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Year of PublicationTitleAuthor(s)
2016Management Science, Economics and Finance: A ConnectionChang, Chia-Lin; McAleer, Michael; Wong, Wing-Keung
2017Specification Testing of Production in a Stochastic Frontier ModelGuo, Xu; Li, Gao-Rong; McAleer, Michael; Wong, Wing-Keung
2013Robust Estimation and Forecasting of the Capital Asset Pricing ModelBian, Guorui; McAleer, Michael; Wong, Wing-Keung
2016A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction During Financial CrisesGuo, Xu; McAleer, Michael; Wong, Wing-Keung; Zhu, Lixing
2016Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance OptimizationBai, Zhidong; Li, Hua; McAleer, Michael; Wong, Wing-Keung
2018Why did Warrant Markets Close in China but not Taiwan?Wong, Wing-Keung; Lean, Hooi Hoi; McAleer, Michael; Tsai, Feng-Tse