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Does market timing persistently affect capital structure? : evidence from stock market liberalization

Huang, I-Hsiang - In: Pacific-Basin finance journal 26 (2014), pp. 123-144

Persistent link: https://www.econbiz.de/10010498755

The cyclical behavior of the risk of value strategy : evidence from Taiwan

Huang, I-hsiang - In: Pacific-Basin finance journal 19 (2011) 4, pp. 404-419

Persistent link: https://www.econbiz.de/10009271548

Lead-lag relationship, volatility asymmetry, and overreaction phenomenon

Chang, Chih-hsiang; Cheng, Hsin-i; Huang, I-hsiang; … - In: Managerial finance 37 (2011) 1, pp. 47-71

Persistent link: https://www.econbiz.de/10009007107

Operating performance following acquisitions : evidence from Taiwan's IT industry

Huang, Hsu-huei; Chan, Min-lee; Huang, I-Hsiang; Wu, … - In: Asia-Pacific journal of financial studies 43 (2014) 5, pp. 739-766

Persistent link: https://www.econbiz.de/10010437776

Stock price volatility and overreaction in a political crisis : the effects of corporate governance and performance

Huang, Hsu-huei; Chan, Min-lee; Huang, I-hsiang; Chang, … - In: Pacific-Basin finance journal 19 (2011) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10009271754

Lead-lag relationship, volatility asymmetry, and overreaction phenomenon

Chang, Chih-Hsiang; Cheng, Hsin-I; Huang, I-Hsiang; … - In: Managerial Finance 37 (2011) January, pp. 47-71

Purpose – The purpose of the paper is to investigate the price interrelationship between the Taiwanese and US financial markets. Design/methodology/approach – The trivariate GJR-GARCH (1,1) model and event study were employed to investigate volatility asymmetry and overreaction phenomenon,...

Persistent link: https://www.econbiz.de/10010814888

Lead-lag relationship, volatility asymmetry, and overreaction phenomenon

Chang, Chih-Hsiang; Cheng, Hsin-I; Huang, I-Hsiang; … - In: Managerial finance 37 (2011) 1, pp. 47-72

Persistent link: https://www.econbiz.de/10008768379

Stock price volatility and overreaction in a political crisis: The effects of corporate governance and performance

Huang, Hsu-Huei; Chan, Min-Lee; Huang, I-Hsiang; Chang, … - In: Pacific-Basin finance journal 19 (2011) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10008769723

The cyclical behavior of the risk of value strategy: Evidence from Taiwan

Huang, I-Hsiang - In: Pacific-Basin finance journal 19 (2011) 4, pp. 404-420

Persistent link: https://www.econbiz.de/10009030552

The cyclical behavior of the risk of value strategy: Evidence from Taiwan

Huang, I-Hsiang - In: Pacific-Basin Finance Journal 19 (2011) 4, pp. 404-419

Using Taiwanese equity data, we find that value-minus-growth strategies (HML) earn significantly positive expected returns, and that the value spread in B/M is widened following a financial crisis. Value firms disinvest more than growth firms in bad times. The HML betas are higher for periods of...

Persistent link: https://www.econbiz.de/10009195179