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A Gibbs sampling approach to the estimation of linear regression models under daily price limits
Chou, Pin-huang - In: Pacific-Basin finance journal 5 (1997) 1, pp. 39-62
Persistent link: https://www.econbiz.de/10001223790
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Price limits, margin requirements, and default risk
Chou, Pin-huang; Lin, Mei-Chen; Yu, Min-Teh - In: The journal of futures markets 20 (2000) 6, pp. 573-602
Persistent link: https://www.econbiz.de/10001509977
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The effectiveness of coordinating price limits across futures and spot markets
Chou, Pin-huang; Lin, Mei-Chen; Yu, Min-Teh - In: The journal of futures markets 23 (2002) 6, pp. 577-602
Persistent link: https://www.econbiz.de/10001769711
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Risk aversion and price limits in futures markets
Chou, Pin-huang; Lin, Mei-Chen; Yu, Min-Teh - In: Finance research letters 2 (2005) 3, pp. 173-184
Persistent link: https://www.econbiz.de/10003099275
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Do industries matter in explaining stock returns and asset-pricing anomalies?
Chou, Pin-huang; Ho, Po-Hsin; Ko, Kuan-Cheng - In: Journal of banking & finance 36 (2012) 2, pp. 355-370
Persistent link: https://www.econbiz.de/10009511317
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Fitting and testing for the implied volatility curve using parametric models
Chang, Chuang-chang; Chou, Pin-huang; Liao, Tzu-hsiang - In: The journal of futures markets 32 (2012) 12, pp. 1171-1191
Persistent link: https://www.econbiz.de/10009697755
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What affects the cool-off duration under price limits?
Chou, Pin-huang; Chou, Robin K.; Ko, Kuan-cheng; Chao, … - In: Pacific-Basin finance journal 24 (2013), pp. 256-278
Persistent link: https://www.econbiz.de/10010346768
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Using bootstrap to test portfolio efficiency
Chou, Pin-huang; Zhou, Guofu - In: Annals of economics and finance 7 (2006) 2, pp. 217-249
Persistent link: https://www.econbiz.de/10003418638
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Portfolio optimization under asset pricing anomalies
Chou, Pin-huang; Li, Wen-Shen; Zhou, Guofu - In: Japan and the world economy : international journal of … 18 (2006) 2, pp. 121-142
Persistent link: https://www.econbiz.de/10003303126
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Asset growth, style investing, and momentum
Chou, Pin-huang; Ko, Kuan-Cheng; Yang, Nien-Tzu - In: Journal of banking & finance 98 (2019), pp. 108-124
Persistent link: https://www.econbiz.de/10012162244