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Paoyu Huang
Paoyu Huang
Professor, Department of International Business, Soochow University, Taiwan
Verified email at scu.edu.tw
Title
Cited by
Cited by
Year
Do intellectual capitals matter to firm value enhancement? Evidences from Taiwan
Y Ni, YR Cheng, P Huang
Journal of Intellectual Capital 22 (4), 725-743, 2021
762021
Cash flow statements and firm value: Evidence from Taiwan
Y Ni, P Huang, P Chiang, Y Liao
The Quarterly Review of Economics and Finance 71, 280-290, 2019
582019
MA trading rules, herding behaviors, and stock market overreaction
Y Ni, YC Liao, P Huang
International Review of Economics & Finance 39, 253-265, 2015
562015
Board structure and stock price informativeness in terms of moving average rules
P Huang, Y Ni
The Quarterly Review of Economics and Finance 63, 161-169, 2017
292017
Dividend payouts and family-controlled firms—The effect of culture on business
M Wu, Y Ni, P Huang
The Quarterly Review of Economics and Finance 75, 221-228, 2020
272020
The profitability of Bollinger Bands: Evidence from the constituent stocks of Taiwan 50
Y Ni, MY Day, P Huang, SR Yu
Physica A: Statistical Mechanics and its Applications 551, 124144, 2020
242020
Board structure, considerable capital, and stock price overreaction informativeness in terms of technical indicators
Y Ni, P Huang, Y Chen
The North American Journal of Economics and Finance 48, 514-528, 2019
202019
Momentum in the Chinese stock market: Evidence from stochastic oscillator indicators
Y Ni, YC Liao, P Huang
Emerging Markets Finance and Trade 51 (sup1), S99-S110, 2015
202015
Foreign institutional investors, shareholding change, and corporate governance
Y Ni, Y Liao, P Huang
Emerging Markets Finance and Trade 53 (4), 764-775, 2017
182017
Capital liberalization and various financial markets: Evidence from Taiwan
M Wu, P Huang, Y Ni
The Quarterly Review of Economics and Finance 66, 265-274, 2017
122017
Can investors profit by utilizing technical trading strategies? Evidence from the Korean and Chinese stock markets
Y Ni, MY Day, Y Cheng, P Huang
Financial Innovation 8 (1), 54, 2022
112022
Does board structure affect stock price overshooting informativeness measured by stochastic oscillator indicators?
Y Ni, Y Cheng, Y Liao, P Huang
International Journal of Finance & Economics 27 (2), 2290-2302, 2022
112022
Trading as sharp movements in oil prices and technical trading signals emitted with big data concerns
MY Day, Y Ni, P Huang
Physica A: Statistical Mechanics and its Applications 525, 349-372, 2019
112019
The profitability of Bollinger Bands trading bitcoin futures
MY Day, Y Cheng, P Huang, Y Ni
Applied Economics Letters 30 (11), 1437-1443, 2023
102023
Convertible bond issuance volume, capital structure, and firm value
Y Liao, P Huang, Y Ni
The North American Journal of Economics and Finance 60, 101673, 2022
102022
Trading strategies in terms of continuous rising (falling) prices or continuous bullish (bearish) candlesticks emitted
Y Ni, Y Cheng, P Huang, MY Day
Physica A: Statistical Mechanics and its Applications 501, 188-204, 2018
102018
The microstructure of the price-volume relationship of the constituent stocks of the Taiwan 50 Index
PY Huang, YS Ni, CM Yu
Emerging Markets Finance and Trade 48 (sup2), 153-168, 2012
102012
Do Investment Strategies Matter for Trading Global Clean Energy and Global Energy ETFs?
MY Day, Y Ni, C Hsu, P Huang
Energies 15 (9), 3328, 2022
92022
Do sharp movements in oil prices matter for stock markets?
Y Ni, M Wu, MY Day, P Huang
Physica A: Statistical Mechanics and its Applications 539, 122865, 2020
82020
Convertible bonds issued in the bear market period: Evidence from Taiwan
Y Ni, P Huang
Applied Economics 47 (42), 4501-4510, 2015
82015
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