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Short and long run tests of the Fisher hypothesis
Shrestha, Keshab; Chen, Sheng-syan - In: Advances in financial planning and forecasting 9 (2000), pp. 243-251
Persistent link: https://www.econbiz.de/10001614726
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An empirical analysis of the relationship between the hedge ratio and hedging horizon : a simultaneous estimation of the short- and long-run hedge ratios
Chen, Sheng-syan; Lee, Cheng F.; Shrestha, Keshab - In: The journal of futures markets 24 (2004) 4, pp. 359-386
Persistent link: https://www.econbiz.de/10002005377
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The wealth effect of new product introductions on industry rivals
Chen, Sheng-syan; Ho, Kim Wai; Kueh Hwa Ik - In: The journal of business : B 78 (2005) 3, pp. 969-996
Persistent link: https://www.econbiz.de/10003050943
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Information uncertainty, earnings management, and long-run stock performance following initial public offerings
Chen, Sheng-syan; Lin, Wen-chun; Chang, Shao-chi; Lin, … - In: Journal of business finance & accounting : JBFA 40 (2013) 9/10, pp. 1126-1154
Persistent link: https://www.econbiz.de/10010236221
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Do the pure martingale and joint normality hypotheses hold for futures contracts? : implications for the optimal hedge ratios
Chen, Sheng-syan; Lee, Cheng F.; Shrestha, Keshab - In: The quarterly review of economics and finance : journal … 48 (2008) 1, pp. 153-174
Persistent link: https://www.econbiz.de/10003683377
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Does labor power affect the likelihood of a share repurchase?
Chen, Sheng-syan; Chen, Yan-Shing; Yanzhi, Wang - In: Financial management 44 (2015) 3, pp. 623-653
Persistent link: https://www.econbiz.de/10011396501