Narrow search
Showing 1 - 4 of 4
Cover Image
Predicting volatility using the Markov-switching multifractal model: Evidence from S&P 100 index and equity options
Chuang, Wen-I; Huang, Teng-Ching; Lin, Bing-Huei - In: The North American journal of economics and finance : a … 25 (2013), pp. 168-187
Persistent link: https://www.econbiz.de/10010134048
Cover Image
The performance of the contrarian strategy and the momentum strategy in the Asia Pacific region
Liu, Yu-lun; Wang, Kuei-yuan; Peng, Su-chun; Huang, … - In: The International journal of finance 20 (2008) 3, pp. 4863-4883
Persistent link: https://www.econbiz.de/10009889391
Cover Image
International cross listings, valuation effects, and company characteristics : evidence from Taiwan
Peng, Su-chun; Wang, Kuei-yuan; Huang, Yen-sheng - In: Journal of emerging markets 12 (2007) 3, pp. 7-20
Persistent link: https://www.econbiz.de/10009894133
Cover Image
Market states and the profitability of momentum strategies: evidence from the Taiwan stock exchange
Wang, Kuei-yuan; Jiang, Ching-hai; Huang, Yen-sheng - In: The international journal of business and finance … 3 (2009) 1, pp. 89-102
Persistent link: https://www.econbiz.de/10009897443