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Response asymmetries in Asian stock markets
Doong, Shuh-Chyi; Yang, Sheng-Yung; Chiang, Thomas C. - In: Review of Pacific Basin financial markets and policies 8 (2005) 4, pp. 637-657
Persistent link: https://www.econbiz.de/10003280288
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Inter-day return and volatililty dynamics between Japanese ADRs and their underlying securities
Yang, Sheng-Yung - In: Applied financial economics 17 (2007) 10/12, pp. 837-853
Persistent link: https://www.econbiz.de/10003538009
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Empirical analysis of stock returns and volatility : evidence from seven Asian stock markets based on TAR-GARCH model
Chiang, Thomas C.; Doong, Shuh-Chyi - In: Review of quantitative finance and accounting 17 (2001) 3, pp. 301-318
Persistent link: https://www.econbiz.de/10001748169
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Empirical analysis of real and financial volatilities on stock excess returns : evidence from Taiwan industrial data
Chiang, Thomas C.; Doong, Shuh-Chyi - In: Global finance journal 10 (1999) 2, pp. 187-200
Persistent link: https://www.econbiz.de/10001493043
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Dynamic stock-bond return correlations and financial market uncertainty
Chiang, Thomas C.; Li, Jiandong; Yang, Sheng-Yung - In: Review of quantitative finance and accounting 45 (2015) 1, pp. 59-88
Persistent link: https://www.econbiz.de/10011333137
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International asset excess returns and multivariate conditional volatilities
Chiang, Thomas C.; Yang, Sheng-Yung - In: Review of quantitative finance and accounting 24 (2005) 3, pp. 295-312
Persistent link: https://www.econbiz.de/10002851961
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Stock and bond return relations and stock market uncertainty : evidence from wavelet analysis
Lin, Fu-Lai; Yang, Sheng-Yung; Marsh, Terry Alan; Chen, … - In: International review of economics & finance : IREF 55 (2018), pp. 285-294
Persistent link: https://www.econbiz.de/10012033480