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Attaining stochastic optimal control over debt ratios in U.S. markets

Liu, Wei-han - In: Review of quantitative finance and accounting 61 (2023) 3, pp. 967-993

Persistent link: https://www.econbiz.de/10014342125

Lunar calendar effect : evidence of the Chinese Farmer's Calendar on the equity markets in East Asia

Liu, Wei-han - In: Journal of the Asia Pacific economy 18 (2013) 4, pp. 560-593

This paper examines the statistical relation between the Chinese Farmer's Calendar (CFC) and public market information in 10 East Asian equity markets during 1995-2004. CATREG and CART, two data mining techniques, are employed and the implications of the outcomes are discussed. The outcomes...

Persistent link: https://www.econbiz.de/10015180010

Detecting structural breaks in tail behaviour : from the perspective of fitting the generalized Pareto distribution

Liu, Wei-han - In: Applied economics 45 (2013) 10/12, pp. 1273-1286

Persistent link: https://www.econbiz.de/10009718411

Do futures prices exhibit maturity effect? : a nonparametric revisit

Liu, Wei-han - In: Applied economics 46 (2014) 7/9, pp. 813-825

Persistent link: https://www.econbiz.de/10010398924

Estimation and testing of portfolio Value-at-Risk based on L-comoment matrices

Liu, Wei-han - In: The journal of futures markets 30 (2010) 9, pp. 897-908

Persistent link: https://www.econbiz.de/10008900925

A re-examination of maturity effect of energy futures price from the perspective of stochastic volatility

Liu, Wei-han - In: Energy economics 56 (2016), pp. 351-362

Persistent link: https://www.econbiz.de/10011664251

An empirical re-examination of extreme tail behavior : testing the assumptions of the power laws and the generalized Pareto distribution on the financial series

Liu, Wei-Han - In: Applied economics 51 (2019) 30, pp. 3310-3324

Persistent link: https://www.econbiz.de/10012196832

National culture effects on stock market volatility level

Liu, Wei-han - In: Empirical economics : a journal of the Institute for … 57 (2019) 4, pp. 1229-1253

Persistent link: https://www.econbiz.de/10012115296

Re-evaluating the major factors in the low origination rate of the reverse mortgage market

Liu, Wei-Han - In: Review of Pacific Basin financial markets and policies … 26 (2023) 2, pp. 1-26

Persistent link: https://www.econbiz.de/10014304921

Can Credit Market Signalling Improve Labor Market Outcomes?

Corbae', Dean; Chen, Tzu-Ying - Society for Economic Dynamics - SED - 2010

According to a Survey by the Society for Human Resource Management, 25% of human resource representatives interviewed in 1998 indicated that the companies they worked for ran credit checks on potential employees while the fraction increased to 43% in 2004. In this paper, we explore how such...

Persistent link: https://www.econbiz.de/10011080716