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Assessing jump and cojumps in financial asset returns with applications in futures markets

Yeh, Jin-huei; Yun, Mu-Shu - In: Pacific-Basin finance journal 82 (2023), pp. 1-19

Persistent link: https://www.econbiz.de/10014463584

Time irreversibility and EGARCH effects in US stock index returns

Chen, Yi-ting; Kuan, Chung-ming - In: Journal of applied econometrics 17 (2002) 5, pp. 565-578

Persistent link: https://www.econbiz.de/10001709316

Causality in quantiles and dynamic stock returnvolume relations

Chuang, Chia-chang; Kuan, Chung-ming; Lin, Hsin-yi - In: Journal of banking & finance 33 (2009) 7, pp. 1351-1360

Persistent link: https://www.econbiz.de/10003842309

Causality in quantiles and dynamic stock return-volume

Chuang, Chia-chang (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003491144

Analyzing the downside risk of exchange-traded funds : do the volatility estimators matter?

Wang, Jying-Nan; Chen, Lu-Jui; Liu, Hung-Chun; Hsu, … - In: International journal of economics and finance 8 (2016) 1, pp. 1-6

Persistent link: https://www.econbiz.de/10011422541

The relation between bond fund investor flows and volatility

Lee, Joe-Ming; Chen, Ku-Hsieh; Wang, Jying-Nan - In: The Singapore economic review : journal of the Economic … 61 (2016) 5, pp. 1-13

Persistent link: https://www.econbiz.de/10011616916

Anatomizing the Returns of Non-Fungible Tokens : Evidence From the CryptoPunks

Wang, Jying-Nan; Lee, Yen-Hsien; Liu, Hung-Chun; Hsu, … - 2022

We use transaction data on CryptoPunks to anatomize the factors affecting the returns of non-fungible tokens (NFTs). Our results show that trading volume in the short period before a trader buys (sells) CryptoPunk relates negatively (positively) to the returns on NFTs, suggesting that when...

Persistent link: https://www.econbiz.de/10013406549