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

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

using the Fama-French three-factor model and Carhart four-factor model, the arbitrage portfolio of buying negative …

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

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 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

評論臺灣股票市場價格群聚現象之研究 (Critique of Papers on Price Clustering in the Taiwan Stock Market)

Liu, Jen-Chang - 2016

Chinese Abstract:...

Persistent link: https://www.econbiz.de/10012987794

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

of TTT on the liquidity of the constituent stocks. The empirical result coincides with the expectation of arbitrage …

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

The Motivations of Issuing Convertible Bonds - An Inquiry regarding the Sequential-Financing Hypothesis

Chen, Chun-Da; Hung, Fu-Pin; Chen, Dar-Hsin; Lin, Hsin-Ho - In: Journal of Economics and Management 4 (2008) 2, pp. 229-250

The aim of this paper is to re-examine the sequential-financing hypothesis in the context of convertible bond issuances from firms listed on the Taiwan Stock Exchange from 1994 to 2003. The results contend that announcements of convertible debt offerings are, on average, associated with...

Persistent link: https://www.econbiz.de/10008541454