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Insider trading and the classification of seasoned equity offerings : evidence from Taiwan

Huang, Han-Ching; Chiu, Hsiu-Hsin - In: International journal of economics and finance 9 (2017) 5, pp. 58-70

Persistent link: https://www.econbiz.de/10011673423

An analysis of prices, volumes, and bid-ask spreads surrounding the announcement of tender offers

Huang, Han-Ching; Tung, Pei-shan - In: Investment management and financial innovations 9 (2012) 2, pp. 15-22

Persistent link: https://www.econbiz.de/10009579432

Market efficiency around the announcement day of self-tender offers

Huang, Han-Ching; Su, Yong-chern; Wang, Hsin-Ying - In: The international journal of business and finance … 9 (2015) 1, pp. 121-128

Persistent link: https://www.econbiz.de/10010515349

Dynamic return-order imbalance relationship response to leveraged buyout announcements

Huang, Han-Ching; Su, Yong-chern; Chang, Yao-hsuan - In: Global journal of business research : GJBR 8 (2014) 2, pp. 55-63

Persistent link: https://www.econbiz.de/10010241255

The performance of imbalance-based trading strategy on tender offer announcement day

Huang, Han-Ching; Su, Yong-chern; Liu, Yi-chun - In: Investment management and financial innovations 11 (2014) 2, pp. 38-46

Persistent link: https://www.econbiz.de/10010392838

How does divergence of opinions affect the relative trading activity and information content in option and stock prior to takeover announcement?

Huang, Han-Ching; Tung, P. S. - In: The quarterly review of economics and finance : journal … 60 (2016), pp. 162-171

Persistent link: https://www.econbiz.de/10011627400

The impact of Shanghai-Hong Kong stock connect policy on price difference and announcement effects

Huang, Han-Ching; Lin, Jyuan-Huei - In: Global journal of business research : GJBR 10 (2016) 3, pp. 1-7

Persistent link: https://www.econbiz.de/10011618476

Dynamic Return-Order Imbalance Relationship Response to Leveraged Buyout Announcements

Huang, Han-Ching - 2014

Many researches indicate informed trading during Leveraged buy-out (LBO) processes. In this study, we examine intraday dynamic relations between order imbalance, volatility and stock returns. The dynamic relation between volatility and order imbalances by a time-varying GARCH model is...

Persistent link: https://www.econbiz.de/10013059361