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Change in volatility regimes and diversification in emerging stock markets
Li, Ming-yuan Leon - In: The South African journal of economics 77 (2009) 1, pp. 59-80
Persistent link: https://www.econbiz.de/10003837746
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Multiple asymmetries in index stock returns from boom bust and stable volatile markets states : an empirical study of US and UK stock markets
Li, Ming-yuan Leon - In: Applied economics letters 16 (2009) 1/3, pp. 183-191
Persistent link: https://www.econbiz.de/10003822700
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Volatility states and international diversification of international stock markets
Li, Ming-yuan Leon - In: Applied economics 39 (2007) 13/15, pp. 1867-1876
Persistent link: https://www.econbiz.de/10003535218
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Purchasing power parity under high and low volatility regimes
Li, Ming-yuan Leon - In: Applied economics letters 14 (2007) 7/9, pp. 581-589
Persistent link: https://www.econbiz.de/10003512270
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Examining the volatility of Taiwan Stock Index returns via a three-volatility-regime Marvov-switching ARCH model
Li, Ming-yuan Leon; Lin, Hsiou-wei William - In: Review of quantitative finance and accounting 21 (2003) 2, pp. 123-139
Persistent link: https://www.econbiz.de/10001787768
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Estimating value-a-risk via Markov switching ARCH models : an empirical study on stock index returns
Li, Ming-yuan Leon; Lin, Hsiou-wei William - In: Applied economics letters 11 (2004) 11, pp. 679-691
Persistent link: https://www.econbiz.de/10002195609
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Analysts' forecast dispersion and stock returns : a quantile regression approach
Li, Ming-yuan Leon; Wu, Jyong-Sian - In: The journal of behavioral finance : a publication of … 15 (2014) 3, pp. 175-183
Persistent link: https://www.econbiz.de/10011303211
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Do the loss patterns of financial assets influence investors' perceived risk? : from the perspective of loss aversion
Sheu, Her-jiun; Lee, Hui-Tzu; Luo, Lieh-Ming; Lee, Chih-Wei - In: Journal of financial studies : JFS : the official … 31 (2023) 2, pp. 39-59
Persistent link: https://www.econbiz.de/10014339147
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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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Trading platform, market volatility and pricing efficiency in the floor-traded and E-mini index futures markets
Chung, Huimin; Sheu, Her-jiun; Hsu, Shufang - In: International review of economics & finance : IREF 19 (2010) 4, pp. 742-754
Persistent link: https://www.econbiz.de/10009006975