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  • Search: subject:"Historical high"
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Year of publication
Subject
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Capital income 3 Kapitaleinkommen 3 Aktienindex 2 Anchoring biases 2 Bias 2 Börsenkurs 2 Historical high 2 Share price 2 Stock index 2 Systematischer Fehler 2 Volatility 2 Volatilität 2 historical high 2 52-week-high 1 Aktienrückkauf 1 Anchor 1 Anlageverhalten 1 Behavioural finance 1 Cointegration 1 Derivat 1 Derivative 1 Forecasting model 1 Hedging 1 Hedging effectiveness 1 Historical high ratio 1 Index futures 1 Index-Futures 1 Investor anchor 1 Kointegration 1 Momentum 1 Partial cointegration 1 Portfolio selection 1 Portfolio-Management 1 Prognoseverfahren 1 Regression analysis 1 Regression kink 1 Regressionsanalyse 1 Share repurchase 1 Stock index futures prices 1 Stock index returns 1
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Undetermined 5
Type of publication
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Article 5
Type of publication (narrower categories)
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Article in journal 5 Aufsatz in Zeitschrift 5
Language
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English 5
Author
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Ko, Kuan-Cheng 2 Yang, Nien-Tzu 2 Chang, Shu-Lien 1 Chien, Cheng-Yi 1 Chou, Robin K. 1 Lee, Hsiu-Chuan 1 Lee, Hsiu-chuan 1 Li, Cheng 1 Lien, Da-hsiang Donald 1 Lin, Ching 1 Lin, Mei-Chen 1 Lo, Wen-Chi 1 Lu, Mei-Hui 1 Ran, Rong 1 Sheu, Her-jiun 1 Wang, Szu-Fang 1
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Published in...
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Journal of financial studies : JFS : the official publication of the Taiwan Finance Association 2 Finance research letters 1 Journal of international financial markets, institutions & money 1 Review of quantitative finance and accounting 1
Source
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ECONIS (ZBW) 5
Showing 1 - 5 of 5
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Anchoring on historical high prices and share repurchases : evidence from the Taiwan equity market
Lin, Mei-Chen; Lu, Mei-Hui; Wang, Szu-Fang - In: Journal of financial studies : JFS : the official … 32 (2024) 1, pp. 87-128
Persistent link: https://www.econbiz.de/10015079695
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Hedging performance of volatility index futures : a partial cointegration approach
Lee, Hsiu-chuan; Lien, Da-hsiang Donald; Sheu, Her-jiun - In: Review of quantitative finance and accounting 61 (2023) 1, pp. 265-294
Persistent link: https://www.econbiz.de/10014342031
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State-dependent psychological anchors and momentum
Ran, Rong; Li, Cheng; Ko, Kuan-Cheng; Yang, Nien-Tzu - In: Finance research letters 46 (2022) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10013342035
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Historical high, time-varying anchoring biases, and stock return predictability
Lo, Wen-Chi; Chou, Robin K.; Ko, Kuan-Cheng; Yang, Nien-Tzu - In: Journal of financial studies : JFS : the official … 30 (2022) 1, pp. 57-83
Persistent link: https://www.econbiz.de/10013464377
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Historical high and stock index returns : application of the regression kink model
Chang, Shu-Lien; Chien, Cheng-Yi; Lee, Hsiu-Chuan; Lin, … - In: Journal of international financial markets, … 52 (2018), pp. 48-63
Persistent link: https://www.econbiz.de/10011986191
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