| 2004-06 |
Order Imbalance and Market Efficiency: Evidence from the Taiwan Stock Exchange |
Lee Yi-Tsung、劉玉珍、Richard Roll、Avanidhar Subrahmanyam |
article |
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| 2002-07 |
A Comparison of Seasonal Adjustment Methods When Forecasting Intraday Volatility |
YUAN-CHEN CHANG、Martin Martens、Stephen J. Taylor |
article |
pdf(3428) |
| 2006 |
Dynamic Asset Allocation Strategies for Investors with Mortgage Liability in the Environment of Time-Varying Interest Rates |
徐辜元宏、SIMON H . YEN、Hsu Ku,Yuan-Hung 、 Yen, Simon H. |
article |
web page(1228) |
| 2002 |
The relative efficiencies of price execution between the Singapore Exchange and the Taiwan Futures Exchange |
CHOU ROBIN、JIE-HAUN LEE、CHOU ROBIN、JIE-HAUN LEE |
article |
pdf(1199) |
| 2003 |
Information Arrivals and Intraday Exchange Rate Volatility |
YUAN-CHEN CHANG、Stephen J. Taylor |
article |
pdf(1848) |
| 2007-04 |
The Innovations of E-mini Contracts and Futures Price Volatility Components? The Empirical Investigation of S&P 500 Stock Index Futures |
Tu, Anthony H. 、Ming-Chun Wang、杜化宇 |
article |
pdf(485) |
| 2006-12 |
The Accuracy of Reports of Foreign Exchange Intervention by the Bank of Japan: Does Tokyo Know More? |
YUAN-CHEN CHANG、YUAN-CHEN CHANG |
article |
pdf(2064) |
| 2002-12 |
The Pricing of Foreign Exchange Risk Around the Asian Financial Crisis: Evidence from Taiwan`s Stock Market |
YUAN-CHEN CHANG |
article |
pdf(1661) |
| 2000-10 |
The Study of Cointegration and Variance Decomposition among National Equity Indices before and during the period of the Asian Financial Crisis |
Tu, Anthony H. 、Hsiao-Ching Sheng、杜化宇 |
article |
pdf(679) |
| 2005-12 |
Futures Trading Volume and Bank of Japan Intervention |
YUAN-CHEN CHANG |
article |
pdf(1150) |
| 2003-02 |
Foreign ownership in the Taiwan stock market--an empirical analysis |
CHI-HUANG LIN、CHENG-YI SHIU |
article |
pdf(2920) |
| 2004 |
The Intraday Stock Return Characteristics Surrounding Price Limit Hits |
JIE-HAUN LEE、CHOU ROBIN、JIE-HAUN LEE、CHOU ROBIN |
article |
pdf(1305) |
| 2006 |
Market Condition,Number of Transactions and Price Volatility: Evidence from an Electronic Order Driven Call Market |
姜堯民、Vivien Tai、CHOU ROBIN |
article |
pdf(1203) |
| 2006 |
考慮極值與VaR限制之最適資產配置 |
SIMON H . YEN、李美杏、Yen,Simon H.、Lee,Mei-Hsing |
article |
pdf(647) |
| 2001 |
The Serial Correlation of Intraday Return |
HSING-YI CHOW、劉玉珍、P. Hao |
article |
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| 2001-02 |
Trading Behavior and Asset Returns: Evidence from the Interday Serial Correlations of Intraday-to-Intraday Daily Returns of Taiwan |
HSING-YI CHOW、 Hsiao, Ping 、 Liu, Yu-Jane、HSING-YI CHOW、劉玉珍 |
article |
pdf(1177) |
| 2004 |
A Re-examination of Variance-Ratio Test of Random Walks in Foreign Exchange Rates |
YUAN-CHEN CHANG |
article |
pdf(1161) |
| 2001-08 |
The Demand of Flexibility and Bank`s Loan Decisions |
杜化宇 |
article |
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| 2006 |
Pricing real growth options when the underlying assets have jump diffusion processes: the case of R&D investments |
吳明政、SIMON H . YEN、Wu, Ming-Cheng、Simon H. Yen |
article |
pdf(1438) |
| 2000-12 |
Bank Market Structure and Performance in Taiwan Before and After the 1991`s Liberalization |
杜化宇、Shen-Yuan Chen |
article |
|
| 2002 |
On the Effect of Stock Stabilization Fund: A Case of Taiwan |
Liu, Yu-Jane、劉玉珍 |
article |
pdf(571) |
| 2000 |
Bank market structure and performance in Taiwan before and after the 1991 liberalization |
杜化宇、陳勝源、Tu, Anthony H. 、 Chen, Shen-Yuan |
article |
pdf(693) |
| 2002-09 |
Return Volatility and Short-term Capital Inflows: A Test of Return-Chasing Hypothesis in Asia-Pacific Equity Markets |
Tu, Anthony H. 、Shen-Yuan Chen、杜化宇 |
article |
pdf(573) |
| 2004-01 |
The Shift of Weekend Effects in Taiwan`s Equity Index Return：Index Futures Listings or Other Alternative Explanations |
杜化宇 |
article |
pdf(686) |
| 2005-12 |
Trade R&D Spending and Financial Development |
YUAN-CHEN CHANG、MAO-WEI HUNG、CHIULING LU |
article |
pdf(1098) |
