An-Sing Chen

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Forecasting Stock Indices: A Comparison of Classification and Level Estimation Models

M. Leung, H. Daouk, An-Sing Chen, 1999 .

Do firms use dividend changes to signal future profitability? A simultaneous equation analysis

An-Sing Chen, Chinpiao Liu, 2015 .

The affine styled-facts price dynamics for the natural gas: evidence from daily returns and option prices

An-Sing Chen, Shih-Kuei Lin, Chih-Chen Hsu, 2017 .

Making trading decisions for financial-engineered derivatives: a novel ensemble of neural networks using information content

Ruben Mancha, An-Sing Chen, Mark T. Leung, 2009 .

The relation between gold and stocks: an analysis of severe bear markets

An-Sing Chen, James Lin, 2014 .

Forecasting Exchange Rates Using General Regression Neural Networks

An-Sing Chen, Mark T. Leung, Hazem Daouk, 1999, Comput. Oper. Res..

Make-to-order product demand forecasting: Exponential smoothing models with neural network correction

M. Leung, An-Sing Chen, R. Quintana, 2009 .

Do Bank Regulation and Supervision Stabilize the Banking System? A Cross-Country Systematic Risk Analysis

An-Sing Chen, Chinpiao Liu, Hsiao-Feng Lin, 2016 .

Order Aggressiveness, Price Impact, and Investment Performance in a Pure Order-Driven Stock Market†

An-Sing Chen, Pi-Hsia Hung, Yunfeng Wu, 2015 .

Application of Neural Networks to an Emerging Financial Market: Forecasting and Trading the Taiwan Stock Index

An-Sing Chen, Mark T. Leung, Hazem Daouk, 2001, Comput. Oper. Res..

Optimal statistical arbitrage trading of Berkshire Hathaway stock and its replicating portfolio

An-Sing Chen, Che-Ming Yang, 2021, PloS one.

Intrinsic bubbles and Granger causality in the S&P 500: Evidence from long-term data

An-Sing Chen, K. Cheng, Lee-Young Cheng, 2009 .

Regression neural network for error correction in foreign exchange forecasting and trading

An-Sing Chen, Mark T. Leung, M. Leung, 2004, Comput. Oper. Res..

Business Creation, Innovation, and Regional Development: Evidence from China’s Thirty-Year Economic Transition

Shifeng Zhao, Shiyong Zhao, Anyang Chen, 2018, ICC 2018.

The firm’s asset volatility, effective tax rate and leverage effect: Evidence from Taiwan

An-Sing Chen, P. Anh, 2020 .

Performance evaluation of neural network architectures: the case of predicting foreign exchange correlations

An-Sing Chen, Mark T. Leung, M. Leung, 2005 .

Autocorrelation, structural breaks and the predictive ability of dividend yield

An-Sing Chen, Tai-Wei Zhang, 2007 .

Using Investment Portfolio Return to Combine Forecasts: A Multi-Objective Approach

M. Leung, H. Daouk, An-Sing Chen, 2001 .

Using investment portfolio return to combine forecasts: A multiobjective approach

An-Sing Chen, Mark T. Leung, Hazem Daouk, 2001, Eur. J. Oper. Res..

A Bayesian vector error correction model for forecasting exchange rates

An-Sing Chen, Mark T. Leung, M. Leung, 2003, Comput. Oper. Res..

Stochastic properties and predictability of intraday Taiwan exchange rates

M. Leung, An-Sing Chen, M. T. Leung, 1998 .

Volatility of exchange rate futures and high-low price spreads

An-Sing Chen, 1997 .

Stock auction bidding behavior and information asymmetries: An empirical analysis using the discriminatory auction model framework

Mark T. Leung, M. Leung, An-Sing Chen, 2003 .

Price Support in Stock Auctioned Ipos: Some Empirical Evidence

Shihti Yu, M. Leung, An-Sing Chen, 2002 .

Modeling time series information into option prices: An empirical evaluation of statistical projection and GARCH option pricing model

M. Leung, An-Sing Chen, M. T. Leung, 2005 .

Uniform testing and portfolio strategies for single and multifactor asset pricing models in the Pacific Basin markets

An-Sing Chen, S. Fang, 2009 .

The Beta Regime Change Risk Premium

An-Sing Chen, Tai-Wei Zhang, 2005 .

Enhancing hedging performance with the spanning polynomial projection

An-Sing Chen, Yan-Zhen Liu, 2008 .

Oil price thresholds and stock returns

An-Sing Chen, Che-Ming Yang, 2019, Investment Analysts Journal.

Time-varying Variance Scaling: Application of the Fractionally Integrated ARMA Model

An-Sing Chen, An-Sing Chen, Hung-Chou Chang, 2019, The North American Journal of Economics and Finance.

Exposure to internet pornography among Taiwanese adolescents

Shu Ching Yang, Mark T. Leung, S. Yang, 2013 .

The affine styled-facts price dynamics for the natural gas: evidence from daily returns and option prices

An-Sing Chen, Shih-Kuei Lin, Chih-Chen Hsu, 2016, Review of Quantitative Finance and Accounting.

Financial hedging in energy market by cross-learning machines

M. Leung, An-Sing Chen, Shaotao Pan, 2019, Neural Computing and Applications.

Institutional ownership changes and returns around analysts’ earnings forecast release events: Evidence from Taiwan

An-Sing Chen, Bi-Shia Hong, 2006 .

Making trading decisions for financial-engineered derivatives: a novel ensemble of neural networks using information content

Ruben Mancha, An-Sing Chen, Mark T. Leung, 2009, Intell. Syst. Account. Finance Manag..

The performance of enhanced-return index funds: evidence from bootstrap analysis

An-Sing Chen, M. T. Leung, Yeh-Chung Chu, 2012 .

Do analysts cater to investor beliefs via target prices

An-Sing Chen, Chong-Chuo Chang, Lee-Young Cheng, 2016 .

Forecasting the S&P 500 index volatility

An-Sing Chen, 1997 .

Financial risk and acquirers' stockholder wealth in mergers and acquisitions

An-Sing Chen, Pi-Hsia Hung, Hsiang-Hui Chu, 2018 .

Earnings management, market discounts and the performance of private equity placements.

An-Sing Chen, K. Cheng, Lee-Young Cheng, 2010 .

Momentum and Reversals in Weekly Euro FX Futures Returns during Periods of Extreme Trading Imbalance

Erin H. C. Kao, An-Sing Chen, 2009 .

Application of polynomial projection ensembles to hedging crude oil commodity risk

An-Sing Chen, Mark T. Leung, Ling-Hua Wang, 2012, Expert Syst. Appl..

Using Investment Portfolio Return to Combine Forecasts: A Multi-Objective Approach

H. Daouk, An-Sing Chen, M. T. Leung, 2001, Eur. J. Oper. Res..