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Wing-Keung Wong
Researcher at Asia University (Taiwan)
Publications - 484
Citations - 10209
Wing-Keung Wong is an academic researcher from Asia University (Taiwan). The author has contributed to research in topics: Stochastic dominance & Stock market. The author has an hindex of 49, co-authored 453 publications receiving 8805 citations. Previous affiliations of Wing-Keung Wong include China Medical University (PRC) & Hang Seng Management College.
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How rewarding is technical analysis? Evidence from Singapore stock market
TL;DR: In this article, the role of technical analysis in signalling the timing of stock market entry and exit is discussed, and test statistics are introduced to test the performance of the most established of the trend followers, the Moving Average, and the most frequently used counter-trend indicator, the Relative Strength Index.
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International momentum strategies: a stochastic dominance approach
TL;DR: In this article, the authors apply recent econometric tests of stochastic dominance to examine an enduring puzzle in finance: the momentum effect in stock returns (J. Finance 48 (1993) 65).
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Enhancement of the applicability of markowitz's portfolio optimization by utilizing random matrix theory
TL;DR: It is proved that this phenomenon is natural and the estimated optimal return is always three times larger than its theoretic counterpart, where’s the ratio of the dimension to sample size, and new bootstrap‐corrected estimations are developed.
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Stochastic Dominance and Mean-Variance Measures of Profit and Loss for Business Planning and Investment
TL;DR: The stochastic dominance theory is extended by introducing the first three orders of both ascending SD (ASD) and descending SD (DSD) to decisions in business planning and investment to risk-averse and risk- loving decision makers so that they can compare both return and loss.
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Tourism development and environmental degradation in the United States: evidence from wavelet-based analysis
TL;DR: In this article, the authors investigated the influence of tourism development on environmental degradation in a high-tourist-arrival economy (i.e., United States), using the wavelet transform framework.