Jau‐er Chen

National Taiwan University

1 Sec. 4, Roosevelt Road

Taipei 106, 106

Taiwan

SCHOLARLY PAPERS

2

DOWNLOADS

98

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Industry Distress and Default Recovery Rates: The Unconditional Quantile Regression Approach

Number of pages: 43 Posted: 30 Oct 2019 Last Revised: 28 Sep 2020
Hui-Ching Chuang and Jau‐er Chen
Yuan Ze University - College of Management and National Taiwan University
Downloads 96 (377,440)

Abstract:

Loading...

LGD, LASSO, treatment effect, recentered influence function, double selection

2.

Can Information and Communication Technology Improve Stock Market Efficiency? A Cross‐Country Study

Bulletin of Economic Research, Vol. 71, Issue 2, pp. 113-135, 2019
Number of pages: 23 Posted: 10 Apr 2019
National Sun Yat-sen University, National Sun Yat-sen University, National Taiwan University and National Sun Yat-sen University
Downloads 2 (896,535)

Abstract:

Loading...

dynamic panel data (DPD) Model, information and communication technology (ICT), market efficiency, unit root, variance ratio