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An examination of long-term dependence in black market exchange rates in eight Pacific-Basin countries

Pan, Ming-Shiun - In: International review of economics & finance : IREF 5 (1996) 2, pp. 175-185

Persistent link: https://www.econbiz.de/10001208605

The distribution of currency futures price changes : a two-piece mixture of normals approach

Pan, Ming-Shiun - In: International review of economics & finance : IREF 4 (1995) 1, pp. 69-78

Persistent link: https://www.econbiz.de/10001178037

Do currency futures prices follow random walks?

Pan, Ming-Shiun - In: Journal of empirical finance 4 (1997) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10001224777

Market efficiency and cointegration tests for foreign currency futures markets

Chan, Kam C. - In: Journal of international financial markets, … 2 (1992) 1, pp. 79-89

Persistent link: https://www.econbiz.de/10001127305

Market efficiency and cointegration : some evidence in Pacific-Basin black exchange markets

Chan, Kam C. - In: Journal of economics and finance 21 (1997) 1, pp. 25-31

Persistent link: https://www.econbiz.de/10001248744

Divergent expectation and cross correlation in Asian emerging market closed-end country funds

Chan, Kam C.; Wright, David J.; Pan, Ming-Shiun - In: Journal of emerging markets 6 (2001) 2, pp. 52-59

Persistent link: https://www.econbiz.de/10001651610

An empirical analysis of stock prices in major Asian markets and the United States

Chan, Kam C. - In: The financial review : the official publication of the … 27 (1992) 2, pp. 289-307

Persistent link: https://www.econbiz.de/10001143745

International Interest Rate Linkage: Evidence from the Money Markets in the United Kingdom

Fung, Hung-Gay; Lee, Wai; Pan, Ming-Shiun - In: Journal of multinational financial management 6 (1996) 4, pp. 59-72

Persistent link: https://www.econbiz.de/10007134093

International Transmission of Stock Price Volatility: Evidence from the US and six Pacific Basin Markets

Liu, Y.Angela; Pan, Ming-Shiun; Fung, Hung-Gay - In: Journal of multinational financial management 6 (1996) 2-3, pp. 81-94

Persistent link: https://www.econbiz.de/10007135928

Divergent Expectations and the Asian Financial Crisis of 1997

Pan, Ming-Shiun - 2001

An important question concerning integration of global financial markets is whether local investors in an equity market react differently from international investors, particularly during periods of financial crisis. Considering local investors are closer to information, they might turn...

Persistent link: https://www.econbiz.de/10012788137