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Dynamic relations between order imbalance, volatility and return of top gainers

Su, Yong-chern; Huang, Han-Ching; Lin, Shiue-Fang - In: Applied economics 44 (2012) 10/12, pp. 1509-1519

Persistent link: https://www.econbiz.de/10009525251

Speed of convergence to market efficiency : example of top loser stocks

Huang, Han-Ching; Su, Yong-chern; Shih, Chun-Chi - In: International journal of economics and financial issues … 3 (2013) 3, pp. 591-601

Persistent link: https://www.econbiz.de/10010518975

Intraday relation between stock return and order imbalance in different stock market cycles

Huang, Han-Ching; Tien, Joseph J. - In: The empirical economics letters : a monthly … 11 (2012) 6, pp. 601-609

Persistent link: https://www.econbiz.de/10009758140

The speed of convergence to market efficiency on NASDAQ hedging stocks

Huang, Han-Ching; Su, Yong-chern; Yang, Ming-yu - In: Investment management and financial innovations 10 (2013) 2, pp. 84-92

Persistent link: https://www.econbiz.de/10010201089

Profitability and causality of order imbalance based trading strategy in hedge stocks

Su, Yong-chern; Huang, Han-Ching; Chiu, Chien-Chang - In: Investment management and financial innovations 7 (2010) 1, pp. 14-23

Persistent link: https://www.econbiz.de/10003968177

Bank stock and option transmissions in financial crisis

Huang, Han-Ching; Su, Yong-chern; Wu, Sheng-Jung - In: The international journal of business and finance … 9 (2015) 5, pp. 17-23

Persistent link: https://www.econbiz.de/10011383336

Evidence on the speed of convergence to market efficiency : evidence from stock spin-offs

Huang, Han-Ching; Su, Yong-chern; Shih, Chun-E. - In: Global journal of business research : GJBR 9 (2015) 2, pp. 1-8

Persistent link: https://www.econbiz.de/10011284760

Bank Stock and Option Transmissions in Financial Crisis

Huang, Han-Ching - 2016

We investigate bank stock and option transmissions during the financial crisis in 2008. Contemporaneous and lagged-one stock order imbalances have a significant impact on option returns. A time-varying GARCH model is employed to confirm the results. We develop an imbalance-based call (put)...

Persistent link: https://www.econbiz.de/10013003432

Aren't small stock markets the same?

Huang, Ho-chuan; Lin, Shu-chin - In: Applied economics letters 14 (2007) 10/12, pp. 743-748

Persistent link: https://www.econbiz.de/10003588832