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Number of items: 19.

Wong, Woon K. ORCID: https://orcid.org/0000-0001-6892-9965 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
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Wong, Woon ORCID: https://orcid.org/0000-0001-6892-9965, 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. ORCID: https://orcid.org/0000-0001-6892-9965, 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. ORCID: https://orcid.org/0000-0001-6892-9965 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. ORCID: https://orcid.org/0000-0001-6892-9965 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. ORCID: https://orcid.org/0000-0001-6892-9965, 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. ORCID: https://orcid.org/0000-0001-6892-9965, 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. ORCID: https://orcid.org/0000-0001-6892-9965, 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

Wong, Woon K. ORCID: https://orcid.org/0000-0001-6892-9965 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

Copeland, Laurence Sidney, Wong, Woon K. ORCID: https://orcid.org/0000-0001-6892-9965 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. ORCID: https://orcid.org/0000-0001-6892-9965 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. ORCID: https://orcid.org/0000-0001-6892-9965 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. ORCID: https://orcid.org/0000-0001-6892-9965 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. ORCID: https://orcid.org/0000-0001-6892-9965, 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. ORCID: https://orcid.org/0000-0001-6892-9965 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. ORCID: https://orcid.org/0000-0001-6892-9965 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. ORCID: https://orcid.org/0000-0001-6892-9965 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. ORCID: https://orcid.org/0000-0001-6892-9965 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. ORCID: https://orcid.org/0000-0001-6892-9965 1995. Nonlinear dynamics in real-time equity market indices: evidence from the United Kingdom. The Economic Journal 105 (431) , pp. 864-880.

This list was generated on Thu Feb 2 03:43:49 2023 GMT.