研究人才詳細資料
主要學歷
| 出版年月 | 著作類別 | 著作名稱 | 作者 | 收錄出處 |
|---|---|---|---|---|
| 2021-01 | 期刊論文 | Optimal statistical arbitrage trading of Berkshire Hathaway stock and its replicating portfolio | Chen, AS, and Yang, CM | PLOS ONE |
| 2020-11 | 期刊論文 | Financial risk and acquirers' stockholder wealth in mergers and acquisitions | Chen, AS (Chen, An-Sing); Chu, HH (Chu, Hsiang-Hui); Hung, PH (Hung, Pi-Hsia); Cheng, MS (Cheng, Miao-Sih) | NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE |
| 2020-07 | 期刊論文 | Financial hedging in energy market by cross-learning machines | Chen, An-Sing, Leung, Mark T., Pan, Shaotao, Chou, and Ching-Yun | NEURAL COMPUTING & APPLICATIONS |
| 2020-06 | 期刊論文 | Influence of Students' Learning Style, Sense of Presence, and Cognitive Load on Learning Outcomes in an Immersive Virtual Reality Learning Environment | Huang, CL (Huang, Chiao Ling) ; Luo, YF (Luo, Yi Fang); Yang, SC (Yang, Shu Ching); Lu, CM (Lu, Chia Mei); Chen, AS (Chen, An-Sing) | JOURNAL OF EDUCATIONAL COMPUTING RESEARCH |
| 2020-01 | 期刊論文 | The firm's asset volatility, effective tax rate and leverage effect: Evidence from Taiwan | Chen, AS (Chen, An-Sing); Anh, PT (Anh, Pham Tuan) | INVESTMENT ANALYSTS JOURNAL |
| 2019-10 | 期刊論文 | The Effect of Deregulation on Firm Leverage and Strategic Behavior: Evidence from US Electricity Industry | Chen, An-Sing; Pham Tuan Anh | FINANCE A UVER-CZECH JOURNAL OF ECONOMICS AND FINANCE |
| 2019-04 | 期刊論文 | Oil price thresholds and stock returns | Chen, An-Sing; Yang, Che-Ming | INVESTMENT ANALYSTS JOURNAL |
| 2019-01 | 期刊論文 | Time-varying Variance Scaling: Application of the Fractionally Integrated ARMA Model | Chen, An-Sing; Chang, Hung-Chou; Cheng, Lee-Young | NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE |
| 2018-10 | 期刊論文 | Associations of eHealth Literacy With Health Services Utilization Among College Students: Cross-Sectional Study | Luo, YF (Luo, Yi Fang); Yang, SC (Yang, Shu Ching); Chen, AS (Chen, An-Sing); Chiang, CH (Chiang, Chia-Hsun) | JOURNAL OF MEDICAL INTERNET RESEARCH |
| 2017-04 | 期刊論文 | The affine styled-facts price dynamics for the natural gas: evidence from daily returns and option prices | Chih-Chen Hsu, An-Sing Chen, Shih-Kuei Lin & Ting-Fu Chen | Review of Quantitative Finance and Accounting |
| 2016-07 | 期刊論文 | Do analysts cater to investor beliefs via target prices | Chen, AS (Chen, An-Sing), Chang, CC (Chang, Chong-Chuo), Cheng, LY (Cheng, Lee-Young), Tu, HY (Tu, Hsing-Yu) | INTERNATIONAL REVIEW OF ECONOMICS & FINANCE |
| 2016-06 | 期刊論文 | Do bank regulation and supervision stabilize the banking system? A cross-country systematic risk analysis | Chinpiao Liu, An-Sing Chen, Hsiaofeng Lin |
財務金融學刊 Journal of Financial Studies |
| 2016-02 | 期刊論文 | Echo effects and the returns from 52-week high strategies | An-Sing Chen, Wayne Yang | Finance Research Letters |
| 2015-08 | 期刊論文 | Order Aggressiveness, Price Impact, and Investment Performance in a Pure Order-Driven Stock Market | Pi-Hsia Hung, An-Sing Chen, Yun-Lin Wu | Asia-Pacific Journal of Financial Studies |
| 2015-06 | 期刊論文 | Market Equilibrium of Open Market Share Repurchases: Price Information, Market Liquidity, and Firms' Private Information | Chih-Chen Hsu,An-Sing Chen,Jing-Wei Li |
財務金融學刊 Journal of Financial Studies |
| 2015-01 | 期刊論文 | Do firms use dividend changes to signal future profitability? A simultaneous equation analysis | Chinpiao Liu,An-Sing Chen | International Review of Financial Analysis |
| 2014-04 | 期刊論文 | Are Stock Market Bubbles Detectable? Analysis of the Roaring 20's and Exuberant 90's | An-Sing Chen,James Wuh Lin | Advances in Investment Analysis and Portfolio Management |
| 2014-02 | 期刊論文 | The relation between gold and stocks: an analysis of severe bear markets | An-Sing Chen, James Wuh Lin | Applied Economics Letters |
| 2013-10 | 期刊論文 | An investigation of college students' perceptions of academic dishonesty, reasons for dishonesty, achievement goals and willingness to report dishonest behavior | Shu Ching Yang, Chiao-Ling Huang, An-Sing Chen | Ethics & Behavior |
| 2013-02 | 期刊論文 | Exposure to Internet Pornography among Taiwanese Adolescents | An-Sing Chen, Mark Leung, Chih-Hao Chen, Shu Ching Yang | Social Behavior and Personality |
| 2012-07 | 期刊論文 | Application of polynomial projection ensembles to hedging crude oil commodity risk | An-Sing Chen, Mark T. Leung, Ling-Hua Wang | Expert Systems with Applications |
| 2012-03 | 期刊論文 | The Performance of Enhanced-Return Index Funds: Evidence from Bootstrap Analysis | An-Sing Chen, Yeh-Chung Chu, Mark T. Leung | Quantitative Finance |
| 2011-02 | 期刊論文 | Asymmetrical return on equity mean reversion and catering | An-Sing Chen, Shih-Chieh Lin | Journal of Banking & Finance |
| 2010-08 | 期刊論文 | Earnings management, market discounts and the performance of private equity placements | An-Sing Chen, Lee-Young Cheng,Kuang-Fu Cheng, Shu-Wei Chih | Journal of Banking ＆ Finance |
| 2009-12 | 期刊論文 | Intrinsic bubbles and Granger causality in the S&P 500:Evidence from long-term data | An-Sing Chen*, Lee-Young Cheng, Kuang-Fu Cheng | Journal of Banking ＆ Finance |
| 2009-12 | 期刊論文 | The forecasting ability of Internet-based virtual futures market | Chen, A.-S., J.-C. Wang, S.-C. Yang, and D.C. Yen* | Expert Systems with Applications |
| 2009-06 | 期刊論文 | Uniform testing and portfolio strategies for single and multifactor asset pricing models in the Pacific Basin markets | Chen, A.-S.* and S.-C. Fang | Applied Economics |
| 2008-12 | 期刊論文 | The dynamic relations among return volatility, trading imbalance, and trading volume in futures markets | Chen, A.-S., H.-G. Fung, and H.-C. Kao* | Mathematics and Computers in Simulation |
| 2008-09 | 期刊論文 | Enhancing Hedging Performance with the Spanning Polynomial Projection | An-Sing Chen*, Yan Zhen Liu | Quantitative Finance |
| 2007--- | 期刊論文 | Autocorrelation, structural breaks and the predictive ability of dividend yield. | Chen, A.S. and T. W. Zhang | Applied Economics |
| 2006-09 | 期刊論文 | Institutional Ownership Changes and Returns around Analysts’ Earnings Forecast Release Events: Evidence from Taiwan | Chen, A. S. and B. S. Hong | Journal of Banking & Finance |
| 2005-12 | 期刊論文 | Modeling Time Series Information into Option Prices: An Empirical Evaluation of Statistical Projection and GARCH Option Pricing Model | Chen, A. S. and M. T. Leung | Journal of Banking & Finance |
| 2005-09 | 期刊論文 | Performance evaluation of neural network architectures: The case of predicting foreign exchange correlations | Chen, A. S. and M. T. Leung | Journal of Forecasting |
| 2005-08 | 期刊論文 | Ascertaining the effects of employee bonus plans | Ang, J, A. S. Chen, and J. W. Lin | Applied Economics |
| 2004-06 | 期刊論文 | Cointegration and detectable linear and nonlinear causality: analysis using the London Metal Exchange lead contract | Chen AS,Lin JW | APPLIED ECONOMICS |
| 2004-06 | 期刊論文 | Regression neural network for error correction in foreign exchange forecasting and trading | Chen AS, Leung MT, | COMPUTERS & OPERATIONS RESEARCH |
| 2003-06 | 期刊論文 | Option straddle trading: Financial performance and economic significance of direct profit forecast and conventional strategies | Chen AS, Leung MT | APPLIED ECONOMICS LETTERS |
| 2003-05 | 期刊論文 | A Bayesian vector error correction model for forecasting exchange rates | Chen AS, Leung MT | COMPUTERS & OPERATIONS RESEARCH |
| 2003-05 | 期刊論文 | Application of neural networks to an emerging financial market: forecasting and trading the Taiwan Stock Index | Chen AS, Leung MT, Daouk H | COMPUTERS & OPERATIONS RESEARCH |
| 2003-05 | 期刊論文 | Stock auction bidding behavior and information asymmetries: An empirical analysis using the discriminatory auction model framework | Chen AS, Liaw G, Leung MT | Journal of Banking & Finance |
| 2003-03 | 期刊論文 | Computational complexity analysis of least-squares Monte Carlo (LSM) for pricing US derivatives | Chen AS, Shen PF | APPLIED ECONOMICS LETTERS |
| 2002-09 | 期刊論文 | A student-generated web-based oral history project | Yang SC, Chen NS, Chen AS | JOURNAL OF COMPUTER ASSISTED LEARNING |
| 2001-07 | 期刊論文 | Using Investment Portfolio Return to Combine Forecasts: A Multiobjective Approach | 11. Leung, M. T., H. Daouk, A. S. Chen | European Journal of Operational Research |
| 2000-07 | 期刊論文 | Dynamic Index Option Trading Strategies: Direct Forecasting Versus Options Pricing, Advances in Pacific Basin Business | Chen, A. S., and Y. C. Chu | Economics and Finance, |
| 2000-07 | 期刊論文 | Forecasting Exchange Rates Using General Regression Neural Networks | Leung, M. T., A. S. Chen, and H. Daouk | Computers & Operations Research |
| 2000-07 | 期刊論文 | Forecasting Stock Indices: A Comparison of Classification and Level Estimation Model | Leung, M. T., H. Daouk, and A. S. Chen | International Journal of Forecasting |
| 1999-07 | 期刊論文 | Information Sharing, Return Characteristics, and Portfolio Beta: The Case of Mutual Funds. | Ang, J. S., Chen, A. S., and J. W. Lin | Journal of Investing, |
| 1998-07 | 期刊論文 | An Alternative Model for American Style Currency Options: A Numerical Integration Approach, | Chen, A. S. (1998), | International Journal of Finance, |
| 1998-07 | 期刊論文 | Dynamic Foreign Currency Trading Guided By Adaptive Forecasting | Chen, A. S., and M. T. Leung | Review of Pacific Basin Financial Markets and Policies |
| 1998-07 | 期刊論文 | Intraday Bid Ask Spreads on the Prediction of Currency Return and Risk, | Lin, T., and A. S. Chen (1998), | Advances in Pacific Basin Financial Markets, |
| 1998-07 | 期刊論文 | The Stochastic Properties and Predictability of Intraday Taiwan Exchange Rates, | Chen, A. S., and M. T. Leung | International Review of Financial Analysis, |
| 1997-07 | 期刊論文 | Chen, A. S. (1997), Volatility of Exchange Rate Futures and High Low Price Spreads, | 陳安行,, | Journal of Economics and Finance, |
| 1997-07 | 期刊論文 | Forecasting the S&P 500 Index Volatility | Chen, A. S. | International Review of Economics and Finance |
| 1997-07 | 期刊論文 | Predicting the Direction of Different Horizon Returns of the Taiwan Index | Chen, A. S., and S. N. Chou | Review of Securities and Futures Markets, |
| 1997-07 | 期刊論文 | The Square Compass Rose: The Evidence from Taiwan. | Chen, A. S. | Journal of Multinational Financial Management |