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Stochastic dominance relationships between stock and stock index futures markets : international evidence

Qiao, Zhuo; Wong, Wing Keung; Fung, Joseph K. W. - In: Economic modelling 33 (2013), pp. 552-559

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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

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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

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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

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Is gold different for risk-averse and risk-seeking investors? : an empirical analysis of the Shanghai Gold Exchange

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Why did warrant markets close in China but not Taiwan?

Wong, Wing Keung; Hooi Hooi Lean; McAleer, Michael; … - 2018

The paper bridges a gap in the literature by using moment analysis, CAPM statistics, stochastic dominance (SD) test, and volume analysis to examine investor preferences for warrants between China and Taiwan, and investigating why the market for warrants in China has to close while the market for...

Persistent link: https://www.econbiz.de/10011869273

Arbitrage opportunities, efficiency, and the role of risk preferences in the Hong Kong property market

Tsang, Chun Kei; Wong, Wing Keung; Horowitz, Ira - In: Studies in economics and finance 33 (2016) 4, pp. 735-754

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Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency

Ng, Pin T.; Wong, Wing Keung; Xiao, Zhijie - In: European journal of operational research : EJOR 261 (2017) 2, pp. 666-678

Persistent link: https://www.econbiz.de/10011738062

Is gold good for portfolio diversification? A stochastic dominance analysis of the Paris stock exchange

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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