Biography

Prof. Tony S. Wirjanto

University of Waterloo, Canada


Email: twirjant@uwaterloo.ca


Qualifications

1993 Ph.D., Queen's University, Econometrics

1987 M.Sc., Queen's University, Econometrics

1982 B.Sc., University of Toronto, Economics and Statistics


Publications (Selected)

  1. Lim, J.H., T. Stratopoulos and T. S. Wirjanto (2012). Path Dependence of Dynamic Information Technology Capability: An Empirical Investigation. Journal of Management Information Systems, 28 (3), 45-84.
  2. Lim, J.H., T. Stratopoulos and T. S, Wirjanto (2012). Role of IT Executives on the Firm's Ability to Achieve Competitive Advantage through IT Capability. International Journal of Accounting Information Systems, 13, 21–40.
  3. Bae, K. H. A. Ozoguz, H. P. Tan and T. S. Wirjanto (2012). Do Foreigners Facilitate Information Transmission in Emerging Markets?, Journal of Financial Economics, 105, 209–227.
  4. Packalen, M. and T. S. Wirjanto (2012). Inference About Clustering and Parametric Assumptions in Covariance Matrix Estimation, Computational Statistics & Data Analysis, 56, 1–14.
  5. Wirjanto, T. S. and A. G. Huang (2012). Is China’s P/E Ratio Too Low? Examining the Role of Earnings Volatility. To appear in Pacific-Basin Finance Journal, 20, 41–61.
  6. Huang, A. G., Y. Tian, and T. S. Wirjanto (2012). Re-examining Accounting Conservatism: The Importance of Adjusting for Firm Heterogeneity. To appear in Advances in Quantitative Analysis of Finance and Accounting, edited by C. F. Lee.
  7. Feng, D., P. X. K. Song, T. S. Wirjanto (2012). Time-Deformation Modeling of Stock Returns Directed by Duration Processes. Conditionally accepted by Econometric Reviews.
  8. Xu, D., J. Knight and T. S. Wirjanto (2011). Asymmetric Stochastic Conditional Duration Model: A Mixture-of-Normal Approach. Journal of Financial Econometrics, 9(3), 469–488.
  9. Xu, D. and T. S. Wirjanto (2010). An Empirical Characteristic Function Approach to VaR under a Mixture of Normal Distributions with Time-Varying Volatility. Journal of Derivatives, 18, 1, 39-58.
  10. Sen, A. and T. S. Wirjanto (2010). Estimating the Impacts of Taxes on the Initiation and Persistence of Youth Smoking: Empirical Evidence from Ontario, Canada. Health Economics, 19, 1264–1280.
  11. Insley, M. C. and T. S. Wirjanto (2010). Contrasting Two Approaches in Real Options Valuation: Contingent Claims versus Dynamic Programming. Journal of Forest Economics, 16(2), 157-176.
  12. DeJuan, J. P., J. J. Seater, and T. S. Wirjanto (2010). Testing the Stochastic Implications of Permanent Income Hypothesis Using Canadian Provincial Data. Oxford Bulletin of Economics and Statistics, 72 (1), 89-108.
  13. Zhang, F., Y. Y. Tian and T. S. Wirjanto (2009). Empirical Tests of the Float Adjusted Return Model. Finance Research Letters 6, 219-229.
  14. Ning, C. and T. S. Wirjanto (2009). Extreme Return-Volume Dependence in East-Asian Stock Markets: A Copula Approach. Finance Research Letters 6, 202-209.
  15. Qian, Y. Y. Tian and T. S. Wirjanto (2009). Do Publicly Listed Chinese Companies Adjust their Capital Structure toward a Target Level? China Economic Review 20, 662–676.
  16. Ning, C., Xu, D. and T. S. Wirjanto (2008). Modelling the Leverage Effect with Copulas and Realized Volatility. Finance Research Letters 5, 221-227.
  17. Shamim, A. and T. S.Wirjanto (2008). The Impact of Sales Taxation on Internet Commerce -- An empirical Analysis. Economics Letters 99, 557-560.
  18. Choi, Y. and T. S. Wirjanto (2007). An Analytic Approximation Formula for Pricing Zero-Coupon Bonds. Finance Research Letters 4, 116-126.
  19. Joseph P. DeJuan, J. Seater and T. S. Wirjanto (2006). Testing the Permanent-Income Hypothesis: New Evidence from West-German States. Empirical Economics 31, 613-629. Yousefi, A. and T. S. Wirjanto (2005). A Stylized Model of Crude Oil Price Formation. OPEC Review 29, 177-192.

Profile Details

http://artsonline.uwaterloo.ca/safprofile/view_profile.php?id=45

http://www.stats.uwaterloo.ca/Faculty/Wirjanto.shtml

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