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Showing items 131-140 of 1008. (102 Page(s) Totally) << < 9 10 11 12 13 14 15 16 17 18 > >> View [10|25|50] records per page

Date	Title	Authors
2025-03	Does trading method alignment improve market efficiency? Evidence from Taiwan single-stock futures market	Hung, Jui-cheng
2012-03-11	Does Trading Remove or Bring Frictions?	Lin, William T.; Sun, David S.; Tsai, Shih-chuan
2004-01-01	Dual-Response Surface Optimization: A Weighted MSE Approach	Ding, Rui; Lin, Dennis K. J.; Wei, Duan
2010-08	The Dynamic Correlation between NASDAQ and Toronto Stock index -Copula-AR-GARCH Model	李沃牆
2010-10	The Dynamic Relationship between Gold and Silver Futures Markets Based on Copula-AR-GJR-GARCH Model	李沃牆; Lee, Wo-chiang; Lin, Hui-na
2001-12	Dynamic relationship between stock prices and exchange rates for G-7 countries	Nieh, C. C.; Lee, C. F.
2012-01-01	Dynamics of underwriting profits: Evidence from the U.S. insurance market	Jiang, Shi-Jie; Nieh, Chien-Chung
2006	Econometric Analysis of U.S. Airline Flight Delays with Time-of-Day Effects	Hsiao, Chieh-yu
2008-05	Economic Determinants of Co-movement Across International Stock Markets: The Example of Taiwan and its Key Trading Partners	Lin, Cho-min; Cheng, Wan-hsiu; Lin, Cho-min
2005-06-01	Economic transformation and earnings inequality in China and Taiwan	Bishop, John A.; 邱忠榮; Chiou, Jong-rong

Showing items 131-140 of 1008. (102 Page(s) Totally) << < 9 10 11 12 13 14 15 16 17 18 > >> View [10|25|50] records per page