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Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market. (2008). Wong, Wing-Keung ; Chiang, Thomas ; Qiao, Zhuo.
In: Journal of International Financial Markets, Institutions and Money.
RePEc:eee:intfin:v:18:y:2008:i:5:p:425-437.

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  1. A continuous wavelets approach of China opening reforms effects on relationships between mainland Chinese stock exchanges and Hong Kong. (2024). Mestre, Roman ; Zhou, Yang Mestre.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-21-00816.

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  2. A bibliometric review of financial market integration literature. (2022). Yarovaya, Larisa ; Paltrinieri, Andrea ; Oriani, Marco Ercole ; Goodell, John W ; Patel, Ritesh.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000151.

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  3. .

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  4. Volatility spillovers of A- and B-shares for the Chinese stock market and its impact on the Chinese index returns. (2021). Lee, Hsiu-Chuan ; Liao, Tzu-Hsiang ; Chung, Chien-Ping.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x20306788.

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  5. Linear and Nonlinear Growth Determinants: The Case of Mongolia and its Connection to China. (2020). Wong, Wing-Keung ; Wagner, Niklas F ; Lv, Zhihui.
    In: MPRA Paper.
    RePEc:pra:mprapa:99185.

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  6. Could Mergers Become More Sustainable? A Study of the Stock Exchange Mergers of NASDAQ and OMX. (2020). Wong, Wing-Keung ; Clark, Ephraim ; Xie, Wenjing ; Vieito, Joo Paulo.
    In: Sustainability.
    RePEc:gam:jsusta:v:12:y:2020:i:20:p:8581-:d:429235.

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  7. Linear and nonlinear growth determinants: The case of Mongolia and its connection to China. (2020). Wong, Wing-Keung ; Wagner, Niklas ; Lv, Zhihui.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:43:y:2020:i:c:s156601411830428x.

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  8. Trader differences in Shanghai’s A-share and B-share markets: Effects on interaction with the Shanghai housing market. (2019). Tsai, I-Chun ; I-Chun Tsai, ; Lin, Wen-Yuan.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:64:y:2019:i:c:4.

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  9. MOMENT GENERATING FUNCTION, EXPECTATION AND VARIANCE OF UBIQUITOUS DISTRIBUTIONS WITH APPLICATIONS IN DECISION SCIENCES: A REVIEW. (2019). Wong, Wing-Keung ; Tran, Tuan-Kiet ; Ho, Thi Diem-Chinh ; Pho, Kim-Hung.
    In: Advances in Decision Sciences.
    RePEc:aag:wpaper:v:23:y:2019:i:2:p:65-150.

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  10. Optimal Solution Techniques in Decision Sciences A Review. (2019). Wong, Wing-Keung ; Ho, Thi Diem-Chinh ; Tran, Tuan-Kiet ; Pho, Kim-Hung.
    In: Advances in Decision Sciences.
    RePEc:aag:wpaper:v:23:y:2019:i:1:p:114-161.

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  11. Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20180024.

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  12. Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20180011.

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  13. Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin ; Wong, W.-K., ; Chang, C-L., .
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:112499.

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  14. Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin ; Wong, W.-K., ; Chang, C-L., .
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:105878.

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  15. Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections. (2018). Wong, W.-K., ; Chang, C-L., .
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:104260.

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  16. Do international investors cause stock market spillovers? Comparing responses of cross-listed stocks between accessible and inaccessible markets. (2018). Tsutsui, Yoshiro ; Hirayama, Kenjiro ; Nishimura, Yusaku.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:69:y:2018:i:c:p:237-248.

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  17. DECISION SCIENCES, ECONOMICS, FINANCE, BUSINESS, COMPUTING, AND BIG DATA: CONNECTIONS. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin.
    In: Advances in Decision Sciences.
    RePEc:aag:wpaper:v:22:y:2018:i:1:p:36-94.

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  18. China’s Macroeconomic Fundamentals on Stock Market Volatility: Evidence from Shanghai and Hong Kong. (2017). Wing, Andy Wui ; Han, Iris Wing.
    In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
    RePEc:wsi:rpbfmp:v:20:y:2017:i:02:n:s021909151750014x.

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  19. A Principal Component Approach to Measuring Investor Sentiment in Hong Kong. (2017). Wong, Wing-Keung ; CHONG, Terence Tai Leung.
    In: Journal of Management Sciences.
    RePEc:gei:journl:v:4:y:2017:i:2:p:237-247.

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  20. Shanghai-Hong Kong Stock Connect: An analysis of Chinese partial stock market liberalization impact on the local and foreign markets. (2017). Pang, Darien Yan ; Bai, YE.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:50:y:2017:i:c:p:182-203.

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  21. Comovements between Chinese and global stock markets: evidence from aggregate and sectoral data. (2016). Chiang, Thomas C ; Xue, Qingfeng ; Lao, LanJun .
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:47:y:2016:i:4:d:10.1007_s11156-015-0529-x.

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  22. .

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  23. International Diversification Versus Domestic Diversification: Mean-Variance Portfolio Optimization and Stochastic Dominance Approaches. (2014). Wong, Wing-Keung ; Leung, Pui Lam ; Mroua, Mourad ; Abid, Fathi.
    In: JRFM.
    RePEc:gam:jjrfmx:v:7:y:2014:i:2:p:45-66:d:35901.

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  24. The dynamics of return co-movements and volatility spillover effects in Greater China public property markets and international linkages. (2014). Liow, Kim.
    In: Journal of Property Investment & Finance.
    RePEc:eme:jpifpp:v:32:y:2014:i:6:p:610-641.

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  25. Financial liberalisation and international market interdependence: Evidence from China’s stock market in the post-WTO accession period. (2014). He, Hongbo ; Yao, Shujie ; Chen, Shou ; Ou, Jinghua .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:33:y:2014:i:c:p:434-444.

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  26. Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets. (2012). Gupta, Rakesh ; Guidi, Francesco.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:21:y:2012:i:c:p:10-22.

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  27. Common influences, spillover and integration in Chinese stock markets. (2012). Weber, Enzo ; Zhang, Yanqun.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:19:y:2012:i:3:p:382-394.

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  28. Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets. (2010). Gupta, Rakesh ; Guidi, Francesco.
    In: MPRA Paper.
    RePEc:pra:mprapa:19853.

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  29. Robust Estimation and Forecasting of the Capital Asset Pricing Model. (2010). Wong, Wing-Keung ; McAleer, Michael ; Bian, G..
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:21722.

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  30. Robust Estimation and Forecasting of the Capital Asset Pricing Model. (2010). Wong, Wing-Keung ; McAleer, Michael ; Bian, G..
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:21112.

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  31. Bubbles in China. (2010). Lehkonen, Heikki .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:19:y:2010:i:2:p:113-117.

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  32. Mapping the Presidential Election Cycle in US stock markets. (2009). Wong, Wing-Keung ; McAleer, Michael.
    In: Mathematics and Computers in Simulation (MATCOM).
    RePEc:eee:matcom:v:79:y:2009:i:11:p:3267-3277.

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  33. Common Influences, Spillover and Integration in Chinese Stock Markets. (2008). Weber, Enzo ; Zhang, Yanqun.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2008-072.

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