Browsing by Author Fong Wai Mun

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Issue DateTitleAuthor(s)
2007A Cardan's discriminant approach to predicting currency crashesKoh, S.K.; Fong, W.M. ; Chan, F.
2002A Markov switching model of the conditional volatility of crude oil futures pricesFong, W.M. ; See, K.H.
2003A nonparametric test of the mixture-of-distributions modelFong, W.M. ; Lab-Sane, W.F.
2010A stochastic dominance analysis of yen carry tradesFong, W.M. 
2003Basis variations and regime shifts in the oil futures marketFong, W.M. ; See, K.H.
2005Chasing trends: Recursive moving average trading rules and internet stocksFong, W.M. ; Yong, L.H.M.
2012Do expected business conditions explain the value premium?Fong, W.M. 
2013Footprints in the market: Hedge funds and the carry tradeFong, W.M. 
2005International momentum strategies: A stochastic dominance approachFong, W.M. ; Wong, W.K.; Lean, H.H.
1997Joint variance-ratio tests of the martingale hypothesis for exchange ratesFong, W.M. ; Koh, S.K. ; Ouliaris, S. 
2001Modelling the conditional volatility of commodity index futures as a regime switching processFong, W.M. ; See, K.H.
Dec-2003NONPARAMETRIC TESTS OF VOLUME-VOLATILITY DYNAMICS FOR STOCK RETURNSWAI MUN FONG 
2002On the cost of adverse selection in individual annuity markets: Evidence from SingaporeFong, W.M. 
Dec-2003ON THE RELATIONSHIP BETWEEN INTEREST RATES AND VOLATILITY REGIMES IN DAILY STOCK RETURNSWAI MUN FONG 
2006Realized volatility and transactionsChan, C.C.; Fong, W.M. 
2013Risk preferences, investor sentiment and lottery stocks: A stochastic dominance approachFong, W.M. 
1997Robust beta estimation: Some empirical evidenceFong, W.M. 
2009Speculative trading and stock returns: A stochastic dominance analysis of the Chinese A-share marketFong, W.M. 
2008Stochastic dominance and behavior towards risk: The market for Internet stocksFong, W.M. ; Lean, H.H.; Wong, W.K.
1998The dynamics of DM/£ exchange rate volatility: A SWARCH analysisFong, W.M.