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A New Pseudo-Bayesian Model for Investors' Behaviors in Financial Crises
Wong, Wing-Keung - 2012
In this paper, we introduce a new pseudo-Bayesian model to incorporate the impact of a financial Crisis and establish some properties of stock returns and investors' behaviors during the financial crisis and during recovery after crisis. Our proposed model can be applied to investigate some...
Persistent link: https://www.econbiz.de/10013104271
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Investment based on size, value, momentum and income measures : a study in the Taiwan stock market
Lu, Richard; Wang, Jai-Jen; Wong, Wing Keung - In: Annals of financial economics 17 (2022) 4, pp. 1-33
Persistent link: https://www.econbiz.de/10014234486
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A pseudo-Bayesian model in financial decision making with implications to market volatility, under- and overreaction
Lam, Kin; Liu, Taisheng; Wong, Wing Keung - In: European journal of operational research : EJOR 203 (2010) 1, pp. 166-175
Persistent link: https://www.econbiz.de/10003928191
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Do investors like to diversify? : a study of Markowitz preferences
Egozcue, Martín; García, Luis Fuentes; Wong, Wing Keung; … - In: European journal of operational research : EJOR 215 (2011) 1, pp. 188-193
Persistent link: https://www.econbiz.de/10009313984
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Market overreaction and underreaction : tests of the directional and magnitude effects
Fabozzi, Frank J.; Fung, Chun-yip; Lam, Kin; Wong, Wing … - In: Applied financial economics 23 (2013) 16/18, pp. 1469-1482
Persistent link: https://www.econbiz.de/10010259386
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Risk-averse and risk-seeking investor preferences for oil spot and futurues
Hooi Hooi Lean; McAleer, Michael; Wong, Wing Keung - 2013
Persistent link: https://www.econbiz.de/10010198257
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A new pseudo-Bayesian model with implications for financial anomalies and investors' behavior
Lam, Kin; Liu, Taisheng; Wong, Wing Keung - In: The journal of behavioral finance : a publication of … 13 (2012) 2, pp. 93-107
Persistent link: https://www.econbiz.de/10009616411
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Risk-averse and risk-seeking investor preferences for oil spot and futures
Hooi Hooi Lean; McAleer, Michael; Wong, Wing Keung - 2013
Persistent link: https://www.econbiz.de/10010188534
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Investors' preference towards risk : evidence from the Taiwan stock and stock index futures markets
Qiao, Zhuo; Clark, Ephraim; Wong, Wing Keung - In: Accounting and finance : journal of the Accounting … 54 (2014) 1, pp. 251-274
Persistent link: https://www.econbiz.de/10010342382
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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 - 2016
Persistent link: https://www.econbiz.de/10011432790