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The intraday stock return characteristics surrounding price limit hits

Lee, Jie-haun; Chou, Robin K. - In: Journal of multinational financial management 14 (2004) 4/5, pp. 485-501

Persistent link: https://www.econbiz.de/10002164394

The effects of price limits on overreaction and information asymmetry : evidence from the Taiwan stock market

Lee, Jie-haun - In: Advances in Pacific Basin financial markets 6 (2000), pp. 57-69

Persistent link: https://www.econbiz.de/10001487704

Trading mechanisms and trading preferences on a 24-hour futures market : a case study of the Floor

Chow, Edward H. - In: Journal of banking & finance 20 (1996) 10, pp. 1695-1713

Persistent link: https://www.econbiz.de/10001209654

The effects of margin changes on the composition of traders and market liquidity : evidence from the Taiwan futures exchange

Chou, Robin K.; Wang, George H. K.; Wang, Yun-Yi - In: The journal of futures markets 35 (2015) 10, pp. 894-915

Persistent link: https://www.econbiz.de/10011392699

The impacts of individual day trading strategies on market liquidity and volatility : evidence from the Taiwan index futures market

Chou, Robin K.; Wang, George H. K.; Wang, Yun-Yi - In: The journal of futures markets 35 (2015) 5, pp. 399-425

Persistent link: https://www.econbiz.de/10011405385

The role of institutions in price correction : evidence from intraday noise trading in Taiwan

Lee, Chun I.; Chou, Robin K.; Hsieh, Edward S.; … - In: Applied financial economics 22 (2012) 22/24, pp. 2009-2025

Persistent link: https://www.econbiz.de/10009719308

Intraday return spillovers and its variations across trading sessions

Chang, Chia-ching; Chen, Sheng-syan; Chou, Robin K.; … - In: Review of quantitative finance and accounting 36 (2011) 3, pp. 355-390

Persistent link: https://www.econbiz.de/10009272478

Overnight versus intraday returns of anomalies in China

Lin, Chaonan; Chang, Hui-Wen; Chou, Robin K. - In: Pacific-Basin finance journal 79 (2023), pp. 1-7

Persistent link: https://www.econbiz.de/10014463263

The Effects of Margin Changes on the Composition of Traders and Market Liquidity : Evidence from the Taiwan Futures Exchange

Chou, Robin K. - 2014

We examine the effects of margin changes on futures trading activity, the composition of traders and market liquidity, using an account level data set from the Taiwan Futures Exchange. We find that margin increases reduce trading activity for all trader types, which is consistent with the...

Persistent link: https://www.econbiz.de/10013050282

Algorithmic trading and market quality : evidence from the Taiwan index futures market

Chang, Ya-Kai; Chou, Robin K. - In: The journal of futures markets 42 (2022) 10, pp. 1837-1855

Persistent link: https://www.econbiz.de/10013465825