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The bivariate GARCH approach to investigating the relation between stock returns, trading volume, and return volatility
Chuang, Wen-i; Liu, Hsiang-hsi; Susmel, Rauli - In: Global finance journal 23 (2012) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10009631295
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Nonlinear relationships and volatility spillovers among house prices, interest rates and stock market prices
Liu, Hsiang-Hsi; Chen, Sheng-Hung - In: International journal of strategic property management 20 (2016) 4, pp. 371-383
Persistent link: https://www.econbiz.de/10011684548
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Dynamical volatility and correlation among US stock and treasury bond cash and futures markets in presence of financial crisis : a copula approach
Liu, Hsiang-Hsi; Wang, Teng-Kun; Li, Weny - In: Research in international business and finance 48 (2019), pp. 381-396
Persistent link: https://www.econbiz.de/10012135956
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Disposition effect and contrarian/momentum behavior of stock traders
Liu, Hsiang-Hsi; Hung, Pi-Hsia; Huang, Tzu-Hu - In: Advances in Pacific Basin business, economics and finance 11 (2023), pp. 41-67
Persistent link: https://www.econbiz.de/10014338166
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Including more information content to enhance the value at risk estimation for real estate investment trusts
Lu, Jin-ray; Hwang, Chiang-chang; Chen, Yi-chun; Wen, … - In: International journal of financial research 4 (2013) 3, pp. 25-34
Persistent link: https://www.econbiz.de/10010205099