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Options-implied information and the momentum cycle
Liu, Ming-Yu; Chuang, Wen-I; Lo, Chien-Ling - In: Journal of financial markets 53 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10013271977
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Commonality in liquidity, liquidity distribution, and financial crisis : evidence from country ETFs
Lee, Hsiu-Chuan; Tseng, Yung-Ching; Yang, Chung-Jen - In: Pacific-Basin finance journal 29 (2014), pp. 35-58
Persistent link: https://www.econbiz.de/10010494004
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The global latent factor and international index futures returns predictability
Chang, Shu-Lien; Lee, Hsiu-chuan; Lien, Da-hsiang Donald - In: Journal of forecasting 41 (2022) 3, pp. 514-538
Persistent link: https://www.econbiz.de/10013166158
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Stock market uncertainty, volatility connectedness of financial institutions, and stock-bond return correlations
Hsu, Chih-Hsiang; Lee, Hsiu-chuan; Lien, Da-hsiang Donald - In: International review of economics & finance : IREF 70 (2020), pp. 600-621
Persistent link: https://www.econbiz.de/10012486839
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Investors' heterogeneity in beliefs, the VIX futures basis, and S&P 500 index futures returns
Lee, Hsiu-Chuan; Liao, Tzu-Hsiang; Tung, Pao-Ying - In: The journal of futures markets 37 (2017) 9, pp. 939-960
Persistent link: https://www.econbiz.de/10011950912