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Fong, Wai-mun
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ECONIS (ZBW)
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A Markov switching model of the conditional volatility of crude oil futures prices
Fong, Wai-mun
;
See, Kim Hock
- In:
Energy economics
24
(
2002
)
1
,
pp. 71-95
Persistent link: https://www.econbiz.de/10001652763
Saved in:
2
Basis variations and regime shifts in the oil futures market
Fong, Wai-mun
;
See, Kim Hock
- In:
The European journal of finance
9
(
2003
)
5
,
pp. 499-513
Persistent link: https://www.econbiz.de/10001885513
Saved in:
3
Robust beta estimation : some empirical evidence
Fong, Wai-mun
- In:
Review of financial economics : RFE
6
(
1997
)
2
,
pp. 167-186
Persistent link: https://www.econbiz.de/10001234501
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4
The dynamics of DM-£ exchange rate volatility : a SWARCH analysis
Fong, Wai-mun
- In:
International journal of finance & economics : IJFE
3
(
1998
)
1
,
pp. 59-71
Persistent link: https://www.econbiz.de/10001246071
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5
The size effect : a multiperiod analysis
Fong, Wai-mun
- In:
Applied financial economics
2
(
1992
)
2
,
pp. 87-92
Persistent link: https://www.econbiz.de/10001136544
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6
Time reversibility tests of volume - volatility dynamics for stock returns
Fong, Wai-mun
- In:
Economics letters
81
(
2003
)
1
,
pp. 39-45
Persistent link: https://www.econbiz.de/10001796388
Saved in:
7
Volatility persistence and switching ARCH in Japanese stock returns
Fong, Wai-mun
- In:
Financial engineering and the Japanese markets
4
(
1997
)
1
,
pp. 37-57
Persistent link: https://www.econbiz.de/10001222632
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8
On the cost of adverse selection in individual annuity markets : evidence from Singapore
Fong, Wai-mun
- In:
The journal of risk and insurance : the journal of the …
69
(
2002
)
2
,
pp. 193-207
Persistent link: https://www.econbiz.de/10001689961
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9
Risk preferences, investor sentiment and lottery stocks : a stochastic dominance approach
Fong, Wai-mun
- In:
The journal of behavioral finance : a publication of …
14
(
2013
)
1
,
pp. 42-52
Persistent link: https://www.econbiz.de/10009744996
Saved in:
10
Do expected business conditions explain the value premium?
Fong, Wai-mun
- In:
Journal of financial markets
15
(
2012
)
2
,
pp. 181-206
Persistent link: https://www.econbiz.de/10009614493
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