D-Index & Metrics Best Publications

D-Index & Metrics

Discipline name D-index D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines. Citations Publications World Ranking National Ranking
Economics and Finance D-index 43 Citations 6,816 287 World Ranking 964 National Ranking 2

Overview

What is he best known for?

The fields of study he is best known for:

  • Statistics
  • Finance
  • Law

Wing-Keung Wong focuses on Stochastic dominance, Econometrics, Financial economics, Statistics and Expected utility hypothesis. His research in Stochastic dominance intersects with topics in Prospect theory, Arbitrage, Mathematical economics, Capital asset pricing model and Risk-seeking. The Econometrics study combines topics in areas such as Mean variance, Contrast and Risk management.

The concepts of his Financial economics study are interwoven with issues in Seekers, Stock exchange and Stock market index, Stock market. Wing-Keung Wong works mostly in the field of Statistics, limiting it down to topics relating to Sharpe ratio and, in certain cases, Skewness. In his research, Efficient frontier, Portfolio optimization, Asset allocation, Post-modern portfolio theory and Dimension is intimately related to Mathematical optimization, which falls under the overarching field of Expected utility hypothesis.

His most cited work include:

  • How rewarding is technical analysis? Evidence from Singapore stock market (151 citations)
  • International momentum strategies: a stochastic dominance approach (140 citations)
  • Stochastic Dominance and Mean-Variance Measures of Profit and Loss for Business Planning and Investment (124 citations)

What are the main themes of his work throughout his whole career to date?

His primary areas of study are Econometrics, Stochastic dominance, Financial economics, Stock market and Statistics. His Econometrics research integrates issues from Test, Statistical hypothesis testing, Random variable, Variance and Multivariate statistics. His Stochastic dominance research incorporates themes from Arbitrage, Risk-seeking, Investment and Diversification, Portfolio.

His Arbitrage research includes themes of Downside risk and Market efficiency. Wing-Keung Wong has included themes like Stock market index, China and Stock exchange in his Financial economics study. His study focuses on the intersection of Stock market and fields such as Cointegration with connections in the field of Granger causality.

He most often published in these fields:

  • Econometrics (43.51%)
  • Stochastic dominance (39.75%)
  • Financial economics (28.33%)

What were the highlights of his more recent work (between 2017-2021)?

  • Econometrics (43.51%)
  • Financial economics (28.33%)
  • Stochastic dominance (39.75%)

In recent papers he was focusing on the following fields of study:

His primary areas of investigation include Econometrics, Financial economics, Stochastic dominance, China and Monetary economics. His Econometrics research incorporates elements of Multivariate statistics, Diversification, Risk management and Space. Wing-Keung Wong combines subjects such as Index, Profitability index and Stock market with his study of Financial economics.

His study in Stochastic dominance is interdisciplinary in nature, drawing from both Risk aversion, Welfare, Investment and Portfolio. His research in China focuses on subjects like Emerging markets, which are connected to Nonlinear granger causality. Wing-Keung Wong interconnects Volatility, Spillover effect and Financial crisis in the investigation of issues within Monetary economics.

Between 2017 and 2021, his most popular works were:

  • A new test of multivariate nonlinear causality. (48 citations)
  • A new test of multivariate nonlinear causality. (48 citations)
  • e-purchase intention of Taiwanese consumers : sustainable mediation of perceived usefulness and perceived ease of use (29 citations)

In his most recent research, the most cited papers focused on:

  • Statistics
  • Finance
  • Law

His scientific interests lie mostly in Econometrics, Financial economics, Stochastic dominance, Risk management and China. Wing-Keung Wong works on Econometrics which deals in particular with Cointegration. His work on Technical analysis as part of general Financial economics study is frequently linked to Cognate, bridging the gap between disciplines.

The study incorporates disciplines such as Arbitrage, January effect, Risk aversion, Investment and Issuer in addition to Stochastic dominance. His Risk management research focuses on Variance and how it relates to Actuarial science, Covariance, Selection and CVAR. His China research focuses on subjects like Stock market, which are linked to Market return, Mainland China and Financial integration.

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Best Publications

How rewarding is technical analysis? Evidence from Singapore stock market

Wing Keung Wong;Meher Manzur;Boon-Kiat Chew.
Applied Financial Economics (2003)

274 Citations

Stochastic Dominance and Applications to Finance, Risk and Economics

Sompong Dhompongsa;Wing-Keung Wong;Hung Nguyen;Songsak Sriboonchitta.
(2009)

220 Citations

International momentum strategies: a stochastic dominance approach

Wai Mun Fong;Wing Keung Wong;Hooi Hooi Lean.
Journal of Financial Markets (2005)

198 Citations

ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY

Zhidong Bai;Huixia Liu;Wing-Keung Wong.
Mathematical Finance (2009)

186 Citations

Stochastic Dominance and Mean-Variance Measures of Profit and Loss for Business Planning and Investment

Wing-Keung Wong.
European Journal of Operational Research (2007)

180 Citations

The Relationship Between Stock Markets Of Major Developed Countries And Asian Emerging Markets

Wing-Keung Wong;Jack H. W. Penm;Richard Deane Terrell;Karen Yann Ching Lim.
Journal of Applied Mathematics and Decision Sciences (2004)

166 Citations

Financial Integration for India Stock Market, a Fractional Cointegration Approach

Wing-Keung Wong;Aman Agarwal;Jun Du.
Research Papers in Economics (2005)

155 Citations

Preferences over location-scale family

Wing-Keung Wong;Chenghu Ma.
Economic Theory (2008)

150 Citations

A note on convex stochastic dominance

Wing Keung Wong;Chi Kwong Li.
Economics Letters (1999)

139 Citations

Time Series Models in Non-Normal Situations: Symmetric Innovations

M. L. Tiku;Wing-Keung Wong;David C. Vaughan;Guorui Bian.
Journal of Time Series Analysis (2000)

129 Citations

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