The information spillover between stock returns and institutional investors' trading behavior in Taiwan

von Yang, Jack J. W.
Veröffentlicht in International review of financial analysis (2002)

Announcement effect of cash dividend changes around ex-dividend days : evidence from Taiwan

von Yang, Jack J. W.
Veröffentlicht in The international journal of business and finance research (2015)

The impact of short sale restrictions on stock volatility : evidence from Taiwan

von Wei, Shih Yung
Veröffentlicht in The international journal of business and finance research (2011)

Price and volume reactions to cash dividend announcements : evidence from Taiwan

von Yang, Jack J. W.
Veröffentlicht in The international journal of business and finance research (2014)

The mean volatility asymmetry in Asian stock markets

von Liau, Yung-Shi
Veröffentlicht in Applied financial economics (2008)

Can skewed GARCH-Type distributions improve volatility forecasts during global financial crisis?

von Yang, Jack J. W.
Veröffentlicht in The international journal of business and finance research (2017)

Evidence on hedge ratios changes around the subprime mortgage crisis

von Hsu, Wei-hsi
Veröffentlicht in Global journal of business research (2010)

Information spillovers in the spot and ETF indices in Taiwan

von Wang, Chien-cheng
Veröffentlicht in Global journal of business research (2009)

Interactions and three significant international events of the Pacific basin stock markets : is U.S. stock market still a trail blazer?

Veröffentlicht in Investment management and financial innovations (2011)