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Riki / Journal Papers 3

 List of Journal Papers 

1.Hsiao, Jung-Lieh, Return and Volatility Dynamics between A-and B-shares Markets of Each Securities Exchange in China: An Intervention Analysis in a Bivariate EGARCH-X Framework, Asia Pacific Management Review, Vol. 12, No. 4 , PP 233-243, 2007, (TSSCI)
2. Hsiao, Jung-Lieh, "The Relationship between Returns and Trading Volume: Preliminary Evidence Concerning Taiwan Index Futures Contracts", Asia Pacific Management Review, Vol. 9, No. 3, PP 709-727, 2004, (TSSCI)
3. Hsiao, Jung-Lieh, "Stock Indicator Return Volatility and Information Arrival: An Empirical Study of China Equity Market," Review of Securities and Futures Markets, Vol. 14, No. 4, PP 1-40, 2003 (TSSCI & Lead-off paper)
4. Hsiao, Jung-Lieh, "The Behaviors of Greater China Stock Market Indexes: An Application of Rank-Based Variance Ratio Test," Co-authored with Hsiang-Hsi Liu, International Journal of Business and Strategy, 2, No. 1 , PP 59-79., 2001 (adopted by the trial outside of the hospital)
5. Hsiao, Jung-Lieh, "Random Walk Hypothesis and Weekday Effect In the Taiwan Futures Markets," International Journal of Business and Strategy, 2, No.2, PP 71-101, 2001 (adopted by the trial outside of the hospital)
6. Hsiao, Jung-Lieh, "Random Walks and Market Efficiency: A Case Study of the Shanghai Security Exchange," Co-authored with Hsiang-Hsi Liu, International Journal of Business and Strategy, 1, PP 37-52, 2000 ( trial through the lobby)
7. Hsiao, Jung-Lieh, "A Comparative Analysis of the Interrelationship among the Taiwan, Hong Kong and Mainland China Stock Markets," Co-authored with Richard Curcio and Christine X. Jiang, Journal of Emerging Markets, Vol. 3 No. 1, PP 81-98, 1998.
8. Hsiao, Jung-Lieh, "The Price Relationships Among the Hong Kong, Taiwan, and China Stock Markets: An Application of Cointegration Approach," Co-authored with Hsiang-Hsi Liu, Review of Securities and Futures Markets Vol. 10, No. 1, PP 153-185, 1998, (TSSCI)
9. Hsiao, Jung-Lieh, "The Shanghai Securities Exchange: Tests of Weak-Form Efficiency and Co-integration with the Greater China Stock Markets," 1996 U.S. Kent State University Distinguished Paper Award & 1998 National Science Council, a Paper Award kinds of help.
10. Ronglie Hsiao, "Taiwan's stock index futures trading on spot volatility and the impact of - the application of asymmetric GARCH models," Business Bank Quarterly, Vol. 27, No. 2, PP 35-66, 2004, co-author: Liu Chen.
11. Xiao Ronglie, "agricultural cooperatives of the market economy," cooperative economy, 62, PP 16-19,1999.

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