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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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The bivariate GARCH approach to investigating the relation between stock returns, trading volume, and return volatility
Chuang, Wen-I
;
Liu, Hsiang-Hsi
;
Susmel, Rauli
- In:
Global finance journal
23
(
2012
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10009840963
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Predicting volatility using the Markov-switching multifractal model: Evidence from S&P 100 index and equity options
Chuang, Wen-I
;
Huang, Teng-Ching
;
Lin, Bing-Huei
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 168-187
Persistent link: https://www.econbiz.de/10010134048
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3
The Impact of Short-Sales Constraints on Liquidity and the Liquidity–Return Relations
Chuang, Wen-I
;
Lee, Hsiu-Chuan
- In:
Pacific-Basin finance journal
18
(
2010
)
5
,
pp. 521-536
Persistent link: https://www.econbiz.de/10008451643
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