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| 1 | 4 Sales-Funnel Misconceptions显示文摘 | Yensen Kermit | | 0，，03： | 1 |
| 2 | Hiperco-a magnetic alloy显示文摘 | Stanley J K Yensen T D | 1947 | Transactions of the American Institute of Electrical Engineers1947，66，1： | 1 |
| 3 | Genotypic variation in salinity tolerance of Distichlis spicata turf ecotypes显示文摘 | Marcum K B Yensen N P Leake J E | 2007 | Aus- tralian Journal of Experimental Agriculture2007，47，： | 1 |
| 4 | Predicting the impacts of edge effects in fragmented habitats显示文摘 | Laurance W F Yensen E | 1991 | Biological Conservation1991，55，： | 1 |
| 5 | Predicting the impacts of edge effects in fragmented habitats显示文摘 | LAURANCE W F YENSEN E | 1991 | Biol Cons1991，55，： | 1 |
| 6 | Population genetics structure of the northern Idaho ground squirrel(Spermophilus bruneus brunets)显示文摘 | Gavin T A Sherman P W Yensen E | 1999 | Journal of Mare malogy1999，80，1： | 1 |
| 7 | HMM delay prediction technique for VOIP显示文摘 | YENSEN T LARIVIERE J P LAMBADARIS I | 2003 | IEEE Transactions on Multimedia2003，5，3： | 1 |
| 8 | 显示文摘 | Yensen T D | 1935 | Trans Am Soc Met1935，23，： | 1 |
| 9 | Population genetic structure of the Northern Idaho ground squirrel (Spermophilus brunneus) 显示文摘 | Gavin T A Sherman P W Yensen E | 1999 | J Mammal1999，80，1： | 1 |
| 10 | HMM delay prediction technique for VoIP显示文摘 | Yensen T Lariviere J P Lambadaris I | 2003 | IEEE Transactions on Multimedia2003，5，3： | 1 |
| 11 | Population genetic structure of the northern Idaho ground squirrel (Spermoph ilus bruneus bruneus)显示文摘 | Gavin T.A Sherman P.W Yensen E | | 0，，： | 1 |
| 12 | Can investors profit by utilizing technical trading strategies?Evidence from the Korean and Chinese stock markets显示文摘The idea of this study is derived from observing the profitability of stock investments following the phenomena of continuously rising(or falling)prices of stocks and continuously overbought(or oversold)signals emitted by technical indicators.We employ the standard event study approach and technical trading strategies to explore whether investors would exploit profits in trading the constituent stocks of the Korea Composite Stock Price Index 50 and Shanghai Stock Exchange 50 when the aforementioned continuous phenomena occur.We find that both the Korean and Chinese stock markets are not fully efficient;this finding may enhance the robustness of the existing literature.In addition,we reveal that contrarian strategies are appropriate for the trading stocks listed on the Korean stock market for all the cases investigated in this study.However,momentum strategies are appropriate for the Chinese stock market when continuously rising stock prices and overbought signals are simultaneously observed.These findings imply that the difference in investor behaviors between the Korean and Chinese stock markets might result in dissimilar trading strategies being employed for these two markets. | Yensen Ni Min-Yuh Day Yirung Cheng Paoyu Huang | 2022 | Financial Innovation2022，8，1： | 0 |
| 13 | Trading stocks following sharp movements in the USDX, GBP/USD, and USD/CNY显示文摘We hypothesized that sharp movement in the USDX,GBP/USD,and USD/CNY might result in stock market fluctuations owing to heightened investors’sentiments.The subsequent performance of trading stocks right after such sharp movements in exchange rates is seldom explored in existing studies.We examined the historical data of the constituent stocks of the DJ 30,FTSE 100,and SSE 50 indexes and found that the share prices were more volatile after sharp movements in the CNY,even though the currency is less volatile because of China’s exchange rate policy.However,for the USD and GBP,share prices of the DJ 30 and FTSE 100,respectively,rose after sharp appreciation and depreciation of the currencies. | Yensen Ni Min-Yuh Day Paoyu Huang | 2020 | Financial Innovation2020，6，1： | 0 |
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