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The Role of Earnings Informati...
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51
What explains the bid-ask spread decline after Nasdaq reforms?
He, Yan
;
Wu, Chunchi
- In:
Financial markets, institutions & instruments
12
(
2003
)
5
,
pp. 347-376
Persistent link: https://www.econbiz.de/10001857313
Saved in:
52
Intradaily periodicity and volatility spillovers between international stock index futures markets
Wu, Chunchi
;
Li, Jinliang
;
Zhang, Wei
- In:
The journal of futures markets
25
(
2005
)
6
,
pp. 553-585
Persistent link: https://www.econbiz.de/10002846393
Saved in:
53
The performance of East Asian Economies and financial markets since the 1997 financial crisis
Wu, Chunchi
;
Chen, Chun-nan
;
He, Yan
- In:
Review of Pacific Basin financial markets and policies
6
(
2003
)
2
,
pp. 113-140
Persistent link: https://www.econbiz.de/10001797039
Saved in:
54
Taxes, default risk, and credit spreads
Liu, Sheen
;
Wu, Chunchi
- In:
The journal of fixed income
14
(
2004
)
2
,
pp. 71-85
Persistent link: https://www.econbiz.de/10002421474
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55
Effects of credit quality on tax-exempt and taxable yields
Liu, Sheen
;
Wang, Junbo
;
Wu, Chunchi
- In:
The journal of fixed income
13
(
2003
)
2
,
pp. 80-99
Persistent link: https://www.econbiz.de/10001803163
Saved in:
56
Price volatility in the context of market microstructure
Lerner, Peter
;
Wu, Chunchi
- In:
Stock market volatility
,
(pp. 51-69)
.
2009
Persistent link: https://www.econbiz.de/10003830405
Saved in:
57
The determinants of corporate bond yields
Liu, Sheen
;
Shi, Jian
;
Wang, Junbo
;
Wu, Chunchi
- In:
The quarterly review of economics and finance : journal …
49
(
2009
)
1
,
pp. 85-109
Persistent link: https://www.econbiz.de/10003810593
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58
On the calibration of structural credit spread models
Qi, Howard
;
Liu, Sheen
;
Wu, Chunchi
- In:
Annals of finance
5
(
2009
)
2
,
pp. 189-208
Persistent link: https://www.econbiz.de/10003813195
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59
The 2000 presidential election and the information cost of sensitive versus non-sensitive S&P 500 stocks
He, Yan
;
Lin, Hai
;
Wu, Chunchi
;
Dufrene, Uric B.
- In:
Journal of financial markets
12
(
2009
)
1
,
pp. 54-86
Persistent link: https://www.econbiz.de/10003803103
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60
Are liquidity and information risks priced in the treasury bond market?
Li, Haitao
;
Wang, Junbo
;
Wu, Chunchi
;
He, Yan
- In:
The journal of finance : the journal of the American …
64
(
2009
)
1
,
pp. 467-503
Persistent link: https://www.econbiz.de/10003853125
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