Articles in Journals
LAI, W., Sun, E., & Chen, Y. (2019). Jump Detection and Noise Separation by Singular Wavelet Method for Forecasting with High-Frequency Data. Computational Economics, 54 (2), 809-844, doi: 10.1007/s10614-019-09881-3.
LAI, W., Chen, Y., & Sun, E. (in press, 2019). Comonotonicity and Low Volatility Effect. Annals of Operations Research.
Groslambert, B., Basu, D., & LAI, W. (2019). Is tail risk the missing link between institutions and risk? Economics Bulletin.
LAI, W. (2016). Do academic investment insights benefit society? Research in International Business and Finance, 38, 172-176.
LAI, W. (2016). Evaluating the sovereign and household credit risk in Singapore: A contingent claims approach. Research in International Business and Finance, 37, 435-447.
LAI, W. (2012). Comparison of Non-Parametric Methods for Extracting Option Implied Risk-Neutral Distributions. Quantitative Finance, 14 (10), 1839-1855.
LAI, W. (2012). Faith Matters? A Closer Look at the Performance of Belief-Based Investments. Journal of Asset Management, 13 (6), 421-436.
LAI, W. (2012). Investors Expectations and Preferences during the Financial Crisis and the Bursting Internet Bubble: Evidence from the Options Markets. Bankers, Markets & Investors, 120, 20-35.
LAI, W., & Goltz, F. (2009). Empirical Properties of Straddle Returns. Journal of Derivatives, 17 (1), 38-48.