| Optimal hedge ratios and temporal aggregation of cointegrated systems
|
2002 |
Lien, Da-hsiang Donald |
| Sources of time-varying risk premia in the term structure
|
2002 |
Elder, John |
| Shareholder heterogeneity : further evidence
|
2002 |
Lee, Yi-tsung |
| The long-run performance and pre-selling information of initial public offerings
|
2002 |
Chen, Anlin |
| The term structure of return correlations : the US and Pacific-Basin stock markets
|
2002 |
Pan, Ming-Shiun |
| Endogenous growth and stock returns volatility in the long run
|
2002 |
Faugère, Christophe |
| Market timing, selectivity, and mutual fund performance
|
2002 |
Lee, Cheng F. |
| Portfolio selection with round-lot holdings
|
2002 |
Kwan, Clarence C. Y. |
| Stock splits and liquidity : evidence from American depository receipts
|
2002 |
Jiang, Christine X. |
| A note on the Markowitz risk minimization and the Sharpe angle maximization models
|
2002 |
Yang, Chin-wei |
| Defining a security market line for debt explicitly considering the risk of default
|
2002 |
Heck, Jean L. |
| Characteristics versus covariances : an examination of domestic asset allocation strategies
|
2002 |
Fletcher, Jonathan |
| Stock returns, inflation and the macroeconomy : the long-and short-run dynamics
|
2001 |
Chopin, Marc |
| Institutional ownership, analyst following, and market liquidity
|
2001 |
Hegde, Shantaram P. |
| A test of a new dynamic CAPM
|
2001 |
Faff, Robert W. |
| Market timing skill, expected returns, and mutual fund performance
|
2001 |
Greene, Jason T. |
| Valuation and hedging of American-style lookback and barrier options
|
2001 |
Chang, Chuang-chang |
| European stock markets : an error correction model analysis
|
2001 |
Ghosh, Asim K. |
| Dynamic hedge with forecasting : a Martingale approach
|
2001 |
Lee, Chin-shen |
| Two-factor jump-diffusion interest rate process : an empirical examination in Taiwan money market
|
2001 |
Yeh, Shih-kuo |
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