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Author

Wan-Hsiu Cheng

Observed names: Cheng W, Wan-hsiu Cheng
Institution: Tamkang University
ORCID: 0009-0007-5462-1362
Observed ORCID: 0009-0007-5462-1362
OpenAlex ID: A5075659003
Skewness and leptokurtosis in GARCH-typed VaR estimation of petroleum and metal asset returns
2010 · Wan-Hsiu Cheng, Jui-Cheng Hung · Journal of Empirical Finance · 67
Economic determinants of comovement across international stock markets: the example of Taiwan and its key trading partners
2008 · Cho-Min Lin, Wan-Hsiu Cheng · Applied Economics · 20
Revisiting the roles of gold: Does gold ETF matter?
2018 · Wan-Hsiu Cheng, Chun-Da Chen, et al. · The North American Journal of Economics and Finance · 19
Correlated jumps in crude oil and gasoline during the Gulf War
2007 · Ming-Chih Lee, Wan-Hsiu Cheng · Applied Economics · 9
The Announcement Effects of Restricted Open Market Share Repurchases: Experience from Taiwan
2004 · Miawjane Chen, Chao-Liang Chen, et al. · Review of Pacific Basin Financial Markets and Policies · 9
Tests of the CAPM under structural changes
2005 · Ho-Chuan (River) Huang, Wan-hsiu Cheng · International Economic Journal · 8
Linear estimation of the location and scale parameters based on selected order statistics
1988 · Lai K Chan, Cheng W · Communication in Statistics- Theory and Methods · 8
Evaluating the Efficiency of Financial Assets as Hedges against Bitcoin Risk during the COVID-19 Pandemic
2023 · Li Wei, Ming-Chih Lee, et al. · Mathematics · 6
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Hedging with Floor-Traded and E-mini Stock Index Futures
2005 · chun-da chen, Chien‐Liang Chiu, et al. · Tamkang University Institutional Repository (TKUIR) · 4
The impact and profitability of day trading following the relaxation of day trading restrictions in Taiwan
2023 · Wan-Hsiu Cheng, Yuhsin Chen, et al. · Heliyon · 3
Are the shareholding and trading behaviors of diverse investors affected by the relaxation of day trading?
2021 · Wan-Hsiu Cheng, Yensen Ni, et al. · PLoS ONE · 3
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Pricing strategies in the Silicon Valley housing market: an update on TOM and recent events
2024 · Wan-Hsiu Cheng, Shih-Chieh Chiu, et al. · International Journal of Housing Markets and Analysis · 1
Urban disruptions and housing market dynamics: evidence from San Francisco
2026 · Wan-Hsiu Cheng, Chun-Da Chen, et al. · International Journal of Housing Markets and Analysis
Ethical Investing or Alpha Sacrifice: The U.S. Green ETF Performance Tradeoff
2026 · Wan-Hsiu Cheng, Zhi-Hua Qiu, et al. · Journal of Cultural Analysis and Social Change
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Comparative Analysis of Real Estate and Stock Markets as Inflation Hedges: Insights from East Asia and the United States
2025 · Li Wei, Wan-Hsiu Cheng, et al. · Journal of Emerging Market Finance
Overestimation in the Traditional GARCH Model During Jump Periods
2008 · Wan-Hsiu Cheng · RePEc: Research Papers in Economics
Scheduling of Coast Guard Command Center Watchstanders
2008 · Helen Kim, Karen Pamintuan, et al. · PDXScholar (Portland State University)
The relationships among three major institutional investors, general individual investors, and the stock market
2007 · Cho-Min Lin, Bor-Yi Huang, et al. · Journal of Statistics and Management Systems
Enhancing Forecast Accuracy by Using Long Estimation Periods
2007 · Ming-Chih Lee, Chien‐Liang Chiu, et al. · RePEc: Research Papers in Economics
An Asymptotically Best Linear Unbiased Estimator for the Logistic Population Based on the Selected Order Statistics
2005 · D Chen, Wan-Hsiu Cheng · Acta Mathematicae Applicatae Sinica English Series
Works count: 20
Citation count: 157
H-index: 7
I10-index: 3
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