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isPartOf:"Review of Pacific Basin financial markets and policies"
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Chiang, Chwan-Yi
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Chiang, Thomas C.
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Doong, Shuh-Chyi
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Faff, Robert W.
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Li, Yang
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Lien, Da-hsiang Donald
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Review of Pacific Basin financial markets and policies
Journal of econometrics
135
Economics letters
78
Econometric theory
62
Econometric reviews
53
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
49
Discussion paper / Tinbergen Institute
32
Applied economics letters
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Regional science & urban economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
The econometrics journal
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Journal of forecasting
27
Cowles Foundation discussion paper
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International journal of forecasting
23
Applied economics
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Economic modelling
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
Journal of empirical finance
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Working paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
CESifo working papers
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The journal of real estate finance and economics
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CREATES research paper
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Energy economics
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Journal of regional science
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
European journal of operational research : EJOR
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Cowles Foundation Discussion Paper
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Econometrics : open access journal
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The European journal of finance
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Journal of applied econometrics
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Oxford bulletin of economics and statistics
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SSE EFI working paper series in economics and finance
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Spatial economic analysis : the journal of the Regional Studies Association
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Applied financial economics
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Discussion papers in economics and econometrics
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NBER Working Paper
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Papers in regional science : the journal of the Regional Science Association International
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Working paper / National Bureau of Economic Research, Inc.
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1
Response asymmetries in Asian stock markets
Doong, Shuh-Chyi
;
Yang, Sheng-Yung
;
Chiang, Thomas C.
- In:
Review of Pacific Basin financial markets and policies
8
(
2005
)
4
,
pp. 637-657
Persistent link: https://www.econbiz.de/10003280288
Saved in:
2
An investigation of conditional autocorrelation and cross-autocorrelation in emerging markets
Faff, Robert W.
;
Hillier, David
;
McKenzie, Michael D.
- In:
Review of Pacific Basin financial markets and policies
8
(
2005
)
3
,
pp. 467-500
Persistent link: https://www.econbiz.de/10003140301
Saved in:
3
Autocorrelation and volume in the Chinese stock market
Groenewold, Nicolaas
- In:
Review of Pacific Basin financial markets and policies
7
(
2004
)
2
,
pp. 289-309
Persistent link: https://www.econbiz.de/10002131818
Saved in:
4
Return autocorrelations on individual stocks and corresponding futures : evidence from Australian, Hong Kong, and United Kingdom markets
Lien, Da-hsiang Donald
;
Li, Yang
- In:
Review of Pacific Basin financial markets and policies
7
(
2004
)
3
,
pp. 397-422
Persistent link: https://www.econbiz.de/10002229060
Saved in:
5
Trading volume and cross-autocorrelations of stock returns in emerging markets : evidence from the Taiwan stock market
Kuo, Wen-Hsiu
;
Hsu, Hsinan
;
Chiang, Chwan-Yi
- In:
Review of Pacific Basin financial markets and policies
7
(
2004
)
4
,
pp. 509-524
Persistent link: https://www.econbiz.de/10002436299
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