C. Edward Wang

National Taipei University - Department of Business Administration

Professor

No. 69, Sec. 2, Chien Kuo N. Rd.

Taipei, Taiwan 104

Taiwan

SCHOLARLY PAPERS

2

DOWNLOADS

48

CITATIONS

0

Scholarly Papers (2)

1.

Can Price Movement Toward Equilibrium Overshoot? Evidence from Share Repurchases and Subsidiary Selling

Number of pages: 46 Posted: 23 Aug 2010 Last Revised: 16 Dec 2010
C. Edward Wang and Ramon P. DeGennaro
National Taipei University - Department of Business Administration and University of Tennessee, Knoxville - Department of Finance
Downloads 48 (330,672)

Abstract:

Open-Market Repurchases, Market Underreaction, Market Overreaction

2.

DOES VaR ESTIMATE HAVE A UNIT ROOT ? APPLICATION OF THE PHILLIPS-PERRON TEST

Journal of Financial Management and Analysis, Vol. 18, 2005
Posted: 18 Apr 2006
I-Yuan Chuang, YEN- CHEN CHIU and C. Edward Wang
National Chung Cheng University, National Taichung Institute of Technology and National Taipei University - Department of Business Administration

Abstract:

Value at Risk, VaR Stationarity, Phillips-Perron Test