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THE ABSENCE OF THE BOOK-TO-MARKET EFFECT IN THE TAIWAN STOCK MARKET: A DECOMPOSITION APPROACH

CHIAO, CHAOSHIN; HUNG, WEIFENG; YAO, CHUN - In: The Japanese economic review : the journal of the … 61 (2010) 2, pp. 289-300

Persistent link: https://www.econbiz.de/10008418193

INSTITUTIONAL TRADING AND OPENING PRICE BEHAVIOR: EVIDENCE FROM A FAST‐EMERGING MARKET

Chiao, Chaoshin; Hung, Weifeng; Lee, Cheng F. - In: The journal of financial research : a publ. of the … 34 (2011) 1, pp. 131-155

Persistent link: https://www.econbiz.de/10008887839

Testing the expectations theory of the term structure of interest rates using model-selection methods

Chao, John C.; Chiao, Chaoshin - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 2 (1997) 4, pp. 95-108

Persistent link: https://www.econbiz.de/10009949719

R&D, risks and overreaction in a market with the absence of the book-to-market effect

Hung, Weifeng; Chiao, Chaoshin; Liao, Tung Liang; … - In: International review of economics & finance : IREF 22 (2012) 1, pp. 11-25

Persistent link: https://www.econbiz.de/10009816957

Testing the Expectations Theory of the Term Structure of Interest Rates Using Model-Selection Methods

Chao John C.; Chaoshin, Chiao - In: Studies in Nonlinear Dynamics & Econometrics 2 (1998) 4, pp. 1-16

In this paper, we propose a model-selection approach to testing the expectations theory of the term structure of interest rates. Our method is based on the posterior information criterion (PIC) developed and analyzed by Phillips and Ploberger (1994, 1996) and extended to provide order estimation...

Persistent link: https://www.econbiz.de/10008557593

Market Liberalization and Exchange-Rate Exposure: The Case of Taiwanese Exporting Firms

Chiao, C.; Hung, K.; Nwanna, G.I. - In: Economia internazionale 54 (2001) 2, pp. 137-162

Persistent link: https://www.econbiz.de/10007668749