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Journal of Financial Studies

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  • » The Order Strategy of Informed Traders in an Order-driven Market
    Lon-Ping Zu; Ming-Chang Wang; Chau-Jung Kuo
    2011-05-27
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  • » Parameter Risks of Surplus Management Under a Stochastic Process
    Jennifer L. Wang; Larry Y. Tzeng
    2011-06-03
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  • » Average Interest Rate Call: Pricing, Hedging and Application
    Shyan-Yuan Lee; Cheng-Hsi Hsieh; Chi-Tsai Chen
    2011-06-03
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  • » Value at Risk of Life Insurance Policy Reserves
    Chenghsien Tsai; Weiyu Kuo; Mengyi Li
    2011-06-03
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  • » The Determination of Underwriting Mechanisms and Itfs Impact on IPO Discount: Auction,...
    Tai Ma; Te-Chung Hu
    2011-06-03
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  • » A New Parametric Approach to Modeling Generalized Autoregressive Conditional Density...
    Kai-Li Wang; Jai-Hui Lin
    2011-06-03
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  • » Heterogeneity of Traders as a Source of Exchange Rate Volatility: Some Simulation...
    Imad A. Moosa; Abul Shamsuddin
    2011-06-03
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  • » Order Imbalance, Spread and Return: Evidence from TAIFEX and SGX-DT
    Yu Chuan Huang; Ming Po Lin
    2011-06-03
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  • » The Spillover and Crowding-out Effects of Mutual Funds
    Chih-Hsien Yu; Wang-Tsung Tzeng
    2011-06-03
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  • » On the Beta Estimation and Cross-sectional Analysis of Expected Stock Returns in Taiwan
    I-Hsiang Huang; Yung-Jang Wang; Chia-Hui Hsu
    2011-06-10
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  • » The Choice of Capital Structure, the Scale of Financing and Debt Refunding
    Yung-Jang Wang; Yi-Fang Gu
    2011-06-10
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  • » Does B-Sharefs Opening Influence the Efficiency of Chinese Stock Market? An Application...
    Chung-Hua Shen; Chien-Fu Chen
    2011-06-10
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  • » Optimal Stopping Decision for the Designated Management
    Jerry C.Y. Miao
    2011-06-10
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  • » A Bootstrap Method with Importance Resampling to Evaluate Value-at-Risk
    Shih-Kuei Lin; Cheng-Der Fuh; Tze-Jieh Ko
    2011-06-10
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  • » An Investigate on Information Transmission of Nearby-Month Taiwan Stock Index Futures...
    Chui-Chun Tsai; Tsun-Siou Lee
    2011-06-10
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  • » Information Content of Investorsf Bids in IPO Auctions: Evidence from Taiwan
    Yenshan Hsu; Cheng-Yi Shiu
    2011-06-10
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  • » A comparison and empirical study in forecasting abilities of dynamic volatility models
    Ray Y. Chou; Chun-Chou Wu; Nathan Liu
    2011-06-10
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  • » The Long-Run Performance of Equity Issuances in Taiwan: A Test of Subsequent SEO Effect
    Jeng-Ren Chiou; Ting-Kai Chou; Chia-Ling Wong
    2011-06-22
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  • » Relationship Lending at Commercial Banks: Some Empirical Evidence
    Chia-Pin Chen; Yi-Hsun Lai; Tse-Yin Hsu
    2011-06-22
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  • » Mutual Fund Tournament in the Taiwan Market: Risk-taking, Turnover, and Investorsf Rewards
    Mei-Chen Lin
    2011-06-22
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  • » Dynamic Mutual Fund Investment Decision in the Presence of Labor Income Risk
    Wen-chang Lin; Jin-ray Lu; I-yuan Chuang
    2011-06-22
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  • » The royalty model for BOT projects
    Chao Chung Kang; Cheng-Min Feng; Szu-Chi Huang
    2011-06-22
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  • » The Roles of Banks hold by the Group-Affiliated Firms: Evidences from the Cases of Taiwan
    Chien-An Wang; Chung-Hua Shen
    2011-06-22
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  • » The Information Content of Repeatedly-Issued Covered Warrants
    L. Paul Hsueh; Hsien-Yi Chen
    2011-06-22
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  • » Is Taiwanfs First Exchange Traded Fund Efficient?
    Andy Lin; Fan-Ju (Christina) Meng
    2011-06-22
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