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    Showing items 121-130 of 580. (58 Page(s) Totally)
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    DateTitleAuthors
    2008 Do the Pure Martingale and Joint Normality Hypotheses Hold for Futures Contracts? Implications for the Optimal Hedge Ratios 陳聖賢; Chen, Sheng-Syan; Lee, Cheng-few; Shrestha, Keshab
    1992 Drifting Dollars,Mercurial Marks:Managing Exchange Rate Risk in the Global Marketplace 周行一; Wayne Lee; Michael Solt
    2006 Dynamic Asset Allocation Strategies for Investors with Mortgage Liability in the Environment of Time-Varying Interest Rates 徐辜元宏; 顏錫銘; Hsu Ku,Yuan-Hung; Yen, Simon H.
    2003 Dynamic Asset Allocation Strategy for Intertemporal Pension Fund Management with Time-Varying Volatility 顏錫銘; Yuan-Hung Hsu Ku
    1993 Dynamic Linkages Between the New York and Tokyo Stock Markets:A Vector Error Correction Analysis 賴松鐘; Lai, Michael; Lai, Kon S.; Fang, Hsing
    2019-04 Earnings Management and Post-Split Drift 湛可南; Chan, Konan; Li, Fengfei; Lin, Tse-Chun
    2009 Earnings Management and the Long-Run Underperformance of Firms Following Convertible Bond Offers 陳聖賢; Chou, De-Wai; Wang, C. Edward; Chen, Sheng-Syan; Tsai, Sandra
    2006-05 Earnings Quality and Stock Returns 湛可南; Chan, Konan; Chan, Louis; Jegadeesh, Narasimhan; Lakonishok, Josef
    2004-09 Economic Sources of Gain in Stock Repurchases 湛可南; Chan, Konan; Ikenberry, David; Lee, Inmoo
    1999 Effects of Executive Share Option Plans on Shareholder Wealth and Firm Performance: The Singapore Evidence 陳聖賢; Yeo, Gillian H. H.; Chen, Sheng-Syan; Ho, Kim Wai; Lee, Cheng-few

    Showing items 121-130 of 580. (58 Page(s) Totally)
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