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Is twin behavior of Nikkei 225 index futures the same?

Lee, Ming-Chih; Chiu, Chien-Liang; Lee, Yen-Hsien - In: Physica A: Statistical Mechanics and its Applications 377 (2007) 1, pp. 199-210

This study adopts the autoregressive conditional jump intensity (ARJI) model proposed by Chan and Maheu [J. Business Econ. Stat. 20 (2002) 377–389] to investigate the impact of news on SIMEX-Nikkei 225 and CME-Nikkei 225 (regards it as the twins). Empirical results demonstrate that the twins...

Persistent link: https://www.econbiz.de/10010873472

Do foreign trading patterns cause abnormal information from Taiwanese stock markets?

Lee, Ming-chih; Lee, Yen-Hsien - In: Applied economics letters 15 (2008) 13/15, pp. 1219-1224

Persistent link: https://www.econbiz.de/10003801378

CEO characteristics enhancing the impact of CEO overconfidence on firm value after mergers and acquisitions : a case study in China

Tang, Chia-Hsien; Lee, Yen-Hsien; Lee, Ming-chih; … - In: Review of Pacific Basin financial markets and policies 23 (2020) 1, pp. 2050003-1-2050003-19

Persistent link: https://www.econbiz.de/10012299659

The determinants of positive feedback trading behaviors in Bitcoin markets

Wang, Jying-Nan; Lee, Yen-Hsien; Liu, Hung-Chun; Lee, … - In: Finance research letters 45 (2022), pp. 1-7

Persistent link: https://www.econbiz.de/10014574911

Global and regional range-based volatility spillover effects

Lee, Yen-hsien - In: Emerging markets review 14 (2013), pp. 1-10

Persistent link: https://www.econbiz.de/10010117065

The impact of deregulation on stock market efficiency

Lee, Yen-hsien - In: The international journal of business and finance … 4 (2010) 2, pp. 165-176

Persistent link: https://www.econbiz.de/10009897476

A dynamic correlation analysis of international investor sentiments during the sub-prime mortgage crisis

Lee, Yen-hsien - In: The International journal of finance 23 (2011) 4, pp. 7018-7033

Persistent link: https://www.econbiz.de/10010039048

An empirical analysis of nonlinear dynamics relationship between the United States and Taiwan stock markets

Lee, Yen-Hsien - In: Zagreb international review of economics & business 15 (2012) 1, pp. 89-101

Persistent link: https://www.econbiz.de/10010236568

A dynamic correlation analysis of international investor sentiments during the sub-prime mortgage crisis

Lee, Yen-Hsien - In: The international journal of finance 23 (2011) 4, pp. 7018-7033

Persistent link: https://www.econbiz.de/10009655889

Global and regional range-based volatility spillover effects

Lee, Yen-Hsien - In: Emerging markets review 14 (2013), pp. 1-10

Persistent link: https://www.econbiz.de/10009727970