Macroeconomics uncertainty and performance of GARCH models in forecasting Japan stock market volatility C Wei-Chong, L See-Nie, SN Ung International journal of business and social science 2 (1), 2011 | 26 | 2011 |
Return and volatility spillover between large and small stocks in Bursa Malaysia C Wei-Chong, SC Loo, LB Ling, SN Ung International Journal of Business and Social Science 2 (2), 2011 | 20 | 2011 |
An enhanced investor sentiment index SN Ung, B Gebka, RDJ Anderson The European Journal of Finance 30 (8), 827-864, 2024 | 3 | 2024 |
THE PERSISTENCY OF INTERNATIONAL DIVERSIFICATION BENEFITS: THE ROLE OF THE ASYMMETRY VOLATILITY MODEL. US Nie, CW Chong, M Sambasivan, AM Nassir Asian Academy of Management Journal of Accounting & Finance 10 (1), 2014 | 3 | 2014 |
Is sentiment the solution to the risk–return puzzle? A (cautionary) note SN Ung, B Gebka, RDJ Anderson Journal of Behavioral and Experimental Finance 37, 100787, 2023 | 2 | 2023 |
Investor Sentiment and Asset Pricing: Empirical Evidence from an Enhanced Investor Sentiment Index SN Ung Newcastle University, 2020 | 1 | 2020 |
Generating portfolio volatility forecasts from smooth transition exponential smoothing SN Ung, WC Choo, AM Nassir, M Sambasivan Proceedings of 30th International Symposium of Forecasting 2010, 20-23, 2010 | 1 | 2010 |
An Improved Investor Sentiment Index SN Ung, B Gebka, RDJ Anderson European Journal of Finance, 2023 | | 2023 |
Bad Beta and Good Beta Revisited: Rational and Irrational Expectations SN Ung, B Gebka, RDJ Anderson | | |