Chinese Abstract:...

Chinese Abstract: A股关联公司的股票动量溢出效应研究:...

Chinese Abstract:...

This paper investigates the relationship between the collapse timing of exchange rate regime and degree of substitutability of foreign currency for domestic currency as a medium of exchange. According to the spirit of Chen et al. (1981), Tsaur (1987), Chang et al. (1991), we set up a...

Exchange rate movements affect exports through depreciation (appreciation) and risk. Depreciation may raise exports but exchange rate risk could offset the positive effect. This paper investigates the net effect for eight Asian countries using a dynamic conditional correlation bivariate GARCH-M...

Chinese Abstract:...

Chinese Abstract:...

Chinese Abstract:...

I first introduce the early-stage and modern classical asset pricing and portfolio theories. These include: the capital asset pricing model (CAPM), the arbitrage pricing theory (APT), the consumption capital asset pricing model (CCAPM), the intertemporal capital asset pricing model (ICAPM), and...

The aim of this paper is to re-examine the sequential-financing hypothesis in the context of convertible bond issuances from firms listed on the Taiwan Stock Exchange from 1994 to 2003. The results contend that announcements of convertible debt offerings are, on average, associated with...