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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

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/10003842695

Foreign ownership, return volatility, and investment opportunities

Lee, Yen-Hsien; Pai, Tung-Yueh; Huang, Ya-Ling; Lin, Yu-Shan - In: Investment management and financial innovations 12 (2015) 4, pp. 61-69

Persistent link: https://www.econbiz.de/10011575003

Friends or enemies? : foreign investors in Taiwan

Lin, Cho-min; Lee, Yen-Hsien; Chiu, Chien-liang - In: Applied economics letters 17 (2010) 10/12, pp. 977-982

Persistent link: https://www.econbiz.de/10008698469

Nonlinear adjustment of short-term deviations impacts on the US real estate market

Lee, Yen-Hsien; Chiu, Chien-Liang - In: Applied economics letters 17 (2010) 4/6, pp. 597-603

Persistent link: https://www.econbiz.de/10003980268

Arbitrage behaviour in the exchange rates of Taiwan and Japan : applying the smooth transition vector error correction model with GJR-GARCH and spillover volatility

Lee, Yen-Hsien; Chiu, Chien-liang - In: Applied economics 43 (2011) 13/15, pp. 1935-1943

Persistent link: https://www.econbiz.de/10009240247

Structural changes in foreign investors' trading behavior and the corresponding impact on Taiwan's stock market

Lin, Cho-min; Lee, Yen-Hsien; Chiu, Chien-liang - In: Research in international business and finance 23 (2009) 1, pp. 78-89

Persistent link: https://www.econbiz.de/10003802253

The impact of deregulation on stock market efficiency

Lee, Yen-Hsien - In: The international journal of business and finance … 4 (2010) 2, pp. 165-176

Persistent link: https://www.econbiz.de/10003958953

Does the US fear gauge impact on the investor fear gauge in the emerging markets?

Lee, Yen-Hsien - In: Journal of emerging market finance 14 (2015) 3, pp. 197-209

Persistent link: https://www.econbiz.de/10011429890

Global and regional range-based volatility spillover effects

Lee, Yen-Hsien - In: Emerging markets review 14 (2013), pp. 1-10

Persistent link: https://www.econbiz.de/10009727970

An international analysis of REITs and stock portfolio management based on dynamic conditional correlation models

Lee, Yen-Hsien - In: Financial markets and portfolio management 28 (2014) 2, pp. 165-180

Persistent link: https://www.econbiz.de/10010358299

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