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High-frequency data and stock-bond investing
Lai, Yu-Sheng - In: Journal of forecasting 41 (2022) 8, pp. 1623-1638
Persistent link: https://www.econbiz.de/10013465728
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Economic evaluation of dynamic hedging strategies using high-frequency data
Lai, Yu-Sheng - In: Finance research letters 57 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014517872
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Trading-hour and nontrading-hour volatility in crude oil and US dollar markets and its implications for portfolio optimization
Lai, Yu-Sheng - In: Journal of commodity markets : JCM 38 (2025), pp. 1-17
Persistent link: https://www.econbiz.de/10015426558
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Do the loss patterns of financial assets influence investors' perceived risk? : from the perspective of loss aversion
Sheu, Her-jiun; Lee, Hui-Tzu; Luo, Lieh-Ming; Lee, Chih-Wei - In: Journal of financial studies : JFS : the official … 31 (2023) 2, pp. 39-59
Persistent link: https://www.econbiz.de/10014339147
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An extension analysis of Amihud's illiquidity premium : evidence from the Taiwan stock market
Lee, Hsiu-chuan; Lien, Da-hsiang Donald; Sheu, Her-jiun; … - In: Pacific-Basin finance journal 87 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10015098388
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Omega portfolio models with floating return threshold
Yu, Jing-Rung; Chiou, Wan-jiun Paul; Hsin, Yi-Ting; … - In: International review of economics & finance : IREF 82 (2022), pp. 743-758
Persistent link: https://www.econbiz.de/10013545891