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Volatility forecast of country ETF : the sequential information arrival hypothesis
Tseng, Tseng-Chan
;
Lee, Chien-chiang
;
Chen, Mei-Ping
- In:
Economic modelling
47
(
2015
),
pp. 228-234
Persistent link: https://www.econbiz.de/10011439071
Saved in:
2
The effects of investor attention and policy uncertainties on cross-border country exchange-traded fund returns
Lee, Chien-chiang
;
Chen, Mei-Ping
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 830-852
Persistent link: https://www.econbiz.de/10012630771
Saved in:
3
The effects of U.S. unconventional monetary policy on Asian stock markets
Lee, Chien-chiang
;
Chen, Mei-Ping
;
Huang, Chun-Chie
- In:
The Singapore economic review : journal of the Economic …
65
(
2020
)
4
,
pp. 917-945
Persistent link: https://www.econbiz.de/10012509364
Saved in:
4
Investor attention, ETF returns, and country-specific factors
Lee, Chien-chiang
;
Chen, Mei-Ping
;
Lee, Chi-Chuan
- In:
Research in international business and finance
56
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013267884
Saved in:
5
The relationship between spot and futures oil prices : do structural breaks matter?
Chen, Pei-fen
;
Lee, Chien-chiang
;
Zeng, Jhih-hong
- In:
Energy economics
43
(
2014
),
pp. 206-217
Persistent link: https://www.econbiz.de/10010504823
Saved in:
6
Twitter's daily happiness sentiment, economic policy uncertainty, and stock index fluctuations
Chen, Wen-Yi
;
Chen, Mei-Ping
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013539078
Saved in:
7
Information spillover effect between RMB and its reference currencies
Huang, Junjie
;
Chen, Pei-Fen
- In:
The empirical economics letters : a monthly …
14
(
2015
)
3
,
pp. 273-282
Persistent link: https://www.econbiz.de/10011311159
Saved in:
8
The dynamic correlation between China's policy uncertainty and the crude oil market : a time-varying analysis
Wang, En-Ze
;
Lee, Chien-chiang
- In:
Emerging markets, finance & trade : a journal of the …
58
(
2022
)
3
,
pp. 692-709
Persistent link: https://www.econbiz.de/10012821599
Saved in:
9
GDP volatility implication of tourism volatility in South Africa : a time-varying approach
Lee, Chien-chiang
;
Olasehinde-Williams, Godwin O
; …
- In:
Tourism economics : the business and finance of tourism …
28
(
2022
)
2
,
pp. 435-450
Persistent link: https://www.econbiz.de/10013176781
Saved in:
10
The role of high-frequency data in volatility forecasting : evidence from the China stock market
Liu, Min
;
Lee, Chien-chiang
;
Choo, Wei Chong
- In:
Applied economics
53
(
2021
)
22
,
pp. 2500-2526
Persistent link: https://www.econbiz.de/10012501284
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