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Causalities between sentiment indicators and stock market returns under different market scenarios

Sheu, Her-jiun; Lu, Yang-cheng; Wei, Yu-chen - In: The international journal of business and finance … 4 (2010) 1, pp. 159-171

Persistent link: https://www.econbiz.de/10003955716

Herding momentum effect and feedback trading of qualified foreign institutional investors in the Taiwan stock market

Lu, Yang-cheng; Wong, Jehn-yih; Fang, Hao - In: The international journal of business and finance … 3 (2009) 2, pp. 147-167

Persistent link: https://www.econbiz.de/10003955606

Institutional herding premium in the Taiwan stock market

Lu, Yang-cheng; Wong, Jehn-Yih; Fang, Hao - In: Investment management and financial innovations 6 (2009) 2, pp. 52-67

Persistent link: https://www.econbiz.de/10003918217

The effects of stock characteristics on the direction and extent of herding by foreign institutional investors in the Taiwan stock exchange

Fang, Hao; Lu, Yang-cheng; Yau, Hwey-yun - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 60-74

Persistent link: https://www.econbiz.de/10010402994

The impacts of investors' sentiments on stock returns using fintech approaches

Fang, Hao; Chung, Chien-Ping; Lu, Yang-cheng; Lee, Yen-Hsien - In: International review of financial analysis 77 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10012806582

News sentiment and stock market volatility

Hsu, Yen-Ju; Lu, Yang-cheng; Yang, J. Jimmy - In: Review of quantitative finance and accounting 57 (2021) 3, pp. 1093-1122

Persistent link: https://www.econbiz.de/10012620049

The News Effect and Asset Pricing in Taiwan Stock Market

Lu, Ralph - 2013

This study investigates the relationship between the news effect and the abnormal returns. The content analysis is applied to quantify the public news related to the listed stocks in the Taiwan Stock Market. By Referring to Demers and Vega (2011), this study constructs the net optimism of public...

Persistent link: https://www.econbiz.de/10013086628

Cross-sectional relationships between stock returns and market beta, trading volume, and sales-to-price in Taiwan

Sheu, Her-jiun - In: International review of financial analysis 7 (1998) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10001252960

An empirical study of forecasting power of turnover and book-to-price for stock returns in Taiwan

Sheu, Her-jiun; Ku, Kuang-ping - In: Advances in Pacific Basin financial markets 5 (1999), pp. 325-336

Persistent link: https://www.econbiz.de/10001493562

Market conditions and abnormal returns of IPO : an empirical study of Taiwan's high-tech companies

Li, Ming-yuan Leon; Sheu, Her-jiun; Lin, Lin; Tang, Yu-chi - In: Journal of Chinese economic and business studies 5 (2007) 1, pp. 51-64

Persistent link: https://www.econbiz.de/10003573341