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Lee, Tsun-Siou
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Advances in quantitative analysis of finance and accounting : a research annual
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Global finance journal
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OLC EcoSci
ECONIS (ZBW)
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The Interaction and Volatility Asymmetry of Unexpected Returns in the Greater China Stock Market - The response of investors to unexpected returns and the information transmission in the stock market of the Greater China area are investigated in this study. Firstly, we analyze the asymmetric reaction of return volatility to good and bad rows by utilizing GARCH model. We find that the impact of bad ...
Yeh, Yin-Hua
;
Lee, Tsun-Siou
- In:
Global finance journal
11
(
2000
)
1-2
,
pp. 129-150
Persistent link: https://www.econbiz.de/10007673729
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2
The Agency Problems Embedded in Firm’s Equity Investment
Yeh, Yin-Hua
;
Lee, Tsun-Siou
;
Shu, Pei-Gi
- In:
Journal of business ethics : JOBE
79
(
2008
)
1
,
pp. 151-166
Persistent link: https://www.econbiz.de/10007988146
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3
Stock Returns and Volatility under Market Segmentation: The Case of Chinese A and B Shares
Yeh, Yin-Hua
;
Lee, Tsun-siou
;
Pen, Jen-fu
- In:
Review of quantitative finance and accounting
18
(
2002
)
3
,
pp. 239-258
Persistent link: https://www.econbiz.de/10007167347
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4
Financial contracting under information asymmetry : the application of convertible debts with reset provision
Lee, Tsun-siou
;
Yeh, Yin-hua
;
Chiu, Shean-bii
;
Shao, …
- In:
Advances in quantitative analysis of finance and …
1
(
2004
),
pp. 199-218
Persistent link: https://www.econbiz.de/10009924708
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5
The pricing of structured notes with credit risk
Lee, Tsun-Siou
;
Lin, Hsin-Ying
- In:
Investment management and financial innovations
6
(
2009
)
4
,
pp. 221-232
Persistent link: https://www.econbiz.de/10009910638
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