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Causalities between sentiment...
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ECONIS (ZBW)
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Causalities between sentiment indicators and stock market returns under different market scenarios
Sheu, Her-jiun
;
Lu, Yang-cheng
;
Wei, Yu-chen
- In:
The international journal of business and finance …
4
(
2010
)
1
,
pp. 159-171
Persistent link: https://www.econbiz.de/10009897464
Saved in:
2
Nonlinear Dynamics Between the Investor Fear Gauge and Market Index in the Emerging Taiwan Equity Market
Lu, Yang-Cheng
;
Wei, Yu-Chen
;
Chang, Chien-Wei
- In:
Emerging markets finance & trade : a journal of the …
48
(
2012
),
pp. 171-192
Persistent link: https://www.econbiz.de/10009970527
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3
Classification of trade direction for an equity market with price limit and order match : evidence from the Taiwan stock market
Lu, Yang-Cheng
;
Wei, Yu-Chen
- In:
Investment management and financial innovations
6
(
2009
)
3
,
pp. 135-147
Persistent link: https://www.econbiz.de/10009910624
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4
Options Trading Based on the Forecasting of Volatility Direction with the Incorporation of Investor Sentiment
Sheu, Her-Jiun
;
Wei, Yu-Chen
- In:
Emerging markets finance & trade : a journal of the …
47
(
2011
)
2
,
pp. 31-48
Persistent link: https://www.econbiz.de/10008996801
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5
The price impact of foreign institutional herding on large-size stocks in the Taiwan stock market
Lu, Yang-Cheng
;
Fang, Hao
;
Nieh, Chien-Chung
- In:
Review of quantitative finance and accounting
39
(
2012
)
2
,
pp. 189-209
Persistent link: https://www.econbiz.de/10009994856
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6
Herding momentum effect and feedback trading of qualified foreign institutional investors in the Taiwan stock market
Lu, Yang-cheng
;
Wong, Jehn-yih
;
Fang, Hao
- In:
The international journal of business and finance …
3
(
2009
)
2
,
pp. 147-167
Persistent link: https://www.econbiz.de/10009897452
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7
Institutional herding premium in the Taiwan stock market
Lu, Yang-Cheng
;
Wong, Jehn-Yih
;
Fang, Hao
- In:
Investment management and financial innovations
6
(
2009
)
2
,
pp. 52-67
Persistent link: https://www.econbiz.de/10009910610
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8
Purchasing power parity for East-Asia countries: further evidence based on panel stationary test with multiple structural breaks
Chang, Tsangyao
;
Li, Ding
;
Lu, Yang-Cheng
;
Lee, Chia-Hao
- In:
Applied economics
43
(
2011
)
24
,
pp. 3289-3299
Persistent link: https://www.econbiz.de/10009185409
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9
Long-run purchasing power parity with asymmetric adjustment: further evidence from African countries
Chang, Tsangyao
;
Lu, Yang-Cheng
;
Tang, D. P.
;
Liu, Wen-Chi
- In:
Applied economics
43
(
2011
)
2
,
pp. 231-243
Persistent link: https://www.econbiz.de/10008781415
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10
Person-organisation fit and organizational citizenship behavior : time perspective
Wei, Yu-chen
- In:
Journal of management & organization : journal of …
18
(
2012
)
6
,
pp. 833-844
Persistent link: https://www.econbiz.de/10010096879
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