Similar Search Results

The relationship between European convertible bond issues and corporate governance : a study of electronics companies in Taiwan

Huang, Jen-hung; Huang, Hyley; Lee, Cheng F. - In: Review of Pacific Basin financial markets and policies 12 (2009) 2, pp. 309-359

Persistent link: https://www.econbiz.de/10003871589

The dynamic dependence between the Chinese market and other international stock markets : a time-varying copula approach

Wang, Kehluh; Chen, Yi-Hsuan; Huang, Szu-wei - In: International review of economics & finance : IREF 20 (2011) 4, pp. 654-664

Persistent link: https://www.econbiz.de/10009303893

Downside risk and stock returns : an empirical analysis of the long-run and short-run dynamics from the G-7 Countries

Chen, Cathy Yi-Hsuan; Chiang, Thomas C.; Härdle, Wolfgang - 2016

This paper presents presents presents a fractionally cointegrated vector autoregression (FCVAR) (FCVAR) (FCVAR) (FCVAR) model to examine to examine to examine to examine to examine to examine to examine various relations between stock returns and downside risk. Evidence from major advanced...

Persistent link: https://www.econbiz.de/10011437764

Downside risk and stock returns in the G7 countries : an empirical analysis of their long-run and short-run dynamics

Chen, Yi-Hsuan; Chiang, Thomas C.; Härdle, Wolfgang - In: Journal of banking & finance 93 (2018), pp. 21-32

Persistent link: https://www.econbiz.de/10011964613

Textual sentiment, option characteristics, and stock return predictability

Chen, Cathy Yi-Hsuan; Fengler, Matthias; Härdle, Wolfgang - 2018

Persistent link: https://www.econbiz.de/10011912921

Empirical analysis of the intertemporal relationship between downside risk and expected returns : evidence from time-varying transition probability models

Chen, Cathy Yi-Hsuan; Chiang, Thomas C. - In: European financial management : the journal of the … 22 (2016) 5, pp. 749-796

Persistent link: https://www.econbiz.de/10011713148

Media-expressed tone, option characteristics, and stock return predictability

Chen, Yi-Hsuan; Fengler, Matthias; Härdle, Wolfgang; … - In: Journal of economic dynamics & control 134 (2022), pp. 1-22

Persistent link: https://www.econbiz.de/10013384809