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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

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

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Asymmetric GARCH value-at-risk over MSCI in financial crisis

Huang, Han-Ching; Su, Yong-chern; Tsui, Jen-Tien - In: International journal of economics and financial issues … 5 (2015) 2, pp. 390-398

Persistent link: https://www.econbiz.de/10011453527

The central bank in market efficiency : the case of Taiwan

Chen, Pei-wen; Huang, Han-Ching; Su, Yong-chern - In: Pacific-Basin finance journal 29 (2014), pp. 239-260

Persistent link: https://www.econbiz.de/10010495711

Evidence on the Speed of Convergence to Market Efficiency : Evidence from Stock Spin-Offs

Huang, Han-Ching - 2016

We use order imbalance to investigate dynamic relations among intraday return, volatility and order imbalance of stock spinoffs. A GARCH model is employed to examine whether the larger order imbalance is associated with larger stock price volatility. We do not find a significant positive...

Persistent link: https://www.econbiz.de/10013003790

How does divergence of opinions affect the relative trading activity and information content in option and stock prior to takeover announcement?

Huang, Han-Ching; Tung, P. S. - In: The quarterly review of economics and finance : journal … 60 (2016), pp. 162-171

Persistent link: https://www.econbiz.de/10011627400