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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

Do analysts cater to investor beliefs via target prices

Chen, An-sing; Chang, Chong-Chuo; Cheng, Lee-Young; Tu, … - In: International review of economics & finance : IREF 44 (2016), pp. 232-252

Persistent link: https://www.econbiz.de/10011626052

The affine styled-facts price dynamics for the natural gas : evidence from daily returns and option prices

Hsu, Chih-Chen; Chen, An-sing; Lin, Shih-kuei - In: Review of quantitative finance and accounting 48 (2017) 3, pp. 819-848

Persistent link: https://www.econbiz.de/10011796892

Echo effects and the returns from 52-week high strategies

Chen, An-sing; Yang, Wayne - In: Finance research letters 16 (2016), pp. 38-46

Persistent link: https://www.econbiz.de/10011655072

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

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