Publications-期刊論文

Showing 1-23 of 23

                                             
Date▼ Title Type  Full Text Scopus WOS Altmetric
2016-07 技術分析對台灣波動度及規模效果之影響 article (505)
2014.01 Value Investing and Technical Analysis in Taiwan Stock Market article (1068)
2013.01 Credit Rating Anomaly in Taiwan Stock Market article (1135)
2012.05 考量轉換下的銀行利率和匯率風險管理 article (1041)
2012.03 能源價格衝擊與台灣總體經濟 article (3338)
2012-10 資產成長與股票報酬之關係:臺灣實證 article (593)
2012-05 考量狀態轉換下的銀行利率和匯率風險管理 article (639)
2012-03 能源價格衝擊與臺灣總體經濟 article (733)
2012-03 Firm Characteristics, Alternative Factors, and Asset-Pricing Anomalies: Evidence from Japan article (1053)
2011-12 Trading Mechanisms and Market Quality: Call Markets versus Continuous Auction Markets article (1104)
2011-03 技術交易策略在外匯市場無往不利? article (696)
2011-03 技術交易策略在外匯市場無往不利? article (748)
2010-02 Do Relative Leverage and Relative Distress Really Explain Size and BM Anomalies? article (1130)
2009-12 Volatility, Volume and the Uptick Rule: Evidence article (1097)
2009-12 臺灣上市產業指數之權益存續期間及其結構性變化的研究 article (721)
2009-12 台灣上市產業指數之權益存續期間及其結構性變化 article (335)
2009-11 動態隱含波動度模型:以臺指選擇權為例 article (930)
2009 Robust Testing for ARCH by Wavelet Shrinkage article (517)
2003-01 Examining Intraday Returns with Buy/Sell Information article (856)
2002 平盤以下不得放空限制對價格形成的影響 article (813)
2001 Wavelet Analysis of the Cost-of-Carry Model article (609)
1999 Testing Shifts in Financial Models with Conditional Heteroskedasticity: An Empirical Distribution Function Approach article (572)
1999 Wavelet Analysis of Index Prices in Futures and Cash Markets: Implication for the Cost-Of-Carry Model article (761)