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The impact of derivatives hedging on the stock market : evidence from Taiwan's covered warrants market

Chung, San-lin; Liu, Wen-rang; Tsai, Wei-che - In: Journal of banking & finance 42 (2014), pp. 123-133

Persistent link: https://www.econbiz.de/10010408417

The Impact of Derivatives Hedging on Stock Market : Evidence from Taiwan Covered Warrants Market

Chung, San-Lin - 2017

This paper examines the hedging impact on the underlying stock market using a comprehensive dataset of covered warrants traded in the Taiwan Stock Exchange (TWSE). Since TWSE requires the warrant issuers to conduct dynamic hedging over the life of warrants, we can estimate the number of shares...

Persistent link: https://www.econbiz.de/10012975829

Google Searches around Analyst Recommendation Revisions : Evidence from the Taiwan Stock Market

Wu, Ming-Hung - 2018

We set out in this study is to investigate the impact of Google search volume on stock prices around periods of recommendation revision announcements made by securities firms in the Taiwan stock market. Our results reveal that for upgrade announcements, the Internet searches that are initiated...

Persistent link: https://www.econbiz.de/10012932991

An empirical analysis of the dynamic probability of informed institutional trading : evidence from the Taiwan futures exchange

Weng, Pei-Shih; Wu, Ming-Hung; Chen, Miao-Ling; Tsai, … - In: The journal of futures markets 37 (2017) 9, pp. 865-891

Persistent link: https://www.econbiz.de/10011950904

The impacts of day trading activity on market quality : evidence from the policy change on the Taiwan stock market

Yang, Tun-Ya; Huang, Si-Yuan; Tsai, Wei-Che; Weng, Pei-Shih - In: Journal of derivatives and quantitative studies 28 (2020) 4, pp. 191-207

This paper aims to investigate the impact of day trading on market quality on the Taiwan stock market with the implementation of a unique policy change. This paper examines 396 listed stocks from June 2015 to October 2016, a period when the stock market in Taiwan officially approved selected...

Persistent link: https://www.econbiz.de/10012592723

Volatility of order imbalance of institutional traders and expected asset returns : evidence from Taiwan

Huang, Hong-Gia; Tsai, Wei-Che; Weng, Pei-Shih; Wu, … - In: Journal of financial markets 52 (2021), pp. 1-20

Persistent link: https://www.econbiz.de/10013266271

Overnight returns and investor sentiment : further evidence from the Taiwan stock market

Zhang, Hang; Tsai, Wei-Che; Weng, Pei-Shih; Tsai, Pin-Chieh - In: Pacific-Basin finance journal 80 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10014463336

Google searches around analyst recommendation revision announcements : evidence from the Taiwan stock market

Wu, Ming-Hung; Tsai, Wei-Che; Lu, Chia-Chi; Zhang, Hang - In: International review of economics & finance : IREF 81 (2022), pp. 75-97

Persistent link: https://www.econbiz.de/10013343495

Information content of options trading volume for future volatility : evidence from the Taiwan options market

Chang, Chuang-chang; Hsieh, Pei-fang; Wang, Yaw-huei - In: Journal of banking & finance 34 (2010) 1, pp. 174-183

Persistent link: https://www.econbiz.de/10003905751

Intraday volatility patterns in the Taiwan stock market and the impact on volatility forecasting

Wang, Yaw-huei; Wang, Yun-Yi - In: Asia-Pacific journal of financial studies 39 (2010) 1, pp. 70-89

Persistent link: https://www.econbiz.de/10009315274