 (2) , pp. 181-194. 10.1111/1467-9892.00045 |
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| Abyankar, A., Copeland, Laurence Sidney and Wong, Woon K. 1997. Uncovering nonlinear structure in real-time stock-market indexes: the S&P 500, the DAX, the Nikkei 225, and the FTSE-100. Journal of Business & Economic Statistics 15 (1) , pp. 1-14. 10.1080/07350015.1997.10524681 |
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| Abyankar, A., Copeland, Laurence Sidney and Wong, Woon K. 1995. Nonlinear dynamics in real-time equity market indices: evidence from the United Kingdom. The Economic Journal 105 (431) , pp. 864-880. |
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