Follow
Pin-Huang Chou
Pin-Huang Chou
Verified email at cc.ncu.edu.tw - Homepage
Title
Cited by
Cited by
Year
Sources of contrarian profits in the Japanese stock market
PH Chou, KCJ Wei, H Chung
Journal of Empirical Finance 14 (3), 261-286, 2007
1422007
Do industries matter in explaining stock returns and asset-pricing anomalies?
PH Chou, PH Ho, KC Ko
Journal of Banking & Finance 36 (2), 355-370, 2012
1222012
Prospect theory and the risk-return paradox: some recent evidence
PH Chou, RK Chou, KC Ko
Review of Quantitative Finance and Accounting 33, 193-208, 2009
532009
Using Bootstrap to Test Portfolio Efficiency.
PH Chou, G Zhou
Annals of Economics & Finance 7 (2), 2006
492006
A Gibbs sampling approach to the estimation of linear regression models under daily price limits
PH Chou
Pacific-Basin Finance Journal 5 (1), 39-62, 1997
441997
Bootstrap tests for multivariate event studies
PH Chou
Review of Quantitative Finance and Accounting 23, 275-290, 2004
432004
Price limits, margin requirements, and default risk
PH Chou, MC Lin, MT Yu
Journal of Futures Markets 20 (6), 573-602, 2000
422000
The pitfall of using Sharpe ratio
MC Lin, PH Chou
Finance Letters 1 (3), 84-90, 2003
362003
On the cross-section of expected stock returns: Fama-French ten years later
PH Chou, RK Chou, JS Wang
Finance letters 2 (1), 18-22, 2004
352004
Arbitrage risk and the turnover anomaly
PH Chou, TY Huang, HJ Yang
Journal of Banking & Finance 37 (11), 4172-4182, 2013
342013
Do relative leverage and relative distress really explain size and book-to-market anomalies?
PH Chou, KC Ko, SJ Lin
Journal of Financial Markets 13 (1), 77-100, 2010
332010
A comparison of hedge effectiveness and price discovery between TAIFEX TAIEX index futures and SGX MSCI Taiwan index futures
SY Chen, CC Lin, PH Chou, DY Hwang
Review of Pacific Basin Financial Markets and Policies 5 (02), 277-300, 2002
312002
What affects the cool-off duration under price limits?
PH Chou, RK Chou, KC Ko, CY Chao
Pacific-Basin Finance Journal 24, 256-278, 2013
292013
Modeling daily price limits
PH Chou
International Review of Financial Analysis 8 (3), 283-301, 1999
271999
Asset growth, style investing, and momentum
PH Chou, KC Ko, NT Yang
Journal of Banking & Finance 98, 108-124, 2019
262019
The effectiveness of coordinating price limits across futures and spot markets
PH Chou, MC Lin, MT Yu
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2003
242003
Alternative tests of the zero‐beta CAPM
PH Chou
Journal of Financial Research 23 (4), 469-493, 2000
242000
Tests of international asset pricing model with and without a riskless asset
PH Chou, MC Lin
Applied financial economics 12 (12), 873-883, 2002
202002
Persistency of the momentum effect
HY Chen, PH Chou, CH Hsieh
European Financial Management 24 (5), 856-892, 2018
192018
Portfolio optimization under asset pricing anomalies
PH Chou, WS Li, G Zhou
Japan and the WORLD Economy 18 (2), 121-142, 2006
172006
The system can't perform the operation now. Try again later.
Articles 1–20