Zobrazeno 1 - 10
of 30
pro vyhledávání: '"Shih-Kuo Yeh"'
Publikováno v:
陽明交大管理學報. 42:81-123
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8db81157a8f3ee7bdf0581458de3846a
https://doi.org/10.53106/102873102022124202003
https://doi.org/10.53106/102873102022124202003
Autor:
Ren-Raw Chen1 rchen@fordham.edu, Shih-Kuo Yeh2 seiko@nchu.edu.tw, Xiaohu Zhang3 xzhang25@fordham.edu
Publikováno v:
Journal of Financial Data Science. Summer2022, Vol. 4 Issue 3, p66-88. 23p.
Publikováno v:
The Journal of Fixed Income. 32:117-139
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7ee65bc37702e9e9d440f44ecaa29fe3
https://doi.org/10.3905/jfi.2022.1.150
https://doi.org/10.3905/jfi.2022.1.150
Publikováno v:
Review of Pacific Basin Financial Markets and Policies. 25
This paper investigates the relationship among liquidity risk, cash-holdings, financial constraints, and capital-raising costs. Our results show that cash preservation has different impacts on the liquidity risk explained by different aspects. The li
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::185453eae981b5a193cfab37f389d591
https://doi.org/10.1142/s0219091522500321
https://doi.org/10.1142/s0219091522500321
Publikováno v:
Intelligent Systems in Accounting, Finance and Management. 28:182-194
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::664edddd883b82f19ac08d3d832befef
https://doi.org/10.1002/isaf.1498
https://doi.org/10.1002/isaf.1498
Autor:
Ren-Raw Chen1 rchen@rci.rutgers.edu, Shih-Kuo Yeh2 seiko@ccms.nkfu.edu.tw
Publikováno v:
Journal of Financial & Quantitative Analysis. Mar2002, Vol. 37 Issue 1, p117-135. 19p. 2 Charts.
Publikováno v:
Journal of Banking & Finance. 82:191-202
Liquidity plays an important role in financial markets, especially during a financial crisis. New Basel III regulatory framework highlights the importance of liquidity risk management implemented by financial institutions. Moreover, updated Internati
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c2a72f85b58c2b842a72a93f1675b516
https://doi.org/10.1016/j.jbankfin.2016.07.003
https://doi.org/10.1016/j.jbankfin.2016.07.003
Publikováno v:
The North American Journal of Economics and Finance. 52:101166
During the global financial crisis, two types of short-sale restrictions, i.e., the uptick restriction and the naked short-sale ban, were introduced in the Taiwan Stock Exchange (TWSE). This provides an opportunity to examine whether these two types
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d106b708f4db4769386aa669ed37161e
https://doi.org/10.1016/j.najef.2020.101166
https://doi.org/10.1016/j.najef.2020.101166
Publikováno v:
Pacific-Basin Finance Journal. 29:297-309
The decentralized OTC market is extremely illiquid and opaque in comparison with the exchange-listed stock market. Although liquidity risk has been well documented in the finance literature, little is known about how liquidity risk affects the stocks
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::319d6ce30beb5fd328f51d5ff51c37a2
https://doi.org/10.1016/j.pacfin.2014.03.004
https://doi.org/10.1016/j.pacfin.2014.03.004
Publikováno v:
Review of Quantitative Finance and Accounting. 44:89-111
This study utilizes a multi-period structural model developed by Chen and Yeh (Pricing credit default swaps with the extended Geske–Johnson Model. Working paper, 2006), which extends the Geske and Johnson (J Financ Quant Anal 19:231–232, 1984) co
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::884cbd71d9d9506aee46bfdbaae3f774
https://doi.org/10.1007/s11156-013-0400-x
https://doi.org/10.1007/s11156-013-0400-x