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Do currency futures prices follow random walks?
Pan, Ming-Shiun - In: Journal of empirical finance 4 (1997) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10001224777
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Market uncertainty, expected volatility and the mispricing of S&P 500 index futures
Tu, Anthony H.; Hsieh, Wen-Liang G.; Wu, Wei-Shao - In: Journal of empirical finance 35 (2016), pp. 78-98
Persistent link: https://www.econbiz.de/10011662722
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Religiosity and sovereign credit quality
Hsieh, Wen-Liang G.; Wu, Wei-Shao; Tu, Anthony H. - In: Journal of empirical finance 68 (2022), pp. 84-103
Persistent link: https://www.econbiz.de/10013464440
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The valuation effect of stock dividends or splits : evidence from a catering perspective
Hu, Conghui; Liu, Yu-jane; Xu, Xin - In: Journal of empirical finance 61 (2021), pp. 163-179
Persistent link: https://www.econbiz.de/10012693253
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Fat-finger event and risk-taking behavior
Jin, Miao; Liu, Yu-jane; Meng, Juanjuan - In: Journal of empirical finance 53 (2019), pp. 126-143
Persistent link: https://www.econbiz.de/10012171666