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The heterogeneous investment horizon and the capital asset pricing model : theory and implications
Lee, Cheng F. - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 3, pp. 361-376
Persistent link: https://www.econbiz.de/10001096419
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Macro-economic factors and stock returns
Kim, Moon-kyu - In: The journal of financial research 10 (1987) 2, pp. 87-98
Persistent link: https://www.econbiz.de/10001042712
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Optimal trading and tax option value of defaultable bonds with asymmetric capital gain taxes
Chen, Peter Huaiyu; Liu, Sheen X.; Wu, Chunchi - In: Advances in Pacific Basin business, economics, and finance 7 (2019), pp. 27-62
Persistent link: https://www.econbiz.de/10012582240
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The role of duration and trades in the information assimilation process of the US treasury market
Chen, Peter Huaiyu; Man, Kasing; Wang, Junbo; Wu, Chunchi - In: Advances in Pacific Basin business, economics, and finance 7 (2019), pp. 155-200
Persistent link: https://www.econbiz.de/10012582266
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Divergent opinion, trading information, and stock price co-movements
Chen, Lin; Wang, Junbo; Wu, Chunchi; Zhu, Hongquan - In: Advances in Pacific Basin business, economics, and finance 8 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012601370
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Further evidence of momentum in corporate bond returns
Lin, Hai; Tao, Xinyuan Stacie; Wang, Junbo; Wu, Chunchi - In: Advances in Pacific Basin business, economics, and finance 8 (2020), pp. 65-97
Persistent link: https://www.econbiz.de/10012601390
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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/10009740779
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Are corporate bond market returns predictable?
Hong, Yongmiao; Lin, Hai; Wu, Chunchi - In: Journal of banking & finance 36 (2012) 8, pp. 2216-2232
Persistent link: https://www.econbiz.de/10009655644
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Short interest, stock returns and credit ratings
Guo, Xu; Wu, Chunchi - In: Journal of banking & finance 108 (2019), pp. 1-14
Persistent link: https://www.econbiz.de/10012224662
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What drives systemic state credit risk? : evidence from the State Credit Default Swap (CDS) market
Liu, Sheen; Wu, Chunchi; Yeh, Chung-Ying; Yoo, Woongsun - In: The journal of fixed income 28 (2019) 4, pp. 5-45
Persistent link: https://www.econbiz.de/10012251375