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Persistent link: https://www.econbiz.de/10010249026

Systematic risk in a purely random market model : some empir. evidence for individual publ. utilities

Rahman, Abdul H. - In: The journal of financial research 10 (1987) 2, pp. 143-152

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Portfolio performance ambiguity and benchmark inefficiency revisited

Kryzanowski, Lawrence; Rahman, Abdul H. - In: The journal of asset management 9 (2008/09) 5, pp. 321-332

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Investigating the factors affecting the performance of offshore high-yield bond funds

Ni, Yensen; Huang, Paoyu; Ku, Yaochia; Chen, Yuhsin - In: International journal of financial services management … 9 (2018) 3, pp. 242-254

Persistent link: https://www.econbiz.de/10011979969

Momentum in the Chinese stock market : evidence from stochastic oscillator indicators

Ni, Yensen; Liao, Yi-Ching; Huang, Paoyu - In: Emerging markets finance & trade : a journal of the … 51 (2015), pp. 99-110

Persistent link: https://www.econbiz.de/10011603395

Investing strategies for a star industry : the case of Taiwan

Ni, Yensen; Liao, Yulu; Su, Younsen - In: Investment management and financial innovations 11 (2014) 4, pp. 49-53

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Investing strategies as continuous rising (falling) share prices released

Wu, Manhwa; Huang, Paoyu; Ni, Yensen - In: Journal of economics and finance 41 (2017) 4, pp. 763-773

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Investing bond funds in bear stock markets

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Are investors' portfolios enhanced by incorporating CTA index funds?

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Trading stocks following sharp movements in the USDX, GBP/USD, and USD/CNY

Ni, Yensen; Day, Min-Yuh; Huang, Paoyu - In: Financial innovation : FIN 6 (2020) 35, pp. 1-17

We hypothesized that sharp movement in the USDX, GBP/USD, and USD/CNY might result in stock market fluctuations owing to heightened investors’ sentiments. The subsequent performance of trading stocks right after such sharp movements in exchange rates is seldom explored in existing studies. We...

Persistent link: https://www.econbiz.de/10012295886