Ming-Shiun Pan

发表

DYNAMIC LINKAGES BETWEEN EXCHANGE RATES AND STOCK PRICES: EVIDENCE FROM EAST ASIAN MARKETS

Ming-Shiun Pan, Robert Fok, Y. A. Liu, 2007 .

Volatility and trading demands in stock index futures

Ming-Shiun Pan, Y. A. Liu, H. Roth, 2003 .

Do currency futures prices follow random walks

Ming-Shiun Pan, Robert Fok, Kam C. Chan, 1997 .

Do open-market stock repurchases convey firm-specific or industry-wide information? Evidence from REITs

Ming-Shiun Pan, Kartono Liano, Gow-Cheng Huang, 2018, Journal of Economics and Finance.

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

Ming-Shiun Pan, Kam C. Chan, Y.Angela Liu, 1996 .

Determinants of Winner–Loser Effects in National Stock Markets

Ming-Shiun Pan, 2008 .

Term structure of return correlations and international diversification: evidence from European stock markets

Ming-Shiun Pan, H. Roth, Y. Angela Liu, 2001 .

The Operating Performance of REITs Conducting Open-Market Repurchases

Ming-Shiun Pan, Kartono Liano, Gow-Cheng Huang, 2010 .

REIT Open-Market Stock Repurchases and Profitability

Ming-Shiun Pan, Kartono Liano, Gow-Cheng Huang, 2009 .

Do IPOs Outperform Treasury Bills?

Ming-Shiun Pan, Kartono Liano, Gow-Cheng Huang, 2021, Finance Research Letters.

Are REIT Dividend Changes a Firm-Specific or an Industry-Level Signal? Evidence From the Decomposition of Stock Returns

Ming-Shiun Pan, Kartono Liano, Gow-Cheng Huang, 2022, Journal of Real Estate Portfolio Management.

Common stochastic trends and volatility in Asian-Pacific equity markets

Ming-Shiun Pan, Y. A. Liu, H. Roth, 1999 .

An Examination of the Short-Term and Long-Term Behavior of Foreign Exchange Rates

Ming-Shiun Pan, Y. A. Liu, Hamid Bastin, 1996 .

Transmission of Stock Returns and Volatility between the U.S. and Japan: Evidence from the Stock Index Futures Markets

Ming-Shiun Pan, L. Hsueh, 1998 .

The effects of stock splits on stock liquidity

Ming-Shiun Pan, Kartono Liano, Gow-Cheng Huang, 2015 .

The effects of stock splits on stock liquidity

Ming-Shiun Pan, Kartono Liano, Gow-Cheng Huang, 2013, Journal of Economics and Finance.

REIT Stock Splits and Liquidity Changes

Ming-Shiun Pan, Kartono Liano, Gow-Cheng Huang, 2011 .

The Intertemporal Relationship between the Currency Spot Market and the Currency Option Market

Ming-Shiun Pan, Ralph T. Hocking, Hong Rim, 1996 .

Permanent and transitory components of earnings, dividends, and stock prices

Ming-Shiun Pan, 2007 .

Aggregate Dividend Behavior and Permanent Earnings Hypothesis

Ming-Shiun Pan, 2001 .

Do stock splits signal future profitability?

Ming-Shiun Pan, Kartono Liano, Gow-Cheng Huang, 2002 .

Mean and Volatility Spillover Effects in the U.S. and Pacific-Basin Stock Markets

Ming-Shiun Pan, Y. A. Liu, Ming-Shiun Pan, 1997 .

NONLINEARITIES IN EMERGING FOREIGN CAPITAL MARKETS

Stanley R. Stansell, Ming-Shiun Pan, Susan P. Sewell, 1993 .

An Empirical Analysis of Stock Prices in Major Asian Markets and the United States

Ming-Shiun Pan, Kam C. Chan, Benton E. Gup, 1992 .

Industry momentum strategies and autocorrelations in stock returns

Ming-Shiun Pan, Kartono Liano, Gow-Cheng Huang, 2004 .

On market efficiency of Asian foreign exchange rates: evidence from a joint variance ratio test and technical trading rules

Ming-Shiun Pan, Ming-Shiun Pan, Y. Angela Liu, 2001 .

International Stock Market Efficiency and Integration: A Study of Eighteen Nations

Ming-Shiun Pan, Kam C. Chan, Benton E. Gup, 1997 .

Firm and industry informational content from REIT FFO announcements

William G. Hardin, Ming-Shiun Pan, Kartono Liano, 2019, Journal of Property Research.

The Information Content of Multiple Stock Splits

Ming-Shiun Pan, Kartono Liano, Herman Manakyan, 2008 .

International momentum effects: a reappraisal of empirical evidence

Ming-Shiun Pan, L. Hsueh, 2007 .

Multivariate Time-Varying Copula GARCH Model and Its Application in the Financial Market Risk Measurement

Dan Wang, Ming-Shiun Pan, Qi-an Chen, 2015 .

The distribution of currency futures price changes: A two-piece mixture of normals approach

Ming-Shiun Pan, Kam C. Chan, Chi-wing Fok, 1995 .

Autocorrelation, return horizons, and momentum in stock returns

Ming-Shiun Pan, 2010 .

REIT Share Repurchase Decisions and Stock Market Liquidity

Ming-Shiun Pan, Kartono Liano, Gow-cheng Huang, 2012 .

Open-market stock repurchases, insider trading, and price informativeness

Ming-Shiun Pan, Kartono Liano, Gow-cheng Huang, 2023, Review of Quantitative Finance and Accounting.

Investors' Opinion Divergence and Post-Earnings Announcement Drift in REITs

Ming-Shiun Pan, Kartono Liano, Gow-cheng Huang, 2019, Journal of Real Estate Portfolio Management.

Investor opinion divergence and post-repurchase announcement stock price drift

Ming-Shiun Pan, Kartono Liano, Gow-cheng Huang, 2015 .

Investors' Opinion Divergence and the REIT Post-Repurchase Announcement Price Drift

Ming-Shiun Pan, Kartono Liano, Gow-cheng Huang, 2013 .