| 2017-09 |
Market Timing and Seasoned Equity Offerings |
article |
web page(825) |
| 2012-02 |
Large changes in stock prices: Market, liquidity, and momentum effect |
article |
pdf(1277) |
| 2009 |
REGIME-SWITCHED VOLATILITY OF BRENT CRUDE OIL FUTURES WITH MARKOV-SWITCHING ARCH MODEL |
article |
pdf(1093) |
| 2009 |
Statistical analysis of the overnight and daytime return |
article |
pdf(1221) |
| 2006-03 |
Evolution of Momentum and Popularity |
article |
pdf(1544) |
| 2006-03 |
Long Memory and Sampling Frequencies: Evidence in Stock Index Futures Markets |
article |
pdf(1140) |
| 2006-02 |
Value-at-Risk Analysis for Long Term Interest Rate Futures: Fat-Tail and Long Memory in Return Innovations |
article |
pdf(1124) |
| 2005-12 |
Value-at-Risk Analysis for Taiwan Stock Index Futures Market |
article |
|
| 2005-12 |
Long-memory in Stock Index Futures Markets: A Value-at-Risk Approach |
article |
pdf(1339) |
| 2003 |
台灣實施庫藏股制度之宣告效果 |
article |
pdf(1756) |
