Mei-Ping Chen Chen
Personal Details
First Name: | Mei-Ping |
Middle Name: | Chen |
Last Name: | Chen |
Suffix: | |
RePEc Short-ID: | pch2134 |
| |
http://wwwen.nutc.edu.tw/new/Info/acct_CMP.html | |
Affiliation
Department of Finance
National Taichung University of Science and Technology
Taichung, Taiwanhttp://adm.nutc.edu.tw/finance/
RePEc:edi:dfnuttw (more details at EDIRC)
Research output
Jump to: ArticlesArticles
- Chien‐Chiang Lee & Mei‐Ping Chen & Wei Xu, 2022. "Assessing the impacts of formal and informal regulations on ecological footprint," Sustainable Development, John Wiley & Sons, Ltd., vol. 30(5), pages 989-1017, October.
- Chien-Chiang Lee & Mei-Ping Chen, 2022. "The impact of COVID-19 on the travel and leisure industry returns: Some international evidence," Tourism Economics, , vol. 28(2), pages 451-472, March.
- Lee, Chien-Chiang & Chen, Mei-Ping & Xing, Wenwu, 2022. "Do national cultures matter for tourism development? Some international evidence," Economic Analysis and Policy, Elsevier, vol. 74(C), pages 666-686.
- Lee, Chien-Chiang & Chen, Mei-Ping, 2021. "The effects of investor attention and policy uncertainties on cross-border country exchange-traded fund returns," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 830-852.
- Chien-Chiang Lee & Mei-Ping Chen & Wenmin Wu & Wenwu Xing, 2021. "The impacts of ICTs on tourism development: International evidence based on a panel quantile approach," Information Technology & Tourism, Springer, vol. 23(4), pages 509-547, December.
- Lee, Chien-Chiang & Chen, Mei-Ping & Lee, Chi-Chuan, 2021. "Investor attention, ETF returns, and country-specific factors," Research in International Business and Finance, Elsevier, vol. 56(C).
- Chien-Chiang Lee & Mei-Ping Chen & Yi-Ting Peng, 2021. "Tourism development and happiness: International evidence," Tourism Economics, , vol. 27(5), pages 1101-1136, August.
- Chien-Chiang Lee & Mei-Ping Chen & Chun-Chie Huang, 2020. "The Effects Of U.S. Unconventional Monetary Policy On Asian Stock Markets," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 65(04), pages 917-945, June.
- Lee, Chien-Chiang & Chen, Mei-Ping, 2020. "Do natural disasters and geopolitical risks matter for cross-border country exchange-traded fund returns?," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
- Lee, Chien-Chiang & Chen, Mei-Ping, 2020. "Happiness sentiments and the prediction of cross-border country exchange-traded fund returns," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
- Chien-Chiang Lee & Mei-Ping Chen & Erh-Yin Sun, 2017. "Member states’ pact and industry co-movements in the BRICS markets," Applied Economics, Taylor & Francis Journals, vol. 49(4), pages 313-334, January.
- Chen, Mei-Ping & Chen, Wen-Yi & Tseng, Tseng-Chan, 2017. "Co-movements of returns in the health care sectors from the US, UK, and Germany stock markets: Evidence from the continuous wavelet analyses," International Review of Economics & Finance, Elsevier, vol. 49(C), pages 484-498.
- Chen, Mei-Ping & Lee, Chien-Chiang & Hsu, Yi-Chung, 2017. "Investor sentiment and country exchange traded funds: Does economic freedom matter?," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 285-299.
- Chen, Mei-Ping & Lin, Yu-Hui & Tseng, Chun-Yao & Chen, Wen-Yi, 2015. "Bubbles in health care: Evidence from the U.S., U.K., and German stock markets," The North American Journal of Economics and Finance, Elsevier, vol. 31(C), pages 193-205.
- Lee, Chien-Chiang & Chang, Chi-Hung & Chen, Mei-Ping, 2015. "Industry co-movements of American depository receipts: Evidences from the copula approaches," Economic Modelling, Elsevier, vol. 46(C), pages 301-314.
- Tseng, Tseng-Chan & Lee, Chien-Chiang & Chen, Mei-Ping, 2015. "Volatility forecast of country ETF: The sequential information arrival hypothesis," Economic Modelling, Elsevier, vol. 47(C), pages 228-234.
- Omid Ranjbar & Chien-Chiang Lee & Tsangyao Chang & Mei-Ping Chen, 2014. "Income Convergence in African Countries: Evidence from a Stationary Test With Multiple Structural Breaks," South African Journal of Economics, Economic Society of South Africa, vol. 82(3), pages 371-391, September.
- Lee, Chien-Chiang & Chen, Mei-Ping & Chang, Chi-Hung, 2014. "Industry co-movement and cross-listing: Do home country factors matter?," Japan and the World Economy, Elsevier, vol. 32(C), pages 96-110.
- Chen, Mei-Ping & Chen, Pei-Fen & Lee, Chien-Chiang, 2014. "Frontier stock market integration and the global financial crisis," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 84-103.
- Lee, Chien-Chiang & Chen, Mei-Ping & Chang, Chi-Hung, 2013. "Dynamic relationships between industry returns and stock market returns," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 119-144.
- Chien-Chiang Lee & Mei-Ping Chen & Kuan-Mien Hsieh, 2012. "Industry herding and market states: evidence from Chinese stock markets," Quantitative Finance, Taylor & Francis Journals, vol. 13(7), pages 1091-1113, October.
- Chien-Chiang Lee & Mei-Ping Chen & Chun-An Li & Chi-Hung Chang, 2011. "Determinants of ADR Returns before and after Domestic Stock Seasoned Equity Offerings: Evidence from Asian and Latin American Emerging Markets," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 12(2), pages 248-277, February.
- Chen, Mei-ping & Lee, Chien-Chiang & Hsu, Yi-Chung, 2011.
"The impact of American depositary receipts on the Japanese index: Do industry effect and size effect matter?,"
Economic Modelling, Elsevier, vol. 28(1), pages 526-539.
- Chen, Mei-ping & Lee, Chien-Chiang & Hsu, Yi-Chung, 2011. "The impact of American depositary receipts on the Japanese index: Do industry effect and size effect matter?," Economic Modelling, Elsevier, vol. 28(1-2), pages 526-539, January.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Articles
- Chien‐Chiang Lee & Mei‐Ping Chen & Wei Xu, 2022.
"Assessing the impacts of formal and informal regulations on ecological footprint,"
Sustainable Development, John Wiley & Sons, Ltd., vol. 30(5), pages 989-1017, October.
Cited by:
- Pata, Ugur Korkut & Kartal, Mustafa Tevfik & Erdogan, Sinan & Sarkodie, Samuel Asumadu, 2023. "The role of renewable and nuclear energy R&D expenditures and income on environmental quality in Germany: Scrutinizing the EKC and LCC hypotheses with smooth structural changes," Applied Energy, Elsevier, vol. 342(C).
- Maiti, Moinak, 2022. "Does improvement in green growth influence the development of environmental related technology?," Innovation and Green Development, Elsevier, vol. 1(2).
- Hao, Yu & Guo, Yunxia & Li, Suixin & Luo, Shiyue & Jiang, Xueting & Shen, Zhiyang & Wu, Haitao, 2022. "Towards achieving the sustainable development goal of industry: How does industrial agglomeration affect air pollution?," Innovation and Green Development, Elsevier, vol. 1(1).
- Jafar Hussain & Chien‐Chiang Lee, 2022. "A green path towards sustainable development: Optimal behavior of the duopoly game model with carbon neutrality instruments," Sustainable Development, John Wiley & Sons, Ltd., vol. 30(6), pages 1523-1541, December.
- Zheng, Qiaoqiao & Wan, Liang & Wang, Shanyong & Chen, Zexian & Li, Jun & Wu, Jie & Song, Malin, 2023. "Will informal environmental regulation induce residents to form a green lifestyle? Evidence from China," Energy Economics, Elsevier, vol. 125(C).
- Chien-Chiang Lee & Mei-Ping Chen, 2022.
"The impact of COVID-19 on the travel and leisure industry returns: Some international evidence,"
Tourism Economics, , vol. 28(2), pages 451-472, March.
Cited by:
- Wanhai You & Yuming Huang & Chien‐Chiang Lee, 2024. "Forecasting tourist flows in the COVID‐19 era using nonparametric mixed‐frequency VARs," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(2), pages 473-489, March.
- Umer Shahzad & Muhammad Ramzan & Muhammad Ibrahim Shah & Buhari DoÄŸan & Ahdi Noomen Ajmi, 2022. "Analyzing the Nexus Between Geopolitical Risk, Policy Uncertainty, and Tourist Arrivals: Evidence From the United States," Evaluation Review, , vol. 46(3), pages 266-295, June.
- Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Adewuyi, Adeolu O. & Lee, Chien-Chiang, 2022. "Quantile risk spillovers between energy and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak," Energy Economics, Elsevier, vol. 113(C).
- Xiao Jie Liu & Haiyue Liu & Shi Yi Liu & Jim Huangnan Shen & Chien‐Chiang Lee, 2022.
"Profit sharing, industrial upgrading, and global supply chains: Theory and evidence,"
Review of Development Economics, Wiley Blackwell, vol. 26(4), pages 2454-2493, November.
- Huangnan (Jim) Shen, 2020. "Profit Sharing, Industrial Upgrading, and Global Supply Chains: Theory and Evidence," CID Working Papers 123a, Center for International Development at Harvard University.
- Tsai, I-Chun & Chiang, Ying-Hui & Lin, Shih-Yuan, 2022. "Effect of COVID-19 lockdowns on city-center and suburban housing markets: Evidence from Hangzhou, China," Journal of Asian Economics, Elsevier, vol. 83(C).
- Juan Antonio Duro & Melchor Fernández-Fernández & Alejandro Pérez-Laborda & Jaume Rosselló-Nadal, 2024. "Towards a risk-adjusted tourism and travel competitiveness index," Tourism Economics, , vol. 30(4), pages 947-968, June.
- Purim Srisawat & Wuyi Zhang & Kassara Sukpatch & Wachira Wichitphongsa, 2023. "Tourist Behavior and Sustainable Tourism Policy Planning in the COVID-19 Era: Insights from Thailand," Sustainability, MDPI, vol. 15(7), pages 1-21, March.
- Rupika Khanna & Chandan Sharma & Abhay Pant, 2022. "COVID-19, firm characteristics and stock volatility: new evidence from the Indian tourism sector," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 19(6), pages 1563-1585, October.
- Lee, Chien-Chiang & Zhou, Hegang & Xu, Chao & Zhang, Xiaoming, 2023. "Dynamic spillover effects among international crude oil markets from the time-frequency perspective," Resources Policy, Elsevier, vol. 80(C).
- Zhang, Xiaoming & Zhang, Tong & Lee, Chien-Chiang, 2022. "The path of financial risk spillover in the stock market based on the R-vine-Copula model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 600(C).
- Al-Nassar, Nassar S. & Yousaf, Imran & Makram, Beljid, 2023. "Spillovers between positively and negatively affected service sectors from the COVID-19 health crisis: Implications for portfolio management," Pacific-Basin Finance Journal, Elsevier, vol. 79(C).
- Liu, Yan & Cheng, Xian & Liao, Stephen Shaoyi & Yang, Feng, 2023. "The impact of COVID-19 on the tourism and hospitality Industry: Evidence from international stock markets," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
- Ting Gan & Jiansong Zheng & Wei Li & Jiaxin Li & Junxian Shen, 2023. "Health and Wellness Tourists’ Motivation and Behavior Intention: The Role of Perceived Value," IJERPH, MDPI, vol. 20(5), pages 1-16, February.
- Lee, Chien-Chiang & Chen, Mei-Ping & Xing, Wenwu, 2022.
"Do national cultures matter for tourism development? Some international evidence,"
Economic Analysis and Policy, Elsevier, vol. 74(C), pages 666-686.
Cited by:
- Jin, Yu & Xi, Haonan & Wang, Xuhui & Ren, Xin & Yuan, Libin, 2022. "Evaluation of the Integration Policy in China: Does the Integration of Culture and Tourism Promote Tourism Development?," Annals of Tourism Research, Elsevier, vol. 97(C).
- Portella-Carbó, Ferran & Pérez-Montiel, Jose & Ozcelebi, Oguzhan, 2023. "Tourism-led economic growth across the business cycle: Evidence from Europe (1995–2021)," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 1241-1253.
- Lee, Chien-Chiang & Chen, Mei-Ping, 2021.
"The effects of investor attention and policy uncertainties on cross-border country exchange-traded fund returns,"
International Review of Economics & Finance, Elsevier, vol. 71(C), pages 830-852.
Cited by:
- Damien KUNJAL, 2023. "The Role of Investor Attention in ETF Liquidity," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 7(2), pages 45-64.
- Damien Kunjal, 2022. "Evaluating the Liquidity Response of South African Exchange-Traded Funds to Country Risk Effects," Economies, MDPI, vol. 10(6), pages 1-20, June.
- Zhang, Xiaoming & Wei, Chunyan & Lee, Chien-Chiang & Tian, Yiming, 2023. "Systemic risk of Chinese financial institutions and asset price bubbles," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
- Hsieh, Meng-Fen & Lee, Chien-Chiang & Lin, Yi-Ching, 2022. "New evidence on liquidity creation and bank capital: The roles of liquidity and political risk," Economic Analysis and Policy, Elsevier, vol. 73(C), pages 778-794.
- Alomari, Mohammed & Selmi, Refk & Mensi, Walid & Ko, Hee-Un & Kang, Sang Hoon, 2024. "Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks," The Quarterly Review of Economics and Finance, Elsevier, vol. 93(C), pages 210-228.
- He, Feng & Yan, Yulin & Hao, Jing & Wu, Ji (George), 2022. "Retail investor attention and corporate green innovation: Evidence from China," Energy Economics, Elsevier, vol. 115(C).
- Chien-Chiang Lee & Mei-Ping Chen & Wenmin Wu & Wenwu Xing, 2021.
"The impacts of ICTs on tourism development: International evidence based on a panel quantile approach,"
Information Technology & Tourism, Springer, vol. 23(4), pages 509-547, December.
Cited by:
- Sangwon Lee & Soomin Joo & Jinyoung Park & Yoonjae Nam, 2022. "ICT Infrastructure, OTT Market Growth, Economic Freedom, and International Tourism: A Cross-Country Empirical Study," Sustainability, MDPI, vol. 14(19), pages 1-12, September.
- Bakry, Walid & Nghiem, Xuan-Hoa & Farouk, Sherine & Vo, Xuan Vinh, 2023. "Does it hurt or help? Revisiting the effects of ICT on economic growth and energy consumption: A nonlinear panel ARDL approach," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 597-617.
- Iwona Bak & Emilia Barej-Kaczmarek & Piotr Sulikowski, 2022. "Impact of Information and Communication Technologies on the Tourism Sector," European Research Studies Journal, European Research Studies Journal, vol. 0(3), pages 595-606.
- Georgios Giotis & Evangelia Papadionysiou, 2022. "The Role of Managerial and Technological Innovations in the Tourism Industry: A Review of the Empirical Literature," Sustainability, MDPI, vol. 14(9), pages 1-20, April.
- Luo, Kang & Liu, Yaobin & Chen, Pei-Fen & Zeng, Mingli, 2022. "Assessing the impact of digital economy on green development efficiency in the Yangtze River Economic Belt," Energy Economics, Elsevier, vol. 112(C).
- Mihai F. Băcilă & Raluca Ciornea & Luiza M. Souca & Alexandra M. Drule, 2022. "Content Analysis on Sustainability Dimensions in DMOs’ Social Media Videos Advertising the World’s Most Visited Cities," Sustainability, MDPI, vol. 14(19), pages 1-25, September.
- Lee, Chien-Chiang & Chen, Mei-Ping & Xing, Wenwu, 2022. "Do national cultures matter for tourism development? Some international evidence," Economic Analysis and Policy, Elsevier, vol. 74(C), pages 666-686.
- Wei Yang & Qiuxia Chen & Qiuqi Guo & Xiaoting Huang, 2022. "Towards Sustainable Development: How Digitalization, Technological Innovation, and Green Economic Development Interact with Each Other," IJERPH, MDPI, vol. 19(19), pages 1-17, September.
- Ali Uyar & Cemil Kuzey & Mehmet Ali Koseoglu & Abdullah S Karaman, 2023. "Travel and tourism competitiveness index and the tourism sector development," Tourism Economics, , vol. 29(4), pages 1005-1031, June.
- Lee, Chien-Chiang & Chen, Mei-Ping & Yuan, Zihao, 2023. "Is information and communication technology a driver for renewable energy?," Energy Economics, Elsevier, vol. 124(C).
- Wen, Huwei & Liang, Weitao & Lee, Chien-Chiang, 2022. "Urban broadband infrastructure and green total-factor energy efficiency in China," Utilities Policy, Elsevier, vol. 79(C).
- Wen, Huwei & Wen, Changyong & Lee, Chien-Chiang, 2022. "Impact of digitalization and environmental regulation on total factor productivity," Information Economics and Policy, Elsevier, vol. 61(C).
- Theodore Panagiotidis & Maurizio Mussoni & Georgios Voucharas, 2023. "How Important is Tourism for Growth?," Working Paper series 23-13, Rimini Centre for Economic Analysis.
- Lee, Chien-Chiang & Chen, Mei-Ping & Lee, Chi-Chuan, 2021.
"Investor attention, ETF returns, and country-specific factors,"
Research in International Business and Finance, Elsevier, vol. 56(C).
Cited by:
- Shan Huang & Yan Ding & Pierre Failler, 2022. "Does the Government’s Environmental Attention Affect Ambient Pollution? Empirical Research on Chinese Cities," Sustainability, MDPI, vol. 14(6), pages 1-19, March.
- Zhou, Xinxing & Gao, Yan & Wang, Ping & Zhu, Bangzhu, 2022. "Examining the overconfidence and overreaction in China’s carbon markets," Economic Analysis and Policy, Elsevier, vol. 75(C), pages 472-489.
- Lee, Chien-Chiang & Chen, Mei-Ping & Xing, Wenwu, 2022. "Do national cultures matter for tourism development? Some international evidence," Economic Analysis and Policy, Elsevier, vol. 74(C), pages 666-686.
- Yang, Jianlei & Yang, Chunpeng, 2021. "The impact of mixed-frequency geopolitical risk on stock market returns," Economic Analysis and Policy, Elsevier, vol. 72(C), pages 226-240.
- He, Feng & Yan, Yulin & Hao, Jing & Wu, Ji (George), 2022. "Retail investor attention and corporate green innovation: Evidence from China," Energy Economics, Elsevier, vol. 115(C).
- Naqvi, Bushra & Rizvi, Syed Kumail Abbas & Hasnaoui, Amir & Shao, Xuefeng, 2022. "Going beyond sustainability: The diversification benefits of green energy financial products," Energy Economics, Elsevier, vol. 111(C).
- Chien-Chiang Lee & Mei-Ping Chen & Yi-Ting Peng, 2021.
"Tourism development and happiness: International evidence,"
Tourism Economics, , vol. 27(5), pages 1101-1136, August.
Cited by:
- Behera, Deepak Kumar & Rahut, Dil B & Padmaja, M & Dash, Ajit Kumar, 2024. "Socioeconomic determinants of happiness: Empirical evidence from developed and developing countries," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 109(C).
- Wanhai You & Yuming Huang & Chien‐Chiang Lee, 2024. "Forecasting tourist flows in the COVID‐19 era using nonparametric mixed‐frequency VARs," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(2), pages 473-489, March.
- Lee, Chien-Chiang & Chen, Mei-Ping & Xing, Wenwu, 2022. "Do national cultures matter for tourism development? Some international evidence," Economic Analysis and Policy, Elsevier, vol. 74(C), pages 666-686.
- Rufei Zhang & Haizhen Zhang & Qingzhu Fan & Wang Gao & Xue Luo & Shixiong Yang, 2022. "Partisan Conflict, National Security Policy Uncertainty and Tourism," Sustainability, MDPI, vol. 14(17), pages 1-22, August.
- Larry Dwyer, 2023. "Why tourism economists should treat resident well-being more seriously," Tourism Economics, , vol. 29(8), pages 1975-1994, December.
- Lee, Chien-Chiang & Chen, Mei-Ping, 2020.
"Do natural disasters and geopolitical risks matter for cross-border country exchange-traded fund returns?,"
The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
Cited by:
- Lihui Tian & Xin Li, 2023. "Does climate policy uncertainty affect carbon emissions in China? A novel dynamic ARDL simulation perspective," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-10, December.
- Liu, Ke & Fu, Qiang & Ma, Qing & Ren, Xiang, 2024. "Does geopolitical risk affect exports? Evidence from China," Economic Analysis and Policy, Elsevier, vol. 81(C), pages 1558-1569.
- Chien-Chiang Lee & En-Ze Wang, 2021. "Economic Complexity and Income Inequality: Does Country Risk Matter?," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 154(1), pages 35-60, February.
- Lee, Chi-Chuan & Lee, Chien-Chiang & Li, Yong-Yi, 2021. "Oil price shocks, geopolitical risks, and green bond market dynamics," The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
- Wen, Huwei & Lee, Chien-Chiang & Zhou, Fengxiu, 2022. "How does fiscal policy uncertainty affect corporate innovation investment? Evidence from China's new energy industry," Energy Economics, Elsevier, vol. 105(C).
- Shen, Huayu & Liang, Yue & Li, Hanwen & Liu, Jie & Lu, Guangxi, 2021. "Does geopolitical risk promote mergers and acquisitions of listed companies in energy and electric power industries," Energy Economics, Elsevier, vol. 95(C).
- Bijoy Rakshit, 2021. "Impact of Natural Disasters on Energy Consumption - Evidence From Indian States," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, vol. 2(3), pages 1-6.
- Chien-Chiang Lee & Mei-Ping Chen, 2022. "The impact of COVID-19 on the travel and leisure industry returns: Some international evidence," Tourism Economics, , vol. 28(2), pages 451-472, March.
- Damien Kunjal & Faeezah Peerbhai & Paul-Francois Muzindutsi, 2022. "Political, economic, and financial country risks and the volatility of the South African Exchange Traded Fund market: A GARCH-MIDAS approach," Risk Management, Palgrave Macmillan, vol. 24(3), pages 236-258, September.
- Lee, Chien-Chiang & Chen, Mei-Ping, 2020. "Happiness sentiments and the prediction of cross-border country exchange-traded fund returns," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
- Zaremba, Adam & Cakici, Nusret & Demir, Ender & Long, Huaigang, 2022. "When bad news is good news: Geopolitical risk and the cross-section of emerging market stock returns," Journal of Financial Stability, Elsevier, vol. 58(C).
- Chien-Chiang Lee & Mei-Ping Chen & Yi-Ting Peng, 2021. "Tourism development and happiness: International evidence," Tourism Economics, , vol. 27(5), pages 1101-1136, August.
- Lee, Chien-Chiang & Wang, Chih-Wei & Ho, Shan-Ju & Wu, Ting-Pin, 2021. "The impact of natural disaster on energy consumption: International evidence," Energy Economics, Elsevier, vol. 97(C).
- Rui Wang & Sheng Ma & Xinxin Xu & Pan Song, 2021. "Heterogeneous Shareholders’ Participation, COVID-19 Impact, and Innovation Decisions of State-Owned Firms: Evidence from China," Sustainability, MDPI, vol. 13(8), pages 1-22, April.
- Min Liu & Wei‐Chong Choo & Chi‐Chuan Lee & Chien‐Chiang Lee, 2023. "Trading volume and realized volatility forecasting: Evidence from the China stock market," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(1), pages 76-100, January.
- Sohag, Kazi & Hammoudeh, Shawkat & Elsayed, Ahmed H. & Mariev, Oleg & Safonova, Yulia, 2022. "Do geopolitical events transmit opportunity or threat to green markets? Decomposed measures of geopolitical risks," Energy Economics, Elsevier, vol. 111(C).
- Lee, Chien-Chiang & Chen, Mei-Ping, 2020.
"Happiness sentiments and the prediction of cross-border country exchange-traded fund returns,"
The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
Cited by:
- Yi-Chen Chung & Hsien-Ming Chou & Chih-Neng Hung & Chihli Hung, 2021. "Using Textual and Economic Features to Predict the RMB Exchange Rate," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 11(6), pages 1-8.
- Renee van Eyden & Rangan Gupta & Joshua Nielsen & Elie Bouri, 2022.
"Investor Sentiment and Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries,"
Working Papers
202256, University of Pretoria, Department of Economics.
- van Eyden, Reneé & Gupta, Rangan & Nielsen, Joshua & Bouri, Elie, 2023. "Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries," Journal of Behavioral and Experimental Finance, Elsevier, vol. 38(C).
- Chen, Wen-Yi & Chen, Mei-Ping, 2022. "Twitter’s daily happiness sentiment, economic policy uncertainty, and stock index fluctuations," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
- Văn, Lê & Bảo, Nguyễn Khắc Quốc, 2022. "The relationship between global stock and precious metals under Covid-19 and happiness perspectives," Resources Policy, Elsevier, vol. 77(C).
- Lee, Chien-Chiang & Chen, Mei-Ping, 2021. "The effects of investor attention and policy uncertainties on cross-border country exchange-traded fund returns," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 830-852.
- Chien-Chiang Lee & Mei-Ping Chen, 2022. "The impact of COVID-19 on the travel and leisure industry returns: Some international evidence," Tourism Economics, , vol. 28(2), pages 451-472, March.
- Yahya, Farzan & Lee, Chien-Chiang, 2023. "Disentangling the asymmetric effect of financialization on the green output gap," Energy Economics, Elsevier, vol. 125(C).
- Chien-Chiang Lee & Mei-Ping Chen & Erh-Yin Sun, 2017.
"Member states’ pact and industry co-movements in the BRICS markets,"
Applied Economics, Taylor & Francis Journals, vol. 49(4), pages 313-334, January.
Cited by:
- Caston Sigauke & Rosinah Mukhodobwane & Wilbert Chagwiza & Winston Garira, 2022. "Asymptotic Dependence Modelling of the BRICS Stock Markets," IJFS, MDPI, vol. 10(3), pages 1-32, July.
- Shi, Yangyan & Feng, Yu & Zhang, Qi & Shuai, Jing & Niu, Jiangxin, 2023. "Does China's new energy vehicles supply chain stock market have risk spillovers? Evidence from raw material price effect on lithium batteries," Energy, Elsevier, vol. 262(PA).
- Chen, Mei-Ping & Chen, Wen-Yi & Tseng, Tseng-Chan, 2017.
"Co-movements of returns in the health care sectors from the US, UK, and Germany stock markets: Evidence from the continuous wavelet analyses,"
International Review of Economics & Finance, Elsevier, vol. 49(C), pages 484-498.
Cited by:
- Zhu, Pengfei & Lu, Tuantuan & Chen, Shenglan, 2022. "How do crude oil futures hedge crude oil spot risk after the COVID-19 outbreak? A wavelet denoising-GARCHSK-SJC Copula hedge ratio estimation method," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 607(C).
- Zhu, Pengfei & Tang, Yong & Wei, Yu & Dai, Yimin & Lu, Tuantuan, 2021. "Relationships and portfolios between oil and Chinese stock sectors: A study based on wavelet denoising-higher moments perspective," Energy, Elsevier, vol. 217(C).
- Zhu, Pengfei & Tang, Yong & Wei, Yu & Dai, Yimin, 2019. "Portfolio strategy of International crude oil markets: A study based on multiwavelet denoising-integration MF-DCCA method," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 535(C).
- Ye, Liping & Geng, Jiang-Bo, 2021. "Measuring the connectedness of global health sector stock markets," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
- Kamal, Elham & Bouri, Elie, 2023. "Dependence structure among rare earth and financial markets: A multiscale-vine copula approach," Resources Policy, Elsevier, vol. 83(C).
- Dar, Arif Billah & Bhanja, Niyati & Paul, Manas, 2019. "Do gold mining stocks behave like gold or equities? Evidence from the UK and the US," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 369-384.
- Bhuiyan, Rubaiyat Ahsan & Rahman, Maya Puspa & Saiti, Buerhan & Ghani, Gairuzazmi Bin Mat, 2019. "Does the Malaysian Sovereign sukuk market offer portfolio diversification opportunities for global fixed-income investors? Evidence from wavelet coherence and multivariate-GARCH analyses," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 675-687.
- Choi, Sun-Yong, 2022. "Credit risk interdependence in global financial markets: Evidence from three regions using multiple and partial wavelet approaches," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 80(C).
- Nammouri, Hela & Chlibi, Souhir & Labidi, Oussama, 2022. "Co-movements in sector price indexes during the COVID-19 crisis: Evidence from the US," Finance Research Letters, Elsevier, vol. 46(PA).
- Chen, Mei-Ping & Lee, Chien-Chiang & Hsu, Yi-Chung, 2017.
"Investor sentiment and country exchange traded funds: Does economic freedom matter?,"
The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 285-299.
Cited by:
- Ahmed, Walid M.A., 2021. "Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
- Lee, Chien-Chiang & Chen, Mei-Ping, 2021. "The effects of investor attention and policy uncertainties on cross-border country exchange-traded fund returns," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 830-852.
- Chen, Jinyu & Liang, Zhipeng & Ding, Qian & Ren, Xiaohang & Wu, Anbing, 2023. "Dynamic connectedness across energy and metal futures markets during the COVID-19 pandemic: New evidence from a time-varying spillover index," Resources Policy, Elsevier, vol. 86(PA).
- Lee, Chien-Chiang & Chen, Mei-Ping, 2020. "Do natural disasters and geopolitical risks matter for cross-border country exchange-traded fund returns?," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
- Yasmeen Idilbi-Bayaa & Mahmoud Qadan, 2022. "Tell Me Why I Do Not Like Mondays," Mathematics, MDPI, vol. 10(11), pages 1-22, May.
- Chen, Mei-Ping & Lin, Yu-Hui & Tseng, Chun-Yao & Chen, Wen-Yi, 2015.
"Bubbles in health care: Evidence from the U.S., U.K., and German stock markets,"
The North American Journal of Economics and Finance, Elsevier, vol. 31(C), pages 193-205.
Cited by:
- Tai, Meng-Yi & Chao, Chi-Chur & Hu, Shih-Wen, 2015. "Pollution, health and economic growth," The North American Journal of Economics and Finance, Elsevier, vol. 32(C), pages 155-161.
- Yao, Can-Zhong & Li, Hong-Yu, 2021. "A study on the bursting point of Bitcoin based on the BSADF and LPPLS methods," The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
- KIRKPINAR, Aysegul & ERER, Elif & ERER, Deniz, 2019. "Is There A Rational Bubble In Bist 100 And Sector Indices?," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 23(3), pages 21-33, September.
- Yang Hu & Les Oxley, 2016.
"Bubbles in US Regional House Prices: Evidence from House Price/Income Ratios at the State Level,"
Working Papers in Economics
16/06, University of Waikato.
- Yang Hu & Les Oxley, 2018. "Bubbles in US regional house prices: evidence from house price–income ratios at the State level," Applied Economics, Taylor & Francis Journals, vol. 50(29), pages 3196-3229, June.
- Batabyal, Sanjana S. & Batabyal, Amitrajeet A., 2018.
"Medical decision-making by patients and providers under uncertainty and in the presence of antibiotic resistance,"
International Review of Economics & Finance, Elsevier, vol. 58(C), pages 604-613.
- Batabyal, Sanjana & Batabyal, Amitrajeet, 2018. "Medical Decision-Making by Patients and Providers under Uncertainty and in the Presence of Antibiotic Resistance," MPRA Paper 87810, University Library of Munich, Germany, revised 09 Jun 2018.
- Ye, Liping & Geng, Jiang-Bo, 2021. "Measuring the connectedness of global health sector stock markets," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
- Chen, Mei-Ping & Chen, Wen-Yi & Tseng, Tseng-Chan, 2017. "Co-movements of returns in the health care sectors from the US, UK, and Germany stock markets: Evidence from the continuous wavelet analyses," International Review of Economics & Finance, Elsevier, vol. 49(C), pages 484-498.
- Nammouri, Hela & Chlibi, Souhir & Labidi, Oussama, 2022. "Co-movements in sector price indexes during the COVID-19 crisis: Evidence from the US," Finance Research Letters, Elsevier, vol. 46(PA).
- Lee, Chien-Chiang & Chang, Chi-Hung & Chen, Mei-Ping, 2015.
"Industry co-movements of American depository receipts: Evidences from the copula approaches,"
Economic Modelling, Elsevier, vol. 46(C), pages 301-314.
Cited by:
- Nguyen, Cuong & Bhatti, M. Ishaq & Komorníková, Magda & Komorník, Jozef, 2016. "Gold price and stock markets nexus under mixed-copulas," Economic Modelling, Elsevier, vol. 58(C), pages 283-292.
- Jamie Kang & Tim Leung, 2017.
"Asynchronous ADRs: overnight vs intraday returns and trading strategies,"
Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 34(4), pages 580-596, October.
- Tim Leung & Jamie Kang, 2016. "Asynchronous ADRs: Overnight vs Intraday Returns and Trading Strategies," Papers 1611.03110, arXiv.org.
- Aristeidis Samitas & Elias Kampouris & Zaghum Umar, 2022. "Financial contagion in real economy: The key role of policy uncertainty," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 1633-1682, April.
- Muhammad Ahad & Ijaz ur Rehman & Fiza Qureshi & Waqas Hanif & Zaheer Anwer, 2018. "Modelling Asymmetric Impact of Home Country Macroeconomic Variables on American Depository Receipts: Evidence from Eurozone," Annals of Economics and Finance, Society for AEF, vol. 19(2), pages 703-727, November.
- Aristeidis, Samitas & Elias, Kampouris, 2018. "Empirical analysis of market reactions to the UK’s referendum results – How strong will Brexit be?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 53(C), pages 263-286.
- Tseng, Tseng-Chan & Lee, Chien-Chiang & Chen, Mei-Ping, 2015.
"Volatility forecast of country ETF: The sequential information arrival hypothesis,"
Economic Modelling, Elsevier, vol. 47(C), pages 228-234.
Cited by:
- Liu, Min, 2022. "The driving forces of green bond market volatility and the response of the market to the COVID-19 pandemic," Economic Analysis and Policy, Elsevier, vol. 75(C), pages 288-309.
- Kao, Yu-Sheng & Zhao, Kai & Chuang, Hwei-Lin & Ku, Yu-Cheng, 2024. "The asymmetric relationships between the Bitcoin futures’ return, volatility, and trading volume," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 524-542.
- Gong, Xu & Lin, Boqiang, 2018. "Structural changes and out-of-sample prediction of realized range-based variance in the stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 494(C), pages 27-39.
- Min Liu & Chien‐Chiang Lee & Wei‐Chong Choo, 2021. "An empirical study on the role of trading volume and data frequency in volatility forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(5), pages 792-816, August.
- Narayan, Paresh Kumar & Narayan, Seema & Westerlund, Joakim, 2015. "Do order imbalances predict Chinese stock returns? New evidence from intraday data," Pacific-Basin Finance Journal, Elsevier, vol. 34(C), pages 136-151.
- Min Liu & Wei‐Chong Choo & Chi‐Chuan Lee & Chien‐Chiang Lee, 2023. "Trading volume and realized volatility forecasting: Evidence from the China stock market," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(1), pages 76-100, January.
- Ma, Feng & Zhang, Yaojie & Huang, Dengshi & Lai, Xiaodong, 2018. "Forecasting oil futures price volatility: New evidence from realized range-based volatility," Energy Economics, Elsevier, vol. 75(C), pages 400-409.
- Omid Ranjbar & Chien-Chiang Lee & Tsangyao Chang & Mei-Ping Chen, 2014.
"Income Convergence in African Countries: Evidence from a Stationary Test With Multiple Structural Breaks,"
South African Journal of Economics, Economic Society of South Africa, vol. 82(3), pages 371-391, September.
Cited by:
- Zhang, Jinping & Xiao, Honglin & Li, Jiayi & Shi, Xixi, 2021. "Study on the cointegration relationship between water supply and demand in the irrigation district with structural breaks," Agricultural Water Management, Elsevier, vol. 258(C).
- Matonana, Ntombiyesibini & Phiri, Andrew, 2024. "Who in the World can Africa Catch-up to? Evidence from Income Convergence Analysis," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 77(3), pages 417-444.
- Claudia Suárez‐Arbesú & Nicholas Apergis & Francisco J. Delgado, 2023. "Club convergence and factors of income inequality in the European Union," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 3654-3666, October.
- Le, Thai-Ha & Chang, Youngho & Park, Donghyun, 2017. "Energy demand convergence in APEC: An empirical analysis," Energy Economics, Elsevier, vol. 65(C), pages 32-41.
- Anoruo, Emmanuel, 2019. "Testing for Convergence in Per Capita Income within ECOWAS," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 72(4), pages 493-512.
- Lei Pan & Svetlana Maslyuk-Escobedo, 2017. "Stochastic convergence in per capita energy consumption and its catch-up rate: Evidence from 26 African countries," Monash Economics Working Papers 16-17, Monash University, Department of Economics.
- Lee, Chien-Chiang & Chen, Mei-Ping & Chang, Chi-Hung, 2014.
"Industry co-movement and cross-listing: Do home country factors matter?,"
Japan and the World Economy, Elsevier, vol. 32(C), pages 96-110.
Cited by:
- Lei Wu & Kuan Xu & Qingbin Meng, 2021.
"Information flow and price discovery dynamics,"
Review of Quantitative Finance and Accounting, Springer, vol. 56(1), pages 329-367, January.
- Lei Wu & Kuan Xu & Qingbin Meng, 2020. "Information Flow and Price Discovery Dynamics," Working Papers daleconwp2020-02, Dalhousie University, Department of Economics.
- Chen, Mei-Ping & Chen, Wen-Yi & Tseng, Tseng-Chan, 2017. "Co-movements of returns in the health care sectors from the US, UK, and Germany stock markets: Evidence from the continuous wavelet analyses," International Review of Economics & Finance, Elsevier, vol. 49(C), pages 484-498.
- Lee, Chien-Chiang & Chang, Chi-Hung & Chen, Mei-Ping, 2015. "Industry co-movements of American depository receipts: Evidences from the copula approaches," Economic Modelling, Elsevier, vol. 46(C), pages 301-314.
- Foroudi, Pantea & Gupta, Suraksha & Patel, Parth & Batsakis, Georgios & Vaatanen, Juha & Czinkota, Michael, 2023. "The effect of home country characteristics on the internationalization of EMNEs: The moderating role of knowledge stock," International Business Review, Elsevier, vol. 32(2).
- Lei Wu & Kuan Xu & Qingbin Meng, 2021.
"Information flow and price discovery dynamics,"
Review of Quantitative Finance and Accounting, Springer, vol. 56(1), pages 329-367, January.
- Chen, Mei-Ping & Chen, Pei-Fen & Lee, Chien-Chiang, 2014.
"Frontier stock market integration and the global financial crisis,"
The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 84-103.
Cited by:
- Hourani, Alya & Wang, Yan & Demiralay, Sercan & McGroarty, Frank, 2023. "Industry costs of equity: Evidence from frontier markets," International Review of Financial Analysis, Elsevier, vol. 87(C).
- Alam, Ashraful & Uddin, Moshfique & Yazdifar, Hassan & Shafique, Sujana & Lartey, Theophilus, 2020. "R&D investment, firm performance and moderating role of system and safeguard: Evidence from emerging markets," Journal of Business Research, Elsevier, vol. 106(C), pages 94-105.
- Lukanima, Benedicto Kulwizira & Sanchez-Barrios, Luis Javier & Gómez-Bravo, Yuli Paola, 2024. "Towards understanding MILA stock markets integration beyond MILA: New evidence between the pre-Global financial crisis and the COVID19 periods," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 478-497.
- Otilia-Roxana Oprea, 0. "Financial Integration or Disintegration during the Financial Crisis," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 20(65), pages 122-136, September.
- Ashfaq, Saira & Ayub, Usman & Mujtaba, Ghulam & Raza, Naveed & Gulzar, Saqib, 2021. "Gainers and losers with higher order portfolio risk optimization," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 563(C).
- Sudharshan Reddy Paramati & Rakesh Gupta & An Hui, 2016. "Trade and Investment Linkages and Stock Market Long-Run Relationship," Australian Economic Papers, Wiley Blackwell, vol. 55(2), pages 149-169, June.
- Wil Martens & Prem Yapa & Maryam Safari, 2021. "Earnings Management in Frontier Market: Do Institutional Settings Matter?," Economies, MDPI, vol. 9(1), pages 1-19, February.
- Md. Abu HASAN, 2017. "Efficiency and Volatility of the Stock Market in Bangladesh: A Macroeconometric Analysis," Turkish Economic Review, KSP Journals, vol. 4(2), pages 239-249, June.
- Muhammad Ali Nasir & Min Du, 2018. "Integration of Financial Markets in Post Global Financial Crises and Implications for British Financial Sector: Analysis Based on A Panel VAR Model," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(2), pages 363-388, June.
- Wu, Fei, 2020. "Stock market integration in East and Southeast Asia: The role of global factors," International Review of Financial Analysis, Elsevier, vol. 67(C).
- Tihana Škrinjarić & Derick Quintino & Paulo Ferreira, 2021. "Transfer Entropy Approach for Portfolio Optimization: An Empirical Approach for CESEE Markets," JRFM, MDPI, vol. 14(8), pages 1-12, August.
- Chien, Mei-Se & Lee, Chien-Chiang & Hu, Te-Chung & Hu, Hui-Ting, 2015. "Dynamic Asian stock market convergence: Evidence from dynamic cointegration analysis among China and ASEAN-5," Economic Modelling, Elsevier, vol. 51(C), pages 84-98.
- Chen, Ting-Hsuan & Lee, Chien-Chiang & Shen, Chung-Hua, 2022. "Liquidity indicators, early warning signals in banks, and financial crises," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
- Ziadat, Salem Adel & Herbst, Patrick & McMillan, David G., 2020. "Inter- and intra-regional stock market relations for the GCC bloc," Research in International Business and Finance, Elsevier, vol. 54(C).
- Daugherty, Mary Schmid & Jithendranathan, Thadavillil, 2015. "A study of linkages between frontier markets and the U.S. equity markets using multivariate GARCH and transfer entropy," Journal of Multinational Financial Management, Elsevier, vol. 32, pages 95-115.
- Lee, Chien-Chiang & Chen, Mei-Ping, 2020. "Happiness sentiments and the prediction of cross-border country exchange-traded fund returns," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
- Min Liu & Chien‐Chiang Lee & Wei‐Chong Choo, 2021. "An empirical study on the role of trading volume and data frequency in volatility forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(5), pages 792-816, August.
- Chen, Yanhua & Li, Youwei & Pantelous, Athanasios & Stanley, Eugene, 2020.
"Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach,"
MPRA Paper
101700, University Library of Munich, Germany.
- Chen, Yanhua & Li, Youwei & Pantelous, Athanasios A. & Stanley, H. Eugene, 2022. "Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach," International Review of Financial Analysis, Elsevier, vol. 79(C).
- Berk, Ales S. & Cummins, Mark & Dowling, Michael & Lucey, Brian M., 2017. "Psychological price barriers in frontier equities," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 49(C), pages 1-14.
- Hou, Yang & Li, Steven, 2016. "Information transmission between U.S. and China index futures markets: An asymmetric DCC GARCH approach," Economic Modelling, Elsevier, vol. 52(PB), pages 884-897.
- Brzeszczyński, Janusz & Gajdka, Jerzy & Kutan, Ali M., 2015. "Investor response to public news, sentiment and institutional trading in emerging markets: A review," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 338-352.
- Silva, Thiago Christiano & Wilhelm, Paulo Victor Berri & Tabak, Benjamin Miranda, 2023. "The effect of interconnectivity on stock returns during the Global Financial Crisis," The North American Journal of Economics and Finance, Elsevier, vol. 67(C).
- Ghaemi Asl, Mahdi & Ben Jabeur, Sami, 2024. "Could the Russia-Ukraine war stir up the persistent memory of interconnectivity among Islamic equity markets, energy commodities, and environmental factors?," Research in International Business and Finance, Elsevier, vol. 69(C).
- Lee, Chien-Chiang & Chen, Mei-Ping & Chang, Chi-Hung, 2013.
"Dynamic relationships between industry returns and stock market returns,"
The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 119-144.
Cited by:
- Chen, Mei-Ping & Chen, Pei-Fen & Lee, Chien-Chiang, 2014. "Frontier stock market integration and the global financial crisis," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 84-103.
- Chung, Chune Young & Liu, Chang & Wang, Kainan, 2021. "The big picture: The industry effect of short interest," International Review of Financial Analysis, Elsevier, vol. 76(C).
- Beladi, Hamid & Chao, Chi Chur & Hu, May, 2016. "Another January effect—Evidence from stock split announcements," International Review of Financial Analysis, Elsevier, vol. 44(C), pages 123-138.
- Beladi, Hamid & Chao, Chi Chur & Hu, May, 2016. "A macro-analysis of financial decisions: An examination of special dividend announcements," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 162-181.
- Donadelli, Michael & Paradiso, Antonio, 2014. "Is there heterogeneity in financial integration dynamics? Evidence from country and industry emerging market equity indexes," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 32(C), pages 184-218.
- Yanying Zhang & Yiuman Tse & Gaiyan Zhang, 2022. "Return predictability between industries and the stock market in China," Pacific Economic Review, Wiley Blackwell, vol. 27(2), pages 194-220, May.
- Zhang, Tai-Wei & Wu, Wei-Hwa, 2014. "The asymmetric predictability of high-yield bonds," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 146-155.
- Lee, Chien-Chiang & Chen, Mei-Ping, 2020. "Happiness sentiments and the prediction of cross-border country exchange-traded fund returns," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
- Min Liu & Chien‐Chiang Lee & Wei‐Chong Choo, 2021. "An empirical study on the role of trading volume and data frequency in volatility forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(5), pages 792-816, August.
- Aloui Mouna & Jarboui Anis, 2017. "Stock Market, Interest Rate and Exchange Rate Risk Effects on non Financial Stock Returns During the Financial Crisis," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 8(3), pages 898-915, September.
- Chen, Mei-Ping & Lin, Yu-Hui & Tseng, Chun-Yao & Chen, Wen-Yi, 2015. "Bubbles in health care: Evidence from the U.S., U.K., and German stock markets," The North American Journal of Economics and Finance, Elsevier, vol. 31(C), pages 193-205.
- Kenneth Högholm & Johan Knif & Gregory Koutmos & Seppo Pynnönen, 2021. "Financial crises and the asymmetric relation between returns on banks, risk factors, and other industry portfolio returns," The Financial Review, Eastern Finance Association, vol. 56(1), pages 179-198, February.
- Chien-Chiang Lee & Mei-Ping Chen & Chun-An Li & Chi-Hung Chang, 2011.
"Determinants of ADR Returns before and after Domestic Stock Seasoned Equity Offerings: Evidence from Asian and Latin American Emerging Markets,"
Journal of Business Economics and Management, Taylor & Francis Journals, vol. 12(2), pages 248-277, February.
Cited by:
- Janda, K & Rausser, G & Svárovská, B, 2014.
"Can investment in microfinance funds improve risk-return characteristics of a portfolio?,"
Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series
qt61k33595, Department of Agricultural & Resource Economics, UC Berkeley.
- Janda, Karel & Rausser, Gordon & Svárovská, Barbora, 2014. "Can investment in microfinance funds improve risk-return characteristics of a portfolio?," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt6651g29v, Department of Agricultural & Resource Economics, UC Berkeley.
- Sheena Chhabra & Ravi Kiran, 2022. "Impact of information on winners' curse and long run performance of initial public offerings," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 975-992, January.
- O'Hagan-Luff, Martha & Berrill, Jenny, 2015. "Why stay-at-home investing makes sense," International Review of Financial Analysis, Elsevier, vol. 38(C), pages 1-14.
- Janda, K & Rausser, G & Svárovská, B, 2014.
"Can investment in microfinance funds improve risk-return characteristics of a portfolio?,"
Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series
qt61k33595, Department of Agricultural & Resource Economics, UC Berkeley.
- Chen, Mei-ping & Lee, Chien-Chiang & Hsu, Yi-Chung, 2011.
"The impact of American depositary receipts on the Japanese index: Do industry effect and size effect matter?,"
Economic Modelling, Elsevier, vol. 28(1), pages 526-539.
- Chen, Mei-ping & Lee, Chien-Chiang & Hsu, Yi-Chung, 2011. "The impact of American depositary receipts on the Japanese index: Do industry effect and size effect matter?," Economic Modelling, Elsevier, vol. 28(1-2), pages 526-539, January.
Cited by:
- Hsu, Chih-Hsiang, 2016. "Strategic noise trading of later-informed traders in a multi-market framework," Economic Modelling, Elsevier, vol. 54(C), pages 235-243.
- Lee, Chien-Chiang & Chen, Mei-Ping & Chang, Chi-Hung, 2014. "Industry co-movement and cross-listing: Do home country factors matter?," Japan and the World Economy, Elsevier, vol. 32(C), pages 96-110.
- Lee, Chien-Chiang & Chang, Chi-Hung & Chen, Mei-Ping, 2015. "Industry co-movements of American depository receipts: Evidences from the copula approaches," Economic Modelling, Elsevier, vol. 46(C), pages 301-314.
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