Zobrazeno 1 - 10
of 77
pro vyhledávání: '"Han Ching Huang"'
Publikováno v:
International Journal of Economics and Financial Issues, Vol 5, Iss 2, Pp 390-398 (2015)
This paper uses four asymmetric GARCH models, which are GJR-GARCH, NA-GARCH, T-GARCH, and AV-GARCH to compare their performance on VaR forecasting to the symmetric GARCH model. In addition, we adopt four different mean equations which are ARMA(1,1),
Externí odkaz:
https://doaj.org/article/70effe1604ba40188e25968985c06728
Autor:
Yong Chern Su, Han Ching Huang
Publikováno v:
Investment Management & Financial Innovations, Vol 3, Iss 3 (2006)
Externí odkaz:
https://doaj.org/article/6fdd3b3b29bb457e8a2a6624bbc5d51e
Autor:
Han-Ching Huang, Yung-An Huang
Publikováno v:
Journal of Applied Finance & Banking. :77-102
Financial statements reveal the company's profitability and be used as an important indicator of the risk assessment. Auditor industry specialists can provide better quality of financial reports and informative disclosures. According to Lundholm and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8f9bcdbd7ca1e13384e85249055a121d
https://doi.org/10.47260/jafb/1326
https://doi.org/10.47260/jafb/1326
Autor:
Han-Ching Huang, Shan-He Huang
Publikováno v:
Advances in Management and Applied Economics. :107-130
When the litigation risk is higher, future stock returns are significantly lower following unconditional insider silence (no trade behavior during the last year) than following insider sales [5]. Specifically, Hong and Li [7] define the silence that
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c6d93dbf312f8e9b92ffd8e117733e7e
https://doi.org/10.47260/amae/1235
https://doi.org/10.47260/amae/1235
Autor:
Han-Ching Huang, Jung-Tzu Chang
Publikováno v:
Investment Management & Financial Innovations, Vol 13, Iss 2, Pp 141-148 (2016)
In this paper, the authors examine the illegal insider trading volume and cumulative abnormal return by the relative variables of the amendment, the change of the securities price, the number of defendants, the penalty and the fine for insider who co
Externí odkaz:
https://doaj.org/article/10df636165094de897798ad94ac21bb2
The Information Content of Indirect Insider Trading: Empirical Evidence from Vietnam Security Market
Autor:
Han-Ching Huang, William Indajang
Publikováno v:
Journal of Applied Finance & Banking. :17-34
In this paper, we discuss the relationship among indirect insider trading, opportunistic trading and investment horizon in Vietnam security market. Goldie, Jiang, Koch and Wintoki [10] find that in order to camouflage opportunistic trading, insiders
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::46c665a719482a7464fa638a204b9016
https://doi.org/10.47260/jafb/1232
https://doi.org/10.47260/jafb/1232
Autor:
Han-Ching Huang, Pei-Shan Tung
Publikováno v:
Investment Analysts Journal. 50:209-226
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::00fcae7b22019ffa9b8349a8d038fb7e
https://doi.org/10.1080/10293523.2021.2010373
https://doi.org/10.1080/10293523.2021.2010373
Autor:
Ren-Cyuan Chan, Han-Ching Huang
Publikováno v:
Journal of Asset Management. 22:581-599
This study explores the insider silence—otherwise known as “no trade” behavior. Because of the insiders’ positions, they have the advantage of prior knowledge about the company's undisclosed internal information, which is conducive to insider
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5ab92fd8ef5e0d7c61bae511da5b5b12
https://doi.org/10.1057/s41260-021-00236-y
https://doi.org/10.1057/s41260-021-00236-y
Autor:
Han-Ching Huang, Chien-Sheng Wen
Publikováno v:
Advances in Management and Applied Economics. :29-47
According to Cremers and Weinbaum [6], we compute the implied volatility spread by option put-call parity theory. Then, we build strategy based on implied volatility spread and compares it with OS, 52-week high, and contrarian investment strategies t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cb5b2748762f5c6c99598563cc89082c
https://doi.org/10.47260/amae/1123
https://doi.org/10.47260/amae/1123
Autor:
Pei-Shan Tung, Han-Ching Huang
Publikováno v:
International Journal of Finance & Economics. 26:2690-2712
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::727fe2736172810695d9e637e7c78f24
https://doi.org/10.1002/ijfe.1928
https://doi.org/10.1002/ijfe.1928