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Asymmetric information transmission between a transition economy and the U.S. market: evidence from the Warsaw Stock Exchange

Tse, Yiuman; Wu, Chunchi; Young, Allan - In: Global finance journal 14 (2003) 3, pp. 319-332

Persistent link: https://www.econbiz.de/10007652263

An explanation of the volatility disparity between the domestic and foreign shares in the Chinese stock markets

He, Yan; Wu, Chunchi; Chen, Yea-Mow - In: International review of economics & finance : IREF 12 (2003) 2, pp. 171-186

Persistent link: https://www.econbiz.de/10007657047

The information content in trades of inactive Nasdaq stocks

Chen, Peter; Man, Kasing; Wu, Chunchi - In: Journal of entrepreneurial finance : JEF ; official … 8 (2003) 2, pp. 25-53

In this paper we analyze the frequency and information content of small Nasdaq stock trades and their impacts on return volatility at the intraday interval. We employ an autoregressive conditional duration (ACD) model to estimate the intensity of the arrival and information content of trades by...

Persistent link: https://www.econbiz.de/10009958392

Are corporate bond market returns predictable?

Hong, Yongmiao; Lin, Hai; Wu, Chunchi - In: Journal of banking & finance 36 (2012) 8, pp. 2216-2233

Persistent link: https://www.econbiz.de/10009983746

Price Discovery in the U.S. Treasury Market: Automation vs. Intermediation

Man, Kasing; Wang, Junbo; Wu, Chunchi - In: Management science : journal of the Institute for … 59 (2013) 3, pp. 695-714

Persistent link: https://www.econbiz.de/10010089336

Domestic versus foreign equity shares: Which are more costly to trade in the Chinese market?

He, Yan; Wang, Junbo; Wu, Chunchi - In: International review of economics & finance : IREF 27 (2013), pp. 465-481

Persistent link: https://www.econbiz.de/10010104877

LIQUIDITY RISK AND MOMENTUM SPILLOVER FROM STOCKS TO BONDS

Lin, Hai; Wang, Junbo; Wu, Chunchi - In: The journal of fixed income 23 (2013) 1, pp. 5-42

Persistent link: https://www.econbiz.de/10010158130

Rational Expectations, Information Signalling and Dividend Adjustment to Permanent Earnings

Kao, Chihwa; Wu, Chunchi - In: The review of economics and statistics 76 (1994) 3, pp. 490-502

Persistent link: https://www.econbiz.de/10006409532

Trade Disclosure, Information Learning and Securities Market Performance

Wu, Chunchi; Zhang, Wei - In: Review of quantitative finance and accounting 18 (2002) 1, pp. 21-38

Persistent link: https://www.econbiz.de/10007168938

A Neural Network Approach for Analyzing Small Business Lending Decisions

Wu, Chunchi; Wang, Xu-Ming - In: Review of quantitative finance and accounting 15 (2000) 3, pp. 259-276

Persistent link: https://www.econbiz.de/10007177271