Similar Search Results

Hedging with zero-value at risk hedge ratio

Hung, Jui-cheng; Chiu, Chien-liang; Lee, Mingchih - In: Applied financial economics 16 (2006) 3, pp. 259-269

Persistent link: https://www.econbiz.de/10003291892

Normal and abnormal information transmissions : evidence from China's stock markets

Chiu, Chien-liang; Hung, Jui-cheng - In: Applied economics letters 14 (2007) 10/12, pp. 863-870

Persistent link: https://www.econbiz.de/10003589467

Jump risk of presidential election : evidence from Taiwan stock and foreign exchange markets

Hung, Jui-cheng; Jiang, Shi-jie; Chiu, Chien-liang - In: Applied economics 39 (2007) 16/18, pp. 2231-2240

Persistent link: https://www.econbiz.de/10003589802

Estimation of value-at-risk under jump dynamics and asymmetric information

Chiu, Chien-liang; Lee, Ming-chih; Hung, Jui-cheng - In: Applied financial economics 15 (2005) 15, pp. 1095-1106

Persistent link: https://www.econbiz.de/10003213436

Do price jumps matter in volatility forecasts of US treasury futures?

Zhang, Xueer; Hung, Jui-Cheng; Chiu, Chien-Liang - 2025

Persistent link: https://www.econbiz.de/10015376629

Evaluation of realized multi-power variations in minimum variance hedging

Hung, Jui-Cheng - In: Economic modelling 51 (2015), pp. 672-679

Persistent link: https://www.econbiz.de/10011476357

Deregulation and liberalization of the Chinese stock market and the improvement of market efficiency

Hung, Jui-cheng - In: The quarterly review of economics and finance : journal … 49 (2009) 3, pp. 843-857

Persistent link: https://www.econbiz.de/10003873638

What Impacts on Short Selling Activity? Evidence from the Taiwan Stock Markets

Chang, Matthew C.; Hung, Jui-Cheng; Wu, Chung-Fern - 2022

In this paper, we investigate the determinants of daily short selling activity for retail and foreign institutions and their impacts on stock returns, volatility and liquidity in the Taiwan stock markets. By using two metrics to measure the short selling activity for two investor types, we find...

Persistent link: https://www.econbiz.de/10013491564

The economic value of Bitcoin : a volatility timing perspective with portfolio rebalancing

Hung, Jui-Cheng; Liu, Hung-Chun; Yang, J. Jimmy - In: The North American journal of economics and finance : a … 74 (2024), pp. 1-15

Persistent link: https://www.econbiz.de/10015135740

Forecasting volatility and capturing downside risk of the Taiwanese futures markets under the financial tsunami

Liu, Hung-Chun; Hung, Jui-cheng - In: Managerial finance 36 (2010) 10, pp. 860-875

Persistent link: https://www.econbiz.de/10008662545