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Asymmetric effect of style comovement on momentum

Hsu, Ching-Chi; Chen, Miao-Ling - In: Finance research letters 31 (2019), pp. 146-154

Persistent link: https://www.econbiz.de/10012421265

Funding liquidity risk and the low-volatility anomaly : evidence from the Taiwan stock market

Hsu, Ching-Chi; Wei, An-Pin; Chen, Miao-Ling - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-23

Persistent link: https://www.econbiz.de/10012665989

Currency momentum strategies based on the Chinese Yuan : timing of foreign exchange volatility

Hsu, Ching-Chi; Chen, Miao-Ling - In: Journal of international financial markets, … 72 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10012800675

Investor Sentiment, Customer Satisfaction and Stock Returns

Peng, Chi-Lu (Edward) - 2015

Purpose: This study aims to investigate whether and how various sentiments affect the stock market's reaction to the ACSI (American Customer Satisfaction Index) information.Design/methodology/approach: The portfolio approach with time-varying risk factor loadings and the asset-pricing models are...

Persistent link: https://www.econbiz.de/10013031360