CURRICULUMVITAE

PERSONALPARTICULARS

Name : / Wing-KeungWong
Title : / Professor of Economics
Affiliations : / DepartmentofEconomics
Hong KongBaptistUniversity
Address: / DepartmentofEconomics
Hong KongBaptistUniversity
WLB, Shaw Campus
Kowloon Tong
Hong Kong
OfficeTelephoneNo: / (852)3411-7542
FaxNo.: / (852) 3411-5580
e-mail: /
Website: /

EDUCATIONQUALIFICATIONS

Ph.D,1989,UniversityofWisconsin-Madison,U.S.A.

Major: Statistics and Finance

Supervisors: Robert B. Miller and Howard E. Thompson

MasterofScienceinStatistics,1989,UniversityofWisconsin-Madison,U.S.A.

BachelorofScience,1980,TheChineseUniversityofHongKong,HongKong

Major:Mathematics

Minor:EconomicsandStatistics

CURRENTRESEARCHINTERESTS

Financial Economics, Econometrics, Mathematical Economics, EquityAnalysis,InvestmentTheory,RiskManagement,Behavioral Economics, OperationalResearch, StochasticDominanceTheory,TimeSeriesAnalysis,BayesianTheoryandDecisionTheory.

TEACHINGAREAS

Recently,IhavebeenteachingseveralcoursesinFinance,EconometricsandStatisticsat bothgraduateandundergraduatelevels.Currently,Iamteachingthefollowingcourses:

WorldStockMarkets:AnomaliesandBehavioralFinance

CapitalMarkets,AssetPricingandPortfolioManagement

QuantitativeandComputingMethods

FinancialEconomics

Econometrics

Mathematical Economics

Macroeconomics

Microeconomics

Money and Banking

OTHERACADEMICAPPOINTMENTS

Adjunct Professor 2007-present

BusinessSchool, Chiang Mai University,Thailand

Visiting Professor Summer 2009

The Aarhus School of Business, Aarhus Universitet, Denmark,

Deputy Director, Risk Management Institute,

National University of Singapore 2006-2007

Visiting Professor Summer 2005

SchoolofMathematicsandStatistics

North-EastNormalUniversity, China

Visiting Professor Spring 2004

DepartmentofEconomics,MonashUniversity, Australia

Lecturer to Associate Professor, NationalUniversity of Singapore 1989-2007

ResearchAssistantandTeachingAssistant

GraduateSchoolofBusinessandDepartmentofStatistics

UniversityofWisconsin-Madison,U.S.A. 1984-1989

VisitingLecturer,HongKongPolytechnicUniversity,HongKong1980-1984

MEMBEROFTHEPROFESSIONALBODIES

  • Co-Editor, Annals of FinancialEconomics
  • Co-Editor, Journal of Risk and Financial Management
  • Managing Editor, Finanmetrika
  • Editor,SingaporeJournalofStatistics(1997-1999)
  • AssociateEditor,JournalofAppliedMathematicsDecisionSciences
  • AssociateEditor,InternationalEconomicsandFinanceJournal
  • AssociateEditor,EurasianJournalofBusiness
  • AssociateEditor,EmergingMarketsLetters
  • AssociateEditor,ReviewofAppliedEconomics
  • AssociateEditor,ReviewofDevelopmentandCooperation
  • AssociateEditor,InternationalJournalofBusinessandEconomics
  • AssociateEditor, Journal of Quantitative Financeand Actuarial Sciences
  • AssociateEditor, Applied Mathematical Sciences
  • Associate Editor, Journal of Venture Capital and Financial Service
  • AssociateEditor,LabuanBulletinofInternationalBusinessFinance
  • Guestco-editor,specialissueoftheInternationalJournalofServiceTechnologyandManagement,2006
  • GuestEditor,specialissueofInternationalEconomicsandFinanceJournal,2007.
  • MemberoftheBoardofDirector,FinancialManagementAssociation(Singapore).
  • Memberof theConsultativeCommitteefortheInternationalStatisticalInstitute'sCommitteeonStatisticsinBusinessandIndustry
  • Member,theadvisoryboard,TechnicalAnalyst
  • Member,theInternationalEditorialBoard,theUniversityofMauritiusResearchJournal
  • Member, Institute for Computational Mathematics, HKBU from July 2008.
  • Member, program committee, Multinational Finance Society for their 2009 Conference.
  • Member, program committee, the Second Conference of the Econometric Society of Thailand held on 5-6 Jan, 2009.

SELECTED RECENT RESEARCH GRANTS

  • HK$30,400, Principal Investigator, “Hedging risk return with derivatives: comparison with stochastic dominance and mean-variance criteria,” Research Grants Council of Hong Kong (RGC)Germany/HK Joint Research Scheme 2008/2009(code:G_HK 007/08).
  • HK$ 195,800,Co-Investigator, “Pseudo-Bayesianupdating andmarket anomalies,” Research Grants Council of Hong Kong (RGC), start date: 01-10-2008, completion date: 30-09-2010 (Reference Number, 200908).
  • HK$ 83,760,Principal Investigator, “New Davidson andDuclos Test Statisticswith Applications inSpot and FuturesMarkets,” Hong KongBaptistUniversity, start date: 26-07-2008, completion date: 25-07-2009.
  • HK$ 43,520, Principal Investigator, “Assets PerformanceTesting with theMean-Variance RatioStatistics,” Hong KongBaptistUniversity, start date: 07-05-2008, completion date: 06-05-2009
  • S$52,500, Co-Investigator, “Mean-Variance Analysis of Self-Financing Portfolios,” National University of Singapore, start date: May 2007, completion date: May 2008.
  • S$14,472, Principal Investigator, “StochasticDominanceonLocation- Scalefamilywith Applicationsin FinanceandEconomics, specially for REIT, Stocks and Fixed Income Assets,” National University of Singapore, start date: 08/02/07, completion date: 28/02/08, (code: R-122-000-104-112)
  • S$82,150, Co-Investigator, “MakingMarkowitz's Principle Practically Usefulandits ApplicationstoFinance,” National University of Singapore, start date: Sept 2006, completion date: Aug 2008, (R155-000-061-112).
  • S$14,472, Principal Investigator, “StochasticDominanceonLocation- Scalefamilywith Applicationsin FinanceandEconomics, specially for REIT, Stocks and Fixed Income Assets,” National University of Singapore, start date: 08/02/07, completion date: 28/02/08, (code: R-122-000-104-112)
  • S$14,400, Principal Investigator, “ProspectandMarkowitzStochastic Dominancewithapplications inFinance,”National University of Singapore, start date: 05/07/05, completion date: 30/10/06, (R-122-000-094-112)
  • S$16,600,Principal Investigator,“Cointegration and GARCH effects from macro-economics variables to stockmarkets, National University of Singapore, start date: 24/02/04, completion date: 23/02/05, (R-122-000-082-112).

RESEARCH-RELATEDACTIVITIES

  1. Iwas/havebeeninvitedtobeVisitingProfessororVisitingScholarofthefollowing:
  • TheGraduateSchoolofBusinessandtheDepartmentofStatistics,UniversityofWisconsin-Madisonin1996.
  • MathematicsandStatisticsDepartment,McMasterUniversity,Canadain1997.
  • DepartmentofMathematics,TheChineseUniversityofHongKong,in2000.
  • FacultyofCommerceandBusinessAdministration,TheUniversityofBritishColumbia,Canada,in2001.
  • GraduateSchoolofBusinessandtheDepartmentofStatistics,UniversityofWisconsin-Madisonin2001.
  • TheInternationalAssociationforOfficialStatistics,StatisticalInstituteforAsiaandthePacific,UnitedNationsandKoreaStatisticsDepartment,June2001.
  • OrganisationforEconomicCo-operationandDevelopment(OECD),Parisin2002.
  • DepartmentofFinanceandEconomics,TheCityUniversityofHongKongin2002.
  • DepartmentofFinanceandDecisionSciences,HongKongBaptistUniversity,HongKongin2003.
  • DepartmentofEconomics,TheChineseUniversityofHongKong,inMay2004.
  • FacultyofArtsandSocialSciences,UniversityofMauritiusinJune2004.
  • DepartmentofMathematics,TheChineseUniversityofHongKong,inDecember2005.
  • DepartmentofFinanceandDecisionSciences,HongKongBaptistUniversity,HongKonginDecember2005.
  • DepartmentofInformationandSystemManagements,HongKongUniversityofScienceandTechnologyin2005.
  • DepartmentofEconomics,MonashUniversity,Australia,MarchtoJune,2005.
  • DepartmentofEconomics,TheUniversityofWesternAustralia,May2005.
  • DepartmentofEconomics,LundUniversity,SwedeninJune2005.
  • SchoolofMathematicsandStatistics,North-EastNormalUniversity,ChinainJuly2005.
  • DepartmentofMathematics,TheChineseUniversityofHongKong,inMay2006.
  • DepartmentofFinanceandDecisionSciences,HongKongBaptistUniversity,HongKonginMay2006.
  • DepartmentofEconomics,UniversityofMauritius,June2006.
  • Departmentof Statistics, the Universityof Hong Kong, December, 2006.
  • Departmentof Finance,MonashUniversity,Australia, April, 2007.
  • Department of Statistics, TsinghuaUniversity, June 8-13, 2007.
  • Departmentof Economics,TheChineseUniversityofHongKong, June 15-23, 2007.
  • Department of Applied Economics at NationalChungHsingUniversity, Taichung, Taiwan,July 2007.
  • Department of Statistics and Graduate Institute of Statistics & Actuarial Science, Feng Chia University to give a talk at Feng Chia University, Taiwan, July 2007.
  • Yokohama National University and Nanzan University invite me to present a paper atthe International Joint Workshop on Finance 16 - 17 February 2008 atYokohama, Japan.
  • Professor Yoon-Jae Whang, SeoulNationalUniversity, invited me to present a paper at SeoulNationalUniversity on June 26, 2008.
  • BusinessSchool, ChiangMaiUniversity, May 2007, August 2008.
  1. My recent appointmentasExternalExaminerorSupervisorbyotherUniversities areasfollows:
  • AppointedasjointSupervisorbyProfessorFathiAbidfromFSEGUniversityofSfaxforhisPhDstudentMrouaMouradonhisthesisentitled“TheImpactofOptionStrategiesinFinancialPortfoliosPerformance” in 2002.
  • AppointedasCo-supervisorforaMastersstudentfromDepartmentofFinance,NationalUniversityofSingapore,in2003.
  • InvitedbyProfessorNicGroenewold,UniversityofWesternAustralia,tobejointsupervisorforhisPhDstudentElaineLohonherthesisintheareaofTechnicalAnalysisin2004
  • InvitedbyProfessorAliyaKhanfromtheQuaid-I-AzamUniversityIslamabadPakistantobejointlysupervisorforhisMastersstudentTahirM.Fin2004
  • ProfessorLamKin,DepartmentofFinanceDecisionSciences,HongKongBaptistUniversityinvitedmetojointlysupervisehisPhDstudentStephen,TaishengLiuinhismomentumstrategyprojectin2004.
  • ProfessorRaymondChan,DepartmentofMathematicsoftheChineseUniversityofHongKonginvitedmetojointlysupervisehisPhDstudentMichaelWongChiYantoapplyWaveletAnalysistoFinanceForecastingin2004.
  • ProfessorBaiZhidongfromDepartmentofStatistics,North-EastNormalUniversityandDepartmentofStatisticsandAppliedProbability,NationalUniversityofSingaporeinvitedmetojointlysupervisehismastersstudentWangKeyan, Zhang BingzhiandhisPhDstudentsLiuHuixia and LiHua.
  • InvitedbyUniversityofMauritiustobeExternalExaminerin2004,2005and2006fortheirBSc(Hons)EconomicsfinalyearprogrammeinEconometricsandFinanceincludingEconometricsII,EconometricMethodandApplication,PublicFinanceandInternationalFinancialmarketsandInstitutions.
  • AppointedasExternalExaminerbytheIndianInstituteofTechnologyfortheirPhDstudentin2004, 2005.
  • Invited to be ExternalExaminerbyDepartmentofFinanceandDecisionSciences,HongKongBaptistUniversity,in2006.
  • Invited to be ExternalExaminerbyDepartmentof Statistics, HongKong University,in2007.
  • Invited to be ExternalExaminerbyDepartmentof Finance and Applied Statistics, AustraliaNationalUniversity,in2007.
  • Invited to be ExternalExaminerbyDepartmentof Economics, The Chinese University of HongKong,in2007.
  • Invited to be ExternalExaminerbyDepartmentofEconomics,TheChineseUniversityofHongKong,fortheirMastersstudentsin2003,2004, 2005 and 2007.
  • Invited to be ExternalExaminerbyDepartmentof Economics, MonashUniversity in 2007, 2008.
  • Invited to be ExternalExaminerbyDepartmentofStatistics(RiskManagement),TheChineseUniversityofHongKong,fortheirMastersstudentsin2004, 2008.
  • Invited to be ExternalExaminerbyDepartmentofMathematics,TheChineseUniversityofHongKong,fortheirPhDstudentin2005, 2008.
  • Invited to be ExternalExaminerbyDepartmentof Mathematics, HongKong University,fortheirMastersstudentin2008.
  1. IwasinvitedtoberefereeordiscussantforthefollowingJournals/conferences

JournalsinEconomics

ReviewofEconomicsandStatistics, Journal of Applied Econometrics, InternationalEconomicJournal, AppliedEconomics, EmpiricalEconomics, International Journal of Production Economics, Energy Journal, Review of Development Economics, ChinaEconomicReview,SingaporeEconomicReview,HongKongEconomicAssociation, ReviewofAppliedEconomics,InternationalEconomicsandFinanceJournal, FarEasternMeetingoftheEconometricSociety,ASEANEconomicBulletin, Review of Development Economics, Empirical Economics, InternationalJournalofBusinessandEconomics, Journal of Applied Econometrics

JournalsinFinance

JournalofBankingandFinance,Financial Review,QuantitativeFinance,JournalofEmpiricalFinance, EuropeanFinancialManagement,EuropeanJournalofFinance, ReviewofQuantitativeFinanceandAccounting, MultinationalFinanceJournal,InternationalJournalofTheoreticalandAppliedFinance,JournalofInternationalFinancialMarkets,InstitutionsMoney, Research in Finance, FinanceIndia, Journal of Emerging Market Finance, International Journal of Revenue Management, Emerging Markets Finance and Trade, Management Research News.

JournalsinStatistics

JournalofBusinessandEconomicStatistics,JournalofMultivariateAnalysis,Journal of Statistical Computation and Simulation, Statistical Papers, ChineseStatisticalAssociationConference

OtherJournals

DecisionSciencesInstitute,MathematicalReviews,Physica A, EuropeanJournalofOperationalResearch,JournalofAppliedMathematicsDecisionSciences,AustralianInstituteofManagement,AsiaPacificJournalofManagement, Management Research News, Applied Stochastic Models in Business and Industry, Applied Mathematics and Computation, Mathematical Review

4.IwasinvitedtopresentatseminarsbythefollowingUniversities/Institutions:

  • DepartmentofEconomics,UniversityofPennsylvania,USA,1988.
  • InternationalRoundTableConferenceonTeachingStatistics,Canada,1992.
  • SouthwestUniversityofFinanceandEconomics,China,1996.
  • DepartmentofStatistics,UniversityofWisconsin-Madison,USA,1997.
  • DepartmentofEconomicsandFinance,CityUniversityofHongKong,1997.
  • TheSchoolofEconomicsandFinanceandTheEconomicandFinancialResearchUnit,CurtinUniversityofTechnology,Australia,1999.
  • TheAssociationforFinancialEngineering(Singapore)andCentreofFinancialEngineering,1999,2001,2002.
  • DepartmentofMathematics,TheChineseUniversityofHongKong,2000.
  • DepartmentofFinanceandDecisionSciences,HongKongBaptistUniversity,2001,2002.
  • FacultyofCommerceandBusinessAdministration,TheUniversityofBritishColumbia,Canada,2001.
  • DepartmentofEconomics,TheChineseUniversityofHongKong,2001,2002,2004, 2007.
  • APROS2001InternationalCongress,OrganizationTheoryinTransition:TransitionalSocieties;TransitionalTheories,3-5Dec2001.
  • DepartmentofEconomics,UniversityofMelbourne,2002.
  • JointWorkshopfromNUSandPekingTsinghuaUniversities,Feb2004.
  • EastAsianInstitute,SingaporeinApril2004.
  • TheTechnicalAnalystsSocietyofSingapore,Singapore,28April2004.
  • International Conference on Business, Banking and Finance,27-29April2004,inSpain.
  • The6thInternationalChineseStatisticalAssociationConference,23July2004inSingapore,Chairasession.
  • DepartmentofFinanceandDecisionSciences,HongKongBaptistUniversity,HongKonginJanuary2005.
  • DepartmentofEconomics,MonashUniversity,Australia,9Marchand9May2005.
  • DepartmentofFinanceandAccounting,MonashUniversity,Australia,8April2005.
  • DepartmentofEconometricsandBusinessStatistics,MonashUniversity,Australia,29April2005.
  • TheSchoolofBankingandFinanceattheUniversityofTechnology,Sydney,13May2005.
  • DepartmentofEconomics,TheUniversityofWesternAustralia,May26,2005.
  • DepartmentofEconomics,CurtinUniversityofTechnology,Australia,May27,2005.
  • DepartmentofMathematicsandStatisticsandDepartment of Operational Research, University of Melbourne, June 1, 2005.
  • SchoolofMathematicsandStatistics,North-EastNormalUniversity,ChinaonJuly28,2005.
  • AppliedMathematicsDepartmentofTheHongKongPolytechnicUniversity, onJune2,2006.
  • Department of Statistics, TsinghuaUniversity, June 8, 2007.
  • Departmentof Economics,TheChineseUniversityofHongKong, June 15, 2007.
  • Department of Applied Economics at NationalChungHsingUniversity, Taichung, Taiwan,July 16, 2007.
  • Department of Statistics and Graduate Institute of Statistics & Actuarial Science, FengChiaUniversity, July 17, 2007.
  • Departmentof Economics, SeoulNationalUniversity, on June 26, 2008.

5.OtherRelevantInformation:

  • IwasinvitedbyProfessorsRobertMillerandHowardThompsontoconductresearchinboththeGraduateSchoolofBusinessandtheDepartmentofStatisticsofUniversityofWisconsin-Madisonin1996.Duringthisperiod,Ipublishedthreeworkingpapers. Ofthethreepapers,twowerepublishedininternationaljournals.
  • IwasinvitedbyMotiTiku,theWho'sWhoIntelligenceMedalwinnertobeVisitingProfessorandconductresearchatMathematicsandStatisticsDepartmentofMcMasterUniversity,Canadain1997. IpublishedthreeworkingpapersformyresearchattheMcMasterUniversity. Allthepaperswere publishedininternationaljournals.
  • IwasinvitedbyFergusonProfessorChiKwongLitoconductresearchintheCollegeofWilliamandMary,USAin1997. Wecompletedtworesearchpaperswhichwerepublishedininternationaljournals.
  • In1999and2004,IwasinvitedbytheMultinationalFinanceJournalSocietytobethediscussantforthesociety'sAnnualConferences.
  • In1999,IwasinvitedbyProfessorHenryYWan,theLouisELevyMedalwinnerfromCornellUniversitytoconductresearchwithhim.WehavecompletedapaperonfinancialcrisisandpresenteditattheInternationalConference:TheAsianCrisis,II,inJan2000.ThepaperwaspublishedintheWEBSITE ThepaperwasalsoacceptedforpublicationinJapaneseEconomicReview.
  • IhavebeeninvitedbyProfessorRaymondChantoconductresearchintheDepartment ofMathematics,TheChineseUniversityofHongKong,since2000.WehavecompletedapaperontheextensionofthecostofcapitaltheorywhichhasbeenpublishedinQuantityFinance. Wearecurrentlyworkingonseveraljointprojects.
  • IwasinvitedbyProfessorJosephK.W.Fung,DepartmentofFinanceandDecisionSciences,HongKongBaptistUniversity,tovisittheuniversityandconducttheresearchontheextensionofStochasticDominanceTheorywithApplicationinFutureMarkets in2001.
  • Since2001,IhavebeenworkingwithProfessorVictorLiao,DepartmentofFinanceandDecisionSciences,HongKongBaptistUniversity.WehavecompletedseveralpapersandsubmittedtotopBusinessjournalsforpublication.
  • IwasinvitedbyProfessorWilliamT.Ziemba,AlumniProfessorofFinancialModelingandStochasticOptimization,FacultyofCommerceandBusinessAdministration,TheUniversityofBritishColumbia,Canada,tovisitthe universityin2001. Healsoinvitedmetolectureinhiscourse“WorldStockMarkets:AnomaliesandBehavioralFinance”andtopresentapaperintheirfaculty.
  • IhavebeeninvitedbyProfessorsEllaMaeMatsumuraandKam-WahTsuifromtheGraduateSchoolofBusinessandtheDepartmentofStatisticsintheuniversityofWisconsin-Madisonin2001toconductresearch.
  • ProfessorHongEun-Pyo, Head of Production and Sales Indicators Unit, Organisation for Economic Co-operation and Development (OECD) invitedmetoOECDinParistoworkwithhimtoovercomethemissingvalueandtheinterpolationproblemsfortheirleadingindicatorsin2002andinvitedmetoworkonaBusinessCycleprojectin2004.
  • IwasinvitedtoattendtheSecondBiennialConferenceoftheHongKongEconomicAssociation,2002,topresentapaperentitled“OnTwo-MomentDecisionModelsandExpectedUtilityMaximization”andserveasSessionChair.
  • IwasinvitedbyCornellUniversitytoattendtheconferenceentitled“ScientificConferenceonInternationalandDevelopmentEconomicsinHonorofHenryY.Wan,Jr.”heldinSeptember2003inhonorsofProfessorHenryJrWanandinvitedtobeadiscussant.IwastheonlyacademicianfromSingaporebeinginvitedtohonorProfessorWan.
  • In2004,Iwasinvitedtobethediscussantofthe6thInternationalChineseStatisticalAssociationConferenceandserveasSessionChair.
  • IhavebeeninvitedbyProfessorDietrichK.Fausten,ActingHeadofDepartmentofEconomics,MonashUniversity,AustraliatovisithisDepartmentin2005andgivelectureson“HedgingandUncertainty”.
  • In2004,ProfessorHansNEByström,DepartmentofEconomicsofLundUniversity,Swedeninvitedmetovisittheiruniversity,presentapaperandconductresearchwithhim.
  • ProfessorsMichaelMcAleerandJitiGao,TheUniversityofWesternAustraliainvitedmetobeamemberoftheInternationalProgramCommitteeoftheInternationalConferenceonTimeSeriesEconometrics,FinanceandRisk,whichwasheldatTheUniversityofWesternAustraliafrom29June to1July2006.
  • ProfessorErcanBalabanhasinvitedmetoserveontheInternationalExecutiveCommitteeandtoco-ChairtheEmergingMarketsFinanceandEconomicsConferenceinIstanbulon6-8September2006. HealsoinvitedmetobememberoftheEditorialBoardofthejournal.
  • IwasinvitedtobeaGuestEditorofInternationalEconomicsandFinanceJournal,foritsspecial2007issueon'IndianDevelopmentReview'.
  • I was invited to be discussant for the 1st Joint Economics Symposium of Five Leading East Asian universities held in FudanUniversity in January 2007.
  • My paper "Does the US IT Stock Market Dominate Other IT Stock Markets: Evidence from Multivariate GARCH Model" was listed on SSRN's Top Ten download list in Jan-Feb 2007.
  • I was invited by ProfessorTsorng-ChyiHwang, Headof the Department of Applied Economics at National Chung Hsing University, Taichung, Taiwan,to be an invited speaker to give a talk in the "International Workshop on Finance and Risk",to be heldat National Chung Hsing Universityfrom 15-16 July 2007.
  • I was invited by ProfessorCathy W. S. Chen, Department Head of Department of Statistics and Graduate Institute of Statistics & Actuarial Science, FengChiaUniversity to give a talk at FengChiaUniversity on 17 July 2007.
  • My paper entitled "Does International Diversification and Home Bias are Substitute?" was listed on SSRN's Top Ten download list in May-September 2007.
  • My paper entitled “The Impact of Option Strategies in Financial Portfolios Performance: Mean-Variance and Stochastic Dominance Approaches” was listed on SSRN's Top Ten download list in June-October 2007.
  • Iwasinvitedtogiveatalkat“FinancialDataMiningandModelling”session,at the56thmeetingofISIinLisbon, Portugal,inAugust 2007.
  • My paper entitled “Gains from Diversification: A Majorization AndStochastic Dominance Approach” was listed on SSRN's top 10 papers for the Journal of SM: Analytical and the top 10 papers for the Journal of Stochastic Models, and it is listed in the top 10 papers for MRN Operations Research Network and the top 10 papers for OPER Subject Matter Journals from June 6, 2008 to August 5, 2008.
  • My paper entitled"Financial Astrology: Mapping the Presidential Election Cycle in US Stock Markets" was listed on SSRN's Top Ten download list for TPE: Other Political Institutions: The President & Executives (Topic) fromJanuary 2, 1997 to December 3, 2008.
  • My paper entitled “Gains from Diversification: A Majorization AndStochastic Dominance Approach” was listed on SSRN's top 10 papers for the Journal of SM: from October 3, 2008 to December 2, 2008.
  • Dean Songsak from ChiangMaiUniversity invited me to present a paper at the Second Conference of the Econometric Society of Thailand held on 5-6 Jan, 2009.
  • Teach the course “World Stock Markets, Anormalities and Behavioral Finance” at Masters Level in the Aarhus School of Business, Aarhus Universitet, Denmark, Summer 2009.

SERVICESANDCONSULTANCY

  • HonoraryTreasurer,SingaporeInstituteofStatistics(1990-1992).
  • CommitteeMemberandProceedingsEditor,FifthInternationalConferenceonTeachingStatistics.(1991).
  • Committeemember,OrganisingCommitteeforworkshoponEconometricStudiesUnit,NationalUniversityofSingapore(1993)
  • InvitedtoconductaseriesoflecturesinBusinessMathematicsandStatisticsforagroupoffinanceandnon-financeexecutivesatMonashUniversityandInstituteofBankingandFinance,Singapore.(1995)
  • AdvisortoGovernmentParliamentaryCommitteeforCommunicationsonImprovementtoVehicleQuotaSysteminSingapore(1996)
  • ConsultantforProject“TheStudyofCompletedPrivateDevelopmentswithinTreeConservationAreas”ofNationalParksBoard,Singapore(1998)
  • ConductedacourseonCompilationSeasonalAdjustmentofTimeSeriesfor StatisticiansandStatisticalOfficersuponinvitationbySingaporeDepartmentofStatistics(2001)
  • AdvisortoJunghansSystemsBusinessDevelopmentProjectTeamuponinvitationbyEganaGoldpfeil(Holdings)Limited(2001)
  • Conducteda3-dayworkshoptitled“AdvancesinTimeSeriesAnalysis”inKoreauponinvitationbytheInternationalAssociationforOfficialStatisticsandtheStatisticalInstituteforAsiaandthePacific,UnitedNations(2001).
  • Member,ConsultativeCommitteefortheInternationalStatisticalInstitute'sCommitteeonStatisticsinBusinessand Industry(SBI)(since2001)
  • In2002,IwasappointedbytheMinistryofEducation,Singaporetotranslatetheir circularsoftheissueinFinanceandEconomics.
  • AppointedbyCorporateAdvisoryServicesLimitedtodevelopacost-effectivestructureforpublicflotationandtoenhanceefficiencyof postIPOfundraising(2002)
  • Member,InternationalAdvisoryBoardforJournalofAppliedMathematicsDecisionSciences(since2002)
  • IwasappointedastherepresentativevestedwithfullauthoritytoestablisharesearchcollaborationteamwithProfessorR.D.Terrell,EmeritusProfessorandProfessorJackPenmattheAustralianNationalUniversitysince2002.
  • AppointedbytheGovernmentDepartmentofStatisticstosuperviseateamtoestimateandforecasttheeffectofsuddenchangesinSingaporeEconomicsduetotheAsianFinancialCrisis,SARSandotherfactors(2003)
  • ConductedaworkshoponstockmarketuponinvitationbySingaporeMicrocomputerSociety(June2003)
  • ConductedaworkshoponTechnicalAnalysisandFundamentalAnalysisinStockMarketforInvestmentProfessionalsuponinvitationbyTheGreatEasternLife Assurance Co Ltd(October2003)
  • ConsultanttoE-Chartbook,Singapore(sinceMay2003)
  • Chairman,technicalsessionsofInternationalConferenceon“TheGrowthandDevelopmentalStrategiesofThirdWorldCountriesunderWTORegimewithspecialreferencetoMarginalizedGroups”(Oct2003)
  • ConsultanttoSinoSingCenterforEducationandCulturalExchange,appointedbyformerPoliticianProfessorVasoo(sinceOctober2003)
  • InvitedbyMichael B. GordytosolvetheeconometricproblemintheBoard of Governors of the Federal Reserve System,Washington, USA(October2003).
  • Conductedaworkshopentitled“WillSTIPeakin2008?-ALessonfromUSA” upon invitationbySingaporeMicrocomputerSocietytoonFebruary20,2004.
  • ConductedaresearchonapplyingVaRtocomputetheinsurancepolicypremiumand investment strategiesuponappointmentbyTheGreatEasternLife Assurance Co Ltd(2004)
  • ConductedanevaluationofprojectsoftheHongKongResearchGrantsCounciluponappointmentoftheCouncil(2004)
  • InitiatedaprojecttostudytheBusinessCyclesuponinvitationbyHeadoftheStatisticsDivisioninOECD(2004)
  • Conductedaworkshopon“China'sStockMarketsGoingGlobal”uponinvitationbytheEastAsianInstitutetoonApril23,2004.
  • ConductedareviewontheteachingprogrammeonappliedeconometricsandquantitativemethodsofUniversityofMauritius(2004)
  • Conductedaone-dayworkshoponWealthManagementuponappointmentbyTheGreatEasternLife Assurance Co Ltd.
  • Presentedatseminaron“CycleanalysisanditsapplicationonSingaporeMarket,WillSTIgoto4300in2008?”uponinvitationbytheTechnicalAnalystsSocietyofSingaporeonApril28,2004.
  • ProvidedconsultancytoCorporateAdvisoryServicesLimitedseeksonFinancialResourcesRules(2004).
  • RefereeforPhDthesisforIndianInstituteofTechnologyBombay(2004)
  • Consultantfordevelopingmodelsforactualinvestment,tradingorriskmanagement,appointedbyAlgorithmsResearchTrading(2004)
  • Member,AdvisoryBoardforTheTechnicalAnalyst,UK.(2004)
  • Member,ProgramCommitteeofthe7thInternationalConferenceonInformaticsinEconomyuponinvitationbyProfessorBogdanGhilic-Micu(2004)
  • ProvidedconsultancyonEconometricsandForecastingofequityinvestmentforSigmaDelphiLtd,UK(2004)
  • ConductedtrainingprogramsinquantitativeinvestmentforNUSgiftedstudents(2004)
  • ConductedanevaluationonprojectsofHongKongResearchGrantsCounciluponappointmentoftheCouncil(2005)
  • ReviewerforMathematicalReviewsuponinvitationbyAmericanmathematicalSociety(since2005)
  • Consultantforpolicyconsultancy.com(from2005)
  • ConsultantforMrYeongWaiCheong,FounderandCEOofAlgorithmsTradingandResearchandChairmanandCEO,AmericanBoursesCorporation(since2005).
  • ConductedanevaluationonprojectsofHongKongResearchGrantsCounciluponappointmentoftheCouncil(January2006)
  • CEO,LTMConsultingPteLtd,appointmentbyMrYeongWaiCheongandCEOofAlgorithmsTradingandResearchandChairmanandCEO,AmericanBoursesCorporation(sinceJanuary2006)
  • ProvidedconsultancyforTheYomiuriShimbunSingaporeBureauontheissueofSingaporebeinganinternationalfinancialcenter(June2006)
  • ProvidedconsultancyforAsiaTVonGSTissuesinHongKong(July2006)
  • Provided consultancy for East Asia Training & Consultancy Pte Ltd and Ministry of Finance on “Time Series Econometrics using Eviews 5” (June 2007)
  • Provided consultancy for East Asia Training & Consultancy Pte Ltd on “Macroeconometric & Financial Modeling and Forecasting using EViews 5” (Nov 2007).
  • Applied International Business Conference 2008organized by the Labuan Bulletin ofInternational Business and Finance invited me to rank top three submitted papers in 2008.
  • I am invited to serve as External Member for the Promotion Panel, FSH, University of Macao in 2008.
  • I am invited to be member of program committee of the Second Meeting of the Econometric Society of Thailand, to be held at the Faculty of Economics, ChiangMaiUniversity, on 5-6 January, 2009.

PUBLICATIONS

InternationalJournals

  1. Wong,WK and RB Miller,(1990),“AnalysisofARIMA-NoiseModelswithRepeatedTimeSeries”, JournalofBusinessandEconomicStatistics,8(2),243-250.
  1. Matsumura,EM, KW TsuiandWK Wong,(1990),“AnExtendedMultinomial-DirichletModelforErrorBoundsforDollar-UnitSampling”,ContemporaryAccountingResearch, 6(2-I),485-500.
  1. Thompson,HE andWK Wong,(1991),“OntheUnavoidabilityof`Unscientific'JudgmentinEstimatingtheCostofCapital”,ManagerialandDecisionEconomics,12,27-42.
  1. Aryee,SandWKWong,(1995),“FactorsInfluencingTheFormationofUnionAttitudes,”NewZealandJournalofIndustrialRelations,20,3,267--285.
  1. Thompson,HEandWKWong,(1996),“Revisiting‘DividendYieldPlusGrowth’andItsApplicability”,EngineeringEconomist,Winter, 41(2),123-147.
  1. Phang,SY,WKWongandNCChia,(1996),“Singapore'sexperiencewithcarquotas:Issuesandpolicyprocesses,”TransportPolicy, 3,145-153.
  1. Phang,SYandWKWong,(1997),“GovernmentpoliciesandprivatehousingpricesinSingapore,” UrbanStudies, 34(11),1819-1829.
  1. Bian,G andWK Wong,(1997), “AnAlternativeApproachtoEstimateRegressionCoefficients”,JournalofAppliedStatisticalScience, 6(1),21-44.
  1. Chang,WC,WKWong,GTeoandAFam,(1997),“ThemotivationtoachieveinSingapore:Insearchofacoreconstruct”,PersonalityandIndividualDifferences,23(5),885-895.
  1. Chang,WCandWKWong,(1998),“Chinesevaluesandachievementmotivation:testingacausalmodel”,AsianPsychologist,1(1),15-23.
  1. Tiku,MLandWKWong,(1998),“TestingforunitrootinAR(1)modelusingthreeandfourmomentapproximations,” CommunicationsinStatistics:SimulationandComputation, 27(1),185-198.
  1. Li,CKandWKWong,(1999),“Extension of stochastic dominance theory to random variables”, RAIRORecherche Opérationnelle, 33(4),509-524.
  1. Tiku,ML,WKWongandGBian,(1999),“Timeseriesmodelswithasymmetricinnovations”,CommunicationsinStatistics:TheoryandMethods,28(6),1331-1360.
  1. WongWKandCKLi,(1999),“Anoteonconvexstochasticdominancetheory”,EconomicsLetters, 62,293-300.
  1. Tiku,ML,WKWongandGBian,(1999),“EstimatingParametersinAutoregressiveModelsinNon-normalSituations:symmetricInnovations,”CommunicationsinStatistics:TheoryandMethods,28(2),315-341.
  1. Manzur,M,WKWongandICChau(1999),“Measuringinternationalcompetitiveness:experiencefromEastAsia”,AppliedEconomics, 31(11),1383-1391.
  1. WongWKandGBian,(2000),“RobustBayesianInferenceinAssetPricingEstimation”,JournalofAppliedMathematicsDecisionSciences,4(1),65-82.
  1. Tiku,ML,WKWong,DCVaughanandGBian(2000),“Timeseriesmodelswithnonnormalinnovations:symmetriclocation-scaledistributions,”JournalofTimeSeriesAnalysis,21(5),571-596.
  1. Chang,WC,WKWongandGTeo,(2001),“Pathstosuccess:TheIndividual-and-social-orientedachievementmotivationinSingapore,”JournalofPsychologyinChineseSocieties, 1(2),39-64.
  1. GohML,DSikorskiandWKWong,(2001),“GovernmentPolicyforOutwardInvestmentbyDomesticFirms:theCaseofSingapore'sRegionalizationStrategy”,SingaporeManagementReview, 23(2),p23-44.
  1. WongWK,BKChewandDSikorski(2001),“CanP/Eratioandbondyieldbeusedtobeatstockmarkets?” MultinationalFinanceJournal,5(1),59-86.
  1. Wong,WK,RBMillerandKShrestha,(2001), “MaximumLikelihoodEstimationofARMAModelwithErrorProcessesforReplicatedObservation”,JournalofAppliedStatisticalScience,10(4),287-297.
  1. Wan,HenryJrandWKWong,(2001),“ContagionorInductance:Crisis1997Reconsidered,”JapaneseEconomicReview,52(4),372-380.
  1. Chang,WC,WKWongandBKKoh,(2003),“ChineseValuesinSingapore:TraditionalandModern,”AsianJournalofSocialPsychology,6,5-29.
  1. Penm,J.H.W.,R.D.TerrellandW.K.Wong,(2003),“CausalityandCointegration,TestsintheFrameworkofASingleZero-Non-ZeroVectorTimeSeriesModelling”,PakistanJournalofAppliedSciences,3(4),247-255.
  1. WongWK,Manzur,MandChewBK,(2003),“HowRewardingis Technical Analysis?EvidencefromSingapore Stock Market”,AppliedFinancialEconomics,13(7),543-551.
  1. Wong,WKandRChan,(2004),“TheEstimationoftheCostofCapitalanditsReliability”,QuantitativeFinance,4(3),365–372.
  1. AmanAgarwal, J.H.W.Penm,Wing-KeungWongandLynnM.Martin,(2004),ASEANDOLLAR:ACommonCurrencyEstablishmentforStrongerEconomicGrowthofASEANRegion,FinanceIndia,18(2),453-481.
  1. Wong,Wing-Keung,JackH.W.Penm,R.D.TerrellandKarenYannChingLim,(2004),TheRelationshipbetweenStockMarketsofMajorDevelopedCountriesandAsianEmergingMarkets,JournalofAppliedMathematicsandDecisionSciences, 8(4), 201-218.
  1. Lean,Hooi-HooiandWing-KeungWong(2004),ImpactofOtherStockMarketsonChina,ChinaJournalofFinance, 2(2),81-108.
  1. Wong,Wing-Keung,AmanAgarwalandJunDu,(2004),FinancialIntegrationforIndiaStockMarket,aFractionalCointegrationApproach,FinanceIndia, 18(4), 1581-1604.
  1. Wong,Wing-Keung,AmanAgarwalandNee-TatWong,(2004),Re-lookingtheDay-of-the-WeekEffectsintheAsianMarkets, EmpiricalEconomicsLetters,3(3), 101-117.
  1. Tahir M.F and Wong,WK, (2004)“LinkageBetweenStockMarketPricesandExchangeRate:ACausalityAnalysisforPakistan” Pakistan Development Review, 43(4), 639-647.
  1. Wong,Wing-Keung,PuiLamLeungandJunXu, (2005), TheGARCHeffects ontheVolumeofChinaStockMarkets,InternationalJournalofFinance, 17(1), 3290-3329.
  1. Fong,WaiMun,Wing-KeungWongandHooi-HooiLean,(2005),StochasticDominanceandtheRationalityoftheMomentumEffectacrossMarkets,JournalofFinancialMarkets,8,89-109.
  1. Wong, Wing-Keung, Jun Du, and Terence Tai-Leung Chong, (2005), Do the technical indicators reward chartists in Greater China stock exchanges? Review of Applied Economics, 1(2), 183-205.
  1. Wong,Wing-KeungandGuoruiBian,(2005),EstimatingParametersinAutoregressiveModelswithasymmetricinnovations,StatisticsandProbabilityLetters, 71(1), 61-70.
  1. Wong,Wing-KeungandGuoruiBian, (2005), RobustRiskAnalysisofMultipleRegressionModelwithNon-normalError,RiskLetters, 1(4).
  1. Aquino,KP,SPoshakwaleandWKWong, (2005),IsItStillWorthDiversifyingInternationallywithADRs? International Journal of Finance, 17(3), 3622-3643.
  1. Wong,Wing-KeungandGuoruiBian, (2005), RobustEstimationofMultipleRegressionModelwithsymmetricinnovationsandItsApplicabilityonAssetPricingModel,EurasianReviewofEconomicsandFinance, 1(4).
  1. Wong, Wing-Keung, Jun Du, and Terence Tai-Leung Chong, (2006), Do the technical indicators reward chartists in study on the stock markets of Chinese mainland, Hong Kong and Taiwan? China Journal of Finance, 11, 1-25.
  1. Fong,WaiMunandWing-KeungWong, (2006), TheModifiedMixtureofDistributionsModel:ARevisit, Annals of Finance, 2(2), 167 – 178.
  1. Wong, Wing-Keung, JackH.W.Penm and Zhuo Qiao, (2006), Revisit of the volume versus GARCH effects by Univariate and Bivariate GARCH models: Evidence from US Stock Markets, International Economics and Finance Journal, 1(1), 47-66.
  1. Broll, Udo, Jack E. Wahl andWing-KeungWong, (2006), Elasticity of Risk Aversion and International Trade, Economics Letters, 92(1), 126-130.
  1. Wong, Wing-Keung,HabibullahKhanand Jun Du, (2006), Money,InterestRate,andStockPrices:NewEvidencefromSingaporeandUSA,SingaporeEconomicReview, 51(1), 31-52.
  1. Wong, Wing-Keung, AmanAgarwal and Nee-TatWong, (2006) The Disappearing Calendar Anomalies in the Singapore Stock Market, Lahore Journal of Economics, 11(2), 123-139.
  1. Wong,Wing-Keung, (2006), Stochastic Dominance Theory for Location-Scale Family, JournalofAppliedMathematicsandDecisionSciences, 2006, 1-10.
  1. Lam,K,CMWongandWKWong, (2006), VarianceRatioTestandGeneralMeanReversionModel, JournalofAppliedMathematicsandDecisionSciences, 2006, 1-21.
  1. Marwan Halim, Hooi-Hooi Lean and Wing-Keung Wong, 2006, Impacts of Crises on Dynamic Linkages between Financial and Capital Markets, Labuan Bulletin of International Business & Finance, 4, 43-59.
  1. Wong,WK,HEThompson,SWeiandYFChow, (2006), DoWinnersperformbetterthanLosers?AStochasticDominanceApproach, AdvancesinQuantitativeAnalysisofFinanceandAccounting, 4, 219-254.
  1. James J. Kung, Wing-Keung Wong, (2006), The effect of coupon frequency on bond pricing, Empirical Economics Letters, 6(5), 369-380.
  1. Wong,WingKeung, (2007), Stochasticdominance and mean-variance measures of profit and loss for business planning and investment, European Journal of Operational Research, 182, 829-843.
  1. Lean,HooiHooi, RussellSmyth, Wing-Keung Wong, (2007), Revisiting Calendar Anomalies in Asian Stock Markets Using a Stochastic Dominance Approach, Journal of Multinational Financial Management, 17(2), 125–141.
  1. Gasbarro, Dominic, Wing-Keung Wong and J. Kenton Zumwalt, (2007), Stochastic Dominance Analysis of iShares, European Journal of Finance, 13,89-101.
  1. Zhuo Qiao, Venus Khim-Sen Liew and Wing-Keung Wong, (2007), Does the US IT Stock Market Dominate Other IT Stock Markets: Evidence from Multivariate GARCH Model, Economics Bulletin, 6(27), 1-7.
  1. Fong,WaiMunandWing-KeungWong, (2007), The Stochastic Component of Realized Volatility, Annals of Financial Economics, 2, 57-66.
  1. Lam, Vincent Wing-Shing, Terence Tai-Leung Chong and Wing-Keung Wong, (2007), Profitability of Intraday and Interday Momentum Strategies, Applied Economic Letters, 14, 1103–1108.
  1. Wong, Wing-Keung, JackH.W.Penm, David Service, (2007), Are Mortgage and Capital Markets Integrated in the USA? A Study of Time-Varying Cointegration, International Journal of Service Technology and Management, 8, 403-420.
  1. Keshab Shrestha, Howard E. Thompson, Wing-Keung Wong, (2007), Are the Mortgage and Capital Markets Fully Integrated? A Fractional Heteroscedastic Cointegration Analysis, International Journal of Finance 19(3), 4495-4513.
  1. Wong,Wing-KeungandRaymondChan, (2008), MarkowitzandProspectStochasticDominances, Annals of Finance, 4(1), 105-129.
  1. Leung, Pui-Lam and Wing-Keung Wong, 2008, On testing the equality of the multiple Sharpe Ratios, with application on the evaluation of iShares, Journal of Risk, 10(3), 1-16.
  1. Foo, Siew-Yen, Wing Keung Wong, Terence Tai-Leung Chong, 2008, Are the Asian Equity Markets more Interdependent after the Financial Crisis? Economics Bulletin 6(16), 1-7.
  1. Chen, Heng, Russell Smyth and Wing-Keung Wong, 2008, Is Being a Super-Power More Important Than Being Your Close Neighbor? Effects of Movements in the New Zealand and United States Stock Markets on Movements in the Australian Stock Market, Applied Financial Economics, 18(9), 1-15.
  1. Zhuo Qiao, Yuming Li and Wing-Keung Wong, (2008), PolicyChangeandLead-LagRelationsamongChina’sSegmentedStockMarkets, Journal of Multinational Financial Management 18, 276–289.
  1. Wong, Wing-Keung, Kok Fai Phoon, HooiHooi Lean, (2008), Stochastic dominance analysis of Asian hedge funds, Pacific-Basin Finance Journal, 16(3), 204-223.
  1. Qiao, Zhuo, Russell Smyth, Wing-Keung Wong, (2008), VolatilitySwitchingandRegimeInterdependence Between InformationTechnologyStocks 1995-2005, Global Finance Journal, 19, 139-156.
  1. Liao, Ziqi and W K Wong, (2008), Major Considerations of Internet e-Banking Services: The Customer Perspective, Journal of Operational Research Society, 59(9), 1201-1210.
  1. Wong,Wing-Keung and Chenghu Ma, (2008), Preferences over Location-Scale Family, Economic Theory, 37(1), 119-146.
  1. Qiao, Zhuo, Thomas C. Chiang, Wing-Keung Wong, (2008), Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets, Journal of International Financial Markets, Institutions & Money 18, 425–437.
  1. Lean,Hooi-Hooi,Wing-KeungWongandXibinZhang, (2008),SizeandPowerofStochasticDominanceTests, Journal of Statistical Computation and Simulation79, 30-48.
  1. Leung,Pui-LamandWing-KeungWong, (2008), Three-factor Profile Analysis with GARCH Innovations, Journal of Statistical Computation and Simulation, 77(1), 1-8.
  1. Fong,WaiMun,HooiHooiLeanandWingKeungWong, “StochasticDominanceandBehaviortowardsRisk:TheMarketforInternetStocks”, Journal of Economic Behavior and Organization, 68(1), 194-208.
  1. Wong, Wing- Keung, Habibullah Khan, Jack Penm, Sok Han Ang, Can American Dollar Survive the Onslaught of Euro? An Empirical Investigation, International Journal ofService Technology and Management, (forthcoming).
  1. YiZhengandWing-KeungWong, Mean, Volatility Spillover and Time-varying Conditional Dependence in Chinese Stock Markets, Emerging Markets Letter, (forthcoming).
  1. James J. Kung, Wing-Keung Wong, Efficiency of Taiwan stock market, Japanese Economic Review, (forthcoming).
  1. Chiang, T.C., H.H.Lean, W.K.Wong, Do REITs Outperform Stocks and Fixed-Income Assets? New Evidence from Mean-Variance and Stochastic Dominance Approaches, Journal of Risk and Financial Management, (forthcoming).
  1. Chen Heng, Bento J. Lobo and Wing-KeungWong, “Links between the Indian, U.S. and Chinese Stock Markets: Evidence from a fractionally integrated VECM”, Global Review of Business and Economic Research, (forthcoming).
  1. Wong, Wing-Keung, HowardE.Thompson, and Kweehong Teh, WasthereAbnormalTradingintheS&P500IndexOptionsPriortotheSeptember11Attacks?MultinationalFinanceJournal,(forthcoming).
  1. Habibullah Khan, ZhuoQiao,Wing Keung Wong, Siok Khai Yeo, World Globalization Spread Contagion: An Empirical Investigation, Review of Development and Cooperation, (forthcoming).
  1. Abid,Fathi,MouradMrouaandWing-KeungWong, TheImpactofOptionStrategiesinFinancialPortfoliosPerformance:Mean-VarianceandStochasticDominanceApproaches, Finance India, (forthcoming).
  1. Wing-Keung Wong, Jack Penm and R.D. Terrell, Predictability of Technical Analysis on Singapore Stock Market, before and after the Asian Financial Crisis, International Journal ofService Technology and Management, (forthcoming).
  1. Bai, Zhidong, Huixia Liu and Wing-Keung Wong, Enhancement of the Applicability of Markowitz's Portfolio Optimization by Utilizing Random Matrix Theory, Mathematical Finance, (forthcoming).
  1. Wong, Wing-Keung, Donald Lien and HooiHooi Lean, Preferences of Futures or Stocks? A Stochastic Dominance Study in Malaysian Markets,Advances in investment Analysis and Portfolio Management, (forthcoming).
  1. Bai, Zhidong, Huixia Liu and Wing-Keung Wong, On the Markowitz Mean-Variance Analysis of Self-Financing Portfolios, Risk and Decision analysis, (forthcoming).
  1. James J. Kung, Wing-Keung Wong, Profitability of Technical Analysis in Singapore Stock Market:Before and After the Asian Financial Crisis, Journal of Economic Integration,(forthcoming).
  1. Zhuo Qiao, Michael McAleerand Wing-Keung Wong, Linear and Nonlinear Causality of Consumption Growth and Consumer Attitudes, Economics Letters, (forthcoming).
  1. Martin Egozcue and Wing-Keung Wong,“Gains from Diversificationon convex combinations: A Majorization and StochasticDominance Approach”, European Journal of Operational Research, (accepted conditionally).
  1. Lam, Kin, Taisheng Liu, Wing-Keung Wong, The Magnitude effect in the over-and-underreaction in international markets, International Journal of Finance, (forthcoming).
  1. JackH.W.Penm, Zhuo Qiao and Wing-Keung Wong,Revisitofthe stock prices, volumes volume and GARCHeffects,Australian Journal of Management, (second revision).
  1. Wong, Wing-Keung, Michael McAleer and HooiHooi Lean, StochasticDominanceTestsforRisk Lovers: withApplicationtoOilSpotandFuturesMarkets, Econometrics Reviews, (first revision).
  1. Wong,Wing-Keung and Michael McAleer, Financial Astrology:Mapping the Presidential Election Cycle in US Stock Markets, Applied Economics, (first revision).
  1. Qiao, Zhuo, Thomas C. Chiang, Wing-Keung Wong, New Evidence on the Relation between Return Volatility and Trading Volume, Journal of Forecasting, (first revision).
  1. Lean, H.H., McAleer, M., Wong, W.K., StochasticDominanceTestsforRisk Lovers: withApplicationtoOilSpotandFuturesMarkets, Energy Economics, (first revision).

Papersunderreview: