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The information transmission effect and asset prices : evidence from the China B-share discount
Liao, Szu-Lang, (2015)
Market segmentation and information diffusion in China's stock markets
Sjöö, Boo, (2000)
Short-term dynamic transmission and long-term foreign share discount : evidence from the Chinese stock markets
Xu, Xiaoqing Eleanor, (2001)
Estimation of Value-at-Risk under jump dynamics and asymmetric information
Chiu, Chien-Liang, (2005)
Hedging with zero-value at risk hedge ratio
Hung, Jui-Cheng, (2006)
Normal and abnormal information transmissions: evidence from China's stock markets
Chiu, Chien-Liang, (2007)