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Do firms use dividend changes to signal future profitability? : A simultaneous equation analysis

Liu, Chinpiao; Chen, An-sing - In: International review of financial analysis 37 (2015), pp. 194-207

Persistent link: https://www.econbiz.de/10011317220

The relation between gold and stocks : an analysis of severe bear markets

Chen, An-sing; Lin, James Wuh - In: Applied economics letters 21 (2014) 1/3, pp. 158-170

Persistent link: https://www.econbiz.de/10010239480

Order aggressiveness, price impact, and investment performance in a pure order-driven stock market

Hung, Pi-Hsia; Chen, An-sing; Wu, Yun-Lin - In: Asia-Pacific journal of financial studies 44 (2015) 4, pp. 635-660

Persistent link: https://www.econbiz.de/10011470988

Cointegration and detectable linear and nonlinear causality : analysis using the London Metal Exchange lead contract

Chen, An-sing; Lin, James Wuh - In: Applied economics 36 (2004) 11, pp. 1157-1167

Persistent link: https://www.econbiz.de/10002127727

Ascertaining the effects of employee bonus plan

Ang, James S.; Chen, An-sing; Lin, James Wuh - In: Applied economics 37 (2005) 12, pp. 1439-1448

Persistent link: https://www.econbiz.de/10003020262

Institutional ownership changes and returns around analysts ́earnings forecast release events : evidence from Taiwan

Chen, An-sing; Hong, Bi-Shia - In: Journal of banking & finance 30 (2006) 9, pp. 2471-2488

Persistent link: https://www.econbiz.de/10003368345

Dynamic index options trading strategies : direct forecasting versus option pricing

Chen, An-sing; Yueh-Chung, Chu - In: Advances in Pacific Basin business, economics, and finance 4 (2000), pp. 119-134

Persistent link: https://www.econbiz.de/10001543045

Intraday bid-ask spreads on the prediction of currency return and risk

Lin, Timothy H. - In: Advances in Pacific Basin financial markets 4 (1998), pp. 117-126

Persistent link: https://www.econbiz.de/10001250673

The Beta Regime Change Risk Premium

Chen, An-Sing - 2005

The number of statistically detectable Beta regime changes a portfolio experienced in the past is a natural proxy for ex ante quot;Beta regime change riskquot; of the portfolio. This study applies newly developed statistical tests of multiple structural breaks to investigate whether Beta regime...

Persistent link: https://www.econbiz.de/10012736698

Cointegration and Detectable Linear and Nonlinear Causality : Analysis Using the London Metal Exchange Lead Contract

Chen, An-Sing - 2003

This paper applies linear and nonlinear Granger causality tests to examine the dynamic relation between London Metal Exchange (LME) cash prices and three possible predictors. The analysis uses matched quarterly inventory, UK Treasury bill interest rates, futures prices and cash prices for the...

Persistent link: https://www.econbiz.de/10012739908