Prof. Wing-Keung Wong

Department of Finance and Big Data Research Center

Asia University, Taiwan

Chair Professor

Email: wong@asia.edu.tw; wingkeungwong@ln.edu.hk; alanwkwong@gmail.com

Qualifications

Ph.D., University of Wisconsin-Madison

M.Sc., University of Wisconsin-Madison

B.Sc., The Chinese University of Hong Kong

Publications (Selected)

1. Yongchang Hui, Wing-Keung Wong, Zhidong Bai, Zhen-Zhen Zhu, 2016, A New Nonlinearity Test to Circumvent the Limitation of Volterra Expansion with Application, Journal of the Korean Statistical Society, forthcoming.
2. Ephraim Clark, Zhuo Qiao, Wing-Keung Wong, 2016, Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets, Economic Inquiry, 54(2), 907-924.
3. Xu Guo, Wing-Keung Wong, 2016, Multivariate Stochastic Dominance for Risk Averters and Risk Seekers,  RAIRO-Operations Research, 50(3), 575-586.
4. Xu Guo, Wing-Keung Wong, Lixing Zhu, 2016, Almost Stochastic Dominance for Risk Averters and Risk Seeker, Finance Research Letters, (forthcoming).
5. Xu Guo, Donald Lien, Wing-Keung Wong*, 2016, Good Approximation of Exponential Utility Function for Optimal Futures Hedging, Journal of Mathematical Finance, 6, 457-463.
6. Syed Ali Raza, Arshian Sharif, Wing-Keung Wong, 2016, Tourism Development and Environmental Degradation in United States: Evidence from Wavelet based Analysis, Current Issues in Tourism, (forthcoming).
7. Zhuo Qiao, Wing-Keung Wong, 2015, Which is a better investment choice in the Hong Kong residential property market: a big or small property? Applied Economics, 47(16), 1670-1685.
8. Z.D. Bai, H. Li, M. McAleer, W.K. Wong, 2015, Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China, Quantitative Finance, 15(5), 889-900.
9. Thi Hong Van Hoang, Wing-Keung Wong, Zhenzhen Zhu, 2015, Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange, Economic Modelling, 50, 200–211.
10. Hooi Hooi Lean, Michael McAleer, Wing-Keung Wong, 2015, Preferences of risk-averse and risk-seeking investors for oil spot and futures before, during and after the Global Financial Crisis, International Review of Economics and Finance, Volume 40, November 2015, Pages 204–216.
11. Thi Hong Van Hoang, Hooi Hooi Lean, Wing-Keung Wong, 2015, Is gold good for portfolio diversification? A stochastic dominance analysis of the Paris stock exchange, International Review of Financial Analysis, 42, 98-108.
12. Xu Guo, Wing-Keung Wong, Qunfang Xu, Xuehu Zhu, 2015, Production and Hedging Decisions under Regret Aversion, Economic Modelling, 51, 153–158.
13. Udo Broll, Xu Guo, Peter Welzel, Wing Keung Wong, 2015, The banking firm and risk taking in a two-moment decision model, Economic Modelling, 50, 275–280.
14. David Owyong, Wing-Keung Wong, Ira Horowitz, 2015, Cointegration and Causality among the Onshore and Offshore Markets for China's Currency, Journal of Asian Economics, 41, 20-38.
15. Vic Norris, Laura Norris, Wing-Keung Wong, 2015, The Positive Feedback Advantages of Combining Buying and Investing, Theoretical Economics Letters, 5, 659-669.
16. Martin Egozcue, Xu Guo, Wing-Keung Wong, 2015, Optimal Output for the Regret-Averse Competitive Firm Under Price Uncertainty, Eurasian Economic Review, 5(2), 279-295.
17. João Paulo Vieito, Wing-Keung Wong, Zhen-Zhen Zhu, 2015, Could the global financial crisis improve the performance of the G7 stocks markets? Applied Economics, 48(12), 1066-1080.
18. Guo, X., Post, T., Wong, W.K., Zhu, L.X., 2014, Moment Conditions for Almost Stochastic Dominance, Economics Letters, 124(2), 163–167.
19. Jiechen Tang, Songsak Sriboonchitta, Vicente Ramos, Wing-Keung Wong, 2014, Modelling dependence between tourism demand and exchange rate using copula-based GARCH model, Current Issues in Method and Practice, 19(9), 1-19.

Profile Details

http://dns2.asia.edu.tw/~wong/