Woon K. Wong

972 total citations · 1 hit paper
24 papers, 654 citations indexed

About

Woon K. Wong is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Woon K. Wong has authored 24 papers receiving a total of 654 indexed citations (citations by other indexed papers that have themselves been cited), including 21 papers in Finance, 9 papers in Economics and Econometrics and 8 papers in Management Science and Operations Research. Recurrent topics in Woon K. Wong's work include Financial Risk and Volatility Modeling (11 papers), Financial Markets and Investment Strategies (10 papers) and Market Dynamics and Volatility (7 papers). Woon K. Wong is often cited by papers focused on Financial Risk and Volatility Modeling (11 papers), Financial Markets and Investment Strategies (10 papers) and Market Dynamics and Volatility (7 papers). Woon K. Wong collaborates with scholars based in United Kingdom, China and Taiwan. Woon K. Wong's co-authors include John Canfield, Samuel B. Larson, Ian S. McLean, James R. Graham, Donald F. Figer, E. E. Becklin, Harry I. Teplitz, Nick Magnone, N. A. Levenson and Oddvar Bendiksen and has published in prestigious journals such as Journal of Banking & Finance, International Review of Financial Analysis and China Economic Review.

In The Last Decade

Woon K. Wong

23 papers receiving 620 citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

Design and development of NIRSPEC: a near-infrared echelle spectrograph for the Keck II telescope

1998 442 citations Ian S. McLean, E. E. Becklin et al. Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Woon K. Wong United Kingdom	8	415	187	130	103	78	24	654
Christoph Behrens Germany	19	835 2.0×	11 0.1×	34 0.3×	233 2.3×	22 0.3×	48	1.0k
R. Ugoccioni Italy	12	112 0.3×	72 0.4×	57 0.4×	9 0.1×	6 0.1×	35	526
C. M. Gutiérrez Spain	15	634 1.5×	11 0.1×	31 0.2×	172 1.7×	8 0.1×	47	731
David S. De Young United States	24	1.2k 3.0×	19 0.1×	21 0.2×	123 1.2×	9 0.1×	58	1.4k
Stephen J. Turnbull Japan	10	421 1.0×	20 0.1×	80 0.6×	87 0.8×	2 0.0×	23	666
S. Frandsen Denmark	17	688 1.7×	10 0.1×	90 0.7×	357 3.5×	3 0.0×	60	928
D. D. S. Hale United States	13	383 0.9×	16 0.1×	10 0.1×	83 0.8×	57 0.7×	35	482
Alexander Melnikov Russia	14	326 0.8×	194 1.0×	113 0.9×	2 0.0×	4 0.1×	107	663
D. C. Murphy United States	17	1.5k 3.5×	8 0.0×	16 0.1×	377 3.7×	137 1.8×	41	1.6k

Countries citing papers authored by Woon K. Wong

Since Specialization

Citations

This map shows the geographic impact of Woon K. Wong's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Woon K. Wong with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Woon K. Wong more than expected).

Fields of papers citing papers by Woon K. Wong

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Woon K. Wong. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Woon K. Wong. The network helps show where Woon K. Wong may publish in the future.

Co-authorship network of co-authors of Woon K. Wong

This figure shows the co-authorship network connecting the top 25 collaborators of Woon K. Wong. A scholar is included among the top collaborators of Woon K. Wong based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Woon K. Wong. Woon K. Wong is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

Leung, Woon Sau, et al.. (2019). Social-Media Sentiment, Limited Attention, and Stock Returns. SSRN Electronic Journal. 1 indexed citations

Wong, Woon K.. (2019). A GMM Skewness and Kurtosis Ratio Test for Higher Moment Dependence. Journal of Financial Econometrics. 18(2). 307–332. 1 indexed citations

Wong, Woon K., Iris Biefang‐Frisancho Mariscal, & Peter Howells. (2018). Liquidity and credit risks in the UK’s financial crisis: how ‘quantitative easing’ changed the relationship. Applied Economics. 51(3). 278–287. 1 indexed citations

Zeng, Yong, et al.. (2012). Decomposition of portfolio VaR and expected shortfall based on multivariate Copula simulation. International Journal of Management Science and Engineering Management. 7(2). 153–160. 4 indexed citations

Wong, Woon K., et al.. (2012). Capturing Tail Risks Beyond VaR. Review of Pacific Basin Financial Markets and Policies. 15(3). 1250015–1250015. 7 indexed citations

Clatworthy, Mark, Christopher K. M. Pong, & Woon K. Wong. (2012). Auditor quality effects on the relationship between accruals, cash flows and equity returns: a variance decomposition analysis. Accounting and Business Research. 42(4). 419–439. 4 indexed citations

Girardin, Éric, et al.. (2010). Information Content of Order Flow and Cross-Market Portfolio Rebalancing: Evidence for the Chinese Stock, Treasury and Corporate Bond Markets. SSRN Electronic Journal.

Wong, Woon K., et al.. (2009). Capturing Tail Risks Beyond VaR. SSRN Electronic Journal. 1 indexed citations

Copeland, Laurence, Woon K. Wong, & Yong Zeng. (2009). Information-based trade in the Shanghai stock market. Global Finance Journal. 20(2). 180–190. 2 indexed citations

10.

Wong, Woon K.. (2009). Backtesting value-at-risk based on tail losses. Journal of Empirical Finance. 17(3). 526–538. 43 indexed citations

11.

Wong, Woon K.. (2008). Backtesting Trading Risk of Commercial Banks Using Expected Shortfall. SSRN Electronic Journal. 9 indexed citations

12.

Wong, Woon K., et al.. (2008). Probability of Information-Based Trading as a Pricing Factor in Taiwan Stock Market. SSRN Electronic Journal. 3 indexed citations

13.

Wong, Woon K. & Laurence Copeland. (2008). Risk Measurement and Management in a Crisis-Prone World. SSRN Electronic Journal. 1 indexed citations

14.

Wong, Woon K., et al.. (2008). Informed Trading and Liquidity in the Shanghai Stock Exchange. SSRN Electronic Journal. 2 indexed citations

15.

Wong, Woon K., et al.. (2008). Can Price Limits Help When the Price is Falling? Evidence from Transactions Data on the Shanghai Stock Exchange. SSRN Electronic Journal. 6 indexed citations

16.

Wong, Woon K. & Anthony H. Tu. (2008). Market imperfections and the information content of implied and realized volatility. Pacific-Basin Finance Journal. 17(1). 58–79. 2 indexed citations

17.

Wong, Woon K. & Éric Girardin. (2008). Informativeness of Order Flow: The Role of Institutions vs. Individuals. SSRN Electronic Journal. 1 indexed citations

18.

Wong, Woon K.. (2007). Backtesting trading risk of commercial banks using expected shortfall. Journal of Banking & Finance. 32(7). 1404–1415. 65 indexed citations

19.

McLean, Ian S., E. E. Becklin, Oddvar Bendiksen, et al.. (1998). Design and development of NIRSPEC: a near-infrared echelle spectrograph for the Keck II telescope. Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE. 3354. 566–566. 442 indexed citations breakdown →

20.

Wong, Woon K.. (1997). FREQUENCY DOMAIN TESTS OF MULTIVARIATE GAUSSIANITY AND LINEARITY. Journal of Time Series Analysis. 18(2). 181–194. 8 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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