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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 Available from:

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:

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:

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:

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:

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:

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:

This list was generated on Wed Nov 25 04:12:29 2015 GMT.


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