Journal of Financial Studies
- » The Order Strategy of Informed Traders in an
Order-driven Market
- » Parameter Risks of Surplus Management Under a Stochastic Process
- » Average Interest Rate Call: Pricing, Hedging and Application
- » Value at Risk of Life Insurance Policy Reserves
- » The Determination of Underwriting Mechanisms and Itfs Impact on IPO Discount: Auction,...
- » A New Parametric Approach to Modeling Generalized Autoregressive
Conditional Density...
- » Heterogeneity of Traders as a Source of Exchange Rate Volatility: Some Simulation...
- » Order Imbalance, Spread and Return: Evidence from TAIFEX and SGX-DT
- » The Spillover and Crowding-out Effects of Mutual Funds
- » On the Beta Estimation and Cross-sectional Analysis of Expected Stock Returns in Taiwan
- » The Choice of Capital Structure, the Scale of Financing and Debt Refunding
- » Does B-Sharefs Opening Influence the Efficiency of Chinese Stock Market? An Application...
- » Optimal Stopping Decision for the Designated Management
- » A Bootstrap Method with Importance Resampling to Evaluate Value-at-Risk
- » An Investigate on Information Transmission of Nearby-Month Taiwan Stock Index Futures...
- » Information Content of Investorsf Bids in IPO Auctions: Evidence from Taiwan
- » A comparison and empirical study in forecasting abilities of dynamic volatility models
- » The Long-Run Performance of Equity Issuances in Taiwan: A Test of Subsequent SEO Effect
- » Relationship Lending at Commercial Banks: Some Empirical Evidence
- » Mutual Fund Tournament in the Taiwan Market: Risk-taking, Turnover, and Investorsf Rewards
- » Dynamic Mutual Fund Investment Decision in the Presence of Labor Income Risk
- » The royalty model for BOT projects
- » The Roles of Banks hold by the Group-Affiliated Firms: Evidences from the Cases of Taiwan
- » The Information Content of Repeatedly-Issued Covered Warrants
- » Is Taiwanfs First Exchange Traded Fund Efficient?