Search Results - person:"Hsu, Hsinan"

Transaction tax and market volatility : evidence from the Taiwan futures market

Liau, Yung-shi; Wu, Yi-chen; Hsu, Hsinan - In: Journal of applied finance & banking 2 (2012) 2, pp. 45-58

This paper employs an asymmetric component generalized autoregressive conditional heteroskedasticity (AC-GARCH) model to test the relation between securities transaction tax (STT) and market volatility. Proponents of an STT argue that such a tax will reduce market volatility by discouraging the...

Persistent link: https://www.econbiz.de/10009539635

Can a path-dependent strategy outperform a path-independent strategy?

Lee, Huai-I; Hsieh, Tsung-Yu; Kuo, Wen-Hsiu; Hsu, Hsinan - In: The quarterly review of economics and finance : journal … 58 (2015), pp. 119-127

Persistent link: https://www.econbiz.de/10011574209

Transaction tax and market volatility : evidence from the Taiwan futures market

Liau, Yung-shi; Wu, Yi-chen; Hsu, Hsinan - In: Journal of applied finance & banking 2 (2012) 2, pp. 45-58

Persistent link: https://www.econbiz.de/10010009121

The optimal total costs for writing a straddle

Hsu, Hsinan; Ho, Emily - In: International journal of business and economics 11 (2012) 1, pp. 13-24

Persistent link: https://www.econbiz.de/10009702432

Portfolio insurance with ratcheted floor as a long-term asset management strategy : implications of loss aversion

Lee, Huai-i.; Hsu, Hsinan; Hu, Len-kuo; Lin, Ching-chung - In: Applied economics letters 18 (2011) 13/15, pp. 1449-1454

Persistent link: https://www.econbiz.de/10009348818

A measurement of the extent of market imperfections between markets and applications

Hsu, Hsinan; Wu, Hsing-chi; Lee, Hsien-yi; Wang, Janchung - In: Applied economics 42 (2010) 16/18, pp. 2111-2126

Persistent link: https://www.econbiz.de/10008747187

Hedge ratio stability and hedging effectiveness of time-varying hedge ratios in volatile index futures markets : evidence from the Asian financial crisis

Wang, Janchung; Hsu, Hsinan - In: Asia-Pacific journal of financial studies 39 (2010) 5, pp. 659-686

Persistent link: https://www.econbiz.de/10009231510

Feasibility of riskless hedged portfolios in imperfect markets

Hsu, Hsinan; Wang, Yaw-Bin - In: Applied economics letters 16 (2009) 10/12, pp. 1149-1153

Persistent link: https://www.econbiz.de/10003886674

Foreign investment, regulation, volatility spillovers between the futures and spot markets : evidence from Taiwan

Kuo, Wen-Hsiu; Hsu, Hsinan; Chiang, Min-Hsien - In: Applied financial economics 18 (2008) 4/6, pp. 421-430

Persistent link: https://www.econbiz.de/10003739137

A new choice of dynamic asset management : the variable proportion portfolio insurance

Lee, Huai-I.; Chiang, Min-Hsien; Hsu, Hsinan - In: Applied economics 40 (2008) 16/18, pp. 2135-2146

Persistent link: https://www.econbiz.de/10003760716