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The price adjustment and lead-lag relations between stock returns : microstructure evidence from the Taiwan stock market
Chiao, Chaoshin; Hung, Ken; Lee, Cheng F. - In: Journal of empirical finance 11 (2004) 5, pp. 709-731
Persistent link: https://www.econbiz.de/10002260905
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Beta instability of firms : the case of the Taiwan stock market during its financial development
Chiao, Chaoshin; Hung, Ken; Nwanna, Gladson I. - In: Journal of emerging market finance 3 (2004) 1, pp. 37-61
Persistent link: https://www.econbiz.de/10002073278
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Market liberalization and exchange-rate exposure : the case of Taiwanese exporting firms
Chiao, Chaoshin; Hung, Ken; Nwanna, Gladson I. - In: Economia internazionale 54 (2001) 2, pp. 137-161
Persistent link: https://www.econbiz.de/10001597374
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A note on the Markowitz risk minimization and the Sharpe angle maximization models
Yang, Chin-wei; Hung, Ken; Yang, Felicia A. - In: Advances in investment analysis and portfolio … 9 (2002), pp. 21-29
Persistent link: https://www.econbiz.de/10001695507
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Taiwan stock market and four-moment asset pricing model
Chiao, Chaoshin; Hung, Ken; Srivastava, Suresh C. - In: Journal of international financial markets, … 13 (2003) 4, pp. 355-381
Persistent link: https://www.econbiz.de/10001792910
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Announcement effects of specially designated dividends
Hung, Ken; Duan, Chang-wen; Nwanna, Gladson I. - In: Research in finance 20 (2003), pp. 181-212
Persistent link: https://www.econbiz.de/10001903456
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Testing lead-lag relations between portfolio under price-limits
Chiao, Chaoshin; Hung, Ken; Srivastava, Suresh C. - In: Applied economics letters 11 (2004) 5, pp. 313-317
Persistent link: https://www.econbiz.de/10002032995
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Exchange-rate exposure of Taiwanese exporting firms
Chiao, Chaoshin; Hung, Ken - In: Review of Pacific Basin financial markets and policies 3 (2000) 2, pp. 201-233
Persistent link: https://www.econbiz.de/10001503550
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Foreign exchange rate forecasts using vector autoregressive moving average models
Hung, Ken - In: Advances in quantitative analysis of finance and … 4 (1996), pp. 239-261
Persistent link: https://www.econbiz.de/10001202926
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The approximation of the one-step ahead forecast error covariance for vector ARMA models
Hung, Ken - In: International journal of forecasting 10 (1994) 1, pp. 59-64
Persistent link: https://www.econbiz.de/10001165388