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Mean-Variance Ratio Test, a Complement of Coefficients of Variation Test and Sharpe Ratio Test

Bai, Zhidong - 2010

To circumvent the limitations of the tests for coefficients of variation and Sharpe ratio, we develop the mean-variance-ratio statistic to test for the equality of the mean-variance ratios. We prove that our proposed statistic is uniformly most powerful unbiased. In addition, we provide the...

Persistent link: https://www.econbiz.de/10013147020

Measuring international competitiveness : experience from East Asia

Manzur, Meher; Wong, Wing Keung; Chee, Inn-chau - In: Applied economics 31 (1999) 11, pp. 1383-1391

Persistent link: https://www.econbiz.de/10001464162

Measuring international competitiveness : experience from East Asia

Manzur, Meher - 1998

Persistent link: https://www.econbiz.de/10000991580

Revisiting calendar anomalies in Asian stock markets using a stochastic dominance approach

Hooi Hooi Lean; Wong, Wing Keung; Smyth, Russell - 2005

Persistent link: https://www.econbiz.de/10003068397

A gravity analysis of international stock market linkages

Chong, Terence Tai-Leung; Wong, Wing Keung; Zhang, Juan - In: Applied economics letters 18 (2011) 13/15, pp. 1315-1319

Persistent link: https://www.econbiz.de/10009348038

Regime-dependent relationships among the stock markets of the US, Australia and New Zealand : a Markov-switching VAR approach

Qiao, Zhuo; Li, Yuming; Wong, Wing Keung - In: Applied financial economics 21 (2011) 22/24, pp. 1831-1841

Persistent link: https://www.econbiz.de/10009384755

Evolution of the Trans-Atlantic exchange rate before and after the birth of the euro and policy implications

Chen, Heng; Fausten, Dietrich K.; Wong, Wing Keung - In: Applied economics 43 (2011) 16/18, pp. 1965-1977

Persistent link: https://www.econbiz.de/10009380151

Empirical test of the efficiency of the UK covered warrants market : stochastic dominance and likelihood ratio test approach

Chan, Chia-ying; Peretti, Christian de; Qiao, Zhuo; … - In: Journal of empirical finance 19 (2012) 1, pp. 162-174

Persistent link: https://www.econbiz.de/10009615744

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

New evidence on the relation between return volatility and trading volume

Chiang, Thomas C.; Qiao, Zhuo; Wong, Wing Keung - In: Journal of forecasting 29 (2010) 5, pp. 502-515

Persistent link: https://www.econbiz.de/10008934874