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The relationship between earnings momentum and price momentum in different market : the case of the China market

Lin, Jun-biao - In: International journal of financial research 4 (2013) 4, pp. 72-82

Persistent link: https://www.econbiz.de/10010206642

The role of information uncertainty in moving-average technical analysis : a study of individual stock-option issuance in Taiwan

Chen, Chien-Hua; Su, Xuan-Qi; Lin, Jun-Biao - In: Finance research letters 18 (2016), pp. 263-272

Persistent link: https://www.econbiz.de/10011657063

How financial crises affect the relationship between idiosyncratic volatility and stock returns

Chen, Yi-Ling; Wang, Ming-Chun; Lin, Jun-Biao; Huang, … - In: International review of economics & finance : IREF 80 (2022), pp. 96-113

Persistent link: https://www.econbiz.de/10013341740

The impact of derivatives hedging on the stock market : evidence from Taiwan's covered warrants market

Chung, San-lin; Liu, Wen-rang; Tsai, Wei-che - In: Journal of banking & finance 42 (2014), pp. 123-133

Persistent link: https://www.econbiz.de/10010408417

Determinants of Price Discovery in the VIX Futures Market

Chen, Yu-Lun - 2017

We utilize the respective information share and common factor component weight approaches of Hasbrouck (1995) and Gonzalo and Granger (1995) to examine price discovery competition between the VIX and VIX futures. Our results show that VIX futures prices play a dominant role in the overall...

Persistent link: https://www.econbiz.de/10012955833

Google Searches around Analyst Recommendation Revisions : Evidence from the Taiwan Stock Market

Wu, Ming-Hung - 2018

We set out in this study is to investigate the impact of Google search volume on stock prices around periods of recommendation revision announcements made by securities firms in the Taiwan stock market. Our results reveal that for upgrade announcements, the Internet searches that are initiated...

Persistent link: https://www.econbiz.de/10012932991

Price delay and post-earnings announcement drift anomalies : the role of option-implied betas

Ho, Hwai-chung; Tsai, Wei-Che - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012667185

Option-implied equity risk and the cross section of stock returns

Chen, Te-Feng; Chung, San-Lin; Tsai, Wei-Che - In: Financial analysts' journal : FAJ 72 (2016) 6, pp. 42-55

Persistent link: https://www.econbiz.de/10011574798

The impacts of day trading activity on market quality : evidence from the policy change on the Taiwan stock market

Yang, Tun-Ya; Huang, Si-Yuan; Tsai, Wei-Che; Weng, Pei-Shih - In: Journal of derivatives and quantitative studies 28 (2020) 4, pp. 191-207

This paper aims to investigate the impact of day trading on market quality on the Taiwan stock market with the implementation of a unique policy change. This paper examines 396 listed stocks from June 2015 to October 2016, a period when the stock market in Taiwan officially approved selected...

Persistent link: https://www.econbiz.de/10012592723

Determinants of price discovery in the VIX futures market

Chen, Yu-Lun; Tsai, Wei-Che - In: Journal of empirical finance 43 (2017), pp. 59-73

Persistent link: https://www.econbiz.de/10011817906