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Intrinsic bubbles and Granger causality in the S&P 500 : evidence from long-term data
Chen, An-sing; Cheng, Lee-Young; Cheng, Kuang-Fu - In: Journal of banking & finance 33 (2009) 12, pp. 2275-2281
Persistent link: https://www.econbiz.de/10003905518
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Asymmetrical return on equity mean reversion and catering
Chen, An-sing; Lin, Shih-chieh - In: Journal of banking & finance 35 (2011) 2, pp. 471-477
Persistent link: https://www.econbiz.de/10009244275
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Modeling time series information into option prices : an empirical evaluation of statistical projection and GARCH option pricing model
Chen, An-sing; Leung, Mark T. - In: Journal of banking & finance 29 (2005) 12, pp. 2947-2969
Persistent link: https://www.econbiz.de/10003203805
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Stock auction bidding behavior and information asymmetries : an empirical analysis using the discriminatory auction model framework
Chen, An-sing; Liaw, Gwohorng; Leung, Mark T. - In: Journal of banking & finance 27 (2003) 5, pp. 867-889
Persistent link: https://www.econbiz.de/10001752329