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Daily Short Covering Activity and the Weekend Effect : Evidence From Taiwan

Yan, Zhipeng - 2019

By using a unique dataset of daily short covering volumes obtained from the Taiwan Stock Exchange, we first examine, in general, what drives daily short covering activity in the cross-section and its return predictability; we then investigate, in specific, the relation between short covering and...

Persistent link: https://www.econbiz.de/10012895646

Daily short covering activity and the weekend effect : evidence from Taiwan

Yan, Zhipeng; Cheng, Lee-Young; Zhao, Yan; Huang, Chung-Yuan - In: Pacific-Basin finance journal 36 (2016), pp. 166-184

Persistent link: https://www.econbiz.de/10011668793

Institutional investment horizons and open-market stock repurchases : evidence from the Taiwan stock market

Cheng, Lee-young; Lin, Yu-en - In: Applied financial economics 22 (2012) 7/9, pp. 611-623

Persistent link: https://www.econbiz.de/10009624346

Institutional investment horizons and the stock performance of private equity placements : evidence from the Taiwanese listed firms

Cheng, Lee-young; Wang, Ming-chang; Chen, Kung-chi - In: Review of Pacific Basin financial markets and policies 17 (2014) 2, pp. 1-30

Persistent link: https://www.econbiz.de/10010392608

Does public latency influence market quality? : an analysis of pre-trade transparency at the Taiwan futures exchange

Wang, Ming-Chang; Cheng, Lee-Young; Ko, Chien-Chuan; … - In: The quarterly review of economics and finance : journal … 70 (2018), pp. 227-240

Persistent link: https://www.econbiz.de/10012035046