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Dynamic relations between order imbalance, volatility and return of top gainers

Su, Yong-chern; Huang, Han-Ching; Lin, Shiue-Fang - In: Applied economics 44 (2012) 10/12, pp. 1509-1519

Persistent link: https://www.econbiz.de/10009525251

Dynamic relations between order imbalance, volatility and return of top gainers

Su, Yong-Chern; Huang, Han-Ching; Lin, Shiue-Fang - In: Applied Economics 44 (2012) 12, pp. 1509-1519

Investors have been working hard to find the best trading strategy. Previous studies suggest that order imbalance can be a state variable in explaining cross sectional stock return. In this article, we examine dynamic relations between order imbalance, volatility and stock return of top gainers....

Persistent link: https://www.econbiz.de/10010549615

Intraday causality between order imbalance and return of speculative top losers

Su, Yong-chern; Hu, Shing-yang; Huang, Han-Ching; … - In: Investment management and financial innovations 6 (2009) 1, pp. 130-136

Persistent link: https://www.econbiz.de/10003917744

Modeling value at risk of financial holding company : time varying vs. traditional models

Su, Yong-chern; Huang, Han-Ching; Wang, Serena - In: Banks and bank systems : international research journal 5 (2010) 1, pp. 76-86

Persistent link: https://www.econbiz.de/10003988899

Convergence to market efficiency of top gainers

Su, Yong-chern; Huang, Han-Ching; Hsu, Ming-wei - In: Journal of banking & finance 34 (2010) 9, pp. 2230-2237

Persistent link: https://www.econbiz.de/10008746569

An application of closed-form GARCH option-pricing model on FTSE 100 option and volatility

Su, Yong-chern; Chen, Ming-da; Huang, Han-Ching - In: Applied financial economics 20 (2010) 10/12, pp. 899-910

Persistent link: https://www.econbiz.de/10009009807

Market efficiency around the announcement day of self-tender offers

Huang, Han-Ching; Su, Yong-chern; Wang, Hsin-Ying - In: The international journal of business and finance … 9 (2015) 1, pp. 121-128

Persistent link: https://www.econbiz.de/10010515349

Speed of convergence to market efficiency : example of top loser stocks

Huang, Han-Ching; Su, Yong-chern; Shih, Chun-Chi - In: International journal of economics and financial issues … 3 (2013) 3, pp. 591-601

Persistent link: https://www.econbiz.de/10010518975

Evidence on the speed of convergence to market efficiency : evidence from stock spin-offs

Huang, Han-Ching; Su, Yong-chern; Shih, Chun-E. - In: Global journal of business research : GJBR 9 (2015) 2, pp. 1-8

Persistent link: https://www.econbiz.de/10011284760

Dynamic return-order imbalance relationship response to leveraged buyout announcements

Huang, Han-Ching; Su, Yong-chern; Chang, Yao-hsuan - In: Global journal of business research : GJBR 8 (2014) 2, pp. 55-63

Persistent link: https://www.econbiz.de/10010241255