Woon K. Wong

Names

Contact

Affiliations

• Cardiff University → Cardiff Business School → Economics Section
  • website
  • location: Cardiff, United Kingdom

Research profile

author of:

• Nonlinear Dynamics in Real-Time Equity Market Indices: Evidence from the United Kingdom.
  by Abhyankar, A. & Copeland, L. S. & Wong, W.
• LIFFE cycles: intraday evidence from the FTSE-100 Stock Index futures market
  by A. Abhyankar & L. S. Copeland & W. Wong
• Uncovering Nonlinear Structure in Real-Time Stock-Market Indexes: The S&P 500, the DAX, the Nikkei 225, and the FTSE-100.
  by Abhyankar, A. & Copeland, L. S. & Wong, W.
• A Unique Orthogonal Variance Decomposition
  by Wong, Woon K.
• Nonlinear ACD Model and Informed Trading: Evidence from Shanghai Stock Exchange
  by Wong, Woon K. & Tan, Dijun & Tian, Yixiang
• The Other Side of the Trading Story: Evidence from NYSE
  by Wong, Woon K. & Copeland, Laurence & Lu, Ralph
• Risk Measurement and Management in a Crisis-Prone World
  by Wong, Woon K. & Copeland, Laurence
• Backtesting trading risk of commercial banks using expected shortfall
  by Wong, Woon K.
• Are magnet effects caused by uninformed traders? Evidence from Taiwan Stock Exchange
  by Wong, Woon K. & Chang, Matthew C. & Tu, Anthony H.
• Market imperfections and the information content of implied and realized volatility
  by Wong, Woon K. & Tu, Anthony H.
• Can price limits help when the price is falling? Evidence from transactions data on the Shanghai Stock Exchange
  by Wong, Woon K. & Liu, Bo & Zeng, Yong
• Backtesting the tail risk of VaR in holding US dollar
  by W. K. Wong
• Auditor Quality and the Role of Accounting Information in Explaining UK Stock Returns
  by Clatworthy, Mark A. & Pong, Christopher K. M. & Wong, Woon K.
• Informed trading and liquidity in the Shanghai Stock Exchange
  by Wong, Woon K. & Tan, Dijun & Tian, Yixiang
• Information-Based Trade in the Shanghai StockMarket
  by Copeland, Laurence & Wong, Woon K. & Zeng, Y.
• A GMM Skewness and Kurtosis Ratio Test for Higher Moment Dependence
  by Wong, Woon K.
• Liquidity and Credit Risks in the UK’s Financial Crisis: How ‘Quantitative Easing’ changed the relationship
  by Woon K. Wong & Iris Biefang-Frisancho Mariscal & Wanru Yao & Peter Howells
• TThe Discount Rate Debate and Its Implications for Defined Benefit Pensions
  by Woon K. Wong
• Can we afford a defined benefit pension
  by Woon K. Wong