Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Chun-Kuei Hsieh"'
Publikováno v:
Taiwan Economic Forecast & Policy. Mar2024, Vol. 54 Issue 2, p1-43. 43p.
Autor:
Chun-Kuei Hsieh, 謝俊魁
97
This doctoral dissertation comprises two essays regarding the effect of institutional trading on return dynamics in the Taiwan stock markets. Essay I focuses on the effect of institutional trading on return autocorrelation while Essay II focu
This doctoral dissertation comprises two essays regarding the effect of institutional trading on return dynamics in the Taiwan stock markets. Essay I focuses on the effect of institutional trading on return autocorrelation while Essay II focu
Externí odkaz:
http://ndltd.ncl.edu.tw/handle/13933659047629245026
Autor:
Chun-Kuei Hsieh, 謝俊魁
87
The strong persistence in the volatility of a variety of financial time series is well-known. To determine whether this persistence can be characterized as ''long memory'''' is obviously important in both financial and econometric modelling.
The strong persistence in the volatility of a variety of financial time series is well-known. To determine whether this persistence can be characterized as ''long memory'''' is obviously important in both financial and econometric modelling.
Externí odkaz:
http://ndltd.ncl.edu.tw/handle/42805539273877605678
Publikováno v:
Economic Modelling. 98:247-265
The purchasing power parity (PPP) hypothesizes the real exchange rate to be a stationary process. Since the test results are model-dependent, the hypothesis has long been debated. This paper makes a new contribution to the PPP debate by exploring why
Publikováno v:
Journal of Economics and Management. 8(1):101-120
Once a national sport, baseball in Taiwan has been devalued with repeated cheating in local games and underperformance in international tournaments. Although some attribute its demise to the compensation structure, there does not seem to be any empir
Autor:
Chun-Kuei Hsieh, Shing-yang Hu
Publikováno v:
SSRN Electronic Journal.