Permanent and transitory components of earnings, dividends, and stock prices

von Pan, Ming-Shiun
Veröffentlicht in The quarterly review of economics and finance (2007)

Determinants of winner-loser effects in national stock markets

von Pan, Ming-Shiun
Veröffentlicht in Advances in quantitative analysis of finance and accounting (2008)

Autocorrelation, return horizons, and momentum in stock returns

von Pan, Ming-Shiun
Veröffentlicht in Journal of economics and finance (2010)

International momentum effects : a reappraisal of empirical evidence

von Pan, Ming-Shiun
Veröffentlicht in Applied financial economics (2007)

Mean and volatility spillover effects in the US and Pacific-Basin stock markets

von Liu, Y. Angela
Veröffentlicht in Multinational finance journal (1997)

Fractional cointegration, long memory, and exchange rate dynamics

von Pan, Ming-Shiun
Veröffentlicht in International review of economics & finance (1999)

Transmission of stock returns and volatility between the US and Japan : evidence from the stock index futures markets

von Pan, Ming-shiun
Veröffentlicht in Asia-Pacific financial markets (1998)

The term structure of return correlations : the US and Pacific-Basin stock markets

von Pan, Ming-Shiun
Veröffentlicht in Advances in investment analysis and portfolio management (2002)

Investor opinion divergence and post-repurchase announcement stock price drift

von Huang, Gow-Cheng
Veröffentlicht in Applied economics (2015)

Industry momentum strategies and autocorrelations in stock returns

von Pan, Ming-Shiun
Veröffentlicht in Journal of empirical finance (2004)

The effects of stock splits on stock liquidity

von Huang, Gow-Cheng
Veröffentlicht in Journal of economics and finance (2015)

Do stock splits signal future profitability?

von Huang, Gow-Cheng
Veröffentlicht in Review of quantitative finance and accounting (2006)

Do IPOs outperform treasury bills?

von Huang, Gow-Cheng
Veröffentlicht in Finance research letters (2022)

Do open-market stock repurchases convey firm-specific or industry-wide information? : evidence from REITs

von Huang, Gow-Cheng
Veröffentlicht in Journal of economics and finance (2019)

The information content of stock splits

von Huang, Gow-Cheng
Veröffentlicht in Journal of empirical finance (2009)

REIT stock splits and liquidity changes

von Huang, Gow-Cheng
Veröffentlicht in The journal of real estate finance and economics (2011)

REIT open-market stock Repurchases and profitability

von Huang, Gow-Cheng
Veröffentlicht in The journal of real estate finance and economics (2009)

Common stochastic trends and volatility in Asian-Pacific equity markets

von Pan, Ming-Shiun
Veröffentlicht in Global finance journal (1999)

Term structure of return correlations and international diversification : evidence from European stock markets

von Pan, Ming-Shiun
Veröffentlicht in The European journal of finance (2001)

On market efficiency of Asian foreign exchange rates : evidence from a joint variance ratio test and technical trading rules

von Lee, Chun I.
Veröffentlicht in Journal of international financial markets, institutions & money (2001)