Similar Search Results

Response asymmetries in Asian stock markets

Doong, Shuh-Chyi; Yang, Sheng-Yung; Chiang, Thomas C. - In: Review of Pacific Basin financial markets and policies 8 (2005) 4, pp. 637-657

Persistent link: https://www.econbiz.de/10003280288

Corporate financial decisions, capital markets, and employment in Asia-Pacific economies

Doong, Shuh-Chyi; Yang, Sheng-Yung; Yu, Min-Teh - In: Emerging markets finance & trade : a journal of the … 52 (2016) 4/6, pp. 775

Persistent link: https://www.econbiz.de/10011563103

Response Asymmetries in Asian Stock Markets

Doong, Shuh-Chyi; Yang, Sheng-Yung; Chiang, Thomas C. - In: Review of Pacific Basin Financial Markets and Policies … 08 (2005) 04, pp. 637-657

This paper examines autocorrelation and cross-autocorrelation patterns for selected Asian stock returns. Special attention is given to examination of Asian stock returns and the impact on them of the past information. By employing a class of asymmetric specification of conditional mean and...

Persistent link: https://www.econbiz.de/10005047233

Return and Volatility Intra-Day Transmission of Dually-Traded Stocks: The Cases of Taiwan, Korea, Hong Kong, and Singapore

Yang, Sheng-Yung; Doong, Shuh-Chyi; Wang, Alan T.; … - In: Journal of Economics and Management 1 (2005) 2, pp. 119-141

The paper applies the two-stage GJR-GARCH model to investigate the intra-day return and volatility transmission behavior between ADRs and their underlying stocks using data from Japan, Taiwan, Korea, Hong Kong, and Singapore. Empirical results show that the return transmission of ADRs and their...

Persistent link: https://www.econbiz.de/10008555949

Inter-day return and volatililty dynamics between Japanese ADRs and their underlying securities

Yang, Sheng-Yung - In: Applied financial economics 17 (2007) 10/12, pp. 837-853

Persistent link: https://www.econbiz.de/10003538009

A DCC analysis of international stock market correlations : the role of Japan on the Asian Four Tigers

Yang, Sheng-yung - In: Applied financial economics letters 1 (2005) 2, pp. 89-93

Persistent link: https://www.econbiz.de/10002807035

Are social, financial, and human capital value enhancing? : evidence from Taiwanese firms

Doong, Shuh-chyi; Fung, Hung-gay; Wu, Jr-ya - In: International review of economics & finance : IREF 20 (2011) 3, pp. 395-405

Persistent link: https://www.econbiz.de/10009304083

Dynamic correlation between stock prices and exchange rates

Lee, Chia-hao; Doong, Shuh-chyi; Chou, Pei-i - In: Applied financial economics 21 (2011) 10/12, pp. 789-800

Persistent link: https://www.econbiz.de/10009231590

Empirical analysis of stock returns and volatility : evidence from seven Asian stock markets based on TAR-GARCH model

Chiang, Thomas C.; Doong, Shuh-Chyi - In: Review of quantitative finance and accounting 17 (2001) 3, pp. 301-318

Persistent link: https://www.econbiz.de/10001748169

Empirical analysis of real and financial volatilities on stock excess returns : evidence from Taiwan industrial data

Chiang, Thomas C.; Doong, Shuh-Chyi - In: Global finance journal 10 (1999) 2, pp. 187-200

Persistent link: https://www.econbiz.de/10001493043