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Day-of-the-week effect in the Taiwan foreign exchange market
Ke, Mei-Chu; Chiang, Yi-Chein; Liao, Tung Liang - In: Journal of banking & finance 31 (2007) 9, pp. 2847-2865
Persistent link: https://www.econbiz.de/10007765813
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The impact of transparency on market quality for the Taiwan Stock Exchange
Ke, Mei-Chu; Huang, Yen-Sheng; Liao, Tung Liang; Wang, … - In: International review of economics & finance : IREF 27 (2013), pp. 330-344
Persistent link: https://www.econbiz.de/10010104868
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Are technical trading strategies still profitable? Evidence from the Taiwan Stock Index Futures Market
Chiang, Yi-Chein; Ke, Mei-Chu; Liao, Tung Liang; Wang, … - In: Applied financial economics 22 (2012) 12, pp. 955-966
Persistent link: https://www.econbiz.de/10009837725
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Testing PSR Filters with the Stochastic Dominance Approach
Liao, Tung Liang; Shyan-Rong Chou, Peter - In: The journal of portfolio management : a publication of … 21 (1995) 3, pp. 85-91
Persistent link: https://www.econbiz.de/10006593629
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Evaluating hedging strategies in the foreign exchange market with the stochastic dominance approach
Chiang, Yi-Chein; Liao, Tung Liang; Hsiao, Tse-An - In: Applied financial economics 21 (2011) 7, pp. 493-504
Persistent link: https://www.econbiz.de/10008893725
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R&D, risks and overreaction in a market with the absence of the book-to-market effect
Hung, Weifeng; Chiao, Chaoshin; Liao, Tung Liang; … - In: International review of economics & finance : IREF 22 (2012) 1, pp. 11-25
Persistent link: https://www.econbiz.de/10009816957
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Closed-form valuations of basket options using a multivariate normal inverse Gaussian model
Wu, Yang-Che; Liao, Szu-Lang; Shyu, So-De - In: Insurance / Mathematics & economics 44 (2009) 1, pp. 95-102
Persistent link: https://www.econbiz.de/10008212893
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Catastrophe risk management with counterparty risk using alternative instruments
Wu, Yang-Che; Chung, San-Lin - In: Insurance / Mathematics & economics 47 (2010) 2, pp. 234-246
Persistent link: https://www.econbiz.de/10008447795
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Fair valuation of mortgage insurance with current loan-to-value and debt service ratios
Wu, Yang-che; Lin, Chin-yuan - In: The IUP journal of risk & insurance 9 (2012) 1, pp. 48-61
Persistent link: https://www.econbiz.de/10010005128
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Closed-form valuations of basket options using a multivariate normal inverse Gaussian model
Wu, Yang-Che; Liao, Szu-Lang; Shyu, So-De - In: Insurance / Mathematics & economics 44 (2009) 1, pp. 95-103
Persistent link: https://www.econbiz.de/10008890300