海量图书期刊资源,随时随地畅享阅读乐趣
How loss averse are investors in financial markets?Soosung Hwang; Steve E. Satchell · 2010
Valuing information using utility functions: how much should we pay for linear factor models?Hwang, Soosung; Satchell †, Steve E. · The European Journal of Finance · 2005
How Persistent is Stock Return Volatility? An Answer with Markov Regime Switching Stochastic Volatility ModelsSoosung Hwang; Steve E. Satchell; Pedro L. Valls Pereira · 2007
Portfolio hedging and basis risksLim, Kian-Guan · Applied Financial Economics · 1996
Intra-day volatility forecastsMcMillan, David G.; Garcia, Raquel Quiroga · Applied Financial Economics · 2009
Leverage effects in a multiasset frameworkSufana, R. · Applied Financial Economics · 2013
The pecking order hypothesis: Australian evidenceAllen, David E. · Applied Financial Economics · 1993
Portfolio diversification: a factor analysis approachHui, Tak-Kee · Applied Financial Economics · 2005
Purchasing power parity, nonlinearity and chaosSerletis, Apostolos; Gogas, Periklis · Applied Financial Economics · 2000
Regime switching in stock market returnsSchaller, Huntley; Norden, Simon Van · Applied Financial Economics · 1997
Seigniorage in developing countriesHaan, Jakob De; Zelhorst, Dick; Roukens, Onno · Applied Financial Economics · 1993