Research output per year
Research output per year
Research output
- 11 Article
- 11 results
Search results
-
2019
Bias-corrected realized variance
Yeh, J. H. & Wang, J. N., 7 Feb 2019, In: Econometric Reviews. 38, 2, p. 170-192 23 p.Research output: Contribution to journal › Article › peer-review
3 Scopus citations -
The stabilizing effects of price limits: New evidence from jump contributed price variations
Chu, S. Y., Chan, L. K. & Yeh, J. H., Apr 2019, In: North American Journal of Economics and Finance. 48, p. 529-539 11 p.Research output: Contribution to journal › Article › peer-review
1 Scopus citations -
2018
Anchoring bias in house purchasing decisions: A quantile regression perspective
Chang, C. C., Chao, C. H. & Yeh, J. H., Sep 2018, In: Taiwan Economic Review. 46, 3, p. 451-500 50 p.Research output: Contribution to journal › Article › peer-review
1 Scopus citations -
2017
How can econometrics and finance be used to help judges identify stock manipulation
Yeh, J. H., Chang, Y. C. & Chu, S. Y., 2017, In: Taiwan Economic Review. 45, 2, p. 225-298 74 p.Research output: Contribution to journal › Article › peer-review
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2016
The role of buy-side anchoring bias: Evidence from the real estate market
Chang, C. C., Chao, C. H. & Yeh, J. H., 1 Jun 2016, In: Pacific Basin Finance Journal. 38, p. 34-58 25 p.Research output: Contribution to journal › Article › peer-review
14 Scopus citations -
2014
A noise-robust estimator of volatility based on interquantile ranges
Yeh, J. H., Wang, J. N. & Kuan, C. M., Nov 2014, In: Review of Quantitative Finance and Accounting. 43, 4, p. 751-779 29 p.Research output: Contribution to journal › Article › peer-review
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Stabilizing the market with short sale constraint? New evidence from price jump activities
Yeh, J. H. & Chen, L. C., 1 Sep 2014, In: Finance Research Letters. 11, 3, p. 238-246 9 p.Research output: Contribution to journal › Article › peer-review
7 Scopus citations -
2011
How accurate is the square-root-of-time rule in scaling tail risk: A global study
Wang, J. N., Yeh, J. H. & Cheng, N. Y. P., May 2011, In: Journal of Banking and Finance. 35, 5, p. 1158-1169 12 p.Research output: Contribution to journal › Article › peer-review
21 Scopus citations -
Random aggregation with applications in high-frequency finance
Tsay, R. S. & Yeh, J. H., Jan 2011, In: Journal of Forecasting. 30, 1, p. 72-103 32 p.Research output: Contribution to journal › Article › peer-review
5 Scopus citations -
2010
Correcting microstructure comovement biases for integrated covariance
Yeh, J. H. & Wang, J. N., Sep 2010, In: Finance Research Letters. 7, 3, p. 184-191 8 p.Research output: Contribution to journal › Article › peer-review
1 Scopus citations -
2009
Assessing value at risk with CARE, the Conditional Autoregressive Expectile models
Kuan, C. M., Yeh, J. H. & Hsu, Y. C., Jun 2009, In: Journal of Econometrics. 150, 2, p. 261-270 10 p.Research output: Contribution to journal › Article › peer-review
109 Scopus citations