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Lunar calendar effect : evidence of the Chinese Farmer's Calendar on the equity markets in East Asia
Liu, Wei-han - In: Journal of the Asia Pacific economy 18 (2013) 4, pp. 560-593
Persistent link: https://www.econbiz.de/10010204060
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National culture effects on stock market volatility level
Liu, Wei-han - In: Empirical economics : a journal of the Institute for … 57 (2019) 4, pp. 1229-1253
Persistent link: https://www.econbiz.de/10012115296
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Portfolio management using time-varying vine copula : an application on the G7 equity market indices
Nguyen, Phong Minh; Liu, Wei-Han - In: The European journal of finance 29 (2023) 11, pp. 1303-1329
Persistent link: https://www.econbiz.de/10014323006