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Modeling daily price limits
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Chou, Pin-Huang
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Pacific-Basin Finance Journal
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ECONIS (ZBW)
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1
Momentum life cycle, revisited
Chen, Tsung-Yu
;
Chou, Pin-huang
;
Hsieh, Chia-Hsun
; …
- In:
Journal of banking & finance
127
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012820592
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2
What explains the orange juice puzzle : sentiment, smart money, or fundamentals?
Chou, Pin-huang
;
Hsieh, Chia-Hsun
;
Shen, Hsin-han
- In:
Journal of financial markets
29
(
2016
),
pp. 47-65
Persistent link: https://www.econbiz.de/10011722247
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3
Non-parametric momentum based on ranks and signs
Chen, Tsung-Yu
;
Chou, Pin-huang
;
Ko, Kuan-Cheng
;
Rhee, …
- In:
Journal of empirical finance
60
(
2021
),
pp. 94-109
Persistent link: https://www.econbiz.de/10012692984
Saved in:
4
Asset growth, style investing, and momentum
Chou, Pin-huang
;
Ko, Kuan-Cheng
;
Yang, Nien-Tzu
- In:
Journal of banking & finance
98
(
2019
),
pp. 108-124
Persistent link: https://www.econbiz.de/10012162244
Saved in:
5
Momentum and reversals : are they really separate phenomena?
Chen, Tsung-Yu
;
Chou, Pin-huang
;
Yang, Nien-Tzu
- In:
Finance research letters
32
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012430761
Saved in:
6
Comparing competing factor and characteristics models : evidence in Japan
Chou, Pin-huang
;
Ko, Kuan-Cheng
;
Rhee, S. Ghon
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014463363
Saved in:
7
Sources of liquidity premium : risk or mispricing?
Chou, Pin-huang
;
Ko, Kuan-Cheng
;
Wei, K. C. John
-
2024
Persistent link: https://www.econbiz.de/10015047456
Saved in:
8
Portfolio optimization under asset pricing anomalies
Chou, Pin-Huang
;
Li, Wen-Shen
;
Zhou, Guofu
- In:
Japan and the World Economy
18
(
2006
)
2
,
pp. 121-142
Persistent link: https://www.econbiz.de/10005444884
Saved in:
9
Risk aversion and price limits in futures markets
Chou, Pin-Huang
;
Lin, Mei-Chen
;
Yu, Min-Teh
- In:
Finance Research Letters
2
(
2005
)
3
,
pp. 173-184
Persistent link: https://www.econbiz.de/10005397354
Saved in:
10
A Gibbs sampling approach to the estimation of linear regression models under daily price limits
Chou, Pin-Huang
- In:
Pacific-Basin Finance Journal
5
(
1997
)
1
,
pp. 39-62
Persistent link: https://www.econbiz.de/10005462342
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