Po-Hsuan Hsu's Homepage

Publications and working papers

(also downloadable at http://ssrn.com/author=455934 )

[1] Technological innovations and finance

Neighborhood matters: The geography of technology spillovers and stock returns, Aug. 2009.

Technological innovations and aggregate risk premiums, July 2009, forthcoming at Journal of Financial Economics.

- Data: Patent shocks and R&D shocks.

- Appendices: Equilibrium Models; results from industrial portfolios.

- This version supersedes the old one titled "Aggregate technology shocks, market returns, and market premiums."

Innovate to survive: The effect of technology competition on corporate bankruptcy, with Assaf Eisdorfer, July 2009.

- This paper wins the Best Paper Award in 2009 NTU IEFA Conference

Technology prospects and the cross-section of stock returns, with Dayong Huang, June 2009, forthcoming at Journal of Empirical Finance.

- This paper wins the Best Paper Award in Investments at 2008 FMA Annual Meeting (sponsored by AAII)

[2] Financial econometrics (Large-scale multiple testing)

Technical analysis: Is it still beating the foreign exchange market? with Mark P. Taylor, coming soon

Testing the predictive ability of technical analysis using a new stepwise test without data snooping bias, with Yu-Chin Hsu and Chung-Ming Kuan, July 2009, conditionally accepted at Journal of Empirical Finance.

The use of Bayes factors to compare interest rate term structure models, with W. Keener Hughen and Carmelo Giaccotto, Feb. 2008.

Reexamining the profitability of technical analysis with data snooping checks, with Chung-Ming Kuan, Journal of Financial Econometrics, 3 (4), 606-628, 2005.

- This paper has been cited by articles in Journal of Economic Literature, Journal of Financial and Quantitative Analysis, etc.

Earlier publications in technology management: Link

Go back to main menu:
Last modified: August 15, 2009

Neighborhood matters: The geography of technology spillovers and stock returns, Aug. 2009.

Technological innovations and aggregate risk premiums, July 2009, forthcoming at Journal of Financial Economics.
	- Data: Patent shocks and R&D shocks. - Appendices: Equilibrium Models; results from industrial portfolios. - This version supersedes the old one titled "Aggregate technology shocks, market returns, and market premiums."

Innovate to survive: The effect of technology competition on corporate bankruptcy, with Assaf Eisdorfer, July 2009.
	- This paper wins the Best Paper Award in 2009 NTU IEFA Conference

Technology prospects and the cross-section of stock returns, with Dayong Huang, June 2009, forthcoming at Journal of Empirical Finance.
	- This paper wins the Best Paper Award in Investments at 2008 FMA Annual Meeting (sponsored by AAII)

Technical analysis: Is it still beating the foreign exchange market? with Mark P. Taylor, coming soon

Testing the predictive ability of technical analysis using a new stepwise test without data snooping bias, with Yu-Chin Hsu and Chung-Ming Kuan, July 2009, conditionally accepted at Journal of Empirical Finance.

The use of Bayes factors to compare interest rate term structure models, with W. Keener Hughen and Carmelo Giaccotto, Feb. 2008.

Reexamining the profitability of technical analysis with data snooping checks, with Chung-Ming Kuan, Journal of Financial Econometrics, 3 (4), 606-628, 2005.