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Dynamic correlation between stock prices and exchange rates

Lee, Chia-hao; Doong, Shuh-chyi; Chou, Pei-i - In: Applied financial economics 21 (2011) 10/12, pp. 789-800

Persistent link: https://www.econbiz.de/10009231590

Does institutional short-termism matter with managerial myopia?

Chen, Yu-Fen; Lin, Fu-Lai; Yang, Sheng-Yung - In: Journal of business research : JBR 68 (2015) 4, pp. 845-850

Persistent link: https://www.econbiz.de/10010504965

A simplified firm value-based risky discount bond pricing model

Wang, Alan T.; Yang, Sheng-Yung - In: Review of Pacific Basin financial markets and policies 10 (2007) 3, pp. 445-468

Persistent link: https://www.econbiz.de/10003611888

Dynamic stock-bond return correlations and financial market uncertainty

Chiang, Thomas C.; Li, Jiandong; Yang, Sheng-Yung - In: Review of quantitative finance and accounting 45 (2015) 1, pp. 59-88

Persistent link: https://www.econbiz.de/10011333137

Managerial incentives and R&D investments : the moderating effect of the directors' and officers' liability insurance

Chen, Li-Yueh; Chen, Yu-Fen; Yang, Sheng-Yung - In: The North American journal of economics and finance : a … 39 (2017), pp. 210-222

Persistent link: https://www.econbiz.de/10011878624

Dynamic Common Properties of National Herd Behavior of Stock Markets

Chen, Yu-Fen; Chiang, Thomas C.; Lin, Fu-Lai; Yang, … - In: Advances in Pacific Basin business, economics and finance, (pp. 175-193). 2021

This chapter examines herd behavior across national borders. A dynamic latent factor model with Gibbs sampling is used to decompose the national herd behavior into the world, regional, and country-specific components. Testing the daily data from 2000 through 2014 for 47 countries, we find that...

Persistent link: https://www.econbiz.de/10015085510