Investor sentiment and the MAX effect von Fong, Wai Mun, Toh, Benjamin

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A Markov switching model of the conditional volatility of crude oil futures prices von Fong, Wai Mun, See, Kim Hock

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A stochastic dominance analysis of yen carry trades von Fong, Wai Mun

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“Safe” stocks von Fong, Wai Mun

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Footprints in the market: Hedge funds and the carry trade von Fong, Wai Mun

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Synthetic growth stocks von Fong, Wai Mun

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Stochastic dominance and the omega ratio von Fong, Wai Mun

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Risk Preferences, Investor Sentiment and Lottery Stocks: A Stochastic Dominance Approach von Fong, Wai Mun

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Do expected business conditions explain the value premium? von Fong, Wai Mun

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Market-wide sentiment and market returns von Fong, Wai Mun

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Realized volatility and transactions von Chan, Choon Chat, Fong, Wai Mun

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Stochastic dominance and behavior towards risk: The market for Internet stocks von Fong, Wai Mun, Lean, Hooi Hooi, Wong, Wing Keung

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International momentum strategies: a stochastic dominance approach von Fong, Wai Mun, Wong, Wing Keung, Lean, Hooi Hooi

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Speculative trading and stock returns: A stochastic dominance analysis of the Chinese A-share market von Fong, Wai Mun

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Chasing trends: recursive moving average trading rules and internet stocks von Fong, Wai Mun, Yong, Lawrence H.M.

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Time reversibility tests of volume–volatility dynamics for stock returns von Fong, Wai Mun

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Bursting the big data bubble von Fong, Wai Mun

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On the Cost of Adverse Selection in Individual Annuity Markets: Evidence From Singapore von Fong, Wai Mun

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Time diversification under loss aversion: a bootstrap analysis von Fong, Wai Mun

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A Cardan's discriminant approach to predicting currency crashes von Koh, Seng Kee, Fong, Wai Mun, Chan, Fabrice

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