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The determinants of cross-sectional liquidity in the IPO aftermarket

Lee, Yen-sheng - In: Applied financial economics 22 (2012) 13/15, pp. 1161-1173

Persistent link: https://www.econbiz.de/10009625385

Social networks, social interaction and macroeconomic dynamics : how much could Ernst Ising help DSGE?

Chen, Shu-Heng; Chang, Chia-ling; Tseng, Yi-Heng - In: Research in international business and finance 30 (2014), pp. 312-335

Persistent link: https://www.econbiz.de/10010391747

Capital inflow, foreign exchange intervention, and currency misalignment in emerging market countries

Yan, Ho-don; Chen, Li-Ju; Tseng, Yi-Heng - In: China economic policy review 3 (2014) 2, pp. 1-30

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Limit order book transparency and order aggressiveness at the closing call : lessons from the TWSE 2012 new information disclosure mechanism

Tseng, Yi-Heng; Chen, Shu-Heng - In: Pacific-Basin finance journal 35 (2015) 1, pp. 241-272

Persistent link: https://www.econbiz.de/10011538265

Oil prices, exchange rate, and the price asymmetry in the Taiwanese retail gasoline market

Chou, Kuo-Wei; Tseng, Yi-Heng - In: Economic modelling 52 (2016), pp. 733-741

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Big Data analytics for forecasting tourism destination arrivals with the applied Vector Autoregression model

Liu, Yuan-Yuan; Tseng, Fang-Mei; Tseng, Yi-Heng - In: Technological forecasting & social change : an … 130 (2018), pp. 123-134

Persistent link: https://www.econbiz.de/10011958295

Does Venture Capital Affect Sponsors’ Decision? Evidence from Reward-Based Crowdfunding

Chang, Chia-Ling - 2019

Persistent link: https://www.econbiz.de/10012894530

Do option traders on value and growth stocks react differently to new information?

He, Wei; Lee, Yen-sheng; Wei, Peihwang - In: Review of quantitative finance and accounting 34 (2010) 3, pp. 371-381

Persistent link: https://www.econbiz.de/10003970085

Do Option Traders on Value and Growth Stocks React Differently to New Information?

He, Wei - 2008

This paper compares the changes in implied volatilities of options on Nasdaq 100 and Russell 2000 value and growth portfolios. Following Stein (1989) and Heynen, Kemna, and Vorst's (1994), we assume mean reversion, GARCH and EGARCH models for volatility. The empirical evidence using put options...

Persistent link: https://www.econbiz.de/10012725908

Examining the maturity of bitcoin price through a catastrophic event : the case of structural break analysis during the Covid-19 pandemic

Lee, Yen-Sheng; Vo, Ace; Chapman, Thomas A. - In: Finance research letters 49 (2022), pp. 1-7

Persistent link: https://www.econbiz.de/10013479616