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Testing leverage and spillover effects in precious metal ETFs

Chen, Jo-hui; Do Thi Van Trang - In: Theoretical economics letters 8 (2018) 3, pp. 197-212

Persistent link: https://www.econbiz.de/10011822542

The impact of earnings management on market liquidity

Do Thi Van Trang; Dinh Hong Linh - In: Investment management and financial innovations 17 (2020) 2, pp. 389-396

Persistent link: https://www.econbiz.de/10012303242

The forecasting of consumer exchange-traded funds (ETFs) via grey relational analysis (GRA) and artificial neural network (ANN)

Malinda, Maya; Chen, Jo-hui - In: Empirical economics : a quarterly journal of the … 62 (2022) 2, pp. 779-823

Persistent link: https://www.econbiz.de/10012819493

The spillover, risk and leverage effects of smart beta management exchange-traded fund (ETF)

Chen, Jo-hui; Edwards, Nicholas - In: Global economy journal : GEJ 21 (2021) 3, pp. 2150016-1-2150016-24

Persistent link: https://www.econbiz.de/10013174928

The performance of dividend ETFs : the study of the spillover and leverage effects

Chen, Jo-hui; Dang Trung Kien - In: Theoretical economics letters 9 (2019) 3, pp. 499-510

Persistent link: https://www.econbiz.de/10012395468

The spillover and leverage effects of equity exchange-traded notes (ETNs)

Chen, Jo-hui; Diaz, John Francis - In: Global economy journal : GEJ 19 (2019) 3, pp. 1950013-1-17

Persistent link: https://www.econbiz.de/10012201280

Application of grey relational analysis and artificial neural networks on currency exchange-traded notes (ETNs)

Chen, Jo-hui; Diaz, John Francis T. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 2, pp. 1-17

Persistent link: https://www.econbiz.de/10012507438

Cryptocurrency, profitability, and tweeter : a MGARCH framework

Chen, Jo-hui; Hussain, Sabbor; Cheng, Yun-Chen - In: Global economy journal : GEJ 21 (2021) 4, pp. 1-30

Persistent link: https://www.econbiz.de/10013556969

The study of renewable energy and economic development

Chen, Jo-hui; Cheng, Yun-Chen - In: Studies in economics and finance 40 (2023) 1, pp. 86-111

Persistent link: https://www.econbiz.de/10013503884

Grey Relational Analysis and Neural Network Forecasting of REIT returns

Chen, Jo-Hui; Chang, Ting-Tzu; Ho, Chao-Rung; Diaz, … - In: Quantitative Finance 14 (2014) 11, pp. 2033-2044

This study employs the Grey Relational Analysis (GRA) and Artificial Neural Network (ANN) to measure the impact of key elements on the forecasting performance of real estate investment trust (REIT) returns. To manage risks from a real estate price bubble, the findings of GRA suggest that the...

Persistent link: https://www.econbiz.de/10010953671