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Modeling the asymmetry of stock movements using price ranges
Chou, Ray Yeutien - 2006
Persistent link: https://www.econbiz.de/10003331381
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Explaining international stock correlations with CPI fluctuations and market volatility
Cai, Yijie; Chou, Ray Yeutien; Li, Dan - In: Journal of banking & finance 33 (2009) 11, pp. 2026-2035
Persistent link: https://www.econbiz.de/10003892191
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The sources of bank productivity growth in China during 2002 - 2009 : a disaggregation view
Chang, Tzu-pu; Hu, Jin-li; Chou, Ray Yeutien; Sun, Lei - In: Journal of banking & finance 36 (2012) 7, pp. 1997-2006
Persistent link: https://www.econbiz.de/10009629765
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Anchoring effect on foreign institutional investors' momentum trading behavior : evidence from the Taiwan stock market
Liao, Li-chuan; Chou, Ray Yeutien; Chiu, Banghan - In: The North American journal of economics and finance : a … 26 (2013), pp. 72-91
Persistent link: https://www.econbiz.de/10010364820
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Market conditions and the effect of diversification on mutual fund performance : should funds be more concentrative under crisis?
Hu, Jin-li; Chang, Tzu-pu; Chou, Ray Yeutien - In: Journal of productivity analysis 41 (2014) 1, pp. 141-151
Persistent link: https://www.econbiz.de/10010429325
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Outlier detection in the lognormal logarithmic conditional autoregressive range model
Chiang, Min-Hsien; Chou, Ray Yeutien; Wang, Li-Min - In: Oxford bulletin of economics and statistics 78 (2016) 1, pp. 126-144
Persistent link: https://www.econbiz.de/10011494656
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Interest rate risk propagation : evidence from the credit crunch
Yang, Hsin-Feng; Liu, Chih-Liang; Chou, Ray Yeutien - In: The North American journal of economics and finance : a … 28 (2014), pp. 242-264
Persistent link: https://www.econbiz.de/10010461946
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Forecasting financial volatilities with extreme values : the conditonal autoregressive range (CARR) model
Chou, Ray Yeutien - In: Journal of money, credit and banking : JMCB 37 (2005) 3, pp. 561-582
Persistent link: https://www.econbiz.de/10003012785
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An empirical test for short termism in the US stock market
Chou, Ray Yeutien; Guo, Wen-Chung - In: Monetary integration, markets and regulations, (pp. 115-129). 2004
Persistent link: https://www.econbiz.de/10002928134
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Deregulation and efficiency of Taiwanese banks
Chou, Ray Yeutien; Hasan, Iftekhar; Lozano Vivas, Ana; … - In: Productivity and economic performance in the …, (pp. 184-207). 2002
Persistent link: https://www.econbiz.de/10001656305