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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
1362007
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
1192012
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
512009
Using Bootstrap to Test Portfolio Efficiency.
PH Chou, G Zhou
Annals of Economics & Finance 7 (2), 2006
512006
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
432000
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
431997
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
362004
The pitfall of using Sharpe ratio
MC Lin, PH Chou
Finance Letters 1 (3), 84-90, 2003
352003
Arbitrage risk and the turnover anomaly
PH Chou, TY Huang, HJ Yang
Journal of Banking & Finance 37 (11), 4172-4182, 2013
312013
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
312010
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
302002
Modeling daily price limits
PH Chou
International Review of Financial Analysis 8 (3), 283-301, 1999
271999
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
262013
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
Asset growth, style investing, and momentum
PH Chou, KC Ko, NT Yang
Journal of Banking & Finance 98, 108-124, 2019
202019
Tests of international asset pricing model with and without a riskless asset
PH Chou, MC Lin
Applied financial economics 12 (12), 873-883, 2002
192002
Persistency of the momentum effect
HY Chen, PH Chou, CH Hsieh
European Financial Management 24 (5), 856-892, 2018
172018
Portfolio optimization under asset pricing anomalies
PH Chou, WS Li, G Zhou
Japan and the WORLD Economy 18 (2), 121-142, 2006
162006
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