So-De Shyu

National Sun Yat-Sen University

Professor, Department of Finance

No.70, Lianhai Rd., Gushan District,

Kaohsiung City

Taiwan

SCHOLARLY PAPERS

5

DOWNLOADS

61

CITATIONS

2

Scholarly Papers (5)

1.

When is Money Likely to Be Smart? Evidence from Mutual Fund Investors in Taiwan

Investment Analysts Journal, No. 73, pp. 13-25, 2011
Number of pages: 34 Posted: 27 Feb 2011 Last Revised: 05 Jan 2015
Chung Hua University - Department of Finance, National Sun Yat-sen University, National Sun Yat-Sen University and Sun Yat-sen University - International Business School
Downloads 54 (308,387)
Citation 1

Abstract:

The Smart Money Effect, Behavioral Theory, Carhart Four-Factor Alpha, Market States

2.

Estimation of Housing Price Jump Risks and Their Impact on the Valuation of Mortgage Insurance Contracts

Journal of Risk and Insurance, Vol. 77, Issue 2, pp. 399-422, June 2010
Number of pages: 24 Posted: 10 May 2010
National Sun Yat-sen University - Department of Finance, National Sun Yat-sen University - Department of Finance, affiliation not provided to SSRN and National Sun Yat-Sen University
Downloads 2 (544,851)
Citation 1
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Abstract:

3.

Pricing Mortgage Insurance with Asymmetric Jump Risk and Default Risk: Evidence in the U.S. Housing Market

Journal of Real Estate Finance and Economics, Vol. 45, No. 3, 2012
Posted: 27 Nov 2012
Chia-Chien Chang and So-De Shyu
National Kaohsiung University of Applied Sciences and National Sun Yat-Sen University

Abstract:

Mortgage insurance contract, Asymmetric double exponential jump diffusion process, Default risk

4.

Liquidity and the Future Stock Returns of the REIT Industry

Journal of Real Estate Finance and Economics, Vol. 45, No. 3, 2012
Posted: 26 Oct 2012
Ming-Chi Chen, Chin-Yu Wang and So-De Shyu
National Sun Yat-sen University - Department of Finance, National Sun Yat-sen University and National Sun Yat-Sen University

Abstract:

Real estate investment trust (REIT), Cash holdings, Agency problem, Stock returns

Market States and the Effect on Equity REIT Returns Due to Changes in Monetary Policy Stance

Journal of Real Estate Finance and Economics, Forthcoming
Posted: 28 Feb 2011
National Sun Yat-sen University - Department of Finance, Chung Hua University - Department of Finance, National Sun Yat-Sen University and Independent

Abstract:

Real estate investment trust (REIT), Monetary policy, Quantile regression, Macroeconomic factors

Market States and the Effect on Equity REIT Returns Due to Changes in Monetary Policy Stance

Journal of Real Estate Finance and Economics, Vol. 45, No. 2, 2012
Posted: 25 Aug 2012
National Sun Yat-sen University - Department of Finance, Chung Hua University - Department of Finance, National Sun Yat-Sen University and Independent

Abstract:

Real estate investment trust (REIT), Monetary policy, Quantile regression, Macroeconomic factors