| A Markov switching model of the conditional volatility of crude oil futures prices WM Fong, KH See Energy Economics 24 (1), 71-95, 2002 | 294 | 2002 |
| International momentum strategies: A stochastic dominance approach WM Fong, WK Wong, HH Lean Journal of Financial Markets 8 (1), 89-109, 2005 | 221 | 2005 |
| Investor sentiment and the MAX effect WM Fong, B Toh Journal of Banking & Finance 46, 190-201, 2014 | 208 | 2014 |
| 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 | 135 | 2008 |
| Realized volatility and transactions CC Chan, WM Fong Journal of Banking & Finance 30 (7), 2063-2085, 2006 | 129 | 2006 |
| Chasing trends: recursive moving average trading rules and internet stocks WM Fong, LHM Yong Journal of Empirical Finance 12 (1), 43-76, 2005 | 101 | 2005 |
| 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 | 79 | 1997 |
| A stochastic dominance analysis of yen carry trades WM Fong Journal of banking & finance 34 (6), 1237-1246, 2010 | 71 | 2010 |
| 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 | 65 | 2001 |
| Risk preferences, investor sentiment and lottery stocks: A stochastic dominance approach WM Fong Journal of Behavioral Finance 14 (1), 42-52, 2013 | 54 | 2013 |
| 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 | 52 | 2002 |
| Spectral tests of the martingale hypothesis for exchange rates WM Fong, S Ouliaris Journal of applied econometrics 10 (3), 255-271, 1995 | 48 | 1995 |
| 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 | 38 | 2005 |
| Time reversibility tests of volume–volatility dynamics for stock returns WM Fong Economics Letters 81 (1), 39-45, 2003 | 38 | 2003 |
| Basis variations and regime shifts in the oil futures market WM Fong, KH See The European Journal of Finance 9 (5), 499-513, 2003 | 36 | 2003 |
| The political economy of volatility dynamics in the Hong Kong stock market WM Fong, SK Koh Asia-Pacific financial markets 9, 259-282, 2002 | 34 | 2002 |
| Volatility persistence and switching ARCH in Japanese stock returns WAI MUN FONG Financial Engineering and the Japanese Markets 4, 37-57, 1997 | 32 | 1997 |
| 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 | 31 | 2009 |
| The lottery mindset: Investors, gambling and the stock market W Fong Springer, 2014 | 28 | 2014 |
| Footprints in the market: Hedge funds and the carry trade WM Fong Journal of International Money and Finance 33, 41-59, 2013 | 27 | 2013 |
