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Number of items: 19.

Wong, Woon K. 2019. A GMM skewness and kurtosis ratio test for higher moment dependence. Journal of Financial Econometrics 10.1093/jjfinec/nbz011
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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

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

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

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

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

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

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

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

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

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

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

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.

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.

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

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

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

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

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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