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Price Support in Stock Auctioned Ipos : Some Empirical Evidence

Chen, An-Sing - 2002

Many studies have found underpricing of initial public offerings (IPOs) and attributed the underpricing to information asymmetry either between issuers and underwriters or between informed and uninformed investors. However, by observing the distribution of initial returns on stocks after their...

Persistent link: https://www.econbiz.de/10012741309

The performance of enhanced-return index funds: evidence from bootstrap analysis

Chen, An-Sing; Chu, Yeh-Chung; Leung, Mark T. - In: Quantitative Finance 12 (2012) 3, pp. 383-395

We apply the bootstrap technique proposed by Kosowski <italic>et al</italic>. [<italic>J. Finance</italic>, 2006, <bold>61</bold>, 2551--2595] in conjunction with Carhart's [<italic>J. Finance</italic>, 1997, <bold>52</bold>, 57--82] unconditional and Ferson and Schadt's [<italic>J. Finance</italic>, 1996, <bold>51</bold>, 425--461] conditional four-factor models of performance to examine whether...

Persistent link: https://www.econbiz.de/10010976266

Modeling time series information into option prices: An empirical evaluation of statistical projection and GARCH option pricing model

Chen, An-Sing; Leung, Mark T. - In: Journal of Banking & Finance 29 (2005) 12, pp. 2947-2969

Persistent link: https://www.econbiz.de/10005201309

Stock auction bidding behavior and information asymmetries: An empirical analysis using the discriminatory auction model framework

Chen, An-Sing; Liaw, Gwohorng; Leung, Mark T. - In: Journal of Banking & Finance 27 (2003) 5, pp. 867-889

Persistent link: https://www.econbiz.de/10005201662

Modeling time series information into option prices: An empirical evaluation of statistical projection and GARCH option pricing model

Chen, An-Sing; Leung, Mark T. - In: Journal of banking & finance 29 (2005) 12, pp. 2947-2970

Persistent link: https://www.econbiz.de/10005879750

Performance evaluation of neural network architectures: the case of predicting foreign exchange correlations

Chen, An-Sing; Leung, Mark T. - In: Journal of forecasting 24 (2005) 6, pp. 403-420

Persistent link: https://www.econbiz.de/10006875254

Using investment portfolio return to combine forecasts: A multiobjective approach

Leung, Mark T.; Daouk, Hazem; Chen, An-Sing - In: European journal of operational research : EJOR 134 (2001) 1, pp. 84-102

Persistent link: https://www.econbiz.de/10006658423

Restructuring Work and Employment in Europe. Managing Change in Era of Globalisation, B. Gazier, F. Bruggerman eds

Leung, Mark T.; Chen, An-Sing; Mancha, Ruben - In: Ekonomista : czasopismo poświe̜cone nauce i potrzebom … 109 (2009) 5, pp. 670-670

Persistent link: https://www.econbiz.de/10008338548

Making trading decisions for financial-engineered derivatives : a novel ensemble of neural networks using information content

Leung, Mark T.; Chen, An-sing; Mancha, Ruben - In: Intelligent systems in accounting finance and … 16 (2009) 4, pp. 257-277

Persistent link: https://www.econbiz.de/10009889342

Make-to-order product demand forecasting : exponential smoothing models with neural network correction

Leung, Mark T.; Quintana, Rolando; Chen, An-sing - In: Advances in business and management forecasting 6 (2009), pp. 249-266

Persistent link: https://www.econbiz.de/10009897729