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The effects and applicability of financial media reports on corporate default ratings

Lu, Yang-cheng; Wei, Yu-Chen; Chang, Tsangyao - In: International review of economics & finance : IREF 36 (2015), pp. 69-87

Persistent link: https://www.econbiz.de/10011535647

An Empirical Note on Testing the Cointegration Relationship Between the Real Estate and Stock Markets in Taiwan

Chang, Tsangyao; Wei, Yu-Chen; Lu, Yang-Cheng - In: Economics Bulletin 3 (2007) 45, pp. 1-11

This note studies the long-run relationship between real estate and stock markets in the Taiwan context over the 1986Q3 to 2006Q4 period, using standard cointegration test of Johansen and Juselius (1990) and that of Engle-Granger (1987) as well as the fractional cointegration test of Geweke and...

Persistent link: https://www.econbiz.de/10005416825

Classification of trade direction for an equity market with price limit and order match : evidence from the Taiwan stock market

Lu, Yang-cheng; Wei, Yu-Chen - In: Investment management and financial innovations 6 (2009) 3, pp. 135-147

Persistent link: https://www.econbiz.de/10003920534

Causalities between sentiment indicators and stock market returns under different market scenarios

Sheu, Her-jiun; Lu, Yang-cheng; Wei, Yu-chen - In: The international journal of business and finance … 4 (2010) 1, pp. 159-171

Persistent link: https://www.econbiz.de/10003955716

Nonlinear dynamics between the investor fear gauge and market index in the emerging Taiwan equity market

Lu, Yang-cheng; Wei, Yu-chen; Chang, Chien-wei - In: Emerging markets finance & trade : a journal of the … 48 (2012), pp. 171-191

Persistent link: https://www.econbiz.de/10009682587

Revisiting early warning signals of corporate credit default using linguistic analysis

Lu, Yang-cheng; Shen, Chung-hua; Wei, Yu-chen - In: Pacific-Basin finance journal 24 (2013), pp. 1-21

Persistent link: https://www.econbiz.de/10010346794

Informativeness of the market news sentiment in the Taiwan stock market

Wei, Yu-Chen; Lu, Yang-cheng; Chen, Jen-Nan; Hsu, Yen-Ju - In: The North American journal of economics and finance : a … 39 (2017), pp. 158-181

Persistent link: https://www.econbiz.de/10011878611

Purchasing power parity for East-Asia countries : further evidence based on panel stationary test with multiple structural breaks

Chang, Tsangyao; Ding Li; Lu, Yang-cheng; Lee, Chia-hao - In: Applied economics 43 (2011) 22/24, pp. 3289-3298

Persistent link: https://www.econbiz.de/10009357392

Long-run purchasing power parity with asymmetric adjustment : further evidence from African countries

Chang, Tsangyao; Lu, Yang-cheng; Tang, De-piao; Liu, Wen-chi - In: Applied economics 43 (2011) 1/3, pp. 231-242

Persistent link: https://www.econbiz.de/10009011188

Revisiting purchasing power parity for G-7 countries using nonparametric rank test for cointegration

Chang, Tsangyao; Lee, Kuei-chiu; Lu, Yang-cheng; Pan, … - In: Applied economics letters 18 (2011) 16/18, pp. 1795-1800

Persistent link: https://www.econbiz.de/10009383281