| 2017-09 |
Market Timing and Seasoned Equity Offerings |
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| 2012-02 |
Large changes in stock prices: Market, liquidity, and momentum effect |
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| 2009 |
REGIME-SWITCHED VOLATILITY OF BRENT CRUDE OIL FUTURES WITH MARKOV-SWITCHING ARCH MODEL |
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| 2009 |
Statistical analysis of the overnight and daytime return |
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| 2006-03 |
Evolution of Momentum and Popularity |
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| 2006-03 |
Long Memory and Sampling Frequencies: Evidence in Stock Index Futures Markets |
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| 2006-02 |
Value-at-Risk Analysis for Long Term Interest Rate Futures: Fat-Tail and Long Memory in Return Innovations |
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pdf(1126) |
| 2005-12 |
Value-at-Risk Analysis for Taiwan Stock Index Futures Market |
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| 2005-12 |
Long-memory in Stock Index Futures Markets: A Value-at-Risk Approach |
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| 2003 |
台灣實施庫藏股制度之宣告效果 |
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