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Causality between saving and investment : an application of cointegration and error-correction modeling

Peng, Su-ling - 1998

Persistent link: https://www.econbiz.de/10001393743

Shared Analyst Coverage and Connected-Firm Momentum Spillover in China

Jiang, Danling; Peng, Xun; Zhu, Hongquan - 2022

Chinese Abstract: A股关联公司的股票动量溢出效应研究:...

Persistent link: https://www.econbiz.de/10013405840

The Market Responses to Earnings Seasonality : Evidence from Chinese A-Share Market

He, Yujin; Jiang, Danling; Zhu, Hongquan - 2022

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Persistent link: https://www.econbiz.de/10013321517

Impact of Taiwan Top 50 ETF on the Liquidity of the Constituents of the Taiwan 50 Index

Lin, Ching-Chung; Chiang, Min-Hsien; Chan, Shih-Ju; … - In: Journal of Economics and Management 2 (2006) 2, pp. 187-205

Taiwan Top 50 Tracker Fund (TTT) is the first Exchange Traded Fund (ETF) in Taiwan. This study investigates the impact of TTT on the liquidity of the constituent stocks. The empirical result coincides with the expectation of arbitrage hypothesis that the liquidity of the constituents is...

Persistent link: https://www.econbiz.de/10008555938

The Policy Effects of Lifting the Short-Sale Price Restriction on Stock Price Behaviors

Chan, Shih-Ju; Lin, Ching-Chung; Kuo, Wen-Hsiu - In: Journal of Economics and Management 4 (2008) 2, pp. 203-228

The restriction of short-sale prices, which stated that short-sale prices must not be lower than the closing price of the previous trading day, no longer applies to the constituent stocks of the Taiwan Top 50 Index. This study investigates the abnormal returns and volatility changes of those...

Persistent link: https://www.econbiz.de/10008555948