| 2022-08 |
Aggregate 52-week high, limited attention, and time-varying momentum profits |
林靖庭、Lin, Ching-Ting、Hung, Weifeng、Yang, J. Jimmy |
article |
說明頁(201) |
| 2024-03 |
Divergence and Pair Trading Strategy |
林靖庭、 洪偉峰、 李晉含、 李世偉、Lin, Ching-Ting、 Hung, Wei-feng、 Lee, Chin-han、 Lee, Shih-wei |
article |
說明頁(219) |
| 2022-09 |
Theoretical and empirical analysis of options in open market share repurchases of Taiwan companies |
林士貴、Lin, Shih-Kuei、Tsai, Pei-Ling、Hsu, Yuan-Lin、Chih, Hsiang-Hsuan |
article |
說明頁(197) |
| 2022-09 |
Modeling pandemic mortality risk and its application to mortality-linked security pricing |
楊曉文、黃泓智、Yang, Sharon S.、Huang, Hong-Chih、Chen, Fen-Ying |
article |
說明頁(178) |
| 2022-12 |
Opportunities for Happiness and Its Determinants Among Children in China: A Study of Three Waves of the China Family Panel Studies Survey |
林宜輝、 林建秀、Lin, Yei-Whei、Lin, Chien-Hsiu、Chen, Chih-Nan |
article |
說明頁(132) |
| 2023-05 |
Upside and downside correlated jump risk premia of currency options and expected returns |
何杰操、 張興華、 林士貴、He, Jie-Cao、Chang, Hsing-Hua、Chen, Ting-Fu、Lin, Shih-Kuei |
article |
說明頁(96) |
| 2023-02 |
Does variance risk premium predict expected returns? |
張興華、 匡顯吉、 林士貴、Chang, Alan、Kuang, Xian-Ji、Lin, Shih-Kuei、Hsu, Yueh-Hua |
article |
說明頁(74) |
| 2022-12 |
純網路銀行與傳統銀行之效率與生產力分析：以日本為例 |
張興華、陳冠潔、Chang, Hsing-hua、Chen, Kuan-chieh |
article |
說明頁(68) |
| 2023-10 |
Financial Literacy and Robo-Advisor Adoption: Evidence from Taiwan |
Choo, Min-rui、Tsai, Wei-che、Hsiao, Yu-jen、Yang, Sharon S.、朱民芮、蔡維哲、蕭育仁、楊曉文 |
article |
說明頁(66) |
| 2023-07 |
Pricing tenure payment reverse mortgages with optimal exercised prepayment options by accounting for house prices, interest rates, and mortality risk |
楊曉文、Yang, Sharon S.、Dai, Tian-Shyr、Liu, Liang-Chih |
article |
說明頁(76) |
| 2024-01 |
Intelligent portfolio construction via news sentiment analysis |
匡顯吉、 林士貴、Kuang, Xian-Ji、Hung, Ming-Chin、Hsia, Ping-Hung、Lin, Shih-Kuei |
article |
說明頁(126) |
| 2023-11 |
Valuation of callable range accrual linked to CMS Spread under generalized swap market model |
林士貴、 何杰操、Lin, Shih-Kuei、He, Jie-Cao、Hsieh, Chang-Chieh、Huang, Zi-Wei |
article |
說明頁(44) |
| 2024-02 |
Retrieving almost stochastic Dominance momentum in Taiwan stock market |
江彌修、Chiang, Mi-Hsiu、Chiu, Hsin-Yu、Hsu, Yu-Chin |
article |
說明頁(14) |
