Number of items: 7.
2010
Wong, W. K.
(2010)
Backtesting value-at-risk based on tail losses.
Journal of Empirical Finance, 17 (3).
pp. 526-538.
ISSN 0927-5398
Available from: http://eprints.uwe.ac.uk/12175
2009
Wong, W. K. , Liu, B. and Zeng, Y.
(2009)
Can price limits help when the price is falling? Evidence from transactions data on the Shanghai Stock Exchange.
China Economic Review, 20 (1).
pp. 91-102.
ISSN 1043-951X
Available from: http://eprints.uwe.ac.uk/12172
Wong, W. K. , Tan, D. and Tian, Y.
(2009)
Informed trading and liquidity in the Shanghai stock exchange.
International Review of Financial Analysis, 18 (1-2).
pp. 66-73.
ISSN 1057-5219
Available from: http://eprints.uwe.ac.uk/12165
Wong, W. K. and Tu, A. H.
(2009)
Market imperfections and the information content of implied volatility and realized volatility.
Pacific-Basin Finance Journal, 17 (1).
pp. 58-79.
ISSN 0927-538X
Available from: http://eprints.uwe.ac.uk/12167
Wong, W. K. , Chang, M. and Tu, A. H.
(2009)
Are magnet effects caused by uninformed traders? Evidence from Taiwan Stock Exchange.
Pacific-Basin Finance Journal, 17 (1).
pp. 28-40.
ISSN 0927538X
Available from: http://eprints.uwe.ac.uk/16414
Copeland, L. , Wong, W. K. and Zeng, Y.
(2009)
Information-based trade in the Shanghai stock market.
Global Finance Journal, 20 (2).
pp. 180-190.
ISSN 1044-0283
Available from: http://eprints.uwe.ac.uk/12169
2008
Wong, W. K.
(2008)
Backtesting trading risk of commercial banks using expected shortfall.
Journal of Banking and Finance, 32 (7).
pp. 1404-1415.
ISSN 0378-4266
Available from: http://eprints.uwe.ac.uk/12163
This list was generated on Tue Mar 19 04:51:58 2024 GMT.