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Uniform testing and portfolio strategies for single and multifactor asset pricing models in the Pacific Basin markets
Chen, An-Sing; Fang, Shih-Chuan - In: Applied economics 41 (2009) 13-15, pp. 1951-1964
Persistent link: https://www.econbiz.de/10008275465
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Asymmetrical return on equity mean reversion and catering
Chen, An-Sing; Lin, Shih-Chieh - In: Journal of banking & finance 35 (2011) 2, pp. 471-478
Persistent link: https://www.econbiz.de/10008769655
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Forecasting The S&P 500 Index Volatility
Chen, An-Sing - In: International review of economics & finance : IREF 6 (1997) 4, pp. 391-404
Persistent link: https://www.econbiz.de/10007697854
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Ascertaining the effects of employee bonus plan
Ang, James S.; Chen, An-sing; Lin, James Wuh - In: Applied economics 37 (2005) 12, pp. 1439-1448
Persistent link: https://www.econbiz.de/10003020262
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Cointegration and detectable linear and nonlinear causality : analysis using the London Metal Exchange lead contract
Chen, An-sing; Lin, James Wuh - In: Applied economics 36 (2004) 11, pp. 1157-1167
Persistent link: https://www.econbiz.de/10002127727
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Autocorrelation, structural breaks and the predictive ability of dividend yield
Chen, An-Sing; Zhang, Tai-Wei - In: Applied economics 39 (2007) 5, pp. 645-652
Persistent link: https://www.econbiz.de/10007615727
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Dynamic index options trading strategies : direct forecasting versus option pricing
Chen, An-sing; Yueh-Chung, Chu - In: Advances in Pacific Basin business, economics, and finance 4 (2000), pp. 119-134
Persistent link: https://www.econbiz.de/10001543045
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Intrinsic bubbles and Granger causality in the S&P 500 : evidence from long-term data
Chen, An-sing; Cheng, Lee-Young; Cheng, Kuang-Fu - In: Journal of banking & finance 33 (2009) 12, pp. 2275-2281
Persistent link: https://www.econbiz.de/10003905518
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Earnings management, market discounts and the performance of private equity placements
Chen, An-sing; Cheng, Lee-young; Cheng, Kuang-fu; Chih, … - In: Journal of banking & finance 34 (2010) 8, pp. 1922-1932
Persistent link: https://www.econbiz.de/10008665546
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Asymmetrical return on equity mean reversion and catering
Chen, An-sing; Lin, Shih-chieh - In: Journal of banking & finance 35 (2011) 2, pp. 471-477
Persistent link: https://www.econbiz.de/10009244275