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Pin-Huang Chou

National Central University

Professor of Finance

Department of Finance

Taoyuan, 32054

Taiwan

  • National Central University

    • Email
    • Tel: 886-3-4227151 ext 6270
    • Fax: 886-3-4252961
SCHOLARLY PAPERS

12

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CITATIONS
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Top 28,628

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8

Scholarly Papers (12)

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1.

Bootstrap Tests for Multivariate Event Studies

Number of pages: 23 Posted: 11 Feb 1999
Pin-Huang Chou
National Central University
Downloads 437 (56,094)
Citation 7

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2.

Do Macroeconomic Factors Subsume Market Anomalies in Long Investment Horizons?

EFMA 2004 Basel Meetings Paper
Number of pages: 40 Posted: 09 Jun 2004
Pin-Huang Chou, Wen-Shen Li, S. Ghon Rhee and Jane-Sue Wang
National Central University, National Central University at Taiwan - Department of Finance, University of Hawaii - Shidler College of Business and Ming Chuan University - Department of Economics
Downloads 194 (130,284)

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investment horizon, beta, size, book-to-market equity, CAPM, macroeconomic factors

3.

What Drives the Liquidity Premium: Factors or Characteristics?

Number of pages: 40 Posted: 20 Feb 2011
Pin-Huang Chou, Kuan-Cheng Ko and K.C. John Wei
National Central University, National Chi Nan University - College of Management and Hong Kong Polytechnic University
Downloads 119 (186,813)

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Liquidity Premium, Factor Model, Characteristic-Based Model

4.

Firm Characteristics, Alternative Factors, and Asset-Pricing Anomalies: Evidence from Japan

Finance and Corporate Governance Conference 2010 Paper
Number of pages: 38 Posted: 27 Dec 2009
Pin-Huang Chou, Kuan-Cheng Ko, Szu-Tsen Kuo and Shinn-Juh Lin
National Central University, National Chi Nan University - College of Management, National Central University at Taiwan and National Chengchi University
Downloads 84 (238,312)

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factors, characteristics, asset-pricing anomalies, Fama-MacBeth cross-sectional regression, least-trimmed squares

5.

Assessing the Size of Asset Pricing Tests Under Perfect Ex Ante Efficiency

Number of pages: 28 Posted: 02 Feb 2004
Pin-Huang Chou and Mei-Chen Lin
National Central University and National Lien-Ho Institute of Technology
Downloads 44 (360,934)

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asset pricing tests, market portfolio, buy-and-hold, rebalanced portfolio

6.

Factors, Characteristics and Endogenous Structural Breaks: Evidence from Japan

Number of pages: 36 Posted: 18 Aug 2011
Pin-Huang Chou, Kuan-Cheng Ko and Shinn-Juh Lin
National Central University, National Chi Nan University - College of Management and National Chengchi University
Downloads 35 (354,675)
Citation 1

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factor model, characteristic model, structural break, Japanese market

7.

Market Reactions to the Passage of the Financial Holding Company Act in Taiwan

Pacific Economic Review, Vol. 13, Issue 4, pp. 453-472, October 2008
Number of pages: 20 Posted: 08 Oct 2008
Jane-Sue Wang, Jing-Twen Chen and Pin-Huang Chou
Ming Chuan University - Department of Economics, affiliation not provided to SSRN and National Central University
Downloads 2 (576,142)
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8.

What Explains the Orange Juice Puzzle: Sentiment, Smart Money, or Fundamentals?

Journal of Financial Markets, Forthcoming
Number of pages: 41 Posted: 16 Nov 2015
Pin-Huang Chou, Chia-Hsun Hsieh and Carl Hsin-han Shen
National Central University, National Central University at Taiwan and National Central University
Downloads 0 (288,956)

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orange juice; temperature; investor sentiment; smart money

9.

The Pitfall of Using Sharpe Ratio

Finance Letters, Vol. 1, No. 3, 2003
Posted: 21 Nov 2003
Mei Chen and Pin-Huang Chou
National Central University at Taiwan - Department of Finance and National Central University

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Sharpe Ratio, Block Resampling, Investment Horizon

10.

Alternative Tests of the Zero-Beta CAPM

Journal of Financial Research
Posted: 29 Feb 2000
Pin-Huang Chou
National Central University

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11.

Using Bootstrap to Test Mean-Variance Efficiency of a Given Portfolio

Posted: 19 Nov 1996
Pin-Huang Chou
National Central University

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12.

Persistency of the Momentum Effect

European Financial Management
Number of pages: 48 Posted: 28 Aug 2015
Hong-Yi Chen, Pin-Huang Chou and Chia-Hsun Hsieh
National Chengchi University - Department of Finance, National Central University and National Central University at Taiwan
Downloads 944

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Delayed reaction hypothesis; Duration; Persistent losers; Persistent momentum strategy; Persistent winners; Heterogeneous beliefs; Information asymmetry