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An empirical analysis of nonlinear dynamics relationship between the United States and Taiwan stock markets
Lee, Yen-Hsien - In: Zagreb international review of economics & business 15 (2012) 1, pp. 89-101
Persistent link: https://www.econbiz.de/10010236568
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Global and regional range-based volatility spillover effects
Lee, Yen-Hsien - In: Emerging markets review 14 (2013), pp. 1-10
Persistent link: https://www.econbiz.de/10009727970
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The impact of deregulation on stock market efficiency
Lee, Yen-Hsien - In: The international journal of business and finance … 4 (2010) 2, pp. 165-176
Persistent link: https://www.econbiz.de/10003958953
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Arbitrage behaviour in the exchange rates of Taiwan and Japan : applying the smooth transition vector error correction model with GJR-GARCH and spillover volatility
Lee, Yen-Hsien; Chiu, Chien-liang - In: Applied economics 43 (2011) 13/15, pp. 1935-1943
Persistent link: https://www.econbiz.de/10009240247
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A study of dynamics in market volatility indices between the US and Taiwan
Lee, Yen-Hsien; Hung, Jui-Cheng; Wang, Yi-Hsien; Huang, … - In: Investment management and financial innovations 9 (2012) 4, pp. 89-95
Persistent link: https://www.econbiz.de/10009745489
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Exploring forecast error and the informational content of implied volatility in the Taiwan market
Lee, Yen-Hsien; Lin, Chi-tai; Chiang, Shu-mei - In: Asia-Pacific journal of financial studies 41 (2012) 5, pp. 590-609
Persistent link: https://www.econbiz.de/10009665556
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Friends or enemies? : foreign investors in Taiwan
Lin, Cho-min; Lee, Yen-Hsien; Chiu, Chien-liang - In: Applied economics letters 17 (2010) 10/12, pp. 977-982
Persistent link: https://www.econbiz.de/10008698469
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Do foreign trading patterns cause abnormal information from Taiwanese stock markets?
Lee, Ming-chih; Lee, Yen-Hsien - In: Applied economics letters 15 (2008) 13/15, pp. 1219-1224
Persistent link: https://www.econbiz.de/10003801378
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Structural changes in foreign investors' trading behavior and the corresponding impact on Taiwan's stock market
Lin, Cho-min; Lee, Yen-Hsien; Chiu, Chien-liang - In: Research in international business and finance 23 (2009) 1, pp. 78-89
Persistent link: https://www.econbiz.de/10003802253
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Measuring the efficiency and the effect of corporate governance on the biotechnology and medical equipment industries in Taiwan
Lee, Yen-Hsien; Huang, Ya-Ling; Hsu, Shiuh-Sheng; Hung, … - In: International journal of economics and financial issues … 3 (2013) 3, pp. 662-672
Persistent link: https://www.econbiz.de/10010518970