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Profiteering from the dot-com bubble, subprime crisis and Asian financial crisis

McAleer, Michael; Suen, John; Wong, Wing Keung - In: The Japanese economic review : the journal of the … 67 (2016) 3, pp. 257-279

Persistent link: https://www.econbiz.de/10011720858

Preferences of risk-averse and risk-seeking investors for oil spot and futures before, during and after the Global Financial Crisis

Hooi Hooi Lean; McAleer, Michael; Wong, Wing Keung - In: International review of economics & finance : IREF 40 (2015), pp. 204-216

Persistent link: https://www.econbiz.de/10011573581

Theory and application of an economic performance measure of risk

Niu, Cuizhen; Guo, Xu; McAleer, Michael; Wong, Wing Keung - In: International review of economics & finance : IREF 56 (2018), pp. 383-396

Persistent link: https://www.econbiz.de/10012033712

A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises

Guo, Xu; McAleer, Michael; Wong, Wing Keung; Zhu, Lixing - In: The North American journal of economics and finance : a … 42 (2017), pp. 346-358

Persistent link: https://www.econbiz.de/10011938136

Editorial statement in honor of Professor Michael McAleer

Alghalith, Moawia; Swanson, Norman R.; Vasnev, Andrey; … - In: Annals of financial economics 16 (2021) 3, pp. 1-21

Persistent link: https://www.econbiz.de/10013185326

Special Issue in Honour of Professor Michael McAleer

Allen, David (ed.); Alghalith, Moawia (ed.); … - 2023

Persistent link: https://www.econbiz.de/10014442457

Asymmetry and leverage in conditional volatility models

McAleer, Michael - In: Econometrics : open access journal 2 (2014) 3, pp. 145-150

The three most popular univariate conditional volatility models are the generalized autoregressive conditional heteroskedasticity (GARCH) model of Engle (1982) and Bollerslev (1986), the GJR (or threshold GARCH) model of Glosten, Jagannathan and Runkle (1992), and the exponential GARCH (or...

Persistent link: https://www.econbiz.de/10010417180

Editorial note: special issues of annals of financial economics (AFE)

McAleer, Michael - In: Annals of financial economics 12 (2017) 4, pp. 1-2

Persistent link: https://www.econbiz.de/10011850375

Optimal combinations of factors influencing the sustainability of Taiwanese firms

Lo, Fang-Yi; Wong, Wing Keung; Geovani, Jessica - In: International Journal of Emerging Markets 16 (2021) 5, pp. 909-928

Purpose: The authors aim to obtain the optimal combinations of factors from institutional environment adaptation mechanisms and internal resources or capabilities that influence the sustainability of a firm. Design/methodology/approach: The authors develop a new index, called the sustainability...

Persistent link: https://www.econbiz.de/10012540024

Editorial statement and research ideas for behavioral financial economics in the emerging market

Wong, Wing Keung - In: International Journal of Emerging Markets 16 (2021) 5, pp. 946-951

Persistent link: https://www.econbiz.de/10012639063