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Artificial momentum, native contrarian, and transparency in China

Lin, Hung-Wen; Hung, Mao-Wei; Huang, Jing-Bo - In: Computational economics 51 (2018) 2, pp. 263-294

Persistent link: https://www.econbiz.de/10011963668

An intertemporal CAPM approach to evaluate mutual fund performance

Chang, Jow-ran; Hung, Mao-Wei; Lee, Cheng F. - In: Review of quantitative finance and accounting 20 (2003) 4, pp. 415-433

Persistent link: https://www.econbiz.de/10001773915

Pacific Basin stock markets and international capital asset pricing

Jan, Yin-Ching; Chou, Peter Shyan-rong; Hung, Mao-Wei - In: Global finance journal 11 (2000) 1/2, pp. 1-16

Persistent link: https://www.econbiz.de/10001545834

The world price of exchange risk in the Pacific Basin equity markets

Chou, Peter Shyan-rong; Jan, Yin-ching; Hung, Mao-Wei - In: Applied financial economics 12 (2002) 5, pp. 361-370

Persistent link: https://www.econbiz.de/10001688812

Why are REIT Risk Premiums Currently so High? A Beta Decomposition Perspective

Hung, Mao-Wei; Wang, Ken P. Y.; Yen, Ju-Fang - 2023

The risk premiums on real estate investment trusts (REITs) have exceeded and remained higher than those of stocks since the financial crisis of 2007--2008. In this paper, we investigate the reason why. Using the Campbell-Shiller beta decomposition, we find that REIT returns are more sensitive to...

Persistent link: https://www.econbiz.de/10014257982

Stock market alphas help predict macroeconomic innovations

Hung, Mao-Wei; Yeh, Andy Jia-Yuh - In: Macroeconomic dynamics 28 (2024) 3, pp. 612-646

Persistent link: https://www.econbiz.de/10014519888