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The pricing and hedging of structured notes with systematic jump risk : an analysis of the USD knock-out reversed swap
Wang, Shin-yun; Lin, Shih-kuei - In: International review of economics & finance : IREF 19 (2010) 1, pp. 106-118
Persistent link: https://www.econbiz.de/10003927984
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Application of hidden Markov switching moving average model in the stock markets : theory and empirical evidence
Lin, Shih-kuei; Wang, Shin-yun; Tsai, Pei-ling - In: International review of economics & finance : IREF 18 (2009) 2, pp. 306-317
Persistent link: https://www.econbiz.de/10003832730
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Option pricing under stock market cycles with jump risks : evidence from the S&P 500 index
Wang, Shin-yun; Chuang, Ming-Che; Lin, Shih-kuei; Shyu, … - In: Review of quantitative finance and accounting 56 (2021) 1, pp. 25-51
Persistent link: https://www.econbiz.de/10012432624
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Some evidence on yield changes and the systematic risk of bonds
Chen, Carl R. - In: Quarterly journal of business and economics : QJBE 28 (1989) 1, pp. 43-54
Persistent link: https://www.econbiz.de/10001089345
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Settlement procedures and stock market efficiency
Lin, Emily; Chen, Carl R. - In: Journal of Futures Markets 39 (2018) 2, pp. 164-185
Persistent link: https://www.econbiz.de/10012082169
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Tobin's Q, managerial ownership, and analyst coverage : a nonlinear simultaneous equations model
Chen, Carl R.; Steiner, Thomas Lorenz - In: Journal of economics & business 52 (2000) 4, pp. 365-382
Persistent link: https://www.econbiz.de/10001508308
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Risk aversion, market segmentation, and the firm size effect : some empirical evidence
Chen, Carl R.; Lin, James Wuh - In: Advances in investment analysis and portfolio … 5 (1998), pp. 235-252
Persistent link: https://www.econbiz.de/10001404523
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A cross-sectional analysis of mutual funds' market timing and security selection skill
Chen, Carl R. (contributor) - 1990
Persistent link: https://www.econbiz.de/10000807315
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How well do asset allocation managers allocate assets?
Chan, Anthony; Chen, Carl R. - 1990
Persistent link: https://www.econbiz.de/10000807401
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Selectivity, market timing, and random beta behavior of mutual funds : a generalized model
Chen, Carl R. - In: The journal of financial research 9 (1986) 1, pp. 87-101
Persistent link: https://www.econbiz.de/10001019918