Research
Research interests
Behavioral Finance, Stochastic Dominance, Causality, Portfolio Optimization, Decision Theory
Selected publications
Menkveld, A. J., Dreber, A., Holzmeister, F., Huber, J., Johannesson, M., Kirchler, M., ... & Khomyn, M. K. (2024). Nonstandard errors. The Journal of Finance, 79(3), 2339-2390.
Chan, R. H., Chow, S. C., Guo, X., & Wong, W. K. (2022). Central moments, stochastic dominance, moment rule, and diversification with an application. Chaos, Solitons & Fractals, 161, 112251.
Chui, D., Cheng, W. W., Chow, S. C., & Ya, L. I. (2020). Eastern Halloween effect: A stochastic dominance approach. Journal of International Financial Markets, Institutions and Money, 68, 101241.
Chow, S. C., Vieito, J. P., & Wong, W. K. (2019). Do both demand-following and supply-leading theories hold true in developing countries?. Physica A: Statistical Mechanics and its Applications, 513, 536-554.
Cheng, A. W. W., Chow, N. S. C., Chui, D. K. H., & Wong, W. K. (2019). The Three Musketeers Relationships between Hong Kong, Shanghai and Shenzhen Before and After Shanghai–Hong Kong Stock Connect. Sustainability, 11(14), 3845.
Chow, S. C., Cunado, J., Gupta, R., & Wong, W. K. (2018). Causal relationships between economic policy uncertainty and housing market returns in China and India: Evidence from linear and nonlinear panel and time series models. Studies in Nonlinear Dynamics & Econometrics, 22(2).
My google scholar profile for the full list: https://scholar.google.com.au/citations?hl=en&user=aMsAH7kAAAAJ&view_op=list_works&sortby=pubdate
Projects in the final stage
with Richard Lu & Wing-Keung Wong
Support Theory for Gains and Losses
with Han Bleichrodt, Simon Grant, & Jingni Yang
Projects in progress
Attention and portfolio rebalancing
with Timothy Kam
Utilizing Causal Discovery Method to Uncover Informational Characteristics related to Average Monthly Stock Returns
with Jianhua Mei, & Thomas Tao Yang
Default Options in Decision-Making under Imprecise Information
with Chien Yeh
Theory of Choice: From Neoclassical Economics to Behavioral Economics
with Simon Grant