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The relationship between herding behavior and firm size before and after the elimination of short-sale price restrictions
Chang, Chiao-yi; Shie, Fu-shuen; Yang, Shu Ling - In: Quantitative finance and economics 3 (2019) 3, pp. 526-549
Persistent link: https://www.econbiz.de/10012176590
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The nonlinear relationship between autocorrelation and volatility : the case of the Asian financial crisis
Chang, Chiao-yi; Shie, Fu-shuen - In: Applied economics letters 19 (2012) 4/6, pp. 305-311
Persistent link: https://www.econbiz.de/10009629549
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How close a relationship does a capital market have with other such markets? : the case of Taiwan from the Asian financial Crisis
Lee, Chingnun; Shie, Fu-shuen; Chang, Chiao-yi - In: Pacific-Basin finance journal 20 (2012) 3, pp. 349-362
Persistent link: https://www.econbiz.de/10009532262
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The relation between relative order imbalance and intraday futures returns : an application of the quantile regression model of Taiwan
Chang, Chiao-yi; Shie, Fu-shuen - In: Emerging markets finance & trade : a journal of the … 47 (2011) 3, pp. 69-87
Persistent link: https://www.econbiz.de/10009313728