Huimin Chung

发表

Corporate Governance and Equity Liquidity: Analysis of S&P Transparency and Disclosure Rankings

Cheng-Few Lee, W. Liao, Wei-peng Chen, 2007 .

Order Aggressiveness, Trading Patience, and Trader Types in a Limit Order Market

George H. K. Wang, Huimin Chung, J. Chiu, 2016 .

A value-at-risk analysis of carry trades using skew-GARCH models

Huimin Chung, Yu-Jen Wang, Jiajie Guo, 2013 .

Transaction Costs and Trading Activity in the Index Futures Market: The Case of the Transaction Tax Reduction in Taiwan

Soushan Wu, Fu-Ju Yang, Huimin Chung, 2003 .

Corporate governance reform and earnings management

Huimin Chung, Her-Jiun Sheu, Juo-Lien Wang, 2011 .

Intraday Liquidity Provision by Trader Types in a Limit Order Market: Evidence from Taiwan Index Futures

George H. K. Wang, Huimin Chung, J. Chiu, 2012 .

Corporate control, corporate governance and firm performance in New Zealand

Dar-Hsin Chen, Jianguo Chen, Huimin Chung, 2006 .

Forms and Effects of Shareholder Activism

Huimin Chung, Till Talaulicar, 2010 .

A Two-Stage Probit Model for Predicting Recovery Rates

R. Hwang, Huimin Chung, C. Chu, 2015, Journal of Financial Services Research.

The dynamic relationship between the prices of ADRs and their underlying stocks: Evidence from the threshold vector error correction model

Huimin Chung, Tsung-wu Ho, Linghua Wei, 2005 .

Voluntary Disclosure, Excess Executive Compensation and Firm Value

William Q. Judge, W. Q. Judge, Huimin Chung, 2015 .

Determinants of Foreign Direct Investment in Malaysia: New Evidence From Cointegration and Error Correction Model

Kishor Sharma, Huimin Chung, James Nayagam, 2012 .

Investor protection and the liquidity of cross-listed securities: Evidence from the ADR market

Huimin Chung, 2006 .

The introduction of electronically traded index futures and their impact on the underlying assets: the case of US index futures

Huimin Chung, Shumei Chiang, Huimin Chung, 2005, Int. J. Serv. Technol. Manag..

Estimation of GARCH Models from the Autocorrelations of the Squares of a Process

Huimin Chung, Richard T. Baillie, R. Baillie, 2001 .

An Analysis of Long Memory in Volatility for Asian Stock Markets

William T. Lin, Soushan Wu, Huimin Chung, 2000 .

Investor Protection and Liquidity of Cross-Listed Securities: Evidence from the Adr Market

Huimin Chung, 2003 .

Investor sentiment and evaporating liquidity during the financial crisis

Keng-Yu Ho, Huimin Chung, J. Chiu, 2018 .

Predicting issuer credit ratings using a semiparametric method

C. K. Chu, Huimin Chung, Ruey-Ching Hwang, 2010 .

Committee Independence and Financial Institution Performance During the 2007–08 Credit Crunch: Evidence from a Multi‐Country Study

Yin‐Hua Yeh, Huimin Chung, Chih-Liang Liu, 2011 .

External Financing Needs, Corporate Governance, and Firm Value

Soushan Wu, Wei-peng Chen, Huimin Chung, 2010 .

Deviations from Put–Call Parity and Volatility Prediction: Evidence from the Taiwan Index Option Market

Huimin Chung, Chin‐Ho Chen, Shuonan Yuan, 2014 .

A Two-Stage Probit Model for Predicting Recovery Rates

C. K. Chu, Huimin Chung, Ruey-Ching Hwang, 2016 .

Voluntary Adoption of Audit Committees, Ownership Structure and Firm Performance: Evidence from Taiwan

S. Hung, Huimin Chung, J. Chiu, 2019, Emerging Markets Finance and Trade.

Assessing bankruptcy prediction models via information content of technical inefficiency

C. K. Chu, Huimin Chung, Ruey-Ching Hwang, 2011 .

Econometric analysis of currency carry trade

Bruce Mizrach, Huimin Chung, Yu Wang, 2015 .

The economic value of co-movement between oil price and exchange rate using copula-based GARCH models

Huimin Chung, Huimin Chung, Chih Chiang Wu, 2011 .

Comprehensive Disclosure of Compensation and Firm Value: The Case of Policy Reforms in an Emerging Market

Huimin Chung, Her-Jiun Sheu, Chih-Liang Liu, 2010 .

Do firms’ earnings management practices affect their equity liquidity?

Huimin Chung, Her-Jiun Sheu, Juo-Lien Wang, 2009 .

The determinants of interest margins and their effect on bank diversification: Evidence from Asian banks

Soushan Wu, Huimin Chung, Jane-Raung Lin, 2012 .

Theoretical Framework of Finance

Keng-Yu Ho, Wei-peng Chen, Huimin Chung, 2010 .

Legal institutions and fragile financial markets

Huimin Chung, J. Chiu, 2019, Journal of International Money and Finance.

WHAT DO FOREIGN EXCHANGE MARKETS SAY ABOUT ELECTION OUTCOMES? A COMPARISON BETWEEN MALAYSIA, SINGAPORE AND PHILIPPINES

Huimin Chung, 2020 .

Trading platform, market volatility and pricing efficiency in the floor-traded and E-mini index futures markets

Huimin Chung, Her-Jiun Sheu, Shufang Hsu, 2010 .

Decimalization, ETFs and futures pricing efficiency

Robin K. Chou, Wei-peng Chen, Huimin Chung, 2009 .

How do entrenched managers handle stakeholders interests

Huimin Chung, Jane-Raung Lin, Y. Yang, 2012 .

Portfolio Optimization Models and Mean–Variance Spanning Tests

Keng-Yu Ho, Wei-peng Chen, Huimin Chung, 2010 .

Investment, Dividend, Financing, and Production Policies: Theory and Implications

Keng-Yu Ho, Wei-peng Chen, Huimin Chung, 2010 .

Funding liquidity and equity liquidity in the subprime crisis period: Evidence from the ETF market

Keng-Yu Ho, George H. K. Wang, Huimin Chung, 2012 .

Funding Liquidity and Equity Liquidity in the Subprime Crisis Period: Evidence from the Financial ETFs Market

Keng-Yu Ho, Huimin Chung, J. Chiu, 2010 .

A Note on Board Characteristics, Ownership Structure and Default Risk in Taiwan

Chien-Ming Huang, Huimin Chung, Shumei Chiang, 2015 .

Price clustering in E‐mini and floor‐traded index futures

Huimin Chung, Shumei Chiang, Shu-Mei Chiang, 2006 .

Has the introduction of S&P 500 ETF options led to improvements in price discovery of SPDRs?

Wei-peng Chen, Huimin Chung, 2012 .

Does the Local Rating Agency Provide ReliableCredit Ratings? An Empirical Analysis from an Emerging Market

R. Hwang, Huimin Chung, Chia-Liang Lin, 2012, The Journal of Fixed Income.

The contagious effects of the Asian financial crisis: some evidence from ADR and country funds

Huimin Chung, 2005 .

Corporate governance and individual sentiment beta

Huimin Chung, Chih-Liang Liu, Jian-You Lee, 2008 .

Corporate Governance and Equity Liquidity: An Analysis of S&P Transparency and Disclosure Ranking

Cheng-Few Lee, W. Liao, Wei-peng Chen, 2005 .

Research Methods in Quantitative Finance and Risk Management

Wei-Peng Chen, Huimin Chung, Keng-Yu Ho, 2010 .

Decimalization, trading costs, and information transmission between ETFs and index futures

Robin K. Chou, Huimin Chung, 2006 .

Price discovery in the S&P 500 index derivatives markets

D. Lien, Wei-peng Chen, Huimin Chung, 2016 .

Decimalization and the ETFs and Futures Pricing Efficiency

Robin K. Chou, Wei-peng Chen, Huimin Chung, 2007 .

Sources of contrarian profits in the Japanese stock market

Huimin Chung, Pin-Huang Chou, K.C. John Wei, 2007 .

Predicting Recurrent Financial Distresses with Autocorrelation Structure: An Empirical Analysis from an Emerging Market

R. Hwang, Huimin Chung, J. Ku, 2013 .

Investor Protection, Price Synchronicity and Systematic Risk: Evidence from Closed-End Country Funds

Huimin Chung, 2007 .

Fear Sentiment, Liquidity, and Trading Behavior: Evidence from the Index ETF Market

Keng-Yu Ho, Huimin Chung, J. Chiu, 2014 .

Price discovery across the stock index futures and the ETF markets: Intra-day evidence from the S&P 500, Nasdaq-100 and DJIA indices

Huimin Chung, Erh-Yin Sun, Mei-maun Hseu, 2007 .

Market Liquidity and Depth on Floor-Traded and E-Mini Index Futures: An Analysis of the S&P 500 and Nasdaq 100

Yu-shan Wang, Huimin Chung, Yung-Ching Yang, 2007 .

The Effect of Default Risk on Equity Liquidity: Evidence Based on the Panel Threshold Model

Wei-peng Chen, Huimin Chung, Yu-Dan Chen, 2010 .

Pricing Options With Price Limits and Market Illiquidity

Ting Wang, Chuang-Chang Chang, Huimin Chung, 2005 .