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The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions. (2008). Zhang, Xibin ; Wong, Wing-Keung ; Lean, Hooi Hooi.
In: Mathematics and Computers in Simulation (MATCOM).
RePEc:eee:matcom:v:79:y:2008:i:1:p:30-48.

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  2. New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management. (2020). Wong, Wing-Keung ; Clark, Ephraim ; Guo, XU ; Chan, Raymond H.
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  4. Gold and portfolio diversification: A stochastic dominance analysis of the Dow Jones Islamic indices. (2020). Zoubi, Taisier A ; Alkhazali, Osamah M.
    In: Pacific-Basin Finance Journal.
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  8. Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis. (2019). Wong, Wing-Keung ; EL KHAMLICHI, ABDELBARI ; Zhu, Zhenzhen ; Hoang, Thi-Hong-Van, .
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  9. MOMENT GENERATING FUNCTION, EXPECTATION AND VARIANCE OF UBIQUITOUS DISTRIBUTIONS WITH APPLICATIONS IN DECISION SCIENCES: A REVIEW. (2019). Wong, Wing-Keung ; Tran, Tuan-Kiet ; Ho, Thi Diem-Chinh ; Pho, Kim-Hung.
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  10. Optimal Solution Techniques in Decision Sciences A Review. (2019). Wong, Wing-Keung ; Tran, Tuan-Kiet ; Ho, Thi Diem-Chinh ; Pho, Kim-Hung.
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  11. Why Are Warrant Markets Sustained in Taiwan but Not in China?. (2018). Wong, Wing-Keung ; Lean, Hooi Hooi ; McAleer, Michael ; Tsai, Feng-Tse.
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  12. Income and Consumption Inequality in the Philippines: A Stochastic Dominance Analysis of Household Unit Records. (2017). Wong, Wing-Keung ; Zhen, Zhu Zhen ; Valenzuela, Maria Rebecca.
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  13. Is Wine a Good Choice for Investment?. (2017). Wong, Wing-Keung ; GUPTA, RANGAN ; Bouri, Elie ; Zhu, Zhenzhen.
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  14. Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis. (2017). Wong, Wing-Keung ; HOANG, Thi Hong Van ; EL KHAMLICHI, ABDELBARI ; van Hoang, Thi Hong.
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  15. Stock market anomalies, market efficiency and the adaptive market hypothesis: Evidence from Islamic stock indices. (2017). Mirzaei, Ali ; Al-Khazali, Osamah.
    In: Journal of International Financial Markets, Institutions and Money.
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  16. Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency. (2017). Xiao, Zhijie ; Wong, Wing-Keung.
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  17. Stochastic Dominance and Investors’ Behavior towards Risk: The Hong Kong Stocks and Futures Markets. (2016). Wong, Wing-Keung ; Lean, Hooi Hooi ; Lam, Kin.
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  18. New Tests for Richness and Poorness:A Stochastic Dominance Analysis of Income Distributions in Hong Kong. (2016). Wong, Wing-Keung ; Valenzuela, Maria Rebecca ; Chow, Nikolai Sheung-Chi.
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  19. Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China. (2015). Wong, Wing-Keung ; Bai, Zhidong ; Li, Hua.
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  23. Do Islamic stock indexes outperform conventional stock indexes? A stochastic dominance approach. (2014). Lean, Hooi Hooi ; Al-Khazali, Osamah ; Samet, Anis.
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  24. Revisiting fast profit investor sentiment and stock returns during Ramadan. (2014). Al-Khazali, Osamah.
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  25. Stochastic dominance analysis of CTA funds. (2013). Wong, Wing-Keung ; Lean, Hooi Hooi ; Phoon, Kok .
    In: Review of Quantitative Finance and Accounting.
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  26. Stochastic dominance relationships between stock and stock index futures markets: International evidence. (2013). Wong, Wing-Keung ; Qiao, Zhuo ; Fung, Joseph K. W., .
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  27. Is Gold Good for Portfolio Diversification? A Stochastic Dominance Analysis of the Paris Stock Exchange. (2013). Wong, Wing-Keung ; Lean, Hooi Hooi ; HOANG, Thi Hong Van ; van Hoang, Thi Hong.
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  28. Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach. (2010). Wong, Wing-Keung ; Lean, Hooi Hooi.
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  29. Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach. (2010). Wong, Wing-Keung ; Lean, Hooi Hooi ; McAleer, M. J..
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  30. Market efficiency of oil spot and futures: A mean-variance and stochastic dominance approach. (2010). Wong, Wing-Keung ; Lean, Hooi Hooi.
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  31. Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach. (2010). Wong, Wing-Keung ; Lean, Hooi Hooi.
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  32. Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach. (2010). Wong, Wing-Keung ; Lean, Hooi Hooi.
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  36. Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary. (2008). Whang, Yoon-Jae ; LINTON, OLIVER ; Song, Kyungchul.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:08/08.

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  37. The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions. (2008). Zhang, Xibin ; Wong, Wing-Keung ; Lean, Hooi Hooi.
    In: Mathematics and Computers in Simulation (MATCOM).
    RePEc:eee:matcom:v:79:y:2008:i:1:p:30-48.

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  38. A DISTRIBUTIONAL ANALYSIS OF TREATMENT EFFECTS IN RANDOMIZED EXPERIMENTS. (2008). Voia, Marcel.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-08c10007.

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  39. Testing downside risk efficiency under market distress. (2008). Olmo, Jose ; Gonzalo, Jesus.
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:we084321.

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  40. Stochastic Dominance Analysis of iShares. (2007). Zumwalt, Kenton J. ; Gasbarro, Dominic.
    In: SCAPE Policy Research Working Paper Series.
    RePEc:sca:scaewp:0706.

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  41. Union Wage Compression in a Right-to-Manage Model. (2007). Vogel, Thorsten.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2007-009.

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  42. Stochastic Dominance Analysis of iShares. (2007). Wong, Wing-Keung ; Zumwalt, Kenton J. ; Gasbarro, Dominic.
    In: Finance Working Papers.
    RePEc:eab:financ:21919.

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  43. Myopic loss aversion and margin of safety: the risk of value investing. (2006). Xu, Kuan ; Fisher, Gordon.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:6:y:2006:i:6:p:481-494.

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  44. Bayesian Assessment of Lorenz and Stochastic Dominance in Income Distributions. (2006). Griffiths, William ; Chotikapanich, Duangkamon.
    In: Department of Economics - Working Papers Series.
    RePEc:mlb:wpaper:960.

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  45. TESTING FOR RESTRICTED STOCHASTIC DOMINANCE. (2006). Duclos, Jean-Yves ; Davidson, Russell.
    In: Departmental Working Papers.
    RePEc:mcl:mclwop:2006-20.

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  46. STOCHASTIC DOMINANCE. (2006). Davidson, Russell.
    In: Departmental Working Papers.
    RePEc:mcl:mclwop:2006-19.

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  47. Testing for Restricted Stochastic Dominance. (2006). Duclos, Jean-Yves ; Davidson, Russell.
    In: Cahiers de recherche.
    RePEc:lvl:lacicr:0609.

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  48. Testing for Restricted Stochastic Dominance. (2006). Duclos, Jean-Yves ; Davidson, Russell.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp2047.

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  49. Testing for Restricted Stochastic Dominance. (2006). Duclos, Jean-Yves ; Davidson, Russell.
    In: Working Papers.
    RePEc:inq:inqwps:ecineq2006-36.

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  50. Measurement and Comparison of Risk Reduction by Means of Farm Yield, Area Yield, and Weather Index Crop Insurance Schemes - The Case of Kazakhstani Wheat Farms. (2006). Bokusheva, Raushan ; Heidelbach, Olaf ; Breustedt, Gunnar.
    In: 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia.
    RePEc:ags:iaae06:25523.

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  51. Are Mercury Advisories Effective? Information, Education, and Fish Consumption. (2005). Ward, Michael ; Shimshack, Jay ; Beatty, Timothy ; Timothy K. M. Beatty, .
    In: Discussion Papers Series, Department of Economics, Tufts University.
    RePEc:tuf:tuftec:0502.

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  52. A nonparametric test of stochastic dominance in multivariate distributions. (2005). Crawford, Ian.
    In: School of Economics Discussion Papers.
    RePEc:sur:surrec:1205.

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  53. Time to Learn? The Organizational Structure of Schools and Student Achievement. (2005). Millimet, Daniel ; Eren, Ozkan.
    In: Departmental Working Papers.
    RePEc:smu:ecowpa:0506.

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  54. The Distribution of Returns to Marriage. (2005). Sarkar, Dipanwita ; Millimet, Daniel ; Maasoumi, Esfandiar.
    In: Departmental Working Papers.
    RePEc:smu:ecowpa:0503.

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  55. Evaluating Dominance Ranking of PSID Incomes by Various Household Attributes. (2005). Maasoumi, Esfandiar ; Heshmati, Almas.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp1727.

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  56. Community tax evasion models: A stochastic dominance test. (2005). Gandelman, Nestor.
    In: Journal of Applied Economics.
    RePEc:cem:jaecon:v:8:y:2005:n:2:p:279-297.

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  57. Sensitivity of the Chi-Squared Goodness-of-Fit Test to the Partitioning of Data. (2004). Wallis, Kenneth ; Smith, Jeremy ; Boero, Gianna.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:694.

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  58. Evaluating Dominance Ranking of PSID Incomes by various Household Attributes. (2003). Maasoumi, Esfandiar ; Heshmati, Almas.
    In: Departmental Working Papers.
    RePEc:smu:ecowpa:0509.

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  59. Firm Turnover in Imperfectly Competitive Markets. (2003). Nocke, Volker ; Asplund, Marcus.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:03-010.

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  60. Polarization: Concepts, Measurement, Estimation. (2003). Ray, Debraj ; Esteban, Joan ; Duclos, Jean-Yves.
    In: Cahiers de recherche.
    RePEc:lvl:lacicr:0301.

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  61. Testing for the Monotone Likelihood Ratio Assumption. (2003). Roosen, Jutta ; Hennessy, David.
    In: Staff General Research Papers Archive.
    RePEc:isu:genres:10193.

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  62. THE PROPERTIES OF SOME GOODNESS-OF-FIT TESTS. (2002). Wallis, Kenneth ; Smith, Jeremy ; Boero, Gianna.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:653.

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  63. Consistent testing for stochastic dominance: a subsampling approach. (2002). Maasoumi, Esfandiar ; LINTON, OLIVER ; Wang, Yoon-Jae.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:03/02.

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  64. Consistent Testing for Stochastic Dominance: A Subsampling Approach. (2002). Whang, Yoon-Jae ; Maasoumi, Esfandiar ; LINTON, OLIVER.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1356.

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  65. Social Welfare Orderings: A Life-Cycle Perspective. (2001). Abul Naga, Ramses.
    In: Cahiers de Recherches Economiques du Département d'économie.
    RePEc:lau:crdeep:01.12.

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  66. TESTS FOR THE ROLE OF RISK AVERSION ON INPUT USE. (2001). Roosen, Jutta ; Hennessy, David.
    In: 2001 Annual meeting, August 5-8, Chicago, IL.
    RePEc:ags:aaea01:20498.

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  67. Nonparametric tests of stochastic dominance in bivariate distributions, with an application to UK data. (1999). Crawford, Ian.
    In: IFS Working Papers.
    RePEc:ifs:ifsewp:99/28.

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  68. Testing for Infinite Order Stochastic Dominance with Applications to Finance, Risk and Income Inequality. (1999). Satchell, Stephen.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:9911.

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