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Retrieving almost stochastic Dominance momentum in Taiwan stock market
Chiang, Mi-Hsiu; Chiu, Hsin-Yu; Hsu, Yu-Chin - In: Pacific-Basin finance journal 83 (2024), pp. 1-26
Persistent link: https://www.econbiz.de/10014491182
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Determining bid-ask prices for options with stochastic illiquidity and applications to index options
Chuang, Ming-Che; Tsai, Jeffrey Tzuhao - In: Pacific-Basin finance journal 84 (2024), pp. 1-22
Persistent link: https://www.econbiz.de/10014534554
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Does the momentum gap explain momentum in Taiwan?
Lin, Chaonan; Ko, Kuan-Cheng; Yang, Nien-Tzu - In: Pacific-Basin finance journal 72 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10013370560
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Signed momentum in the Chinese stock market
Gao, Ya; Guo, Bin; Xiong, Xiong - In: Pacific-Basin finance journal 68 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10013332780
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Asset pricing models in the presence of higher moments : theory and evidence from the U.S. and China stock market
Hu, Debao; Li, Xin; Xiang, George; Zhou, Qiyao - In: Pacific-Basin finance journal 79 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014463246
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Momentum : evidence and insights 30 years later
Jegadeesh, Narasimhan; Titman, Sheridan - In: Pacific-Basin finance journal 82 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014463350
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Is wine a good choice for investment?
Bouri, Elie; Gupta, Rangan; Wong, Wing Keung; Zhu, Zhenzhen - In: Pacific-Basin finance journal 51 (2018), pp. 171-183
Persistent link: https://www.econbiz.de/10012035143
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Who should choose the money managers? : institutional sponsors' equity manager performance
Han, Min Yeon; Jun, Sang Gyung; Oh, Ji Yeol Jimmy; … - In: Pacific-Basin finance journal 78 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014463797
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Higher-order beliefs and risky asset holdings
Gorodnichenko, Yuriy; Yin, Xiao - 2024
Persistent link: https://www.econbiz.de/10014565092
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The financial origins of non-fundamental risk
Acharya, Sushant; Dogra, Keshav; Singh, Sanjay R. - 2021
Persistent link: https://www.econbiz.de/10013188054