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A GMM approach for estimation of volatility and regression models when daily prices are subject to price limits
Wei, K. C. John; Chiang, Raymond - In: Pacific-Basin finance journal 12 (2004) 4, pp. 445-461
Persistent link: https://www.econbiz.de/10002145026
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Some further theoretical and empirical implications regarding the relationship between earnings, dividends and stock prices
Chiang, Raymond - In: Journal of banking & finance 21 (1997) 1, pp. 17-35
Persistent link: https://www.econbiz.de/10001213058
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Modelling mean reversion of asset prices towards their fundamental value
Chiang, Raymond - In: Journal of banking & finance 19 (1995) 8, pp. 1327-1340
Persistent link: https://www.econbiz.de/10001191467
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Some further theoretical and empirical implications regarding the relationship between earnings, dividends and stock prices
Chiang, Raymond; Davidson, Ian; Okunev, John - 1996
Persistent link: https://www.econbiz.de/10000985878