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匯出:
Excel格式
期刊論文
Diaz John Francis; Peh-Ying Qian; Genevieve Tan , “Variance Persistence in the Greater China Region: A Multivariate GARCH Approach” ,
2018
,
Lahore Journal of Economics
, vol.23 , p.49-68.
(Econlit期刊)
Diaz John Francis , “Volatility Dynamics in the ASEAN-China Free Trade Agreement” ,
2018
,
Journal of Emerging Market Finance
, vol.17 , p.287-306.
(Econlit期刊)
Liu L.L.; C.Y. Lin; J.F. Diaz; F.H. Fan , “Factors affecting budget preparation and flexibility: Evidence from Taiwanese local government units” ,
2017
,
African Journal of Economics and Econometrics
, p.1-10.
(Econlit期刊)
Diaz John Francis; Chen Jo-Hui , “Testing for Long-Memory and Chaos in the Returns of Currency Exchange-Traded Notes” ,
2017
,
Journal of Applied Finance and Banking
, vol.7 , p.15-37.
(Econlit期刊)
Argel Masa; John Francis diaz , “Long-memory Modeling and Forecasting of the Returns and Volatility of Exchange-traded Notes” ,
2017
,
Journal of Applied Economic Research
, vol.11 , p.23-53.
(Econlit期刊)
Ying Qian Peh; John Francis Diaz , “Volatility integration of global stock markets with the Malaysian stock market: A multivariate GARCH approach” ,
2017
,
Malaysian Journal of Economic Studies
, vol.54 , p.1-10.
(Econlit期刊)
Liu Tzu-Yu, Liu Li-Lun, Diaz John Francis , “Effect of Managerial Overconfidence and Compensation on Share Repurchase: Empirical Evidence from Taiwanese Firms” ,
2016
,
Asian Academy of Management Journal of Accounting and Finance
, vol.12 , p.153-179.
(Econlit期刊)
Diaz John Francis , “On the Predictability and Resilience of Gold Prices' Returns and Volatility” ,
2016
,
Journal of Applied Finance and Banking
, vol.6 , p.23-32.
(Econlit期刊)
Diaz John Francis, Nguyen Hai Tuan , “Nguyen, H.T. and J.F. Diaz (2016) Existence of Positive Dependence, Asymmetry and Leverage Effects in Real Estate Exchange-traded Funds (ETFs). . Forthcoming.” ,
2016
,
International Research Journal of Commerce and Management
, vol.7 , p.61-71.
(Econlit期刊)
Diaz John Francis , “Return and volatility performance comparison of Ethical and Non-ethical publicly-listed financial services companies ” ,
2016
,
Ethics and Economics
, vol.13 , p.1-13.
(Econlit期刊)
Diaz John Francis , “Do Scarce Precious Metals Equate to Safe Harbor Investments: The Case of Platinum and Palladium” ,
2016
,
Economics Research International
, vol.16 , p.1-7.
Chen Jo Hui, Diaz John Francis , “Positive Dependence and Asymmetry in the Stock Returns of the Top Emerging Economies. ,46-58.” ,
2015
,
International Research Journal of Marketing and Economics
, vol.2 , p.46-58.
(double-blind review期刊)
Diaz John Francis, Tan Genevieve Liao, Peh Ying Qian , “Return and Volatility Transmissions in Asia’s Top Emerging Economies” ,
2015
,
Euro-Asian Journal of Economics and Finance
, vol.3 , p.125-132.
(double-blind review期刊)
狄強 , “Chaos in Returns and Volatilities of the London Gold Fix ” ,
2015
,
Chaos and Complexity Letters
, vol.9 , p.14-27.
Chen Jo-Hui; Diaz John Francis , “Chaotic Properties of the Philippine Stock Exchange Index” ,
2015
,
International Research Journal of Applied Finance
, vol.6 , p.152-167.
(Econlit期刊)
Diaz John Francis, Nguyen Hai Tuan , “Fractional Integration in the returns of the largest Real Estate Exchange-traded Funds ” ,
2015
,
International Journal of Commerce and Strategy
, vol.7 , p.171-180.
(double-blind review期刊)
Liu Li-Lun; Diaz John Fracis; Ivagov, Esentur , “Linkages in Corporate Social responsibility Indices and Major Financial Market Indices” ,
2014
,
Journal of Advanced Studies in Finance
, vol.2 , p.157-163.
(Econlit期刊)
Chen Jo-Hui; Diaz John Francis; Chen Chi-Sean , “The Seasonal and Spillover Effects of Real Estate Investment Trusts (REIT) Exchange-Traded Funds (ETFs)” ,
2014
,
International Journal of Research in Finance and Marketing
, vol.4 , p.1-13.
(Econlit期刊)
Lee Cheng-Wen; Diaz John Francis; Truong Hong-Ngoc , “Existence of Persistent Temporal Dependence in Asian Emerging Markets Exchange-traded Funds” ,
2014
,
International Journal of Research in Finance and Marketing
, vol.4 , p.19-35.
(Econlit期刊)
Chen Jo-Hui; Diaz John Francis , “Study of Macroeconomic and Monetary Factors in Reoccurring Economic Recessions” ,
2014
,
Journal of Applied Economics and Business Research
, vol.4 , p.263-279.
(Econlit期刊)
Chen Jo-Hui; Diaz John Francis , “Predictability and Efficiency of the Philippine Stock Exchange Index” ,
2014
,
Journal of Business and Economics
, vol.5 , p.535-539.
(-期刊)
Diaz John Francis; Masa Argel , “Positive dependence and volatility asymmetry properties of the largest exchange-traded notes (ETNs)” ,
2014
,
Euro-Asian Journal of Economics and Finance
, vol.2 , p.100-107.
(-期刊)
Chen Jo-Hui; Wang Yu-Fen; Ko Chia-che; Diaz John Francis , “Trade and monetary factors in the reoccurrence of economic expansions in developed nations” ,
2013
,
International Research Journal of Applied Finance
, vol.18 , p.245-262.
(Econlit期刊)
Chen Jo-Hui; Diaz John Francis , “Testing for long-memory and shifts in the returns of green and non-green exchange-traded funds” ,
2013
,
International Journal of Humanities and Social Science Invention
, vol.2 , p.29-32.
Chen Jo-Hui; Diaz John Francis; Huang Yu-Fang , “High Technology ETF Forecasting: Application of Grey Relational Analysis and Artificial Neural Networks” ,
2013
,
Frontiers in Finance and Economics
, vol.10 , p.129-154.
(Econlit期刊)
Chen Jo-Hui; Chang Ting-Tzu; Ho Chao-Rung; Diaz John Francis , “Grey Relational Analysis and Neural Network Forecasting of REIT” ,
2013
,
Quantitative Finance
, vol.14 , p.2033-2044.
(SSCI期刊)
Diaz John Francis , “Evidence of Noisy Chaotic Dynamics in the Returns of Four Dow Jones Stock Indices” ,
2013
,
Annual Review of Chaos Theory, Bifurcations and Dynamical Systems
, vol.4 , p.1-15.
Chen Jo-Hui; Wang Yu-Fen; Ko Chia-Che; Diaz John Francis , “The influence of macroeconomic factors and banking fragility on offshore banking unit” ,
2013
,
Asia Pacific Management Review
, vol.18 , p.407-425.
(TSSCI期刊)
Chen Jo-Hui; Diaz John Francis , “Spillover and asymmetric-volatility effects of leveraged and inverse leveraged exchange traded funds” ,
2012
,
Journal of Business and Policy Research
, vol.7 , p.1-10.
Chen, Jo-Hui; Diaz, John Francis , “Spillover and leverage effects of faith-based exchange traded funds” ,
2012
,
Journal of Business and Policy Research
, vol.7 , p.1-12.