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Who reacts to what information in securities analyst reports? : direct evidence from the investor trade imbalance

Hsieh, Wen-liang Gideon; Lee, Chin-shen - In: Pacific-Basin finance journal 65 (2021), pp. 1-26

Persistent link: https://www.econbiz.de/10013209739

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

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Investor sentiment and evaporating liquidity during the financial crisis

Chiu, Junmao; Chung, Huimin; Ho, Keng-Yu; Wu, Chih-Chiang - In: International review of economics & finance : IREF 55 (2018), pp. 21-36

Persistent link: https://www.econbiz.de/10012033445

A value-at-risk analysis of carry trades using skew-GARCH models

Wang, Yu-jen; Chung, Huimin; Guo, Jia-hau - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 4, pp. 439-459

Persistent link: https://www.econbiz.de/10009787972

Givers or receivers? : return and volatility spillovers between Fintech and the traditional financial industry

Chen, Yuxuan; Chiu, Junmao; Chung, Huimin - In: Finance research letters 46 (2022) 2, pp. 1-11

Persistent link: https://www.econbiz.de/10013342023

Givers or Receivers? Return and volatility spillovers between Fintech and the Traditional Financial Industry

Chen, Yuxuan; Chiu, Junmao; Chung, Huimin - 2021

We investigate the return and volatility spillovers between a Fintech ETF and the ETFs of the traditional financial industry with an empirical network model. We find that the traditional financial ETFs are still the main givers, and the Fintech ETF is the net receiver. The Fintech ETF does not...

Persistent link: https://www.econbiz.de/10013210993