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Modeling daily price limits
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ECONIS (ZBW)
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1
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
Saved in:
2
Bootstrap tests for multivariate event studies
Chou, Pin-huang
- In:
Review of quantitative finance and accounting
23
(
2004
)
3
,
pp. 275-290
Persistent link: https://www.econbiz.de/10002418441
Saved in:
3
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
Saved in:
4
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
Saved in:
5
A comparison of hedge effectiveness and price discovery between TAIFEX TAIEX index futures and SGX MSCI Taiwan index futures
Chen, Shen-yuan
;
Lin, Ching-chung
;
Chou, Pin-huang
; …
- In:
Review of Pacific Basin financial markets and policies
5
(
2002
)
2
,
pp. 277-300
Persistent link: https://www.econbiz.de/10001697453
Saved in:
6
Tests of international asset pricing model with and without a riskless asset
Chou, Pin-huang
;
Lin, Mei-Chen
- In:
Applied financial economics
12
(
2002
)
12
,
pp. 873-883
Persistent link: https://www.econbiz.de/10001724710
Saved in:
7
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
Saved in:
8
Investment horizon and the cross section of expected returns : evidence from the Tokyo Stock Exchange
Chou, Pin-huang
;
Hsu, Yuan-lin
;
Zhou, Guofu
- In:
Annals of economics and finance
1
(
2000
)
1
,
pp. 79-100
Persistent link: https://www.econbiz.de/10001731829
Saved in:
9
Momentum life cycle, revisited
Chen, Tsung-Yu
;
Chou, Pin-huang
;
Hsieh, Chia-Hsun
; …
- In:
Journal of banking & finance
127
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012820592
Saved in:
10
Being good or being known: corporate governance, media coverage, ane earnings announcements
Chih, Hsiang-lin
;
Chih, Hsiang-hsuan
;
Chou, Pin-huang
- In:
The service industries journal
30
(
2010
)
3/4
,
pp. 405-420
Persistent link: https://www.econbiz.de/10003980718
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