1. ScholarBank@NUS

Fong Wai Mun

rp06788

Collaboration Map View Statistics Email Alert RSS Feed

Profile

Full Name
Fong Wai Mun
(not current staff)
Variants
Fong, W.M.
 
Main Affiliation
 
Faculty
 
Email
bizfwm@nus.edu.sg
 

Publications

Results 1-20 of 24 (Search time: 0.005 seconds).

Issue DateTitleAuthor(s)
12007A Cardan's discriminant approach to predicting currency crashesKoh, S.K.; Fong, W.M. ; Chan, F.
22002A Markov switching model of the conditional volatility of crude oil futures pricesFong, W.M. ; See, K.H.
32003A nonparametric test of the mixture-of-distributions modelFong, W.M. ; Lab-Sane, W.F.
42010A stochastic dominance analysis of yen carry tradesFong, W.M. 
52003Basis variations and regime shifts in the oil futures marketFong, W.M. ; See, K.H.
62005Chasing trends: Recursive moving average trading rules and internet stocksFong, W.M. ; Yong, L.H.M.
72012Do expected business conditions explain the value premium?Fong, W.M. 
82013Footprints in the market: Hedge funds and the carry tradeFong, W.M. 
92005International momentum strategies: A stochastic dominance approachFong, W.M. ; Wong, W.K.; Lean, H.H.
101997Joint variance-ratio tests of the martingale hypothesis for exchange ratesFong, W.M. ; Koh, S.K. ; Ouliaris, S. 
112001Modelling the conditional volatility of commodity index futures as a regime switching processFong, W.M. ; See, K.H.
12Dec-2003NONPARAMETRIC TESTS OF VOLUME-VOLATILITY DYNAMICS FOR STOCK RETURNSWAI MUN FONG 
132002On the cost of adverse selection in individual annuity markets: Evidence from SingaporeFong, W.M. 
14Dec-2003ON THE RELATIONSHIP BETWEEN INTEREST RATES AND VOLATILITY REGIMES IN DAILY STOCK RETURNSWAI MUN FONG 
152006Realized volatility and transactionsChan, C.C.; Fong, W.M. 
162013Risk preferences, investor sentiment and lottery stocks: A stochastic dominance approachFong, W.M. 
171997Robust beta estimation: Some empirical evidenceFong, W.M. 
182009Speculative trading and stock returns: A stochastic dominance analysis of the Chinese A-share marketFong, W.M. 
192008Stochastic dominance and behavior towards risk: The market for Internet stocksFong, W.M. ; Lean, H.H.; Wong, W.K.
201998The dynamics of DM/£ exchange rate volatility: A SWARCH analysisFong, W.M.