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Wai Mun Fong
Wai Mun Fong
Associate Professor, NUS Business School, National University of Singapore
Verified email at nus.edu.sg
Title
Cited by
Cited by
Year
A Markov switching model of the conditional volatility of crude oil futures prices
WM Fong, KH See
Energy Economics 24 (1), 71-95, 2002
2862002
International momentum strategies: A stochastic dominance approach
WM Fong, WK Wong, HH Lean
Journal of Financial Markets 8 (1), 89-109, 2005
2162005
Investor sentiment and the MAX effect
WM Fong, B Toh
Journal of Banking & Finance 46, 190-201, 2014
1872014
Stochastic dominance and behavior towards risk: The market for internet stocks
WM Fong, HH Lean, WK Wong
Journal of Economic Behavior & Organization 68 (1), 194-208, 2008
1352008
Realized volatility and transactions
CC Chan, WM Fong
Journal of Banking & Finance 30 (7), 2063-2085, 2006
1242006
Chasing trends: recursive moving average trading rules and internet stocks
WM Fong, LHM Yong
Journal of Empirical Finance 12 (1), 43-76, 2005
972005
Joint variance-ratio tests of the martingale hypothesis for exchange rates
WM Fong, SK Koh, S Ouliaris
Journal of Business & Economic Statistics 15 (1), 51-59, 1997
791997
A stochastic dominance analysis of yen carry trades
WM Fong
Journal of banking & finance 34 (6), 1237-1246, 2010
682010
Modelling the conditional volatility of commodity index futures as a regime switching process
WM Fong, KH See
Journal of Applied Econometrics 16 (2), 133-163, 2001
622001
On the cost of adverse selection in individual annuity markets: evidence from Singapore
WM Fong
Journal of Risk and Insurance 69 (2), 193-208, 2002
542002
Risk preferences, investor sentiment and lottery stocks: A stochastic dominance approach
WM Fong
Journal of Behavioral Finance 14 (1), 42-52, 2013
492013
Spectral tests of the martingale hypothesis for exchange rates
WM Fong, S Ouliaris
Journal of applied econometrics 10 (3), 255-271, 1995
481995
Stochastic dominance and the rationality of the momentum effect across markets
WM Fong, WK Wong, HH Lean
Journal of Financial Markets 8 (1), 89-109, 2005
372005
Time reversibility tests of volume–volatility dynamics for stock returns
WM Fong
Economics Letters 81 (1), 39-45, 2003
372003
Basis variations and regime shifts in the oil futures market
WM Fong, KH See
The European Journal of Finance 9 (5), 499-513, 2003
362003
The political economy of volatility dynamics in the Hong Kong stock market
WM Fong, SK Koh
Asia-Pacific financial markets 9, 259-282, 2002
332002
Volatility persistence and switching ARCH in Japanese stock returns
WAI MUN FONG
Financial Engineering and the Japanese Markets 4, 37-57, 1997
331997
Speculative trading and stock returns: A stochastic dominance analysis of the Chinese A-share market
WM Fong
Journal of International Financial Markets, Institutions and Money 19 (4 …, 2009
302009
Footprints in the market: Hedge funds and the carry trade
WM Fong
Journal of International Money and Finance 33, 41-59, 2013
292013
The modified mixture of distributions model: a revisit
WM Fong, WK Wong
Annals of Finance 2, 167-178, 2006
272006
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