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Number of items: 7.
Wong, W. K. (2010) Backtesting value-at-risk based on tail losses. Journal of Empirical Finance, 17 (3). pp. 526-538. ISSN 0927-5398
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
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
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
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
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
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
This list was generated on Fri Mar 7 09:56:52 2014 GMT.