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Day-of-the-week and jump effects in international investment sentiment indices

Lee, Yen-Hsien - In: Investment management and financial innovations 11 (2014) 2, pp. 60-68

Persistent link: https://www.econbiz.de/10010392833

Conditional jump dynamics in the stock prices of alternative energy companies

Lee, Yen-Hsien; Huang, Ya-Ling; Wu, Chun-Yu - In: International Journal of Energy Economics and Policy : IJEEP 3 (2013) 3, pp. 288-296

Persistent link: https://www.econbiz.de/10010192879

Oil sensitivity and its asymmetric impact on the stock market

Lee, Yen-Hsien; Chiou, Jer-shiou - In: Energy : the international journal ; technologies, … 36 (2011) 1, pp. 168-174

Persistent link: https://www.econbiz.de/10008826123

Do foreign trading patterns cause abnormal information from Taiwanese stock markets?

Lee, Ming-chih; Lee, Yen-Hsien - In: Applied economics letters 15 (2008) 13/15, pp. 1219-1224

Persistent link: https://www.econbiz.de/10003801378

Dynamic spillovers between oil and stock markets : new approaches at spillover index

Lee, Yen-Hsien; Liao, Ting-Huei; Huang, Ya-Ling; Huang, … - In: International journal of financial research 6 (2015) 2, pp. 178-189

Persistent link: https://www.econbiz.de/10011405144

Nonlinear short-run adjustments between house and stock prices in emerging Asian regions

Fang, Hao; Lee, Yen-Hsien; Chang, William S. - In: Panoeconomicus 65 (2018) 1, pp. 37-63

Persistent link: https://www.econbiz.de/10011894526

The dynamic and asymmetric herding behavior of US equity fund managers in the stock market

Fang, Hao; Shen, Chung-hua; Lee, Yen-Hsien - In: International review of economics & finance : IREF 49 (2017), pp. 353-369

Persistent link: https://www.econbiz.de/10011748490

Informed trading of futures markets during the financial crisis : evidence from the VPIN

Lee, Yen-Hsien; Liu, Wen-Chien; Hsieh, Chia-Lin - In: International journal of economics and finance 9 (2017) 9, pp. 123-132

Persistent link: https://www.econbiz.de/10011762717

The adjustment speeds of short-run real estate investment trust (REIT) and corresponding stock returns in the USA and Australia

Fang, Hao; Lee, Yen-Hsien; Lee, Jen-Sin; Chen, Wei-Jui - In: Investment management and financial innovations 14 (2017) 3, pp. 173-188

Persistent link: https://www.econbiz.de/10011873143

The Impact of Deregulation on Stock Market Efficiency

Lee, Yen-Hsien - 2010

This study discusses the gradual shift of the Taiwanese government toward deregulation. Using the traditional variance ratio, nonparametric-based variance ratio tests and a rolling variance ratio test, this study examines the impact of liberalization on market efficiency in Taiwan. The results...

Persistent link: https://www.econbiz.de/10013138778