Regional coordination in electricity supply and investment financing

von Wu, Chunchi
Veröffentlicht 1982

Information flow, volatility and spreads of infrequently traded Nasdaq stocks

von Wu, Chunchi
Veröffentlicht in The quarterly review of economics and finance (2004)

International trade relations and the contagious effects of the Asian financial crisis

von Wu, Chunchi
Veröffentlicht in Review of Pacific Basin financial markets and policies (2000)

The effect of income smoothing on stock price

von Wu, Chunchi
Veröffentlicht in Advances in quantitative analysis of finance and accounting (1999)

Taxes and dividend policy

von Wu, Chunchi
Veröffentlicht in International review of economics & finance (1996)

What explains the bid-ask spread decline after Nasdaq reforms?

von He, Yan
Veröffentlicht in Financial markets, institutions & instruments (2003)

Price rounding and bid-ask spreads before and after the decimalization

von He, Yan
Veröffentlicht in International review of economics & finance (2004)

Taxes, default risk, and credit spreads

von Liu, Sheen
Veröffentlicht in The journal of fixed income (2004)

Two-step estimation of linear models with ordinal unobserved variables : the case of corporate bonds

von Kao, Chihwa
Veröffentlicht in Journal of business & economic statistics (1990)

Empirical analysis and forecasting of volatility dynamics in high-frequency returns with time-varying components

von Man, Kasing
Veröffentlicht in Journal of forecasting (2010)

Default prediction with dynamic sectoral and macroeconomic frailties

von Chen, Peimin
Veröffentlicht in Journal of banking & finance (2014)

The adjustment of dividends to permanent earnings

von Kao, Chihwa
Veröffentlicht in Southern economic journal (1992)

The impact of the 1986 tax reform on ex-dividend day volume and price behavior

von Wu, Chunchi
Veröffentlicht in National tax journal (1996)

Price volatility in the context of market microstructure

von Lerner, Peter
Veröffentlicht in Stock market volatility (2009)

Daily return volatility, bid-ask spreads, and information flow : analyzing the information content of volume

von Li, Jinliang
Veröffentlicht in The journal of business (2006)

Repo counterparty risk and on-/off-the-run treasury spreads

von Liu, Sheen
Veröffentlicht in Review of asset pricing studies (2017)

Stochastic volatility, liquidity and intraday information flow

von Li, Jinliang
Veröffentlicht in Applied economics letters (2011)

Liquidity, credit quality, and the relation between volatility and trading activity : evidence from the corporate bond market

von Wang, Junbo
Veröffentlicht in Journal of banking & finance (2015)

Style investing, momentum, and co-movement

von Wu, Chunchi
Veröffentlicht in Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2 (2024)

Tests of dividend signaling using the Marsh-Merton Model : a generalized friction approach

von Kao, Chihwa
Veröffentlicht in The journal of business (1994)