Department of Finance
Taoyuan, 32001
Taiwan
http://mgt.ncu.edu.tw/~choup
National Central University
SSRN RANKINGS
in Total Papers Downloads
Delayed reaction hypothesis; Duration; Persistent losers; Persistent momentum strategy; Persistent winners; Heterogeneous beliefs; Information asymmetry
delayed reaction hypothesis, duration, heterogeneous beliefs, information asymmetry, persistent momentum strategy
investment horizon, beta, size, book-to-market equity, CAPM, macroeconomic factors
Liquidity Premium, Factor Model, Characteristic-Based Model
factors, characteristics, asset-pricing anomalies, Fama-MacBeth cross-sectional regression, least-trimmed squares
orange juice; temperature; investor sentiment; smart money
factor model, characteristic model, structural break, Japanese market
asset pricing tests, market portfolio, buy-and-hold, rebalanced portfolio
median, Momentum, regret, cognitive dissonance, shortâsale restrictions, investor sentiment
Sharpe Ratio, Block Resampling, Investment Horizon