Similar Search Results

The impact of short-sales constraints on liquidity and the liquidity-return relations

Chuang, Wen-i; Lee, Hsiu-chuan - In: Pacific-Basin finance journal 18 (2010) 5, pp. 521-535

Persistent link: https://www.econbiz.de/10009271827

The Impact of Short-Sales Constraints on Liquidity and the Liquidity-Returns Relations

Chuang, Wen-I - 2012

Baker and Stein's (2004) model predicts that individual stock liquidity, commonality in liquidity across stocks, the contemporaneous correlation between stock returns and liquidity, and the degree of high liquidity associated with low subsequent stock returns decrease in the absence of...

Persistent link: https://www.econbiz.de/10013106846

The Impact of Short-Sales Constraints on Liquidity and the Liquidity–Return Relations

Chuang, Wen-I; Lee, Hsiu-Chuan - In: Pacific-Basin finance journal 18 (2010) 5, pp. 521-536

Persistent link: https://www.econbiz.de/10008451643

Who is the more overconfident trader? : individual vs. institutional investors

Chuang, Wen-i; Susmel, Rauli - In: Journal of banking & finance 35 (2011) 7, pp. 1626-1644

Persistent link: https://www.econbiz.de/10009247621

The informational role of institutional investors and financial analysts in the market

Chuang, Wen-I; Lee, Bong-soo - In: Journal of financial markets 14 (2011) 3, pp. 465-493

Persistent link: https://www.econbiz.de/10009261757

US and domestic market gains and Asian investors' overconfident trading behavior

Chuang, Wen-I; Lee, Bong-soo; Wang, Kai-Li - In: Financial management 43 (2014) 1, pp. 113-148

Persistent link: https://www.econbiz.de/10011337813

An empirical evaluation of the overconfidence hypothesis

Chuang, Wen-I; Lee, Bong-soo - In: Journal of banking & finance 30 (2006) 9, pp. 2489-2515

Persistent link: https://www.econbiz.de/10003368347

Options-implied information and the momentum cycle

Liu, Ming-Yu; Chuang, Wen-I; Lo, Chien-Ling - In: Journal of financial markets 53 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10013271977

The bivariate GARCH approach to investigating the relation between stock returns, trading volume, and return volatility

Chuang, Wen-i; Liu, Hsiang-hsi; Susmel, Rauli - In: Global finance journal 23 (2012) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10009631295

Predicting volatility using the Markov-switching multifractal model : evidence from S&P 100 index and equity options

Chuang, Wen-i; Huang, Teng-ching; Lin, Bing-huei - In: The North American journal of economics and finance : a … 25 (2013), pp. 168-187

Persistent link: https://www.econbiz.de/10009779311