The performance of imbalance-based trading strategy on tender offer announcement day

by Han-Ching Huang, Yong-Chern Su, Yi-Chun Liu
Published 2014-06-01

NA-GARCH modeling value-at-risk of financial holdings

by Yong-Chern Su, Ling-Chin Kao, Peiwen Chen
Published 2011-07-01

International investment bank spillover efficiency in financial crisis

by Han-Ching Huang, Yong-Chern Su, Fan-Wei Yeh
Published 2014-04-01

Profitability and causality of order imbalance based trading strategy in hedge stocks

by Yong-Chern Su, Han-Ching Huang, Chien-Chang Chiu
Published 2010-03-01

Intraday causality between order imbalance and return of speculative top losers

by Yong-Chern Su, Shing-Yang Hu, Han-Ching Huang, Jun-Quei Hsieh
Published 2009-03-01

The speed of convergence to market efficiency on NASDAQ hedging stocks

by Han-Ching Huang, Yong-Chern Su, Ming-Yu Yang
Published 2013-06-01

Modeling value at risk of financial holding company: time varying vs. traditional models

by Yong-Chern Su, Han-Ching Huang, Serena Wang
Published 2010-03-01

Certification announcement effect of financial holding company – a GARCH event study

by Yong-Chern Su, Han-Ching Huang, He-Hua Ni
Published 2012-04-01

Liquidity of financial options on GARCH option pricing in AMEX option market

by Han-Ching Huang, Yong-Chern Su, Kai-Ming Cheng
Published 2017-03-01

Investment bank reputation in primary and secondary market makings

by Yong-Chern Su, Han-Ching Huang, Hung-En Ku
Published 2012-04-01