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The impact of execution delay on the profitability of put-call-futures trading strategies : evidence from Taiwan

Chiou, Jong-rong; Hsieh, Wen-liang Gideon; Lin, Yuan-yi - In: The journal of futures markets 27 (2007) 4, pp. 361-385

Persistent link: https://www.econbiz.de/10003493071

Liquidity commonality in individuals' order flows : new evidence from the Taiwanese stock market

Hsieh, Wen-liang Gideon; Lin, Yuan-yi - In: Asia-Pacific journal of financial studies 45 (2016) 4, pp. 606-645

Persistent link: https://www.econbiz.de/10011630765

Expiration-day effects on individual stocks and the overall market : evidence from Taiwan

Hsieh, Wen-liang Gideon - In: The journal of futures markets 29 (2009) 10, pp. 920-945

Persistent link: https://www.econbiz.de/10003900942

Regulatory changes and information competition : the case of Taiwan index futures

Hsieh, Wen-Liang Gideon - In: The journal of futures markets 24 (2004) 4, pp. 399-412

Persistent link: https://www.econbiz.de/10002005397

A dominance evaluation of Taiwan's official income distribution statistics, 1976 - 1992

Chiou, Jong-rong - In: China economic review : an international journal 7 (1996) 1, pp. 57-75

Persistent link: https://www.econbiz.de/10001214266

Pricing efficiency of the S&P 500 index market : evidence from the Standard & Poor's Depositary Receipts

Chu, Quentin C.; Hsieh, Wen-Liang Gideon - In: The journal of futures markets 22 (2002) 9, pp. 877-900

Persistent link: https://www.econbiz.de/10001696690

Price discovery on the S&P 500 index markets : an analysis of spot index, index futures, and SPDRs

Chu, Quentin C.; Hsieh, Wen-liang Gideon; Tse, Yiuman - In: International review of financial analysis 8 (1999) 1, pp. 21-34

Persistent link: https://www.econbiz.de/10001446431

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

Price discovery on the S&P 500 index markets: An analysis of spot index, index futures, and SPDRS

Chu, Quentin C.; Hsieh, Wen-liang Gideon; Tse, Yiuman - In: International review of financial analysis 8 (1999) 1, pp. 21-34

Persistent link: https://www.econbiz.de/10007185211

Bold Target Forecasts : Market Reactions and Information Value

Hsieh, Wen-liang Gideon - 2023

This study identifies bold target forecasts as those far deviate from the consensus target and the actual stock price. Analysts’ bold forecasts exert substantial price drifts larger than the impacts caused by non-bold forecasts. The abnormal returns caused by bold pessimistic forecasts are...

Persistent link: https://www.econbiz.de/10014352649