Get started
Author

Min-Hsien Chiang

OpenAlex ID: A5110068322
On the estimation and inference of a cointegrated regression in panel data
2004 · Chihwa Kao, Min-Hsien Chiang · Advances in econometrics · 1,811
International R&D Spillovers: An Application of Estimation and Inference in Panel Cointegration
1999 · Chihwa Kao, Min-Hsien Chiang, et al. · Oxford Bulletin of Economics and Statistics · 309
Volatility effect of ETFs on the constituents of the underlying Taiwan 50 Index
2005 · Ching-Chung Lin, Min-Hsien Chiang · Applied Financial Economics · 36
New product preannouncements, advertising investments, and stock returns
2013 · Chien-Wei Chen, Min-Hsien Chiang, et al. · Marketing Letters · 29
Fixed-price, auction, and bookbuilding IPOs: Empirical evidence in Taiwan
2017 · Hsin-Yi Huang, Min-Hsien Chiang, et al. · Finance research letters · 21
A new choice of dynamic asset management: the variable proportion portfolio insurance
2008 · Huai-I. Lee, Min-Hsien Chiang, et al. · Applied Economics · 17
Stock market momentum, business conditions, and GARCH option pricing models
2011 · Min-Hsien Chiang, Hsin-Yi Huang · Journal of Empirical Finance · 13
A Smooth Transition Autoregressive Conditional Duration Model
2007 · Min-Hsien Chiang · Studies in Nonlinear Dynamics and Econometrics · 10
Financial leverage and competitive strategy of cross-listing firms
2018 · Chi-Lin Yang, Min-Hsien Chiang, et al. · Australian Journal of Management · 7
Additive Outlier Detection and Estimation for the Logarithmic Autoregressive Conditional Duration Model
2011 · Min-Hsien Chiang, Li-Min Wang · Communications in Statistics - Simulation and Computation · 7
Regime switching cointegration tests for the Asian stock index futures: evidence for MSCI Taiwan, Nikkei 225, Hong Kong Hang-Seng, and SGX Straits Times indices
2008 · Min-Hsien Chiang, Jo-Yu Wang · Applied Economics · 6
Do mutual fund flows drive the disposition behaviour of fund managers?
2017 · Min-Hsien Chiang, Hsin-Yi Huang · Investment Analysts Journal · 5
Information and timing of new product preannouncement and firm value
2017 · Chi-Lin Yang, Tsai-Yin Lin, et al. · Australian Journal of Management · 4
Portfolio insurance with a dynamic floor
2010 · Huai-I Lee, Hsinan Hsu, et al. · Journal of Derivatives & Hedge Funds · 3
PDF
Price discovery and changes in regimes for stock index futures
2003 · Min-Hsien Chiang · Global Finance Journal
Works count: 15
Citation count: 2,278
H-index: 8
I10-index: 8
Year
Topic
Type