User profiles for T. S. Wirjanto
 | Tony S. WirjantoDepartment of Statistics & Actuarial Science, University of Waterloo Verified email at uwaterloo.ca Cited by 3037 |
Do foreigners facilitate information transmission in emerging markets?
Using the degree of accessibility of foreign investors to emerging stock markets, or investibility,
as a proxy for the extent of foreign investments, we assess whether investibility has a …
as a proxy for the extent of foreign investments, we assess whether investibility has a …
Do Chinese publicly listed companies adjust their capital structure toward a target level?
Y Qian, Y Tian, TS Wirjanto - China Economic Review, 2009 - Elsevier
We study the determinants of capital structure for 650 Chinese publicly listed companies
over the period from 1999 to 2004. We posit that a firm's decision on capital structure is …
over the period from 1999 to 2004. We posit that a firm's decision on capital structure is …
The empirical role of the exchange rate on the crude-oil price formation
A Yousefi, TS Wirjanto - Energy Economics, 2004 - Elsevier
This paper adopts a novel empirical approach to the crude-oil price formation for the
purpose of understanding the price reactions of OPEC member countries to changes in the …
purpose of understanding the price reactions of OPEC member countries to changes in the …
Path dependence of dynamic information technology capability: An empirical investigation
… WirJanTo is a professor at the university of Waterloo. He holds a ph.D. … 46 LIM,
STraTOpOuLOS, aND WIrJaNTO … 48 LIM, STraTOpOuLOS, aND WIrJaNTO …
STraTOpOuLOS, aND WIrJaNTO … 48 LIM, STraTOpOuLOS, aND WIrJaNTO …
Sustainability of a firm's reputation for information technology capability: The role of senior IT executives
… WIRJANTO is a professor of finance and statistics at the university of Waterloo. He holds a
Ph.D. … 58 LIM, STrATOPOuLOS, AND WIrJANTO … 60 LIM, STrATOPOuLOS, AND WIrJANTO …
Ph.D. … 58 LIM, STrATOPOuLOS, AND WIrJANTO … 60 LIM, STrATOPOuLOS, AND WIrJANTO …
Role of IT executives in the firm's ability to achieve competitive advantage through IT capability
Contrary to prior studies that have tried to examine the role of IT capabilities (ITC) on firm
performance in isolation from the role of senior IT executives, we propose that the two are linked…
performance in isolation from the role of senior IT executives, we propose that the two are linked…
Intratemporal substitution and government spending
RA Amano, TS Wirjanto - Review of Economics and Statistics, 1997 - direct.mit.edu
In this paper, we examine the idea that a general model of consumption should allow for the
direct effect of government expenditures in a two-good permanent-income model. We show, …
direct effect of government expenditures in a two-good permanent-income model. We show, …
Government expenditures and the permanent-income model
RA Amano, TS Wirjanto - Review of Economic Dynamics, 1998 - Elsevier
There is a substantial empirical literature which examines the relationship between private
and public consumption. The conclusions from this literature, however, are generally mixed. …
and public consumption. The conclusions from this literature, however, are generally mixed. …
[PDF][PDF] The accrual volatility anomaly
…, AG Huang, TS Wirjanto - … Manuscript, University of …, 2010 - researchgate.net
We find that quarterly cash flow shocks are more likely to be offset by contemporaneous
accruals than to be reported as earnings. We examine the pricing implications of a consistent …
accruals than to be reported as earnings. We examine the pricing implications of a consistent …
Is volatility clustering of asset returns asymmetric?
Volatility clustering is a well-known stylized feature of financial asset returns. This paper
investigates asymmetric pattern in volatility clustering by employing a univariate copula …
investigates asymmetric pattern in volatility clustering by employing a univariate copula …