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評論臺灣股票市場價格群聚現象之研究 (Critique of Papers on Price Clustering in the Taiwan Stock Market)
Liu, Jen-Chang - 2016
Chinese Abstract:...
Persistent link: https://www.econbiz.de/10012987794
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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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Shared Analyst Coverage and Connected-Firm Momentum Spillover in China
Jiang, Danling; Peng, Xun; Zhu, Hongquan - 2022
Chinese Abstract: A股关联公司的股票动量溢出效应研究:...
Persistent link: https://www.econbiz.de/10013405840
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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 abnormal returns and volatility changes of those component stocks. The empirical results show that, after the removal … volatility. To reduce the possible impact on volatility, the authorities may take the activity of margin transactions into …
Persistent link: https://www.econbiz.de/10008555948
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Currency Substitution and Currency Crises
Sun, Yu-Fong; Tsaur, Tien-Wang - In: Journal of Economics and Management 3 (2007) 2, pp. 177-199
This paper investigates the relationship between the collapse timing of exchange rate regime and degree of substitutability of foreign currency for domestic currency as a medium of exchange. According to the spirit of Chen et al. (1981), Tsaur (1987), Chang et al. (1991), we set up a...
Persistent link: https://www.econbiz.de/10008555941
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Real Exchange Rate Variation and Export Revenue: Asian Evidence
Fang, Wen-Shwo; Chang, Tsang-Yao; Lai, YiHao - In: Journal of Economics and Management 3 (2007) 1, pp. 67-96
Exchange rate movements affect exports through depreciation (appreciation) and risk. Depreciation may raise exports but exchange rate risk could offset the positive effect. This paper investigates the net effect for eight Asian countries using a dynamic conditional correlation bivariate GARCH-M...
Persistent link: https://www.econbiz.de/10008555966
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中美市场的长期α与β (The Long Term α and β of Chinese and US Market)
Liu, Ruozhou - 2019
around 5%. Compared with the Chinese market, the US stock market has a higher β and a lower volatility. The annualized excess …
Persistent link: https://www.econbiz.de/10012868175
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The Motivations of Issuing Convertible Bonds - An Inquiry regarding the Sequential-Financing Hypothesis
Chen, Chun-Da; Hung, Fu-Pin; Chen, Dar-Hsin; Lin, Hsin-Ho - In: Journal of Economics and Management 4 (2008) 2, pp. 229-250
-announcement volatility of stock returns is not significantly different from the post-announcement volatility. The results also indicate that …
Persistent link: https://www.econbiz.de/10008541454
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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