Search Results - Liu, Y.Angela

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  1. 1
    Common stochastic trends and volatility in Asian-Pacific equity markets

    Common stochastic trends and volatility in Asian-Pacific equity markets by Pan, Ming-Shiun, Liu, Y.Angela, Roth, Herbert J.

    Published in Global finance journal
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  2. 2
    On market efficiency of Asian foreign exchange rates: evidence from a joint variance ratio test and technical trading rules

    On market efficiency of Asian foreign exchange rates: evidence from a joint variance ratio test and technical trading rules by Lee, Chun I., Pan, Ming-Shiun, Liu, Y.Angela

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  3. 3
    Fractional cointegration, long memory, and exchange rate dynamics

    Fractional cointegration, long memory, and exchange rate dynamics by Pan, Ming-Shiun, Liu, Y.Angela

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  4. 4
    Market anticipation and the effect of bond rating changes on common stock prices

    Market anticipation and the effect of bond rating changes on common stock prices by Hsueh, L.Paul, Liu, Y.Angela

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  5. 5
    An examination of long-term dependence in black market exchange rates in eight Pacific-Basin countries

    An examination of long-term dependence in black market exchange rates in eight Pacific-Basin countries by Pan, Ming-Shiun, Liu, Y.Angela, Chan, Kam C.

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