Long-run purchasing power parity with asymmetric adjustment : further evidence from China

von Lu, Yang-cheng
Veröffentlicht in Applied economics letters (2011)

Classification of trade direction for an equity market with price limit and order match : evidence from the Taiwan stock market

von Lu, Yang-cheng
Veröffentlicht in Investment management and financial innovations (2009)

The effects and applicability of financial media reports on corporate default ratings

von Lu, Yang-cheng
Veröffentlicht in International review of economics & finance (2015)

The price impact of foreign institutional herding on large-size stocks in the Taiwan stock market

von Lu, Yang-cheng
Veröffentlicht in Review of quantitative finance and accounting (2012)

Herding momentum effect and feedback trading of qualified foreign institutional investors in the Taiwan stock market

von Lu, Yang-cheng
Veröffentlicht in The international journal of business and finance research (2009)

Institutional herding premium in the Taiwan stock market

von Lu, Yang-cheng
Veröffentlicht in Investment management and financial innovations (2009)

The effects of stock characteristics on the direction and extent of herding by foreign institutional investors in the Taiwan stock exchange

von Fang, Hao
Veröffentlicht in Emerging markets finance & trade (2014)

The informational and non-informational compositions of UK fund managers' dynamic herding in the stock market

von Lu, Yang-cheng
Veröffentlicht in Panoeconomicus (2017)

Nonlinear adjustment to purchasing power parity in transition countries : the ADL test for threshold cointegration

von Lu, Yang-cheng
Veröffentlicht in Applied economics letters (2012)

A cointegration test on stock and bond spread reversion : evidence in Taiwan

von Wu, Soushan
Veröffentlicht in Hong Kong Economic Association Xiang gang jing ji xue hui hui kan (1996)

Impact of the subprime crisis commercial banks' financial performance

von Fang, Hao
Veröffentlicht in Panoeconomicus (2013)

The decomposition and causes of securities dealers' cascades in the Taiwan stock market

von Fang, Hao
Veröffentlicht in Investment management and financial innovations (2013)

Revisiting early warning signals of corporate credit default using linguistic analysis

von Lu, Yang-cheng
Veröffentlicht in Pacific-Basin finance journal (2013)

Causalities between sentiment indicators and stock market returns under different market scenarios

von Sheu, Her-jiun
Veröffentlicht in The international journal of business and finance research (2010)

Nonlinear dynamics between the investor fear gauge and market index in the emerging Taiwan equity market

von Lu, Yang-cheng
Veröffentlicht in Emerging markets finance & trade (2012)

Revisiting purchasing power parity for G-7 countries using nonparametric rank test for cointegration

Veröffentlicht in Applied economics letters (2011)

Purchasing power parity for East-Asia countries : further evidence based on panel stationary test with multiple structural breaks

Veröffentlicht in Applied economics (2011)

Long-run purchasing power parity with asymmetric adjustment : further evidence from African countries

Veröffentlicht in Applied economics (2011)

Revisiting purchasing power parity for 15 Latin American countries : threshold unit root test

Veröffentlicht in International journal of finance & economics (2013)

Revisiting purchasing power parity for major oil-exporting countries using panel SURADF tests

Veröffentlicht in Applied economics letters (2011)