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Computing regression quantiles to analysis the relationship between market behavior and political risk

Wang, Yi-Hsien; Hung, Jui-Cheng; Lee, Yen-Hsien; … - In: Quality & Quantity: International Journal of Methodology 46 (2012) 4, pp. 1047-1055

Persistent link: https://www.econbiz.de/10010556981

Examining market efficiency for large- and small-capitalization of TOPIX and FTSE stock indices

Hung, Jui-Cheng; Lee, Yen-Hsien; Pai, Tung-Yueh - In: Applied Financial Economics 19 (2009) 9, pp. 735-744

This article uses parametric and nonparametric Variance Ratio (VR) tests of Lo and Mackinlay (1988) and Wright (2000) to re-examine the weak-form Efficient Market Hypothesis (EMH) for the large- and small-capitalization stock indices of TOPIX (Tokyo Stock Price Index) and FTSE (Financial Times...

Persistent link: https://www.econbiz.de/10004992244

Examining market efficiency for large and small-capitalization of TOPIX and FTSE stock indices

Hung, Jui-cheng; Lee, Yen-Hsien; Pai, Tung-Yueh - In: Applied financial economics 19 (2009) 7/9, pp. 735-744

Persistent link: https://www.econbiz.de/10003842695

A study of dynamics in market volatility indices between the US and Taiwan

Lee, Yen-Hsien; Hung, Jui-Cheng; Wang, Yi-Hsien; Huang, … - In: Investment management and financial innovations 9 (2012) 4, pp. 89-95

Persistent link: https://www.econbiz.de/10009745489

A study of dynamics in market volatility indices between the US and Taiwan

Lee, Yen-Hsien; Hung, Jui-Cheng; Wang, Yi-Hsien; Huang, … - In: Investment management and financial innovations 9 (2012) 4, pp. 89-95

Persistent link: https://www.econbiz.de/10010147427

Examining market efficiency for large- and small-capitalization of TOPIX and FTSE stock indices

Hung, Jui-Cheng; Lee, Yen-Hsien; Pai, Tung-Yueh - In: Applied financial economics 19 (2009) 9, pp. 735-744

Persistent link: https://www.econbiz.de/10008238798

Examining market efficiency for large- and small-capitalization of TOPIX and FTSE stock indices

Hung, Jui-Cheng; Lee, Yen-Hsien; Pai, Tung-Yueh - In: Applied financial economics 19 (2009) 7-9, pp. 735-744

Persistent link: https://www.econbiz.de/10008256332