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Risk-neutral skewness and market returns : the role of institutional investor sentiment in the futures market
Chen, Chen; Lee, Hsiu-Chuan; Liao, Tzu-Hsiang - In: The North American journal of economics and finance : a … 35 (2016), pp. 203-225
Persistent link: https://www.econbiz.de/10011672315
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Overnight returns of industry exchange-traded funds, investor sentiment, and futures market returns
Lee, Yun-Huan; Liao, Tzu-Hsiang; Lee, Hsiu-chuan - In: The journal of futures markets 42 (2022) 6, pp. 1114-1134
Persistent link: https://www.econbiz.de/10013287919
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Volatility spillovers of A- and B-shares for the Chinese stock market and its impact on the Chinese index returns
Chung, Chien-Ping; Liao, Tzu-Hsiang; Lee, Hsiu-chuan - In: Pacific-Basin finance journal 65 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10013209559
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Historical high and stock index returns : application of the regression kink model
Chang, Shu-Lien; Chien, Cheng-Yi; Lee, Hsiu-Chuan; Lin, … - In: Journal of international financial markets, … 52 (2018), pp. 48-63
Persistent link: https://www.econbiz.de/10011986191
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Hedging performance of volatility index futures : a partial cointegration approach
Lee, Hsiu-chuan; Lien, Da-hsiang Donald; Sheu, Her-jiun - In: Review of quantitative finance and accounting 61 (2023) 1, pp. 265-294
Persistent link: https://www.econbiz.de/10014342031
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Stock market uncertainty, volatility connectedness of financial institutions, and stock-bond return correlations
Hsu, Chih-Hsiang; Lee, Hsiu-chuan; Lien, Da-hsiang Donald - In: International review of economics & finance : IREF 70 (2020), pp. 600-621
Persistent link: https://www.econbiz.de/10012486839
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Tail comovements of implied volatility indices and global index futures returns predictability
Lee, Hsiu-chuan; Lee, Yun-Huan; Nguyen, Cuong - In: Pacific-Basin finance journal 80 (2023), pp. 1-21
Persistent link: https://www.econbiz.de/10014463335