Peter Miu

Peter Miu

McMaster University - Hamilton / Canada
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 657847
person_outline Peter Miu's MOST POPULAR ARTICLES
1-) The pricing and performance of leveraged exchange-traded fundsN Charupat, P MiuJournal of Banking & Finance 35 (4), 966-977, 20111502011
2-) A hybrid bankruptcy prediction model with dynamic loadings on accounting-ratio-based and market-based information: A binary quantile regression approachMYL Li, P MiuJournal of Empirical Finance 17 (4), 818-833, 20101382010
3-) Diversification benefits of commodity futuresCS Cheung, P MiuJournal of International Financial Markets, Institutions and Money 20 (5 …, 20101352010
4-) Basel requirement of downturn LGD: Modeling and estimating PD & LGD correlationsP Miu, B OzdemirJournal of Credit Risk 2 (2), 43-68, 20061302006
5-) Recent developments in exchange‐traded fund literature: Pricing efficiency, tracking ability, and effects on underlying securitiesN Charupat, P MiuManagerial Finance 39 (5), 427-443, 2013912013