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Sze Nie Ung
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Cited by
Year
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
272011
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
202011
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
32014
An enhanced investor sentiment index
SN Ung, B Gebka, RDJ Anderson
The European Journal of Finance 30 (8), 827-864, 2024
22024
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
22023
Investor Sentiment and Asset Pricing: Empirical Evidence from an Enhanced Investor Sentiment Index
SN Ung
Newcastle University, 2020
12020
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
12010
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
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