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Uniform testing and portfolio strategies for single and multifactor asset pricing models in the Pacific Basin markets
Chen, An-sing; Fang, Shih-chuan - In: Applied economics 41 (2009) 13/15, pp. 1951-1963
Persistent link: https://www.econbiz.de/10003862780
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Echo effects and the returns from 52-week high strategies
Chen, An-sing; Yang, Wayne - In: Finance research letters 16 (2016), pp. 38-46
Persistent link: https://www.econbiz.de/10011655072
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Trimming effects and momentum investing
Yang, H. W. Wayne; Shen, Po-Wei; Chen, An-sing - In: The international journal of business and finance … 14 (2020) 2, pp. 73-87
Persistent link: https://www.econbiz.de/10012312118
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Time-varying variance scaling : application of the fractionally integrated ARMA model
Chen, An-sing; Chang, Hung-Chou; Cheng, Lee-Young - In: The North American journal of economics and finance : a … 47 (2019), pp. 1-12
Persistent link: https://www.econbiz.de/10012117796
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A new perspective on how investor sentiment affects herding behavior in the cryptocurrency market
Chen, An-sing; Huong Thi Nguyen - In: Finance research letters 67 (2024) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10015061421