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Zhu Zhenzhen

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First Name:Zhu
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Last Name:Zhenzhen
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RePEc Short-ID:pzh647

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Working papers

  1. Hui, Yongchang & Wong, Wing-Keung & Bai, Zhidong & Zhu, Zhenzhen, 2016. "A New Nonlinearity Test to Circumvent the Limitation of Volterra Expansion with Applications," MPRA Paper 75216, University Library of Munich, Germany.
  2. Vieito, João Paulo & Wong, Wing-Keung & Zhu, Zhenzhen, 2015. "Could the global financial crisis improve the performance of the G7 stocks markets?," MPRA Paper 66521, University Library of Munich, Germany.

Articles

  1. Hoang, Thi-Hong-Van & Wong, Wing-Keung & Zhu, Zhenzhen, 2015. "Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange," Economic Modelling, Elsevier, vol. 50(C), pages 200-211.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Hui, Yongchang & Wong, Wing-Keung & Bai, Zhidong & Zhu, Zhenzhen, 2016. "A New Nonlinearity Test to Circumvent the Limitation of Volterra Expansion with Applications," MPRA Paper 75216, University Library of Munich, Germany.

    Cited by:

    1. Zhihui Lv & Amanda M. Y. Chu & Michael McAleer & Wing-Keung Wong, 2019. "Modelling Economic Growth, Carbon Emissions, and Fossil Fuel Consumption in China: Cointegration and Multivariate Causality," IJERPH, MDPI, vol. 16(21), pages 1-35, October.
    2. Vo, Duc, 2019. "The Impact of Foreign Direct Investment on Environment Degradation: Evidence from Emerging Markets in Asia," MPRA Paper 103292, University Library of Munich, Germany.
    3. Chow, Sheung Chi & Vieito, João Paulo & Wong, Wing-Keung, 2018. "Do both demand-following and supply-leading theories hold true in developing countries?," MPRA Paper 87641, University Library of Munich, Germany.
    4. Pedro Antonio Martín Cervantes & Nuria Rueda López & Salvador Cruz Rambaud, 2019. "A Causal Analysis of Life Expectancy at Birth. Evidence from Spain," IJERPH, MDPI, vol. 16(13), pages 1-14, July.
    5. Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2018. "Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections," Econometric Institute Research Papers EI2018-08, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    6. Riza Demirer & Rangan Gupta & Zhihui Lv & Wing-Keung Wong, 2018. "Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests," Working Papers 201846, University of Pretoria, Department of Economics.
    7. Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018. "Decision Sciences, Economics, Finance, Business, Computing, And Big Data: Connections," Advances in Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 36-94, December.
    8. Kim-Hung Pho & Tuan-Kiet Tran & Thi Diem-Chinh Ho & Wing-Keung Wong, 2019. "Optimal Solution Techniques in Decision Sciences A Review," Advances in Decision Sciences, Asia University, Taiwan, vol. 23(1), pages 114-161, March.
    9. Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018. "Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections," Tinbergen Institute Discussion Papers 18-024/III, Tinbergen Institute.
    10. Wenjing Xie & João Paulo Vieito & Ephraim Clark & Wing-Keung Wong, 2020. "Could Mergers Become More Sustainable? A Study of the Stock Exchange Mergers of NASDAQ and OMX," Sustainability, MDPI, vol. 12(20), pages 1-25, October.
    11. Nguyen Huu Hau & Tran Trung Tinh & Hoa Anh Tuong & Wing-Keung Wong, 2020. "Review of Matrix Theory with Applications in Education and Decision Sciences," Advances in Decision Sciences, Asia University, Taiwan, vol. 24(1), pages 28-69, March.
    12. Kim-Hung Pho & Thi Diem-Chinh Ho & Tuan-Kiet Tran & Wing-Keung Wong, 2019. "Moment Generating Function, Expectation And Variance Of Ubiquitous Distributions With Applications In Decision Sciences: A Review," Advances in Decision Sciences, Asia University, Taiwan, vol. 23(2), pages 65-150, June.
    13. Anh Hoang To & Dao Thi-Thieu Ha & Ha Minh Nguyen & Duc Hong Vo, 2019. "The Impact of Foreign Direct Investment on Environment Degradation: Evidence from Emerging Markets in Asia," IJERPH, MDPI, vol. 16(9), pages 1-24, May.
    14. Choi, Insu & Lee, Myounggu & Kim, Hyejin & Kim, Woo Chang, 2023. "Elucidating Directed Statistical Dependencies: Investigating Global Financial Market Indices' Influence on Korean Short Selling Activities," Pacific-Basin Finance Journal, Elsevier, vol. 79(C).

  2. Vieito, João Paulo & Wong, Wing-Keung & Zhu, Zhenzhen, 2015. "Could the global financial crisis improve the performance of the G7 stocks markets?," MPRA Paper 66521, University Library of Munich, Germany.

    Cited by:

    1. Kai-Yin Woo & Chulin Mai & Michael McAleer & Wing-Keung Wong, 2020. "Review on Efficiency and Anomalies in Stock Markets," Economies, MDPI, vol. 8(1), pages 1-51, March.
    2. Imran Yousaf & Shoaib Ali & Wing-Keung Wong, 2020. "An Empirical Analysis of the Volatility Spillover Effect between World-Leading and the Asian Stock Markets: Implications for Portfolio Management," JRFM, MDPI, vol. 13(10), pages 1-28, September.
    3. Batmunkh, Munkh-Ulzii & Choijil, Enkhbayar & Vieito, João Paulo & Espinosa-Méndez, Christian & Wong, Wing-Keung, 2020. "Does herding behavior exist in the Mongolian stock market?," Pacific-Basin Finance Journal, Elsevier, vol. 62(C).
    4. Asif, Raheel & Frömmel, Michael, 2022. "Testing Long memory in exchange rates and its implications for the adaptive market hypothesis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 593(C).
    5. Hassan, Kamrul & Hoque, Ariful & Gasbarro, Dominic & Wong, Wing-Keung, 2023. "Are Islamic stocks immune from financial crises? Evidence from contagion tests," International Review of Economics & Finance, Elsevier, vol. 86(C), pages 919-948.
    6. Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2018. "Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections," Econometric Institute Research Papers EI2018-08, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    7. Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018. "Decision Sciences, Economics, Finance, Business, Computing, And Big Data: Connections," Advances in Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 36-94, December.
    8. Wing-Keung Wong & Hooi Hoi Lean & Michael McAleer & Feng-Tse Tsai, 2018. "Why did Warrant Markets Close in China but not Taiwan?," Tinbergen Institute Discussion Papers 18-051/III, Tinbergen Institute.
    9. Lars Tegtmeier, 2021. "Testing the Efficiency of Globally Listed Private Equity Markets," JRFM, MDPI, vol. 14(7), pages 1-16, July.
    10. Niu, Cuizhen & Wong, Wing-Keung & Zhu, Lixing, 2016. "First Stochastic Dominance and Risk Measurement," MPRA Paper 75027, University Library of Munich, Germany.
    11. Kim-Hung Pho & Tuan-Kiet Tran & Thi Diem-Chinh Ho & Wing-Keung Wong, 2019. "Optimal Solution Techniques in Decision Sciences A Review," Advances in Decision Sciences, Asia University, Taiwan, vol. 23(1), pages 114-161, March.
    12. Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018. "Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections," Tinbergen Institute Discussion Papers 18-024/III, Tinbergen Institute.
    13. Wing-Keung Wong & Hooi Hooi Lean & Michael McAleer & Feng-Tse Tsai, 2018. "Why Are Warrant Markets Sustained in Taiwan but Not in China?," Sustainability, MDPI, vol. 10(10), pages 1-17, October.
    14. Batmunkh John Munkh-Ulzii & Michael McAleer & Massoud Moslehpour & Wing-Keung Wong, 2018. "Confucius and Herding Behaviour in the Stock Markets in China and Taiwan," Sustainability, MDPI, vol. 10(12), pages 1-16, November.
    15. Hasan A?an Karaduman, 2016. "Stylized Facts And Weak-Form Efficiency In Turkish Stock Market," Proceedings of International Academic Conferences 4006651, International Institute of Social and Economic Sciences.
    16. Wenjing Xie & João Paulo Vieito & Ephraim Clark & Wing-Keung Wong, 2020. "Could Mergers Become More Sustainable? A Study of the Stock Exchange Mergers of NASDAQ and OMX," Sustainability, MDPI, vol. 12(20), pages 1-25, October.
    17. Nguyen Huu Hau & Tran Trung Tinh & Hoa Anh Tuong & Wing-Keung Wong, 2020. "Review of Matrix Theory with Applications in Education and Decision Sciences," Advances in Decision Sciences, Asia University, Taiwan, vol. 24(1), pages 28-69, March.
    18. Kim-Hung Pho & Thi Diem-Chinh Ho & Tuan-Kiet Tran & Wing-Keung Wong, 2019. "Moment Generating Function, Expectation And Variance Of Ubiquitous Distributions With Applications In Decision Sciences: A Review," Advances in Decision Sciences, Asia University, Taiwan, vol. 23(2), pages 65-150, June.

Articles

  1. Hoang, Thi-Hong-Van & Wong, Wing-Keung & Zhu, Zhenzhen, 2015. "Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange," Economic Modelling, Elsevier, vol. 50(C), pages 200-211.

    Cited by:

    1. Sree Vinutha Venkataraman & S. V. D. Nageswara Rao, 2023. "Stochastic dominance algorithms with application to mutual fund performance evaluation," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(1), pages 681-698, January.
    2. Cui, Moyang & Wong, Wing-Keung & Wisetsri, Worakamol & Mabrouk, Fatma & Muda, Iskandar & Li, Zeyun & Hassan, Marria, 2023. "Do oil, gold and metallic price volatilities prove gold as a safe haven during COVID-19 pandemic? Novel evidence from COVID-19 data," Resources Policy, Elsevier, vol. 80(C).
    3. Liu, Guo-Dong & Su, Chi-Wei, 2019. "The dynamic causality between gold and silver prices in China market: A rolling window bootstrap approach," Finance Research Letters, Elsevier, vol. 28(C), pages 101-106.
    4. Thi Hong Van Hoang & Amine Lahiani & David Heller, 2016. "Is gold a hedge against inflation? New evidence from a nonlinear ARDL approach," Post-Print hal-02012307, HAL.
    5. AhAtil, Ahmed & Bouheni, Faten Ben & Lahiani, Amine & Shahbaz, Muhammad, 2019. "Factors influencing CO2 Emission in China: A Nonlinear Autoregressive Distributed Lags Investigation," MPRA Paper 91190, University Library of Munich, Germany, revised 02 Jan 2019.
    6. Raymond H. Chan & Ephraim Clark & Xu Guo & Wing-Keung Wong, 2020. "New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management," Risk Management, Palgrave Macmillan, vol. 22(2), pages 108-132, June.
    7. Shahbaz, Muhammad & Lahiani, Amine & Sinha, Avik, 2018. "Renewable Energy Consumption, Income, CO2 Emissions and Oil Prices in G7 Countries: The Importance of Asymmetries," MPRA Paper 102895, University Library of Munich, Germany, revised 2018.
    8. Tsang, Chun-Kei & Wong, Wing-Keung & Horowitz, Ira, 2016. "Arbitrage Opportunities, Efficiency, and the Role of Risk Preferences in the Hong Kong Property Market," MPRA Paper 74347, University Library of Munich, Germany.
    9. Zhihui Lv & Amanda M. Y. Chu & Wing Keung Wong & Thomas C. Chiang, 2021. "The maximum-return-and-minimum-volatility effect: evidence from choosing risky and riskless assets to form a portfolio," Risk Management, Palgrave Macmillan, vol. 23(1), pages 97-122, June.
    10. Guo, Xu & McAleer, Michael & Wong, Wing-Keung & Zhu, Lixing, 2017. "A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 346-358.
    11. Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2015. "Behavioural, Financial, and Health & Medical Economics: A Connection," Econometric Institute Research Papers EI2015-27, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    12. Niu, Cuizhen & Wong, Wing-Keung & Xu, Qunfang, 2017. "Higher-Order Risk Measure and (Higher-Order) Stochastic Dominance," MPRA Paper 75948, University Library of Munich, Germany.
    13. Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2018. "Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections," Econometric Institute Research Papers EI2018-08, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    14. Guo, Xu & Wong, Wing-Keung, 2016. "Multivariate Stochastic Dominance for Risk Averters and Risk Seekers," MPRA Paper 70637, University Library of Munich, Germany.
    15. Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018. "Decision Sciences, Economics, Finance, Business, Computing, And Big Data: Connections," Advances in Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 36-94, December.
    16. MASUJIMA Yuki, 2019. "Time-Variant Safe-Haven Currency Status and Determinants," Discussion papers 19048, Research Institute of Economy, Trade and Industry (RIETI).
    17. Wing-Keung Wong & Hooi Hoi Lean & Michael McAleer & Feng-Tse Tsai, 2018. "Why did Warrant Markets Close in China but not Taiwan?," Tinbergen Institute Discussion Papers 18-051/III, Tinbergen Institute.
    18. Joscha Beckmann & Theo Berger & Robert Czudaj & Thi-Hong-Van Hoang, 2017. "Tail dependence between gold and sectorial stocks in China: Perspectives for portfolio diversication," Chemnitz Economic Papers 012, Department of Economics, Chemnitz University of Technology, revised Jul 2017.
    19. Abdelbari El Khamlichi & Thi Hong Van Hoang & Wing‐keung Wong, 2016. "Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis," Post-Print hal-02964594, HAL.
    20. Wang, Xinya & Liu, Huifang & Huang, Shupei, 2019. "Identification of the daily seasonality in gold returns and volatilities: Evidence from Shanghai and London," Resources Policy, Elsevier, vol. 61(C), pages 522-531.
    21. Bai, Zhidong & Liu, Huixia & Wong, Wing-Keung, 2016. "Making Markowitz's Portfolio Optimization Theory Practically Useful," MPRA Paper 74360, University Library of Munich, Germany.
    22. Kim-Hung Pho & Tuan-Kiet Tran & Thi Diem-Chinh Ho & Wing-Keung Wong, 2019. "Optimal Solution Techniques in Decision Sciences A Review," Advances in Decision Sciences, Asia University, Taiwan, vol. 23(1), pages 114-161, March.
    23. Luo, Xingguo & Qin, Shihua & Ye, Zinan, 2016. "The information content of implied volatility and jumps in forecasting volatility: Evidence from the Shanghai gold futures market," Finance Research Letters, Elsevier, vol. 19(C), pages 105-111.
    24. Beckmann, Joscha & Czudaj, Robert & Pilbeam, Keith, 2015. "Causality and volatility patterns between gold prices and exchange rates," The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 292-300.
    25. Terence Tai-Leung Chong, Bingqing Cao, Wing Keung Wong, 2017. "A Principal Component Approach to Measuring Investor Sentiment in Hong Kong," Journal of Management Sciences, Geist Science, Iqra University, Faculty of Business Administration, vol. 4(2), pages 237-247, October.
    26. Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2016. "Management Science, Economics and Finance: A Connection," Econometric Institute Research Papers EI2016-26, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    27. Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018. "Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections," Tinbergen Institute Discussion Papers 18-024/III, Tinbergen Institute.
    28. Wing-Keung Wong & Hooi Hooi Lean & Michael McAleer & Feng-Tse Tsai, 2018. "Why Are Warrant Markets Sustained in Taiwan but Not in China?," Sustainability, MDPI, vol. 10(10), pages 1-17, October.
    29. Bouri, Elie & Gupta, Rangan & Wong, Wing-Keung & Zhu, Zhenzhen, 2018. "Is wine a good choice for investment?," Pacific-Basin Finance Journal, Elsevier, vol. 51(C), pages 171-183.
    30. Hoang, Thi Hong Van & Lahiani, Amine & Heller, David, 2016. "Is gold a hedge against inflation? New evidence from a nonlinear ARDL approach," Economic Modelling, Elsevier, vol. 54(C), pages 54-66.
    31. Hoang, Thi-Hong-Van & Zhu, Zhenzhen & El Khamlichi, Abdelbari & Wong, Wing-Keung, 2019. "Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis," Resources Policy, Elsevier, vol. 61(C), pages 617-626.
    32. Xu Guo & Xuejun Jiang & Wing-Keung Wong, 2017. "Stochastic Dominance and Omega Ratio: Measures to Examine Market Efficiency, Arbitrage Opportunity, and Anomaly," Economies, MDPI, vol. 5(4), pages 1-16, October.
    33. Cuizhen Niu & Wing-Keung Wong & Qunfang Xu, 2017. "Kappa ratios and (higher-order) stochastic dominance," Risk Management, Palgrave Macmillan, vol. 19(3), pages 245-253, August.
    34. Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2015. "Informatics, Data Mining, Econometrics and Financial Economics: A Connection," Econometric Institute Research Papers EI2015-34, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    35. Georges Gallais-Hamonno & Thi-hong-van Hoang & Kim Oosterlinck, 2016. "Price Formation on Clandestine Markets: The Case of the Paris Gold Market during WWII," Working Papers CEB 16-048, ULB -- Universite Libre de Bruxelles.
    36. Ng, Pin & Wong, Wing-Keung & Xiao, Zhijie, 2017. "Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency," European Journal of Operational Research, Elsevier, vol. 261(2), pages 666-678.
    37. Ke Chen & Meng Wang, 2017. "Does Gold Act as a Hedge and a Safe Haven for China’s Stock Market?," IJFS, MDPI, vol. 5(3), pages 1-18, August.
    38. Georges Gallais‐Hamonno & Thi‐Hong‐Van Hoang & Kim Oosterlinck, 2019. "Price formation on clandestine markets: the case of the Paris gold market during the Second World War," Economic History Review, Economic History Society, vol. 72(3), pages 1048-1072, August.
    39. Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2016. "Almost stochastic dominance for risk averters and risk seeker," Finance Research Letters, Elsevier, vol. 19(C), pages 15-21.
    40. Chan, Raymond H. & Chow, Sheung-Chi & Guo, Xu & Wong, Wing-Keung, 2022. "Central moments, stochastic dominance, moment rule, and diversification with an application," Chaos, Solitons & Fractals, Elsevier, vol. 161(C).
    41. Ma, Dandan & Zhang, Yunhan & Ji, Qiang & Zhao, Wan-Li & Zhai, Pengxiang, 2024. "Heterogeneous impacts of climate change news on China's financial markets," International Review of Financial Analysis, Elsevier, vol. 91(C).
    42. Kim-Hung Pho & Thi Diem-Chinh Ho & Tuan-Kiet Tran & Wing-Keung Wong, 2019. "Moment Generating Function, Expectation And Variance Of Ubiquitous Distributions With Applications In Decision Sciences: A Review," Advances in Decision Sciences, Asia University, Taiwan, vol. 23(2), pages 65-150, June.
    43. Zongxin Li & Xinge Li & Yongchang Hui & Wing-Keung Wong, 2018. "Maslow Portfolio Selection for Individuals with Low Financial Sustainability," Sustainability, MDPI, vol. 10(4), pages 1-11, April.
    44. MASUJIMA Yuki, 2017. "Safe Haven Currency and Market Uncertainty: Yen, renminbi, dollar, and alternatives," Discussion papers 17048, Research Institute of Economy, Trade and Industry (RIETI).
    45. Kavitha Ranganathan, 2018. "Does Global Shapes Of Utility Functions Matter For Investment Decisions?," Bulletin of Economic Research, Wiley Blackwell, vol. 70(4), pages 341-361, October.
    46. Tran Thai Ha Nguyen & Massoud Moslehpour & Thi Thuy Van Vo & Wing-Keung Wong, 2020. "State Ownership and Risk-Taking Behavior: An Empirical Approach to Get Better Profitability, Investment, and Trading Strategies for Listed Corporates in Vietnam," Economies, MDPI, vol. 8(2), pages 1-21, June.

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ORE: Operations Research (2) 2015-09-26 2016-11-27. Author is listed
  2. NEP-CFN: Corporate Finance (1) 2015-09-26. Author is listed
  3. NEP-ECM: Econometrics (1) 2016-11-27. Author is listed
  4. NEP-ETS: Econometric Time Series (1) 2016-11-27. Author is listed
  5. NEP-FMK: Financial Markets (1) 2015-09-26. Author is listed

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