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均值方差均衡下的证券价格 : CAPM 再认识 (Security Prices in Mean-Variance Equilibrium: A Further Study on CAPM)
Chen, Deng-Ta - 2020
mistake that the return of market portfolio is assumed to be exogenous, the risk-return characteristics is a concept from the …
Persistent link: https://www.econbiz.de/10012853093
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有限关注度下科技关联的定价作用 (The Role of Technological Links in Asset Pricing Under Limited Attention Assumption)
Li, Xuquan - 2019
Chinese Abstract:...
Persistent link: https://www.econbiz.de/10012860303
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持有成本与期货最优套期保值 (The Cost of Carry and the Optimal Hedge in Futures Market)
Chen, Deng-Ta - 2018
Chinese Abstract:...
Persistent link: https://www.econbiz.de/10012930120
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The Market Responses to Earnings Seasonality : Evidence from Chinese A-Share Market
He, Yujin; Jiang, Danling; Zhu, Hongquan - 2022
Chinese Abstract:...
Persistent link: https://www.econbiz.de/10013321517
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Impact of Taiwan Top 50 ETF on the Liquidity of the Constituents of the Taiwan 50 Index
Lin, Ching-Chung; Chiang, Min-Hsien; Chan, Shih-Ju; … - In: Journal of Economics and Management 2 (2006) 2, pp. 187-205
Taiwan Top 50 Tracker Fund (TTT) is the first Exchange Traded Fund (ETF) in Taiwan. This study investigates the impact of TTT on the liquidity of the constituent stocks. The empirical result coincides with the expectation of arbitrage hypothesis that the liquidity of the constituents is...
Persistent link: https://www.econbiz.de/10008555938
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The Policy Effects of Lifting the Short-Sale Price Restriction on Stock Price Behaviors
Chan, Shih-Ju; Lin, Ching-Chung; Kuo, Wen-Hsiu - In: Journal of Economics and Management 4 (2008) 2, pp. 203-228
The restriction of short-sale prices, which stated that short-sale prices must not be lower than the closing price of the previous trading day, no longer applies to the constituent stocks of the Taiwan Top 50 Index. This study investigates the abnormal returns and volatility changes of those...
Persistent link: https://www.econbiz.de/10008555948
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Auswirkungen der Finanzsektorreformen auf die Markt- und Risikopolitik chinesischer Geschäftsbanken
Zhang, Kaiyu - 1997
Persistent link: https://www.econbiz.de/10000633951
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Auswirkungen der Finanzsektorreformen auf die Markt- und Risikopolitik chinesischer Geschäftsbanken
Zhang, Kaiyu - 1997
Persistent link: https://www.econbiz.de/10004325128