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The existence theorem of approximate multibeta representation for multifactor pricing models with unobservable omitted variables : a technical note

Jeng, Jau-Lian - In: Global finance journal 19 (2008) 1, pp. 11-18

Persistent link: https://www.econbiz.de/10003742496

Interest parity, fractional differencing, and the strength of attraction : a reexamination of the cost-of-carry futures pricing model

Jeng, Jau-Lian - In: Global finance journal 10 (1999) 1, pp. 25-34

Persistent link: https://www.econbiz.de/10001417646

Empirical asset pricing models : data, empirical verification, and model search

Jeng, Jau-Lian - 2018 - [1st edition 2018]

This book analyzes the verification of empirical asset pricing models when returns of securities are projected onto a set of presumed (or observed) factors. Particular emphasis is placed on the verification of essential factors and features for asset returns through model search approaches, in...

Persistent link: https://www.econbiz.de/10011813101

Development of China's real estate market

Fung, Hung-gay; Jeng, Jau-Lian; Liu, Qingfeng Wilson - In: The Chinese economy 43 (2010) 1, pp. 71-92

Persistent link: https://www.econbiz.de/10008904390

Long-run growth and welfare effects of rising US public health expenditure

Tobing, Elwin; Jeng, Jau-Lian - In: Public finance review : PFR 40 (2012) 4, pp. 470-496

Persistent link: https://www.econbiz.de/10009617969

Do idiosyncratic risks in multi-factor asset pricing models really contain a hidden non-diversifiable factor? : a diagnostic testing approach

Jeng, Jau-Lian; Liu, Qingfeng Wilson - In: Journal of mathematical finance 2 (2012) 3, pp. 251-263

Persistent link: https://www.econbiz.de/10009711972

The impact of price limits on foreign currency futures' price volatility and market efficiency

Chen, Chao - In: Global finance journal 7 (1996) 1, pp. 13-25

Persistent link: https://www.econbiz.de/10001207055

Empirical Asset Pricing Models : Data, Empirical Verification, and Model Search

Jeng, Jau-Lian - 2018

This book analyzes the verification of empirical asset pricing models when returns of securities are projected onto a set of presumed (or observed) factors. Particular emphasis is placed on the verification of essential factors and features for asset returns through model search approaches, in...

Persistent link: https://www.econbiz.de/10012397321

The impact of price limits on foreign currency futures' price volatility and market efficiency

Chen, Chao; Jeng, Jau-Lian - In: Global Finance Journal 7 (1996) 1, pp. 13-25

Persistent link: https://www.econbiz.de/10005235052

Interest parity, fractional differencing, and the strength of attraction: a reexamination of the cost-of-carry futures pricing model

Jeng, Jau-Lian - In: Global Finance Journal 10 (1999) 1, pp. 25-34

Persistent link: https://www.econbiz.de/10005235211

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