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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

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

The price impact of foreign institutional herding on large-size stocks in the Taiwan stock market

Lu, Yang-cheng; Fang, Hao; Nieh, Chien-chung - In: Review of quantitative finance and accounting 39 (2012) 2, pp. 189-208

Persistent link: https://www.econbiz.de/10009629085

The decomposition and causes of securities dealers' cascades in the Taiwan stock market

Fang, Hao; Lu, Yang-cheng; Yang, Tzu-Yi - In: Investment management and financial innovations 10 (2013) 3, pp. 30-39

Persistent link: https://www.econbiz.de/10010201512

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 informational and non-informational compositions of UK fund managers' dynamic herding in the stock market

Lu, Yang-cheng; Fang, Hao; Lee, Yen-Hsien - In: Panoeconomicus 64 (2017) 5, pp. 571-592

Persistent link: https://www.econbiz.de/10011795244

Causes and impacts of foreign and domestic institutional investors' herding in the Taiwan stock market

Fang, Hao; Lu, Yang-cheng; Yau, Hwey-Yun; Lee, Yen-Hsien - In: Emerging markets finance & trade : a journal of the … 53 (2017) 4, pp. 727-745

Persistent link: https://www.econbiz.de/10011764539

Informed Trading Behavior of Institutions and Individuals around Earnings Announcements

Wei, Yu-Chen - 2018

This study constructs the institutional- and individual-based probability of informed trading (PIN) by adjusting Easley, Hvidkjaer and O'Hara (2002) and investigates the impact of the informed trading behaviors of institutions and individuals on the post-announcement drift around the earnings...

Persistent link: https://www.econbiz.de/10012938561