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An analysis of intraday return-order imbalance relation to stealth trading

Huang, Han-Ching - In: Investment management and financial innovations 8 (2011) 1, pp. 234-242

Persistent link: https://www.econbiz.de/10009154297

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

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

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

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 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

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

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