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There are 16762 results for: content related to: Do Stock Prices Underreact to Information Conveyed by Investors' Trades? Evidence from China

  1. Pricing and Hedging European Energy Derivatives: A Case Study of WTI Oil Options

    Asia-Pacific Journal of Financial Studies

    Volume 43, Issue 3, June 2014, Pages: 317–355, Chih-Chen Hsu, Shih-Kuei Lin and Ting-Fu Chen

    Article first published online : 29 JUN 2014, DOI: 10.1111/ajfs.12050

  2. Risk Premium and Convexity Premium in the Stock Return

    Asia-Pacific Journal of Financial Studies

    Volume 41, Issue 6, December 2012, Pages: 739–764, Keehwan Park, Pilsun Choi and Saekwon Kim

    Article first published online : 18 DEC 2012, DOI: 10.1111/ajfs.12004

  3. Does Fear Spill Over?

    Asia-Pacific Journal of Financial Studies

    Volume 43, Issue 4, August 2014, Pages: 465–491, Cathy Yi-Hsuan Chen

    Article first published online : 25 AUG 2014, DOI: 10.1111/ajfs.12055

  4. Credit Rating Anomaly in the Taiwan Stock Market

    Asia-Pacific Journal of Financial Studies

    Volume 42, Issue 3, June 2013, Pages: 403–441, Hsiang-Hui Chu, Kuan-Cheng Ko, Shinn-Juh Lin and Hsiao-Wei Ho

    Article first published online : 19 JUN 2013, DOI: 10.1111/ajfs.12019

  5. Valuation of Guaranteed Contracts Set Relative to Cross-currency Stochastic Rates of Return

    Asia-Pacific Journal of Financial Studies

    Volume 43, Issue 4, August 2014, Pages: 589–619, Tsung-Yu Hsieh, Chi-Hsun Chou and Son-Nan Chen

    Article first published online : 25 AUG 2014, DOI: 10.1111/ajfs.12059

  6. Liquidity Risk and Expected Stock Returns in Korea: A New Approach

    Asia-Pacific Journal of Financial Studies

    Volume 41, Issue 6, December 2012, Pages: 704–738, Jeewon Jang, Jangkoo Kang and Changjun Lee

    Article first published online : 18 DEC 2012, DOI: 10.1111/ajfs.12003

  7. Empirical Performance of Alternative Option Pricing Models with Stochastic Volatility and Leverage Effects

    Asia-Pacific Journal of Financial Studies

    Volume 43, Issue 3, June 2014, Pages: 432–464, Woon Wook Jang, Young Ho Eom and Don H. Kim

    Article first published online : 29 JUN 2014, DOI: 10.1111/ajfs.12054

  8. The Effects of Adjusting the Residual Income Model for Industry and Firm-Specific Factors When Predicting Future Abnormal Returns

    Asia-Pacific Journal of Financial Studies

    Volume 42, Issue 3, June 2013, Pages: 373–402, Kwon-Jung Kim, Cheol Lee and Samuel L. Tiras

    Article first published online : 19 JUN 2013, DOI: 10.1111/ajfs.12018

  9. A Re-examination of Analyst Under-reaction

    Asia-Pacific Journal of Financial Studies

    Volume 42, Issue 5, October 2013, Pages: 724–754, Bok Baik and Su Jeong Lee

    Article first published online : 16 OCT 2013, DOI: 10.1111/ajfs.12029

  10. Corporate Governance and Analyst Behavior: Evidence from an Emerging Market

    Asia-Pacific Journal of Financial Studies

    Volume 42, Issue 2, April 2013, Pages: 228–261, Ji-Chai Lin and Vivian W. Tai

    Article first published online : 18 APR 2013, DOI: 10.1111/ajfs.12013

  11. Downside Risk Control in Continuous Time Portfolio Management

    Asia-Pacific Journal of Financial Studies

    Volume 42, Issue 6, December 2013, Pages: 913–938, Ya-Wen Hwang, Shih-Chieh Bill Chang and Han-Cong Cai

    Article first published online : 23 DEC 2013, DOI: 10.1111/ajfs.12035

  12. Modeling and Forecasting Realized Volatilities of Korean Financial Assets Featuring Long Memory and Asymmetry

    Asia-Pacific Journal of Financial Studies

    Volume 43, Issue 1, February 2014, Pages: 31–58, Soyoung Park and Dong W. Shin

    Article first published online : 12 MAR 2014, DOI: 10.1111/ajfs.12039

  13. Investors' Herd Behavior: Rational or Irrational?

    Asia-Pacific Journal of Financial Studies

    Volume 42, Issue 5, October 2013, Pages: 755–776, William T. Lin, Shih-Chuan Tsai and Pei-Yau Lung

    Article first published online : 16 OCT 2013, DOI: 10.1111/ajfs.12030

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    Structural VAR Approach to Mutual Fund Cash Flows: Net Flows, Inflows, and Outflows

    Asia-Pacific Journal of Financial Studies

    Volume 44, Issue 1, February 2015, Pages: 59–87, Yeonjeong Ha, Bong Soo Lee, Miyoun Paek and Kwangsoo Ko

    Article first published online : 15 MAR 2015, DOI: 10.1111/ajfs.12081

  15. Inference for Stochastic Bubble Trend in Stock Price Under the Error Correction Model

    Asia-Pacific Journal of Financial Studies

    Volume 43, Issue 3, June 2014, Pages: 384–406, Yun-Yeong Kim

    Article first published online : 29 JUN 2014, DOI: 10.1111/ajfs.12052

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    Stock Returns, Housing Returns and Inflation: Is There an Inflation Illusion?

    Asia-Pacific Journal of Financial Studies

    Volume 42, Issue 4, August 2013, Pages: 511–562, Gwangheon Hong, Jaeuk Khil and Bong-Soo Lee

    Article first published online : 16 AUG 2013, DOI: 10.1111/ajfs.12023

  17. Valuation of Long-Maturity KIKO Options Under the Stochastic Volatility Model

    Asia-Pacific Journal of Financial Studies

    Volume 43, Issue 4, August 2014, Pages: 492–529, Joon-Haeng Lee and Junmo Song

    Article first published online : 25 AUG 2014, DOI: 10.1111/ajfs.12056

  18. Forecasting the Term Structure of Korean Government Bond Yields Using the Dynamic Nelson-Siegel Class Models

    Asia-Pacific Journal of Financial Studies

    Volume 41, Issue 6, December 2012, Pages: 765–787, Kyu Ho Kang

    Article first published online : 18 DEC 2012, DOI: 10.1111/ajfs.12000

  19. Individuals’ Return Predictability in Market and Limit Trades

    Asia-Pacific Journal of Financial Studies

    Volume 43, Issue 1, February 2014, Pages: 59–88, Hyo-Jeong Lee and Hyuk Choe

    Article first published online : 12 MAR 2014, DOI: 10.1111/ajfs.12040

  20. A Simple Structural Model with a Default Boundary Dependent on Stock Market Performance

    Asia-Pacific Journal of Financial Studies

    Volume 43, Issue 3, June 2014, Pages: 356–383, Hwa-Sung Kim

    Article first published online : 29 JUN 2014, DOI: 10.1111/ajfs.12051

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    Erratum: Erratum

    Vol. 43, Issue 4, 620, Article first published online: 25 AUG 2014