[HTML][HTML] Review on efficiency and anomalies in stock markets

KY Woo, C Mai, M McAleer, WK Wong - Economies, 2020‏ - mdpi.com
The efficient-market hypothesis (EMH) is one of the most important economic and financial
hypotheses that have been tested over the past century. Due to many abnormal phenomena …

Do oil, gold and metallic price volatilities prove gold as a safe haven during COVID-19 pandemic? Novel evidence from COVID-19 data

M Cui, WK Wong, W Wisetsri, F Mabrouk, I Muda, Z Li… - Resources policy, 2023‏ - Elsevier
The spreading COVID-19 outbreak has wreaked havoc on the world's financial system that
raises an urgent need for the re-evaluation of the gold as safe haven for their money …

Price overreactions in the commodity futures market: An intraday analysis of the Covid-19 pandemic impact

O Borgards, RL Czudaj, TH Van Hoang - Resources Policy, 2021‏ - Elsevier
The objective of this paper is to examine the overreaction behavior of 20 commodity futures
based on intraday data from November 20, 2019 to June 3, 2020 with a focus on the impact …

Does it pay to be green? A disaggregated analysis of US firms with green patents

THV Hoang, W Przychodzen… - … Strategy and the …, 2020‏ - Wiley Online Library
The objective of this paper is to investigate the relationship between environmental
performance and financial performance on a sample of 361 US firms over the 2007–2016 …

Is Bitcoin a better portfolio diversifier than gold? A copula and sectoral analysis for China

KH Pho, S Ly, R Lu, TH Van Hoang… - International Review of …, 2021‏ - Elsevier
This paper aims to compare Bitcoin with gold in the diversification of Chinese portfolios
using daily data over the 2010–2020 period. We propose a new development of copula …

Review on behavioral economics and behavioral finance

WK Wong - Studies in Economics and Finance, 2020‏ - emerald.com
Purpose This paper aims to give a brief review on behavioral economics and behavioral
finance and discusses some of the previous research on agents' utility functions, applicable …

Moment generating function, expectation and variance of ubiquitous distributions with applications in decision sciences: A review

KH Pho, TDC Ho, TK Tran… - Advances in Decision …, 2019‏ - search.proquest.com
Statistics have been widely used in many disciplines including science, social science,
business, engineering, and many others. One of the most important areas in statistics is to …

Does electronic economics matter to financial technology firms?

K Najaf, P Sinnadurai, KS Devi, MM Dhiaf - Electronic Commerce …, 2024‏ - Springer
This paper addresses the notion of electronic economics by examining financial technology
(fintech) firms' performance and corporate governance quality, using data from the United …

New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management

RH Chan, E Clark, X Guo, WK Wong - Risk Management, 2020‏ - Springer
This paper develops new financial theory to link the third-order stochastic dominance (TSD)
for risk-averse and risk-seeking investors and provide illustration of application in risk …

The mean-variance rule for investors with reverse S-shaped utility

WK Wong, D Yeung, R Lu - Annals of Financial Economics, 2023‏ - World Scientific
Our paper contributes to the literature by develo** the theory of the mean-variance (MV)
rules for investors with reverse S-shaped utility. To do so, we first introduce the definition of …