![Woon Wong](https://profiles-cardiff.imgix.net/attachments/1449?w=200&h=200&auto=format&crop=faces&fit=crop&q=90")
Trosolwyg
Woon Wong received his Ph.D. from University of Manchester in 1993, and since then he had held academic posts at University of Stirling, University of the West of England and Tamkang University in Taiwan.
His current research interests include central bank's credibility on inflation targeting, efficacy of quantitative easing in financial crisis, multi-period tail risks and quantitative investing. He is module leader for Principles of Finance (BST161) and Investment & Electronic Trading (BST277) and is in charge of trading room for teaching and research. Professionally, he had worked in financial sector and currently he is a certified Financial Risk Manager (FRM).
Cyhoeddiad
2020
- Wong, W. K. 2020. A GMM skewness and kurtosis ratio test for higher moment dependence. Journal of Financial Econometrics 18(2), pp. 307-332. (10.1093/jjfinec/nbz011)
2019
- Wong, W., Mariscal, I. B. and Howells, P. 2019. Liquidity and credit risks in the UK's financial crisis: how 'quantitative easing' changed the relationship. Applied Economics 51(3), pp. 278-287. (10.1080/00036846.2018.1494814)
2012
- Wong, W. K., Fan, G. and Zheng, Y. 2012. Capturing Tail Risks Beyond VaR. Review of Pacific Basin Financial Markets and Policies 15(3), article number: 1250015. (10.1142/S0219091512500154)
- Clatworthy, M. A., Pong, C. K. M. and Wong, W. K. 2012. Auditor quality effects on the relationship between accruals, cash flows and equity returns: a variance decomposition analysis. Accounting and Business Research 42(4), pp. 419-439. (10.1080/00014788.2012.662791)
2010
- Wong, W. K. 2010. Backtesting value-at-risk based on tail losses. Journal of Empirical Finance 17(3), pp. 526-538. (10.1016/j.jempfin.2009.11.004)
2009
- Wong, W. K., Tan, D. and Tian, Y. 2009. Informed trading and liquidity in the Shanghai Stock Exchange. International Review of Financial Analysis 18(1-2), pp. 66-73. (10.1016/j.irfa.2008.11.002)
- Wong, W. K., Liu, B. and Zeng, Y. 2009. Can price limits help when the price is falling? Evidence from transactions data on the Shanghai Stock Exchange. China Economic Review 20(1), pp. 91-102. (10.1016/j.chieco.2008.09.002)
- Wong, W. K. and Tu, A. H. 2009. Market imperfections and the information content of implied and realized volatility. Pacific-Basin Finance Journal 17(1), pp. 58-79. (10.1016/j.pacfin.2007.12.002)
- Wong, W. K., Chang, M. C. and Tu, A. H. 2009. Are Magnet Effects Caused by Uninformed Traders? Evidence from Taiwan Stock Exchange. Pacific-Basin Finance Journal 17(1), pp. 28-40. (10.1016/j.pacfin.2008.03.001)
- Copeland, L. S., Wong, W. K. and Zeng, Y. 2009. Information-based trade in the Shanghai stock market. Global Finance Journal 20(2), pp. 180-190. (10.1016/j.gfj.2009.02.002)
- Wong, W. K. 2009. Backtesting the Tail Risk of VaR in Holding US dollar. Applied Financial Economics 19(4), pp. 327-337. (10.1080/09603100802167312)
2008
- Wong, W. K. 2008. Backtesting trading risk of commercial banks using expected shortfall. Journal of Banking & Finance 32(7), pp. 1404-1415. (10.1016/j.jbankfin.2007.11.012)
- Copeland, L. S., Wong, W. K. and Zeng, Y. 2008. Information-based trade in the Shanghai stock market. Presented at: 15th Annual Global Finance Conference, Hangzhou, China, 18-20 May 2008.
- Wong, W. K. and Copeland, L. S. 2008. Risk measurement and management in a crisis-prone world. Working paper. Social Science Research Network. Available at: http://dx.doi.org/10.2139/ssrn.1265285
- Wong, W. K., Copeland, L. S. and Lu, R. 2008. The other side of the trading story: evidence from NYSE. Presented at: CRSP Forum 2008, Chicago, USA, 3-4 November 2008.
1999
- Abyankar, A., Copeland, L. S. and Wong, W. K. 1999. LIFFE cycles: intraday evidence from the FTSE-100 Stock Index futures market. European Journal of Finance 5(2), pp. 123-139. (10.1080/135184799337136)
1997
- Wong, W. K. 1997. Frequency domain tests of multivariate Gaussianity and nonlinearity. Journal of Time Series Analysis 18(2), pp. 181-194. (10.1111/1467-9892.00045)
- Abyankar, A., Copeland, L. S. and Wong, W. K. 1997. Uncovering nonlinear structure in real-time stock-market indexes: the S&P 500, the DAX, the Nikkei 225, and the FTSE-100. Journal of Business & Economic Statistics 15(1), pp. 1-14. (10.1080/07350015.1997.10524681)
1995
- Abyankar, A., Copeland, L. S. and Wong, W. K. 1995. Nonlinear dynamics in real-time equity market indices: evidence from the United Kingdom. The Economic Journal 105(431), pp. 864-880.
Articles
- Wong, W. K. 2020. A GMM skewness and kurtosis ratio test for higher moment dependence. Journal of Financial Econometrics 18(2), pp. 307-332. (10.1093/jjfinec/nbz011)
- Wong, W., Mariscal, I. B. and Howells, P. 2019. Liquidity and credit risks in the UK's financial crisis: how 'quantitative easing' changed the relationship. Applied Economics 51(3), pp. 278-287. (10.1080/00036846.2018.1494814)
- Wong, W. K., Fan, G. and Zheng, Y. 2012. Capturing Tail Risks Beyond VaR. Review of Pacific Basin Financial Markets and Policies 15(3), article number: 1250015. (10.1142/S0219091512500154)
- Clatworthy, M. A., Pong, C. K. M. and Wong, W. K. 2012. Auditor quality effects on the relationship between accruals, cash flows and equity returns: a variance decomposition analysis. Accounting and Business Research 42(4), pp. 419-439. (10.1080/00014788.2012.662791)
- Wong, W. K. 2010. Backtesting value-at-risk based on tail losses. Journal of Empirical Finance 17(3), pp. 526-538. (10.1016/j.jempfin.2009.11.004)
- Wong, W. K., Tan, D. and Tian, Y. 2009. Informed trading and liquidity in the Shanghai Stock Exchange. International Review of Financial Analysis 18(1-2), pp. 66-73. (10.1016/j.irfa.2008.11.002)
- Wong, W. K., Liu, B. and Zeng, Y. 2009. Can price limits help when the price is falling? Evidence from transactions data on the Shanghai Stock Exchange. China Economic Review 20(1), pp. 91-102. (10.1016/j.chieco.2008.09.002)
- Wong, W. K. and Tu, A. H. 2009. Market imperfections and the information content of implied and realized volatility. Pacific-Basin Finance Journal 17(1), pp. 58-79. (10.1016/j.pacfin.2007.12.002)
- Wong, W. K., Chang, M. C. and Tu, A. H. 2009. Are Magnet Effects Caused by Uninformed Traders? Evidence from Taiwan Stock Exchange. Pacific-Basin Finance Journal 17(1), pp. 28-40. (10.1016/j.pacfin.2008.03.001)
- Copeland, L. S., Wong, W. K. and Zeng, Y. 2009. Information-based trade in the Shanghai stock market. Global Finance Journal 20(2), pp. 180-190. (10.1016/j.gfj.2009.02.002)
- Wong, W. K. 2009. Backtesting the Tail Risk of VaR in Holding US dollar. Applied Financial Economics 19(4), pp. 327-337. (10.1080/09603100802167312)
- Wong, W. K. 2008. Backtesting trading risk of commercial banks using expected shortfall. Journal of Banking & Finance 32(7), pp. 1404-1415. (10.1016/j.jbankfin.2007.11.012)
- Abyankar, A., Copeland, L. S. and Wong, W. K. 1999. LIFFE cycles: intraday evidence from the FTSE-100 Stock Index futures market. European Journal of Finance 5(2), pp. 123-139. (10.1080/135184799337136)
- Wong, W. K. 1997. Frequency domain tests of multivariate Gaussianity and nonlinearity. Journal of Time Series Analysis 18(2), pp. 181-194. (10.1111/1467-9892.00045)
- Abyankar, A., Copeland, L. S. and Wong, W. K. 1997. Uncovering nonlinear structure in real-time stock-market indexes: the S&P 500, the DAX, the Nikkei 225, and the FTSE-100. Journal of Business & Economic Statistics 15(1), pp. 1-14. (10.1080/07350015.1997.10524681)
- Abyankar, A., Copeland, L. S. and Wong, W. K. 1995. Nonlinear dynamics in real-time equity market indices: evidence from the United Kingdom. The Economic Journal 105(431), pp. 864-880.
Conferences
- Copeland, L. S., Wong, W. K. and Zeng, Y. 2008. Information-based trade in the Shanghai stock market. Presented at: 15th Annual Global Finance Conference, Hangzhou, China, 18-20 May 2008.
- Wong, W. K., Copeland, L. S. and Lu, R. 2008. The other side of the trading story: evidence from NYSE. Presented at: CRSP Forum 2008, Chicago, USA, 3-4 November 2008.
Monographs
- Wong, W. K. and Copeland, L. S. 2008. Risk measurement and management in a crisis-prone world. Working paper. Social Science Research Network. Available at: http://dx.doi.org/10.2139/ssrn.1265285
- Wong, W. K., Fan, G. and Zheng, Y. 2012. Capturing Tail Risks Beyond VaR. Review of Pacific Basin Financial Markets and Policies 15(3), article number: 1250015. (10.1142/S0219091512500154)
- Clatworthy, M. A., Pong, C. K. M. and Wong, W. K. 2012. Auditor quality effects on the relationship between accruals, cash flows and equity returns: a variance decomposition analysis. Accounting and Business Research 42(4), pp. 419-439. (10.1080/00014788.2012.662791)
- Wong, W. K. 2010. Backtesting value-at-risk based on tail losses. Journal of Empirical Finance 17(3), pp. 526-538. (10.1016/j.jempfin.2009.11.004)
- Wong, W. K., Tan, D. and Tian, Y. 2009. Informed trading and liquidity in the Shanghai Stock Exchange. International Review of Financial Analysis 18(1-2), pp. 66-73. (10.1016/j.irfa.2008.11.002)
- Wong, W. K., Liu, B. and Zeng, Y. 2009. Can price limits help when the price is falling? Evidence from transactions data on the Shanghai Stock Exchange. China Economic Review 20(1), pp. 91-102. (10.1016/j.chieco.2008.09.002)
- Wong, W. K., Chang, M. C. and Tu, A. H. 2009. Are Magnet Effects Caused by Uninformed Traders? Evidence from Taiwan Stock Exchange. Pacific-Basin Finance Journal 17(1), pp. 28-40. (10.1016/j.pacfin.2008.03.001)
- Copeland, L. S., Wong, W. K. and Zeng, Y. 2009. Information-based trade in the Shanghai stock market. Global Finance Journal 20(2), pp. 180-190. (10.1016/j.gfj.2009.02.002)
- Wong, W. K. 2009. Backtesting the Tail Risk of VaR in Holding US dollar. Applied Financial Economics 19(4), pp. 327-337. (10.1080/09603100802167312)
- Wong, W. K. 2008. Backtesting trading risk of commercial banks using expected shortfall. Journal of Banking & Finance 32(7), pp. 1404-1415. (10.1016/j.jbankfin.2007.11.012)
- Copeland, L. S., Wong, W. K. and Zeng, Y. 2008. Information-based trade in the Shanghai stock market. Presented at: 15th Annual Global Finance Conference, Hangzhou, China, 18-20 May 2008.
- Abyankar, A., Copeland, L. S. and Wong, W. K. 1999. LIFFE cycles: intraday evidence from the FTSE-100 Stock Index futures market. European Journal of Finance 5(2), pp. 123-139. (10.1080/135184799337136)
- Abyankar, A., Copeland, L. S. and Wong, W. K. 1997. Uncovering nonlinear structure in real-time stock-market indexes: the S&P 500, the DAX, the Nikkei 225, and the FTSE-100. Journal of Business & Economic Statistics 15(1), pp. 1-14. (10.1080/07350015.1997.10524681)
- Abyankar, A., Copeland, L. S. and Wong, W. K. 1995. Nonlinear dynamics in real-time equity market indices: evidence from the United Kingdom. The Economic Journal 105(431), pp. 864-880.
Ymchwil
Diddordebau ymchwil
- Marchnadoedd ariannol
- Econometreg gymhwysol
- Rheoli risg
- Rheoli buddsoddi
Diddordebau ymchwil goruchwylio PhD
- Econometreg gymhwysol
- Marchnadoedd ariannol
- Rheoli buddsoddi
- Rheoli risg
Addysgu
Ymrwymiadau addysgu
- Buddsoddi a Masnachu Electronig (MSc): arweinydd modiwl
- Egwyddorion Cyllid (MSc) : arweinydd modiwl
Bywgraffiad
Cymwysterau
- Rheolwr Risg Ariannol Ardystiedig (2004)
- PhD o Brifysgol Manceinion (1993)
Aelodaethau proffesiynol
- Cymdeithas Byd-eang Gweithwyr Proffesiynol Risg
Contact Details
WongWK3@caerdydd.ac.uk
+44 29208 74900
Adeilad Aberconwy, Ystafell E30, Rhodfa Colum, Cathays, Caerdydd, CF10 3EU
+44 29208 74900
Adeilad Aberconwy, Ystafell E30, Rhodfa Colum, Cathays, Caerdydd, CF10 3EU
