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期刊論文
  1. 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)
  2. 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)
  3. 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)
  4. 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)
  5. 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)
  6. 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)
  7. 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)
  8. 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)
  9. 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)
  10. 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)
  11. 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.
  12. 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)
  13. 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)
  14. 狄強 , “Chaos in Returns and Volatilities of the London Gold Fix ” , 2015 , Chaos and Complexity Letters , vol.9 , p.14-27.
  15. 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)
  16. 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)
  17. 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)
  18. 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)
  19. 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)
  20. 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)
  21. 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)
  22. 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)
  23. 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)
  24. 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.
  25. 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)
  26. 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)
  27. 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.
  28. 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)
  29. 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.
  30. 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.