Exploring new ways to forecast stock return volatilities

von Chen, An-sing
Veröffentlicht 1994

Forecasting the S&P 500 index volatility

von Chen, An-sing
Veröffentlicht in International review of economics & finance (1997)

Volatility of exchange rate futures and high-low price spreads

von Chen, An-sing
Veröffentlicht in Journal of economics and finance (1997)

Do firms use dividend changes to signal future profitability? : A simultaneous equation analysis

von Liu, Chinpiao
Veröffentlicht in International review of financial analysis (2015)

Echo effects and the returns from 52-week high strategies

von Chen, An-sing
Veröffentlicht in Finance research letters (2016)

Stochastic properties and predictability of intraday Taiwan exchange rates

von Chen, An-Sing
Veröffentlicht in International review of financial analysis (1998)

Dynamic index options trading strategies : direct forecasting versus option pricing

von Chen, An-sing
Veröffentlicht in Advances in Pacific Basin business, economics, and finance (2000)

Intraday bid-ask spreads on the prediction of currency return and risk

von Lin, Timothy H.
Veröffentlicht in Advances in Pacific Basin financial markets (1998)

Asymmetrical return on equity mean reversion and catering

von Chen, An-sing
Veröffentlicht in Journal of banking & finance (2011)

Uniform testing and portfolio strategies for single and multifactor asset pricing models in the Pacific Basin markets

von Chen, An-sing
Veröffentlicht in Applied economics (2009)

Performance evaluation of neural network architectures : the case of predicting foreign exchange correlations

von Chen, An-sing
Veröffentlicht in Journal of forecasting (2005)

Modeling time series information into option prices : an empirical evaluation of statistical projection and GARCH option pricing model

von Chen, An-sing
Veröffentlicht in Journal of banking & finance (2005)

Institutional ownership changes and returns around analysts ́earnings forecast release events : evidence from Taiwan

von Chen, An-sing
Veröffentlicht in Journal of banking & finance (2006)

Option straddle trading : financial performance and economic significance of direct profit forecast and conventional strategies

von Chen, An-sing
Veröffentlicht in Applied economics letters (2003)

Dynamic foreign currency trading guided by adaptive forecasting

von Chen, An-sing
Veröffentlicht in Review of Pacific Basin financial markets and policies (1998)

Cointegration and detectable linear and nonlinear causality : analysis using the London Metal Exchange lead contract

von Chen, An-sing
Veröffentlicht in Applied economics (2004)

The relation between gold and stocks : an analysis of severe bear markets

von Chen, An-sing
Veröffentlicht in Applied economics letters (2014)

Momentum market states and capital structure adjustment speed

von Chen, An-sing
Veröffentlicht in The international journal of business and finance research (2020)

Autocorrelation, structural breaks and the predicitve ability of dividend yield

von Chen, An-sing
Veröffentlicht in Applied economics (2007)

The effect of deregulation on firm leverage and strategic behavior : evidence from U.S. electricity industry

von Chen, An-sing
Veröffentlicht in Finance a úvěr (2019)