2024 |
林士贵;罗秉政;林崇仁;叶宗玮*, 2024.07, 'Delta Hedging in the USD/JPY Options Market: Insights from Implied Stochastic Volatility, ' 管理评论, Vol.43, No.3, pp.1-17.(TSSCI)(*为通讯作者), vol. 129826, Jul. 2024 |
2021 |
Kendro Vincent*;Yu-Chin Hsu;Hsiou-Wei Lin, 2021.11, 'Investment Styles and the Multiple Testing of Cross-Sectional Stock Return Predictability, ' Journal of Financial Markets, Vol.56, pp.1-24.(SSCI)(*为通讯作者), vol. 435066, Nov. 2021 |
2018 |
Kendro Vincent*;Yu-Chin Hsu;Hsiou-Wei Lin, 2018.03, 'Strategies under a Multiple Testing Framework Analyzing the Performance of Multifactor Investment, ' Journal of Portfolio Management, Vol.44, No.4, pp.113-126.(SSCI)(*为通讯作者), vol. 435065, Mar. 2018 |
2016 |
Yi-Ting Chen;Kendro Vincent*, 2016.09, 'The Role of Momentum, Sentiment, and Economic Fundamentals in Forecasting Bear Stock Market, ' Journal of Forecasting, Vol.35, No.6, pp.504-527.(SSCI)(*为通讯作者), vol. 435064, Sep. 2016 |