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"huang paoyu"
Showing items 31-36 of 36 (4 Page(s) Totally)
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| 淡江大學 |
2018-06 |
Do Intraday Large Price Changes Matter for Trading Index Futures? Evidence from China Futures Markets
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Day, Min-Yuh;Huang, Paoyu;Ni, Yensen;Chen, Yuhsin |
| 淡江大學 |
2018-06 |
Do Implicit Phenomena Matter? Evidence from China Stock Index Futures
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Day, Min-Yuh;Huang, Paoyu;Ni, Yensen;Chen, Yuhsin |
| 淡江大學 |
2016/06 |
Investing strategies as continuous rising (falling) share prices released
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Wu, Manhwa;Huang, Paoyu;Ni, Yensen |
| 淡江大學 |
2016/05/28 |
Do Intraday Jump Phenomena Matter for Trading Index Futures? Evidence from China Futures Markets
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Day, Min-Yuh;Huang, Paoyu;Ni, Yensen;Chen, Yuhsin |
| 淡江大學 |
2015-09 |
MA trading rules, herding behaviors, and stock market overreaction
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Ni, Yensen;Liao, Yi-Ching;Huang, Paoyu |
| 淡江大學 |
2015-03 |
Momentum in the Chinese Stock Market: Evidence from Stochastic Oscillator Indicators
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Ni, Yensen;Liao, Yi-Ching;Huang, Paoyu |
Showing items 31-36 of 36 (4 Page(s) Totally)
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