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Liquidity and yield curve estimation
Tsai, Shih-chuan - In: Emerging markets finance & trade : a journal of the … 48 (2012) 5, pp. 4-24
Persistent link: https://www.econbiz.de/10009761583
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Behavioral investment strategy matters : a statistical arbitrage approach
Sun, David S.; Tsai, Shih-chuan; Wang, Wei - In: Emerging markets finance & trade : a journal of the … 49 (2013), pp. 47-61
Persistent link: https://www.econbiz.de/10010204877
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What factors are associated with stock price jumps in high frequency?
Ahn, Yongkil; Tsai, Shih-Chuan - In: Pacific-Basin finance journal 68 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10013332479