W. Fong

Finance · with Lean · 2002–2014

A researcher in the Science corpus: 3 papers; trusts 16 researchers and is trusted by 18 researchers here, as inferred from the citation graph.

Subfields

• Finance — 24 citations into it; #2,509 of 10,518 by trust here, #3,592 by citations
• Economics and Econometrics — 18 citations into it; #5,320 of 23,481 by trust here, #9,060 by citations
• Accounting — 11 citations into it; #4,953 of 8,970 by trust here, #7,961 by citations

Whom W. Fong trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Alok Kumar
2. J. Lewellen
3. Y. Amihud
4. Brad M. Barber
5. Thierry Post
6. Eugene F. Fama
7. Narasimhan Jegadeesh
8. Sheridan Titman
9. Mark Grinblatt
10. Amos Tversky

Who trusts W. Fong overall

1. Wing-Keung Wong
2. Julien Chevallier
3. Yue‐Jun Zhang
4. Mohamed Arouri
5. A. Alizadeh
6. Sang Hoon Kang
7. Raymond H. Chan
8. Nikos Nomikos
9. Amine Lahiani
10. Ting Yao

Papers from W. Fong's perspective

Ordered by how strongly the researchers W. Fong trusts endorse each paper. Same corpus, a different order for every researcher.

1. Momentum, Business Cycle and Time Varying Expected Returns
2. Who Gambles in the Stock Market
3. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
4. Greener Pastures and the Impact of Dynamic Institutional Preferences
5. The Persistence of Mutual Fund Performance
6. The Cross Section of Expected Stock Returns
7. Price Momentum and Trading Volume
8. The short of it
9. Common risk factors in the returns on stocks and bonds
10. Do Retail Trades Move Markets

Their papers

• International momentum strategies: a stochastic dominance approach (2005) — 191 citations
• A Markov switching model of the conditional volatility of crude oil futures prices (2002) — 207 citations
• Investor sentiment and the MAX effect (2014) — 155 citations