Persistency of the momentum effect HY Chen, PH Chou, CH Hsieh European Financial Management 24 (5), 856-892, 2018 | 19 | 2018 |
A comparison of alternative models for estimating firm’s growth rate IE Brick, HY Chen, CH Hsieh, CF Lee Review of quantitative finance and accounting 47, 369-393, 2016 | 14 | 2016 |
What explains the orange juice puzzle: Sentiment, smart money, or fundamentals? PH Chou, CH Hsieh, CHH Shen Journal of financial Markets 29, 47-65, 2016 | 14 | 2016 |
Wavelet-based relevance vector regression model coupled with phase space reconstruction for exchange rate forecasting SC Huang, CH Hsieh Int. J. Innov. Comput. Inf. Control 8, 1917-1930, 2012 | 11 | 2012 |
Time-varying dependency and structural changes in currency markets CH Hsieh, SC Huang Emerging Markets Finance and Trade 48 (2), 94-127, 2012 | 8 | 2012 |
Revisiting the momentum effect in Taiwan: The role of persistency HY Chen, CH Hsieh, CF Lee Pacific-Basin Finance Journal, 2023 | 1 | 2023 |
Momentum life cycle, revisited TY Chen, PH Chou, CH Hsieh, SG Rhee Journal of Banking & Finance 127, 106119, 2021 | 1 | 2021 |
The cross-section of the momentum life cycle: A duration-based analysis.” PH Chou, HY Chen, CH Hsieh | 1 | 2014 |
Alternative Methods for Estimating Firm’s Growth Rate: Update and Extension IE Brick, HY Chen, CH Hsieh, CF Lee Handbook of Investment Analysis, Portfolio Management, and Financial …, 2024 | | 2024 |